From 843bf1874d733954476a5273cdd2d61c02699642 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 06:01:36 +0000 Subject: [PATCH 1/8] Fix: handle null/empty enums in SchemaResolver; add unit test --- .../codec/codegen/resolver/SchemaResolver.java | 7 ++++++- .../codegen/resolver/SchemaResolverTest.java | 15 +++++++++++++++ 2 files changed, 21 insertions(+), 1 deletion(-) diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java index 24e9469..2b00e7f 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java @@ -171,7 +171,12 @@ private void enforceSequentialFieldTags(MessageDefinition message) { } private void resolveEnums() { - for (EnumDefinition rawEnum : rawSchema.enums()) { + List enums = rawSchema.enums(); + if (enums == null || enums.isEmpty()) { + return; + } + + for (EnumDefinition rawEnum : enums) { resolvedEnums.add(ResolvedEnumDefinition.fromRaw(rawEnum)); Map valuesLock = diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java index b4e539c..c7a2dc0 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java @@ -275,6 +275,21 @@ void resolve_WithEnums_ShouldPreserveEnumValues() { assertEquals(0, enumDef.values().getFirst().id()); } + @Test + void resolve_WithNullEnums_ShouldHandleMissingEnums() { + SchemaDefinition schema = + new SchemaDefinition("com.test", "1.0.0", List.of(), null); + + // Should not throw NPE when enums() is null; should produce an empty resolved enum list + ResolutionResult result = + SchemaResolver.resolve(schema, null, tempDir.resolve("test.myra.yml")); + + assertNotNull(result); + assertNotNull(result.resolvedSchema()); + assertNotNull(result.resolvedSchema().enums()); + assertEquals(0, result.resolvedSchema().enums().size()); + } + private SchemaDefinition createTestSchema() { return new SchemaDefinition( "com.test", From 491a3573c8c2b48d0ba32a3879d45ecb4cec93f6 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 06:11:57 +0000 Subject: [PATCH 2/8] Normalize missing lists in SchemaParser; add tests and resources for missing enums --- .../myra/codec/codegen/SchemaParserTest.java | 18 ++++++++++++++++++ codegen/src/test/resources/no_enums.myra.yml | 9 +++++++++ schema-core/bin/test/no_enums.myra.yml | 9 +++++++++ .../mvp/myra/codec/codegen/SchemaParser.java | 16 +++++++++++++++- .../codec/codegen/resolver/SchemaResolver.java | 7 +------ .../myra/codec/codegen/SchemaParserTest.java | 17 +++++++++++++++++ .../codegen/resolver/SchemaResolverTest.java | 6 ++---- .../src/test/resources/no_enums.myra.yml | 9 +++++++++ 8 files changed, 80 insertions(+), 11 deletions(-) create mode 100644 codegen/src/test/resources/no_enums.myra.yml create mode 100644 schema-core/bin/test/no_enums.myra.yml create mode 100644 schema-core/src/test/resources/no_enums.myra.yml diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java index 0cda74b..609ff11 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java @@ -47,6 +47,24 @@ void parse_WithValidSchemaFile_ShouldReturnCorrectSchemaDefinition() throws Exce assertEquals(0, schema.enums().getFirst().values().getFirst().id()); } + @Test + void parse_WithMissingEnums_ShouldReturnEmptyEnumList() throws Exception { + // Validate parser normalization when enums are omitted from the YAML + URL resource = getClass().getClassLoader().getResource("no_enums.myra.yml"); + assertNotNull(resource, "Test schema file 'no_enums.myra.yml' not found in resources."); + Path schemaPath = Paths.get(resource.toURI()); + + SchemaParser parser = new SchemaParser(); + SchemaDefinition schema = parser.parse(schemaPath); + + assertNotNull(schema); + assertEquals("express.mvp.examples.echo", schema.namespace()); + assertEquals("1.0.0", schema.version()); + assertEquals(1, schema.messages().size()); + assertNotNull(schema.enums()); + assertEquals(0, schema.enums().size()); + } + @Test void parse_OrderBookSchema_ShouldHandleRepeatedCollections() throws Exception { URL resource = getClass().getClassLoader().getResource("order_book.myra.yml"); diff --git a/codegen/src/test/resources/no_enums.myra.yml b/codegen/src/test/resources/no_enums.myra.yml new file mode 100644 index 0000000..f00e38a --- /dev/null +++ b/codegen/src/test/resources/no_enums.myra.yml @@ -0,0 +1,9 @@ +namespace: "express.mvp.examples.echo" +version: "1.0.0" + +messages: + - name: "Message" + fields: + - tag: 1 + name: "text" + type: "string" diff --git a/schema-core/bin/test/no_enums.myra.yml b/schema-core/bin/test/no_enums.myra.yml new file mode 100644 index 0000000..f00e38a --- /dev/null +++ b/schema-core/bin/test/no_enums.myra.yml @@ -0,0 +1,9 @@ +namespace: "express.mvp.examples.echo" +version: "1.0.0" + +messages: + - name: "Message" + fields: + - tag: 1 + name: "text" + type: "string" diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java index ffafbc9..42f0962 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java @@ -10,6 +10,20 @@ public class SchemaParser { public SchemaDefinition parse(Path schemaPath) throws IOException { ObjectMapper mapper = new ObjectMapper(new YAMLFactory()); - return mapper.readValue(schemaPath.toFile(), SchemaDefinition.class); + + SchemaDefinition parsed = mapper.readValue(schemaPath.toFile(), SchemaDefinition.class); + + // Defensive normalization: ensure lists are non-null so downstream code doesn't + // need to defensively check for null. Convert missing collections to empty lists. + java.util.List parsedMessages = + parsed.messages(); + java.util.List parsedEnums = parsed.enums(); + + java.util.List messages = + (parsedMessages == null) ? java.util.List.of() : parsedMessages; + java.util.List enums = + (parsedEnums == null) ? java.util.List.of() : parsedEnums; + + return new SchemaDefinition(parsed.namespace(), parsed.version(), messages, enums); } } diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java index 2b00e7f..24e9469 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java @@ -171,12 +171,7 @@ private void enforceSequentialFieldTags(MessageDefinition message) { } private void resolveEnums() { - List enums = rawSchema.enums(); - if (enums == null || enums.isEmpty()) { - return; - } - - for (EnumDefinition rawEnum : enums) { + for (EnumDefinition rawEnum : rawSchema.enums()) { resolvedEnums.add(ResolvedEnumDefinition.fromRaw(rawEnum)); Map valuesLock = diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java index e55eef6..206dac5 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/SchemaParserTest.java @@ -39,4 +39,21 @@ void parse_WithValidSchemaFile_ShouldReturnCorrectSchemaDefinition() throws Exce assertEquals("OK", schema.enums().getFirst().values().getFirst().name()); assertEquals(0, schema.enums().getFirst().values().getFirst().id()); } + + @Test + void parse_WithMissingEnums_ShouldReturnEmptyEnumList() throws Exception { + URL resource = getClass().getClassLoader().getResource("no_enums.myra.yml"); + assertNotNull(resource, "Test schema file 'no_enums.myra.yml' not found in resources."); + Path schemaPath = Paths.get(resource.toURI()); + + SchemaParser parser = new SchemaParser(); + SchemaDefinition schema = parser.parse(schemaPath); + + assertNotNull(schema); + assertEquals("express.mvp.examples.echo", schema.namespace()); + assertEquals("1.0.0", schema.version()); + assertEquals(1, schema.messages().size()); + assertNotNull(schema.enums()); + assertEquals(0, schema.enums().size()); + } } diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java index c7a2dc0..500521f 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java @@ -276,11 +276,9 @@ void resolve_WithEnums_ShouldPreserveEnumValues() { } @Test - void resolve_WithNullEnums_ShouldHandleMissingEnums() { - SchemaDefinition schema = - new SchemaDefinition("com.test", "1.0.0", List.of(), null); + void resolve_WithEmptyEnums_ShouldHandleMissingEnums() { + SchemaDefinition schema = new SchemaDefinition("com.test", "1.0.0", List.of(), List.of()); - // Should not throw NPE when enums() is null; should produce an empty resolved enum list ResolutionResult result = SchemaResolver.resolve(schema, null, tempDir.resolve("test.myra.yml")); diff --git a/schema-core/src/test/resources/no_enums.myra.yml b/schema-core/src/test/resources/no_enums.myra.yml new file mode 100644 index 0000000..f00e38a --- /dev/null +++ b/schema-core/src/test/resources/no_enums.myra.yml @@ -0,0 +1,9 @@ +namespace: "express.mvp.examples.echo" +version: "1.0.0" + +messages: + - name: "Message" + fields: + - tag: 1 + name: "text" + type: "string" From e0b48e49971284e1de7542729d95708cf4b796bb Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 06:12:57 +0000 Subject: [PATCH 3/8] docs: add changelog entry for schema normalization and codegen NPE fix --- CHANGELOG.md | 7 +++++++ 1 file changed, 7 insertions(+) create mode 100644 CHANGELOG.md diff --git a/CHANGELOG.md b/CHANGELOG.md new file mode 100644 index 0000000..d970a7e --- /dev/null +++ b/CHANGELOG.md @@ -0,0 +1,7 @@ +# Unreleased + +- Fix: Prevent NullPointerException during code generation when schema files omit `enums`. + - Defensive normalization in `SchemaParser` converts missing lists to empty lists so downstream + code no longer needs null checks. + - Added parser tests and resources for schemas with no enums in both `schema-core` and `codegen` modules. + - Reverted temporary null-check in `SchemaResolver` — parser normalization is the single source of truth. From 8a7c49dc123dc282fe70b2c5590f90c73932e744 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 06:35:54 +0000 Subject: [PATCH 4/8] style: apply spotless formatting across project --- .../mvp/myra/codec/codegen/StubGenerator.java | 448 +++++++++++------- .../myra/codec/codegen/EnumLookupTest.java | 87 ++-- .../codec/codegen/RepeatingGroupsTest.java | 197 +++++--- .../codegen/SchemaVersionCodegenTest.java | 29 +- .../mvp/myra/codec/runtime/EncoderConfig.java | 7 +- .../myra/codec/runtime/MessageEncoder.java | 7 +- .../mvp/myra/codec/runtime/PooledSegment.java | 15 +- .../mvp/myra/codec/runtime/package-info.java | 8 +- .../codec/runtime/struct/MessageHeader.java | 11 +- .../runtime/struct/RepeatingGroupBuilder.java | 25 +- .../struct/RepeatingGroupIterator.java | 26 +- .../VariableSizeRepeatingGroupBuilder.java | 76 +-- .../VariableSizeRepeatingGroupIterator.java | 64 ++- .../struct/RepeatingGroupBuilderTest.java | 4 +- .../struct/RepeatingGroupIteratorTest.java | 66 ++- .../VariableSizeRepeatingGroupTest.java | 16 +- .../mvp/myra/codec/codegen/SchemaParser.java | 6 +- .../mvp/myra/codec/schema/SchemaVersion.java | 59 ++- .../codegen/resolver/SchemaResolverTest.java | 24 +- .../myra/codec/schema/SchemaVersionTest.java | 63 ++- 20 files changed, 739 insertions(+), 499 deletions(-) diff --git a/codegen/src/main/java/express/mvp/myra/codec/codegen/StubGenerator.java b/codegen/src/main/java/express/mvp/myra/codec/codegen/StubGenerator.java index 26abb85..79b5ca9 100644 --- a/codegen/src/main/java/express/mvp/myra/codec/codegen/StubGenerator.java +++ b/codegen/src/main/java/express/mvp/myra/codec/codegen/StubGenerator.java @@ -160,17 +160,20 @@ private JavaFile generateMessageFlyweight(ResolvedMessageDefinition message) { field.name() + "Iterator", Modifier.PRIVATE, Modifier.FINAL) - .initializer("new $T($L)", RepeatingGroupIterator.class, elementSize) + .initializer( + "new $T($L)", RepeatingGroupIterator.class, elementSize) .build()); } else { - // Variable-size elements (strings, messages, bytes) use VariableSizeRepeatingGroupIterator + // Variable-size elements (strings, messages, bytes) use + // VariableSizeRepeatingGroupIterator viewFields.add( FieldSpec.builder( VariableSizeRepeatingGroupIterator.class, field.name() + "Iterator", Modifier.PRIVATE, Modifier.FINAL) - .initializer("new $T()", VariableSizeRepeatingGroupIterator.class) + .initializer( + "new $T()", VariableSizeRepeatingGroupIterator.class) .build()); // Also add a flyweight view for nested messages if (isMessageType(field)) { @@ -229,7 +232,10 @@ private JavaFile generateMessageFlyweight(ResolvedMessageDefinition message) { Modifier.PUBLIC, Modifier.STATIC, Modifier.FINAL) - .addJavadoc("Schema version in wire format: " + schemaVersion.toShortString() + "\n") + .addJavadoc( + "Schema version in wire format: " + + schemaVersion.toShortString() + + "\n") .initializer("(short) $L", schemaVersion.toWireFormat()) .build()); @@ -806,8 +812,9 @@ Uses O(1) array lookup via {@link #fromId(int)} for high-performance decoding. MethodSpec.methodBuilder("id") .addModifiers(Modifier.PUBLIC) .returns(int.class) - .addJavadoc("Returns the wire-format integer ID for this enum value.\n" - + "@return the numeric ID") + .addJavadoc( + "Returns the wire-format integer ID for this enum value.\n" + + "@return the numeric ID") .addStatement("return this.id") .build()); @@ -829,7 +836,12 @@ Uses O(1) array lookup via {@link #fromId(int)} for high-performance decoding. // Add static lookup array field ArrayTypeName arrayType = ArrayTypeName.of(enumClass); enumBuilder.addField( - FieldSpec.builder(arrayType, "VALUES_BY_ID", Modifier.PRIVATE, Modifier.STATIC, Modifier.FINAL) + FieldSpec.builder( + arrayType, + "VALUES_BY_ID", + Modifier.PRIVATE, + Modifier.STATIC, + Modifier.FINAL) .build()); // Add static initializer to populate the array @@ -846,7 +858,8 @@ Uses O(1) array lookup via {@link #fromId(int)} for high-performance decoding. .addModifiers(Modifier.PUBLIC, Modifier.STATIC) .addParameter(int.class, "id") .returns(enumClass) - .addJavadoc(""" + .addJavadoc( + """ Returns the enum constant for the given wire-format ID. Uses O(1) array lookup for high-performance decoding. @@ -855,11 +868,15 @@ Uses O(1) array lookup for high-performance decoding. @throws IllegalArgumentException if id is out of range or unknown """) .beginControlFlow("if (id < 0 || id >= VALUES_BY_ID.length)") - .addStatement("throw new IllegalArgumentException(\"Unknown enum id: \" + id)") + .addStatement( + "throw new IllegalArgumentException(\"Unknown enum id: \" +" + + " id)") .endControlFlow() .addStatement("$T result = VALUES_BY_ID[id]", enumClass) .beginControlFlow("if (result == null)") - .addStatement("throw new IllegalArgumentException(\"Unknown enum id: \" + id)") + .addStatement( + "throw new IllegalArgumentException(\"Unknown enum id: \" +" + + " id)") .endControlFlow() .addStatement("return result") .build()); @@ -874,7 +891,8 @@ Uses O(1) array lookup for high-performance decoding. AnnotationSpec.builder(SuppressWarnings.class) .addMember("value", "$S", "unused") .build()) - .addJavadoc(""" + .addJavadoc( + """ Returns the enum constant for the given wire-format ID, or null if unknown. Uses O(1) array lookup for high-performance decoding. @@ -894,7 +912,8 @@ Uses O(1) array lookup for high-performance decoding. .addModifiers(Modifier.PUBLIC, Modifier.STATIC) .addParameter(int.class, "id") .returns(enumClass) - .addJavadoc(""" + .addJavadoc( + """ Returns the enum constant for the given wire-format ID. @param id the wire-format integer ID @@ -906,7 +925,9 @@ Uses O(1) array lookup for high-performance decoding. .addStatement("return e") .endControlFlow() .endControlFlow() - .addStatement("throw new IllegalArgumentException(\"Unknown enum id: \" + id)") + .addStatement( + "throw new IllegalArgumentException(\"Unknown enum id: \" +" + + " id)") .build()); enumBuilder.addMethod( @@ -918,7 +939,8 @@ Uses O(1) array lookup for high-performance decoding. AnnotationSpec.builder(SuppressWarnings.class) .addMember("value", "$S", "unused") .build()) - .addJavadoc(""" + .addJavadoc( + """ Returns the enum constant for the given wire-format ID, or null if unknown. @param id the wire-format integer ID @@ -1063,11 +1085,9 @@ private MethodSpec createVarFieldGetter( } /** - * Creates accessor methods for a repeating group field. - * Generates: - * - getXXXCount(): returns the number of elements - * - getXXXAt(int index): returns element at index (for primitives) - * - getXXXIterator(): returns the iterator for more complex access + * Creates accessor methods for a repeating group field. Generates: - getXXXCount(): returns the + * number of elements - getXXXAt(int index): returns element at index (for primitives) - + * getXXXIterator(): returns the iterator for more complex access */ private List createRepeatingGroupGetters( ResolvedFieldDefinition field, String offsetConst) { @@ -1076,15 +1096,18 @@ private List createRepeatingGroupGetters( String capitalizedName = capitalize(field.name()); // Count getter - wraps the iterator and returns count - MethodSpec countGetter = MethodSpec.methodBuilder("get" + capitalizedName + "Count") - .addModifiers(Modifier.PUBLIC) - .returns(int.class) - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("return this.$L.count()", iteratorFieldName) - .build(); + MethodSpec countGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "Count") + .addModifiers(Modifier.PUBLIC) + .returns(int.class) + .addStatement( + "final long dataOffset = this.offset + segment.get($T.INT_BE," + + " this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement("return this.$L.count()", iteratorFieldName) + .build(); methods.add(countGetter); if (isRepeatedPrimitiveOrEnum(field)) { @@ -1092,98 +1115,136 @@ private List createRepeatingGroupGetters( TypeName elementType = getRepeatedElementType(field); String getterMethod = getIteratorGetterMethod(field.type()); - MethodSpec elementGetter = MethodSpec.methodBuilder("get" + capitalizedName + "At") - .addModifiers(Modifier.PUBLIC) - .addParameter(int.class, "index") - .returns(elementType) - .addJavadoc("Returns the element at the given index.\n" - + "@param index the element index (0-based)\n" - + "@return the element value\n" - + "@throws IndexOutOfBoundsException if index is out of range") - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("return this.$L.$L(index)", iteratorFieldName, getterMethod) - .build(); + MethodSpec elementGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "At") + .addModifiers(Modifier.PUBLIC) + .addParameter(int.class, "index") + .returns(elementType) + .addJavadoc( + "Returns the element at the given index.\n" + + "@param index the element index (0-based)\n" + + "@return the element value\n" + + "@throws IndexOutOfBoundsException if index is out of" + + " range") + .addStatement( + "final long dataOffset = this.offset + segment.get($T.INT_BE," + + " this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement( + "this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement( + "return this.$L.$L(index)", iteratorFieldName, getterMethod) + .build(); methods.add(elementGetter); // For enums, also generate a method that returns the enum type if (isEnum(field.type())) { ClassName enumClass = ClassName.get(schema.namespace(), field.type()); - MethodSpec enumGetter = MethodSpec.methodBuilder("get" + capitalizedName + "EnumAt") - .addModifiers(Modifier.PUBLIC) - .addParameter(int.class, "index") - .returns(enumClass) - .addJavadoc("Returns the enum element at the given index.\n" - + "@param index the element index (0-based)\n" - + "@return the enum value") - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("int rawValue = (int) this.$L.$L(index)", iteratorFieldName, getterMethod) - .beginControlFlow("for ($T e : $T.values())", enumClass, enumClass) - .beginControlFlow("if (e.id() == rawValue)") - .addStatement("return e") - .endControlFlow() - .endControlFlow() - .addStatement("throw new IllegalArgumentException(\"Unknown enum value: \" + rawValue)") - .build(); + MethodSpec enumGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "EnumAt") + .addModifiers(Modifier.PUBLIC) + .addParameter(int.class, "index") + .returns(enumClass) + .addJavadoc( + "Returns the enum element at the given index.\n" + + "@param index the element index (0-based)\n" + + "@return the enum value") + .addStatement( + "final long dataOffset = this.offset +" + + " segment.get($T.INT_BE, this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement( + "this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement( + "int rawValue = (int) this.$L.$L(index)", + iteratorFieldName, + getterMethod) + .beginControlFlow("for ($T e : $T.values())", enumClass, enumClass) + .beginControlFlow("if (e.id() == rawValue)") + .addStatement("return e") + .endControlFlow() + .endControlFlow() + .addStatement( + "throw new IllegalArgumentException(\"Unknown enum value:" + + " \" + rawValue)") + .build(); methods.add(enumGetter); } } else if (isMessageType(field)) { // For nested messages: generate method that wraps flyweight at index - ClassName childFlyweight = ClassName.get(schema.namespace(), field.type() + flyweightSuffix); + ClassName childFlyweight = + ClassName.get(schema.namespace(), field.type() + flyweightSuffix); String viewFieldName = field.name() + "View"; - MethodSpec elementGetter = MethodSpec.methodBuilder("get" + capitalizedName + "At") - .addModifiers(Modifier.PUBLIC) - .addParameter(int.class, "index") - .returns(childFlyweight) - .addJavadoc("Returns the nested message at the given index, wrapped in a reusable flyweight.\n" - + "@param index the element index (0-based)\n" - + "@return the flyweight wrapper (reused instance)\n" - + "@throws IndexOutOfBoundsException if index is out of range") - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("return this.$L.wrapElementAt(index, this.$L)", - iteratorFieldName, viewFieldName) - .build(); + MethodSpec elementGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "At") + .addModifiers(Modifier.PUBLIC) + .addParameter(int.class, "index") + .returns(childFlyweight) + .addJavadoc( + "Returns the nested message at the given index, wrapped in a" + + " reusable flyweight.\n" + + "@param index the element index (0-based)\n" + + "@return the flyweight wrapper (reused instance)\n" + + "@throws IndexOutOfBoundsException if index is out of" + + " range") + .addStatement( + "final long dataOffset = this.offset + segment.get($T.INT_BE," + + " this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement( + "this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement( + "return this.$L.wrapElementAt(index, this.$L)", + iteratorFieldName, + viewFieldName) + .build(); methods.add(elementGetter); } else if (isStringType(field)) { // For strings: generate method that fills a Utf8View - MethodSpec stringGetter = MethodSpec.methodBuilder("get" + capitalizedName + "At") - .addModifiers(Modifier.PUBLIC) - .addParameter(int.class, "index") - .addParameter(Utf8View.class, "view") - .addJavadoc("Reads the string at the given index into the provided Utf8View.\n" - + "@param index the element index (0-based)\n" - + "@param view the view to wrap around the string data") - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("this.$L.getStringAt(index, view)", iteratorFieldName) - .build(); + MethodSpec stringGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "At") + .addModifiers(Modifier.PUBLIC) + .addParameter(int.class, "index") + .addParameter(Utf8View.class, "view") + .addJavadoc( + "Reads the string at the given index into the provided" + + " Utf8View.\n" + + "@param index the element index (0-based)\n" + + "@param view the view to wrap around the string data") + .addStatement( + "final long dataOffset = this.offset + segment.get($T.INT_BE," + + " this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement( + "this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement("this.$L.getStringAt(index, view)", iteratorFieldName) + .build(); methods.add(stringGetter); } else if (isBytesType(field)) { // For bytes: generate method that returns a segment slice - MethodSpec bytesGetter = MethodSpec.methodBuilder("get" + capitalizedName + "At") - .addModifiers(Modifier.PUBLIC) - .addParameter(int.class, "index") - .returns(MemorySegment.class) - .addJavadoc("Returns a slice of the bytes at the given index.\n" - + "@param index the element index (0-based)\n" - + "@return a MemorySegment slice containing the bytes") - .addStatement( - "final long dataOffset = this.offset + segment.get($T.INT_BE, this.offset + $L)", - Layouts.class, offsetConst) - .addStatement("this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) - .addStatement("return this.$L.getBytesAt(index)", iteratorFieldName) - .build(); + MethodSpec bytesGetter = + MethodSpec.methodBuilder("get" + capitalizedName + "At") + .addModifiers(Modifier.PUBLIC) + .addParameter(int.class, "index") + .returns(MemorySegment.class) + .addJavadoc( + "Returns a slice of the bytes at the given index.\n" + + "@param index the element index (0-based)\n" + + "@return a MemorySegment slice containing the bytes") + .addStatement( + "final long dataOffset = this.offset + segment.get($T.INT_BE," + + " this.offset + $L)", + Layouts.class, + offsetConst) + .addStatement( + "this.$L.wrap(this.segment, dataOffset)", iteratorFieldName) + .addStatement("return this.$L.getBytesAt(index)", iteratorFieldName) + .build(); methods.add(bytesGetter); } @@ -1253,8 +1314,15 @@ private MethodSpec createBuilderSetter( if (field.repeated()) { // Generate setter for repeating groups return createRepeatingGroupSetter( - builderClassName, field, fieldIndex, varSlot, optionalBitIndex, - layoutsClass, flyweightClass, objectsClass, varFieldWriterClass); + builderClassName, + field, + fieldIndex, + varSlot, + optionalBitIndex, + layoutsClass, + flyweightClass, + objectsClass, + varFieldWriterClass); } String indexConst = constantName(field.name(), "INDEX"); @@ -1407,9 +1475,8 @@ private MethodSpec createBuilderSetter( } /** - * Creates a builder setter method for a repeating group field. - * For primitive types: accepts an array parameter. - * For complex types: accepts a count and a Consumer for populating elements. + * Creates a builder setter method for a repeating group field. For primitive types: accepts an + * array parameter. For complex types: accepts a count and a Consumer for populating elements. */ private MethodSpec createRepeatingGroupSetter( ClassName builderClassName, @@ -1438,20 +1505,29 @@ private MethodSpec createRepeatingGroupSetter( String builderAddMethod = getRepeatingGroupBuilderAddMethod(field.type()); method.addParameter(arrayType, "values") - .addJavadoc("Sets the repeated $L field with the given values.\n" - + "@param values the array of values to write\n" - + "@return this builder for chaining", field.name()) + .addJavadoc( + "Sets the repeated $L field with the given values.\n" + + "@param values the array of values to write\n" + + "@return this builder for chaining", + field.name()) .addStatement("$T.requireNonNull(values, \"values\")", objectsClass) .addStatement("ensureWritable($L, $S)", indexConst, field.name()) .beginControlFlow("if (varWriter == null)") - .addStatement("throw new IllegalStateException(\"Message has no variable fields\")") + .addStatement( + "throw new IllegalStateException(\"Message has no variable fields\")") .endControlFlow() - .addStatement("$T handle = varWriter.beginNestedField($L)", - ClassName.get("express.mvp.myra.codec.runtime", "VarFieldWriter", "NestedHandle"), + .addStatement( + "$T handle = varWriter.beginNestedField($L)", + ClassName.get( + "express.mvp.myra.codec.runtime", + "VarFieldWriter", + "NestedHandle"), constantName(field.name(), "VAR_SLOT")) .addStatement("long absoluteOffset = payloadBase + handle.relativeOffset()") - .addStatement("$T groupBuilder = new $T($L)", - RepeatingGroupBuilder.class, RepeatingGroupBuilder.class, + .addStatement( + "$T groupBuilder = new $T($L)", + RepeatingGroupBuilder.class, + RepeatingGroupBuilder.class, getRepeatedElementSize(field)) .addStatement("groupBuilder.wrap(segment, absoluteOffset)") .beginControlFlow("for ($T value : values)", elementType) @@ -1475,28 +1551,43 @@ private MethodSpec createRepeatingGroupSetter( method.addParameter(int.class, "count") .addParameter(consumerType, "elementWriter") - .addJavadoc("Sets the repeated $L field with the given count.\n" - + "The consumer is called for each element to populate it.\n" - + "@param count the number of elements\n" - + "@param elementWriter the consumer to populate each element\n" - + "@return this builder for chaining", field.name()) - .addStatement("$T.requireNonNull(elementWriter, \"elementWriter\")", objectsClass) + .addJavadoc( + "Sets the repeated $L field with the given count.\n" + + "The consumer is called for each element to populate it.\n" + + "@param count the number of elements\n" + + "@param elementWriter the consumer to populate each element\n" + + "@return this builder for chaining", + field.name()) + .addStatement( + "$T.requireNonNull(elementWriter, \"elementWriter\")", objectsClass) .addStatement("ensureWritable($L, $S)", indexConst, field.name()) .beginControlFlow("if (varWriter == null)") - .addStatement("throw new IllegalStateException(\"Message has no variable fields\")") + .addStatement( + "throw new IllegalStateException(\"Message has no variable fields\")") .endControlFlow() - .addStatement("$T handle = varWriter.beginNestedField($L)", - ClassName.get("express.mvp.myra.codec.runtime", "VarFieldWriter", "NestedHandle"), + .addStatement( + "$T handle = varWriter.beginNestedField($L)", + ClassName.get( + "express.mvp.myra.codec.runtime", + "VarFieldWriter", + "NestedHandle"), constantName(field.name(), "VAR_SLOT")) .addStatement("long absoluteOffset = payloadBase + handle.relativeOffset()") - .addStatement("$T groupBuilder = new $T()", - VariableSizeRepeatingGroupBuilder.class, VariableSizeRepeatingGroupBuilder.class) + .addStatement( + "$T groupBuilder = new $T()", + VariableSizeRepeatingGroupBuilder.class, + VariableSizeRepeatingGroupBuilder.class) .addStatement("groupBuilder.beginWithCount(segment, absoluteOffset, count)") .beginControlFlow("for (int i = 0; i < count; i++)") .addStatement("long elementStart = groupBuilder.beginElement()") - .addStatement("$T elementSlice = segment.asSlice(elementStart, segment.byteSize() - elementStart)", + .addStatement( + "$T elementSlice = segment.asSlice(elementStart, segment.byteSize() -" + + " elementStart)", MemorySegment.class) - .addStatement("$T nestedBuilder = $T.inline(elementSlice)", childBuilder, childBuilder) + .addStatement( + "$T nestedBuilder = $T.inline(elementSlice)", + childBuilder, + childBuilder) .addStatement("elementWriter.accept(nestedBuilder)") .addStatement("long nestedSize = nestedBuilder.finishInline()") .addStatement("groupBuilder.endElement((int) nestedSize)") @@ -1515,23 +1606,34 @@ private MethodSpec createRepeatingGroupSetter( // For strings: accept String array method.addParameter(String[].class, "values") .addParameter(MemorySegment.class, "scratchBuffer") - .addJavadoc("Sets the repeated $L field with the given string values.\n" - + "@param values the array of string values\n" - + "@param scratchBuffer scratch buffer for encoding\n" - + "@return this builder for chaining", field.name()) + .addJavadoc( + "Sets the repeated $L field with the given string values.\n" + + "@param values the array of string values\n" + + "@param scratchBuffer scratch buffer for encoding\n" + + "@return this builder for chaining", + field.name()) .addStatement("$T.requireNonNull(values, \"values\")", objectsClass) - .addStatement("$T.requireNonNull(scratchBuffer, \"scratchBuffer\")", objectsClass) + .addStatement( + "$T.requireNonNull(scratchBuffer, \"scratchBuffer\")", objectsClass) .addStatement("ensureWritable($L, $S)", indexConst, field.name()) .beginControlFlow("if (varWriter == null)") - .addStatement("throw new IllegalStateException(\"Message has no variable fields\")") + .addStatement( + "throw new IllegalStateException(\"Message has no variable fields\")") .endControlFlow() - .addStatement("$T handle = varWriter.beginNestedField($L)", - ClassName.get("express.mvp.myra.codec.runtime", "VarFieldWriter", "NestedHandle"), + .addStatement( + "$T handle = varWriter.beginNestedField($L)", + ClassName.get( + "express.mvp.myra.codec.runtime", + "VarFieldWriter", + "NestedHandle"), constantName(field.name(), "VAR_SLOT")) .addStatement("long absoluteOffset = payloadBase + handle.relativeOffset()") - .addStatement("$T groupBuilder = new $T()", - VariableSizeRepeatingGroupBuilder.class, VariableSizeRepeatingGroupBuilder.class) - .addStatement("groupBuilder.beginWithCount(segment, absoluteOffset, values.length)") + .addStatement( + "$T groupBuilder = new $T()", + VariableSizeRepeatingGroupBuilder.class, + VariableSizeRepeatingGroupBuilder.class) + .addStatement( + "groupBuilder.beginWithCount(segment, absoluteOffset, values.length)") .beginControlFlow("for ($T value : values)", String.class) .addStatement("groupBuilder.addString(value, scratchBuffer)") .endControlFlow() @@ -1548,21 +1650,31 @@ private MethodSpec createRepeatingGroupSetter( } else { // For bytes: accept byte[][] array method.addParameter(byte[][].class, "values") - .addJavadoc("Sets the repeated $L field with the given byte arrays.\n" - + "@param values the array of byte arrays\n" - + "@return this builder for chaining", field.name()) + .addJavadoc( + "Sets the repeated $L field with the given byte arrays.\n" + + "@param values the array of byte arrays\n" + + "@return this builder for chaining", + field.name()) .addStatement("$T.requireNonNull(values, \"values\")", objectsClass) .addStatement("ensureWritable($L, $S)", indexConst, field.name()) .beginControlFlow("if (varWriter == null)") - .addStatement("throw new IllegalStateException(\"Message has no variable fields\")") + .addStatement( + "throw new IllegalStateException(\"Message has no variable fields\")") .endControlFlow() - .addStatement("$T handle = varWriter.beginNestedField($L)", - ClassName.get("express.mvp.myra.codec.runtime", "VarFieldWriter", "NestedHandle"), + .addStatement( + "$T handle = varWriter.beginNestedField($L)", + ClassName.get( + "express.mvp.myra.codec.runtime", + "VarFieldWriter", + "NestedHandle"), constantName(field.name(), "VAR_SLOT")) .addStatement("long absoluteOffset = payloadBase + handle.relativeOffset()") - .addStatement("$T groupBuilder = new $T()", - VariableSizeRepeatingGroupBuilder.class, VariableSizeRepeatingGroupBuilder.class) - .addStatement("groupBuilder.beginWithCount(segment, absoluteOffset, values.length)") + .addStatement( + "$T groupBuilder = new $T()", + VariableSizeRepeatingGroupBuilder.class, + VariableSizeRepeatingGroupBuilder.class) + .addStatement( + "groupBuilder.beginWithCount(segment, absoluteOffset, values.length)") .beginControlFlow("for (byte[] value : values)") .addStatement("groupBuilder.addBytes(value)") .endControlFlow() @@ -1578,9 +1690,7 @@ private MethodSpec createRepeatingGroupSetter( } } - /** - * Gets the RepeatingGroupBuilder add method name for a primitive type. - */ + /** Gets the RepeatingGroupBuilder add method name for a primitive type. */ private String getRepeatingGroupBuilderAddMethod(String schemaType) { String underlyingType = getUnderlyingType(schemaType); return switch (underlyingType) { @@ -1591,8 +1701,9 @@ private String getRepeatingGroupBuilderAddMethod(String schemaType) { case "int64" -> "addLong"; case "float32" -> "addFloat"; case "float64" -> "addDouble"; - default -> throw new IllegalArgumentException( - "Cannot get builder method for: " + schemaType); + default -> + throw new IllegalArgumentException( + "Cannot get builder method for: " + schemaType); }; } @@ -1710,8 +1821,8 @@ private boolean isFixedInlineUtf8(ResolvedFieldDefinition field) { } /** - * Determines if a repeated field contains fixed-size elements (primitives or enums). - * Such fields use inline encoding: [count][element0][element1]... + * Determines if a repeated field contains fixed-size elements (primitives or enums). Such + * fields use inline encoding: [count][element0][element1]... */ private boolean isRepeatedPrimitiveOrEnum(ResolvedFieldDefinition field) { if (!field.repeated()) return false; @@ -1722,9 +1833,7 @@ private boolean isRepeatedPrimitiveOrEnum(ResolvedFieldDefinition field) { }; } - /** - * Gets the element size in bytes for a repeated primitive or enum field. - */ + /** Gets the element size in bytes for a repeated primitive or enum field. */ private int getRepeatedElementSize(ResolvedFieldDefinition field) { String underlyingType = getUnderlyingType(field.type()); return switch (underlyingType) { @@ -1732,14 +1841,13 @@ private int getRepeatedElementSize(ResolvedFieldDefinition field) { case "int16" -> 2; case "int32", "float32" -> 4; case "int64", "float64" -> 8; - default -> throw new IllegalArgumentException( - "Cannot get element size for type: " + field.type()); + default -> + throw new IllegalArgumentException( + "Cannot get element size for type: " + field.type()); }; } - /** - * Gets the Java type for accessing elements of a repeated primitive field. - */ + /** Gets the Java type for accessing elements of a repeated primitive field. */ private TypeName getRepeatedElementType(ResolvedFieldDefinition field) { String underlyingType = getUnderlyingType(field.type()); return switch (underlyingType) { @@ -1754,15 +1862,12 @@ private TypeName getRepeatedElementType(ResolvedFieldDefinition field) { if (isEnum(field.type())) { yield ClassName.get(schema.namespace(), field.type()); } - throw new IllegalArgumentException( - "Cannot get element type for: " + field.type()); + throw new IllegalArgumentException("Cannot get element type for: " + field.type()); } }; } - /** - * Gets the iterator getter method name for a repeated primitive type. - */ + /** Gets the iterator getter method name for a repeated primitive type. */ private String getIteratorGetterMethod(String schemaType) { String underlyingType = getUnderlyingType(schemaType); return switch (underlyingType) { @@ -1773,8 +1878,9 @@ private String getIteratorGetterMethod(String schemaType) { case "int64" -> "getLongAt"; case "float32" -> "getFloatAt"; case "float64" -> "getDoubleAt"; - default -> throw new IllegalArgumentException( - "Cannot get iterator method for: " + schemaType); + default -> + throw new IllegalArgumentException( + "Cannot get iterator method for: " + schemaType); }; } diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/EnumLookupTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/EnumLookupTest.java index a72d850..711bad0 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/EnumLookupTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/EnumLookupTest.java @@ -12,9 +12,7 @@ import org.junit.jupiter.api.Nested; import org.junit.jupiter.api.Test; -/** - * Tests for O(1) enum lookup array generation in StubGenerator. - */ +/** Tests for O(1) enum lookup array generation in StubGenerator. */ @DisplayName("Enum O(1) Lookup Array Generation") class EnumLookupTest { @@ -25,7 +23,7 @@ private ResolvedSchemaDefinition createSchemaWithEnum(String enumName, int... id for (int i = 0; i < ids.length; i++) { values.add(new EnumValueDefinition("VALUE_" + i, ids[i])); } - + return new ResolvedSchemaDefinition( NAMESPACE, "1.0.0", @@ -57,9 +55,11 @@ void shouldGenerateValuesArrayForSmallIdRange() { String enumSource = findEnumSource(files, "Side"); assertNotNull(enumSource, "Side enum should be generated"); - assertTrue(enumSource.contains("VALUES_BY_ID"), + assertTrue( + enumSource.contains("VALUES_BY_ID"), "Should generate VALUES_BY_ID lookup array"); - assertTrue(enumSource.contains("private static final Side[] VALUES_BY_ID"), + assertTrue( + enumSource.contains("private static final Side[] VALUES_BY_ID"), "VALUES_BY_ID should be private static final array"); } @@ -74,12 +74,14 @@ void shouldGenerateStaticInitializer() { assertNotNull(enumSource); // Check for static initializer pattern - assertTrue(enumSource.contains("VALUES_BY_ID = new OrderType["), + assertTrue( + enumSource.contains("VALUES_BY_ID = new OrderType["), "Should initialize VALUES_BY_ID array"); - assertTrue(enumSource.contains("for (OrderType e : values())"), + assertTrue( + enumSource.contains("for (OrderType e : values())"), "Should iterate over values() in static initializer"); - assertTrue(enumSource.contains("VALUES_BY_ID[e.id] = e"), - "Should populate array by id"); + assertTrue( + enumSource.contains("VALUES_BY_ID[e.id] = e"), "Should populate array by id"); } @Test @@ -92,10 +94,10 @@ void shouldGenerateFromIdMethod() { String enumSource = findEnumSource(files, "Status"); assertNotNull(enumSource); - assertTrue(enumSource.contains("public static Status fromId(int id)"), + assertTrue( + enumSource.contains("public static Status fromId(int id)"), "Should generate fromId method"); - assertTrue(enumSource.contains("VALUES_BY_ID[id]"), - "fromId should use array lookup"); + assertTrue(enumSource.contains("VALUES_BY_ID[id]"), "fromId should use array lookup"); } @Test @@ -108,9 +110,11 @@ void shouldGenerateFromIdOrNullMethod() { String enumSource = findEnumSource(files, "Priority"); assertNotNull(enumSource); - assertTrue(enumSource.contains("public static Priority fromIdOrNull(int id)"), + assertTrue( + enumSource.contains("public static Priority fromIdOrNull(int id)"), "Should generate fromIdOrNull method"); - assertTrue(enumSource.contains("return null"), + assertTrue( + enumSource.contains("return null"), "fromIdOrNull should return null for unknown ids"); } @@ -126,9 +130,11 @@ void shouldHandleSparseIdRanges() { assertNotNull(enumSource); // Array size should be maxId + 1 = 11 - assertTrue(enumSource.contains("VALUES_BY_ID = new SparseEnum[11]"), + assertTrue( + enumSource.contains("VALUES_BY_ID = new SparseEnum[11]"), "Array size should accommodate max ID"); - assertTrue(enumSource.contains("VALUES_BY_ID"), + assertTrue( + enumSource.contains("VALUES_BY_ID"), "Should still use O(1) lookup for sparse ranges"); } @@ -143,10 +149,10 @@ void shouldHandleNonZeroStartingIds() { String enumSource = findEnumSource(files, "Side"); assertNotNull(enumSource); - assertTrue(enumSource.contains("VALUES_BY_ID"), + assertTrue( + enumSource.contains("VALUES_BY_ID"), "Should use O(1) lookup even for non-zero starting IDs"); - assertTrue(enumSource.contains("if (id < 0"), - "Should check for negative IDs"); + assertTrue(enumSource.contains("if (id < 0"), "Should check for negative IDs"); } } @@ -166,10 +172,12 @@ void shouldFallbackForLargeIdRanges() { assertNotNull(enumSource); // Should NOT have VALUES_BY_ID array - assertFalse(enumSource.contains("VALUES_BY_ID"), + assertFalse( + enumSource.contains("VALUES_BY_ID"), "Should not generate lookup array for large ID ranges"); // Should have linear search loop - assertTrue(enumSource.contains("for (LargeIdEnum e : values())"), + assertTrue( + enumSource.contains("for (LargeIdEnum e : values())"), "Should use linear search for large ID ranges"); } @@ -185,10 +193,12 @@ void shouldFallbackForNegativeIds() { assertNotNull(enumSource); // Should NOT have VALUES_BY_ID array - assertFalse(enumSource.contains("VALUES_BY_ID"), + assertFalse( + enumSource.contains("VALUES_BY_ID"), "Should not generate lookup array for negative IDs"); // Should have linear search - assertTrue(enumSource.contains("for (NegativeIdEnum e : values())"), + assertTrue( + enumSource.contains("for (NegativeIdEnum e : values())"), "Should use linear search for negative ID ranges"); } } @@ -207,7 +217,8 @@ void shouldDocumentO1Lookup() { String enumSource = findEnumSource(files, "DocumentedEnum"); assertNotNull(enumSource); - assertTrue(enumSource.contains("O(1) array lookup"), + assertTrue( + enumSource.contains("O(1) array lookup"), "Should document O(1) lookup capability"); } @@ -221,11 +232,10 @@ void shouldDocumentFromIdMethod() { String enumSource = findEnumSource(files, "MethodDocEnum"); assertNotNull(enumSource); - assertTrue(enumSource.contains("@param id"), - "Should document id parameter"); - assertTrue(enumSource.contains("@return"), - "Should document return value"); - assertTrue(enumSource.contains("@throws IllegalArgumentException"), + assertTrue(enumSource.contains("@param id"), "Should document id parameter"); + assertTrue(enumSource.contains("@return"), "Should document return value"); + assertTrue( + enumSource.contains("@throws IllegalArgumentException"), "Should document exception"); } } @@ -244,9 +254,11 @@ void fromIdShouldThrowForUnknownIds() { String enumSource = findEnumSource(files, "ErrorEnum"); assertNotNull(enumSource); - assertTrue(enumSource.contains("throw new IllegalArgumentException"), + assertTrue( + enumSource.contains("throw new IllegalArgumentException"), "fromId should throw IllegalArgumentException for unknown ids"); - assertTrue(enumSource.contains("Unknown enum id"), + assertTrue( + enumSource.contains("Unknown enum id"), "Exception message should mention unknown enum id"); } @@ -260,7 +272,8 @@ void fromIdShouldHandleNullSlot() { String enumSource = findEnumSource(files, "SparseCheckEnum"); assertNotNull(enumSource); - assertTrue(enumSource.contains("if (result == null)"), + assertTrue( + enumSource.contains("if (result == null)"), "Should check for null result in sparse array"); } } @@ -279,10 +292,10 @@ void shouldGenerateIdAccessorWithJavadoc() { String enumSource = findEnumSource(files, "IdAccessorEnum"); assertNotNull(enumSource); - assertTrue(enumSource.contains("public int id()"), - "Should generate public id() accessor"); - assertTrue(enumSource.contains("wire-format integer ID"), - "Should document id() method"); + assertTrue( + enumSource.contains("public int id()"), "Should generate public id() accessor"); + assertTrue( + enumSource.contains("wire-format integer ID"), "Should document id() method"); } } } diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/RepeatingGroupsTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/RepeatingGroupsTest.java index 32ecaa6..dc0774c 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/RepeatingGroupsTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/RepeatingGroupsTest.java @@ -14,17 +14,20 @@ * Tests for repeating group code generation in the StubGenerator. * *

Wire format decisions: + * *

    *
  • Primitive types: Inline encoding - [count:int32][element0][element1]... - *
  • Variable-size types: Offset table encoding - [count:int32][offset_table][element_data] + *
  • Variable-size types: Offset table encoding - + * [count:int32][offset_table][element_data] *
* *

This test class validates that the StubGenerator correctly generates: + * *

    - *
  1. Repeating group accessors (count, element iterator)
  2. - *
  3. Flyweight readers for inline primitive arrays
  4. - *
  5. Offset table handling for variable-size elements
  6. - *
  7. Builder methods for populating repeating groups
  8. + *
  9. Repeating group accessors (count, element iterator) + *
  10. Flyweight readers for inline primitive arrays + *
  11. Offset table handling for variable-size elements + *
  12. Builder methods for populating repeating groups *
*/ @DisplayName("Repeating Groups Codegen Tests") @@ -35,8 +38,8 @@ class RepeatingGroupsTest { // ========================================================================= /** - * Creates a schema with a simple repeated primitive field (int64[]). - * Expected wire format: [count:4 bytes][elements: count * 8 bytes] + * Creates a schema with a simple repeated primitive field (int64[]). Expected wire format: + * [count:4 bytes][elements: count * 8 bytes] */ private ResolvedSchemaDefinition createPrimitiveRepeatedSchema() { return new ResolvedSchemaDefinition( @@ -48,8 +51,15 @@ private ResolvedSchemaDefinition createPrimitiveRepeatedSchema() { 1, List.of( new ResolvedFieldDefinition( - "instrumentId", 1, 1, "int32", false, false, false, - "", null), + "instrumentId", + 1, + 1, + "int32", + false, + false, + false, + "", + null), new ResolvedFieldDefinition( "prices", 2, 2, "int64", false, true, false, "", null)))), @@ -57,8 +67,8 @@ private ResolvedSchemaDefinition createPrimitiveRepeatedSchema() { } /** - * Creates a schema with a repeated nested message field. - * Expected wire format: [count:4 bytes][offset_table: count * 4 bytes][element_data] + * Creates a schema with a repeated nested message field. Expected wire format: [count:4 + * bytes][offset_table: count * 4 bytes][element_data] */ private ResolvedSchemaDefinition createNestedMessageRepeatedSchema() { return new ResolvedSchemaDefinition( @@ -70,8 +80,15 @@ private ResolvedSchemaDefinition createNestedMessageRepeatedSchema() { 1, List.of( new ResolvedFieldDefinition( - "priceNanos", 1, 1, "int64", false, false, false, - "", null), + "priceNanos", + 1, + 1, + "int64", + false, + false, + false, + "", + null), new ResolvedFieldDefinition( "size", 2, 2, "int32", false, false, false, "", null))), @@ -92,8 +109,8 @@ private ResolvedSchemaDefinition createNestedMessageRepeatedSchema() { } /** - * Creates a schema with repeated string fields. - * Expected wire format: [count:4 bytes][offset_table: count * 4 bytes][string_data] + * Creates a schema with repeated string fields. Expected wire format: [count:4 + * bytes][offset_table: count * 4 bytes][string_data] */ private ResolvedSchemaDefinition createStringRepeatedSchema() { return new ResolvedSchemaDefinition( @@ -105,7 +122,14 @@ private ResolvedSchemaDefinition createStringRepeatedSchema() { 1, List.of( new ResolvedFieldDefinition( - "entityId", 1, 1, "int64", false, false, false, "", + "entityId", + 1, + 1, + "int64", + false, + false, + false, + "", null), new ResolvedFieldDefinition( "tags", 2, 2, "string", false, true, false, "", @@ -114,8 +138,8 @@ private ResolvedSchemaDefinition createStringRepeatedSchema() { } /** - * Creates a schema with repeated enum fields (fixed-size). - * Expected wire format: [count:4 bytes][elements: count * enum_size bytes] + * Creates a schema with repeated enum fields (fixed-size). Expected wire format: [count:4 + * bytes][elements: count * enum_size bytes] */ private ResolvedSchemaDefinition createEnumRepeatedSchema() { return new ResolvedSchemaDefinition( @@ -141,9 +165,7 @@ private ResolvedSchemaDefinition createEnumRepeatedSchema() { new EnumValueDefinition("SELL", 1))))); } - /** - * Creates a schema with an optional repeated field. - */ + /** Creates a schema with an optional repeated field. */ private ResolvedSchemaDefinition createOptionalRepeatedSchema() { return new ResolvedSchemaDefinition( "express.mvp.myra.test", @@ -161,9 +183,7 @@ private ResolvedSchemaDefinition createOptionalRepeatedSchema() { List.of()); } - /** - * Creates a schema with multiple different primitive repeated fields. - */ + /** Creates a schema with multiple different primitive repeated fields. */ private ResolvedSchemaDefinition createMultiPrimitiveRepeatedSchema() { return new ResolvedSchemaDefinition( "express.mvp.myra.test", @@ -176,13 +196,34 @@ private ResolvedSchemaDefinition createMultiPrimitiveRepeatedSchema() { new ResolvedFieldDefinition( "id", 1, 1, "int64", false, false, false, "", null), new ResolvedFieldDefinition( - "byteValues", 2, 2, "int8", false, true, false, "", + "byteValues", + 2, + 2, + "int8", + false, + true, + false, + "", null), new ResolvedFieldDefinition( - "intValues", 3, 3, "int32", false, true, false, "", + "intValues", + 3, + 3, + "int32", + false, + true, + false, + "", null), new ResolvedFieldDefinition( - "longValues", 4, 4, "int64", false, true, false, "", + "longValues", + 4, + 4, + "int64", + false, + true, + false, + "", null)))), List.of()); } @@ -208,7 +249,8 @@ void shouldGenerateCountGetterForPrimitiveRepeated() { // Should have a count getter method assertTrue( - flyweightSource.contains("pricesCount()") || flyweightSource.contains("getPricesCount()"), + flyweightSource.contains("pricesCount()") + || flyweightSource.contains("getPricesCount()"), "Should generate count getter for repeated field 'prices'"); } @@ -266,7 +308,8 @@ void shouldGenerateNestedFlyweightAccessorForRepeatedMessage() { // Should have count getter for bids assertTrue( - flyweightSource.contains("bidsCount()") || flyweightSource.contains("getBidsCount()"), + flyweightSource.contains("bidsCount()") + || flyweightSource.contains("getBidsCount()"), "Should generate count getter for repeated nested field 'bids'"); } @@ -283,7 +326,8 @@ void shouldGenerateViewFieldForRepeatedMessages() { // Should have a flyweight view for iteration assertTrue( - flyweightSource.contains("bidsView") || flyweightSource.contains("bidsFlyweight"), + flyweightSource.contains("bidsView") + || flyweightSource.contains("bidsFlyweight"), "Should generate view/flyweight field for iterable access"); } @@ -300,7 +344,8 @@ void shouldHandleOptionalRepeatedFieldsWithPresenceCheck() { // Should have presence check method assertTrue( - flyweightSource.contains("hasValues()") || flyweightSource.contains("isValuesPresent()"), + flyweightSource.contains("hasValues()") + || flyweightSource.contains("isValuesPresent()"), "Should generate presence check for optional repeated field"); } } @@ -326,7 +371,8 @@ void shouldGenerateBuilderWithPrimitiveArraySetter() { // Builder should have a method to set the entire array OR add elements assertTrue( - builderSource.contains("setPrices(") || builderSource.contains("addPrice(") + builderSource.contains("setPrices(") + || builderSource.contains("addPrice(") || builderSource.contains("prices("), "Builder should have setter/adder for repeated primitive field"); } @@ -344,8 +390,10 @@ void shouldGenerateBuilderWithCountThenElementsPattern() { // Builder should have method to start writing group with count assertTrue( - builderSource.contains("bidsCount(") || builderSource.contains("setBidsCount(") - || builderSource.contains("beginBids(") || builderSource.contains("setBids("), + builderSource.contains("bidsCount(") + || builderSource.contains("setBidsCount(") + || builderSource.contains("beginBids(") + || builderSource.contains("setBids("), "Builder should have count/begin method for repeated nested messages"); } @@ -407,7 +455,8 @@ void shouldTreatEnumRepeatedAsFixedSize() { // Enum repeated fields should behave like primitive repeated fields assertTrue( - flyweightSource.contains("sidesCount()") || flyweightSource.contains("getSidesCount()"), + flyweightSource.contains("sidesCount()") + || flyweightSource.contains("getSidesCount()"), "Should generate count getter for repeated enum field"); } } @@ -424,22 +473,25 @@ class SchemaParserIntegrationTests { @DisplayName("Should parse repeating_groups.myra.yml test schema correctly") void shouldParseRepeatingGroupsSchema() throws Exception { SchemaParser parser = new SchemaParser(); - var schema = parser.parse( - java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); + var schema = + parser.parse( + java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); assertNotNull(schema, "Schema should parse successfully"); // Find PriceList message - var priceList = schema.messages().stream() - .filter(m -> m.name().equals("PriceList")) - .findFirst() - .orElseThrow(() -> new AssertionError("PriceList message not found")); + var priceList = + schema.messages().stream() + .filter(m -> m.name().equals("PriceList")) + .findFirst() + .orElseThrow(() -> new AssertionError("PriceList message not found")); // Verify prices field is marked as repeated - var pricesField = priceList.fields().stream() - .filter(f -> f.name().equals("prices")) - .findFirst() - .orElseThrow(() -> new AssertionError("prices field not found")); + var pricesField = + priceList.fields().stream() + .filter(f -> f.name().equals("prices")) + .findFirst() + .orElseThrow(() -> new AssertionError("prices field not found")); assertTrue(pricesField.repeated(), "prices field should be marked as repeated"); assertEquals("int64", pricesField.type(), "prices field should be int64 type"); @@ -449,18 +501,21 @@ void shouldParseRepeatingGroupsSchema() throws Exception { @DisplayName("Should parse nested message repeated fields") void shouldParseNestedMessageRepeatedFields() throws Exception { SchemaParser parser = new SchemaParser(); - var schema = parser.parse( - java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); - - var orderBook = schema.messages().stream() - .filter(m -> m.name().equals("OrderBook")) - .findFirst() - .orElseThrow(() -> new AssertionError("OrderBook message not found")); - - var bidsField = orderBook.fields().stream() - .filter(f -> f.name().equals("bids")) - .findFirst() - .orElseThrow(() -> new AssertionError("bids field not found")); + var schema = + parser.parse( + java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); + + var orderBook = + schema.messages().stream() + .filter(m -> m.name().equals("OrderBook")) + .findFirst() + .orElseThrow(() -> new AssertionError("OrderBook message not found")); + + var bidsField = + orderBook.fields().stream() + .filter(f -> f.name().equals("bids")) + .findFirst() + .orElseThrow(() -> new AssertionError("bids field not found")); assertTrue(bidsField.repeated(), "bids field should be marked as repeated"); assertEquals("Level", bidsField.type(), "bids field should be Level type"); @@ -470,18 +525,22 @@ void shouldParseNestedMessageRepeatedFields() throws Exception { @DisplayName("Should parse optional repeated fields") void shouldParseOptionalRepeatedFields() throws Exception { SchemaParser parser = new SchemaParser(); - var schema = parser.parse( - java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); - - var optionalList = schema.messages().stream() - .filter(m -> m.name().equals("OptionalList")) - .findFirst() - .orElseThrow(() -> new AssertionError("OptionalList message not found")); - - var valuesField = optionalList.fields().stream() - .filter(f -> f.name().equals("values")) - .findFirst() - .orElseThrow(() -> new AssertionError("values field not found")); + var schema = + parser.parse( + java.nio.file.Path.of("src/test/resources/repeating_groups.myra.yml")); + + var optionalList = + schema.messages().stream() + .filter(m -> m.name().equals("OptionalList")) + .findFirst() + .orElseThrow( + () -> new AssertionError("OptionalList message not found")); + + var valuesField = + optionalList.fields().stream() + .filter(f -> f.name().equals("values")) + .findFirst() + .orElseThrow(() -> new AssertionError("values field not found")); assertTrue(valuesField.repeated(), "values field should be marked as repeated"); assertTrue(valuesField.optional(), "values field should be marked as optional"); diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaVersionCodegenTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaVersionCodegenTest.java index 5e30a73..54ca15b 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaVersionCodegenTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/SchemaVersionCodegenTest.java @@ -12,9 +12,7 @@ import org.junit.jupiter.api.Nested; import org.junit.jupiter.api.Test; -/** - * Tests for schema version constant generation in StubGenerator. - */ +/** Tests for schema version constant generation in StubGenerator. */ @DisplayName("Schema Version Codegen") class SchemaVersionCodegenTest { @@ -59,9 +57,11 @@ void shouldGenerateSchemaVersionConstant() { String flyweightSource = findFlyweightSource(files, "TestMessageFlyweight"); assertNotNull(flyweightSource); - assertTrue(flyweightSource.contains("SCHEMA_VERSION"), + assertTrue( + flyweightSource.contains("SCHEMA_VERSION"), "Should generate SCHEMA_VERSION constant"); - assertTrue(flyweightSource.contains("public static final short SCHEMA_VERSION"), + assertTrue( + flyweightSource.contains("public static final short SCHEMA_VERSION"), "SCHEMA_VERSION should be public static final short"); } @@ -76,7 +76,8 @@ void shouldEncodeVersion1_0Correctly() { assertNotNull(flyweightSource); // version 1.0 = (1 * 256) + 0 = 256 - assertTrue(flyweightSource.contains("(short) 256"), + assertTrue( + flyweightSource.contains("(short) 256"), "Version 1.0 should be encoded as 256"); } @@ -91,7 +92,8 @@ void shouldEncodeVersion2_5Correctly() { assertNotNull(flyweightSource); // version 2.5 = (2 * 256) + 5 = 517 - assertTrue(flyweightSource.contains("(short) 517"), + assertTrue( + flyweightSource.contains("(short) 517"), "Version 2.5 should be encoded as 517"); } @@ -105,8 +107,8 @@ void shouldIncludeVersionInJavadoc() { String flyweightSource = findFlyweightSource(files, "TestMessageFlyweight"); assertNotNull(flyweightSource); - assertTrue(flyweightSource.contains("3.10"), - "Should include version string in Javadoc"); + assertTrue( + flyweightSource.contains("3.10"), "Should include version string in Javadoc"); } } @@ -125,7 +127,8 @@ void shouldHandleVersionWithoutPatch() { assertNotNull(flyweightSource); // version 1.5 = (1 * 256) + 5 = 261 - assertTrue(flyweightSource.contains("(short) 261"), + assertTrue( + flyweightSource.contains("(short) 261"), "Version 1.5 should be encoded as 261"); } @@ -140,8 +143,7 @@ void shouldHandleVersionZeroOne() { assertNotNull(flyweightSource); // version 0.1 = (0 * 256) + 1 = 1 - assertTrue(flyweightSource.contains("(short) 1"), - "Version 0.1 should be encoded as 1"); + assertTrue(flyweightSource.contains("(short) 1"), "Version 0.1 should be encoded as 1"); } } @@ -168,7 +170,8 @@ void wireFormatCanBeUsedForCompatibilityCheck() { // Check message minor <= decoder minor int decoderMinor = decoderWireVersion % 256; int messageMinor = messageWireVersion % 256; - assertTrue(messageMinor <= decoderMinor, + assertTrue( + messageMinor <= decoderMinor, "Message minor version should be <= decoder minor version"); } } diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/EncoderConfig.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/EncoderConfig.java index 7f16ebc..6554e65 100644 --- a/runtime/src/main/java/express/mvp/myra/codec/runtime/EncoderConfig.java +++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/EncoderConfig.java @@ -21,9 +21,10 @@ * checks. The real performance gain comes from skipping the CRC32 computation itself. * *

Thread Safety

- *

This class is immutable and thread-safe. A single {@code EncoderConfig} instance - * can be safely shared across multiple threads and {@link MessageEncoder} instances. The - * pre-defined constants {@link #DEFAULT} and {@link #HIGH_PERFORMANCE} are designed for sharing. + * + *

This class is immutable and thread-safe. A single {@code EncoderConfig} instance can be + * safely shared across multiple threads and {@link MessageEncoder} instances. The pre-defined + * constants {@link #DEFAULT} and {@link #HIGH_PERFORMANCE} are designed for sharing. */ public final class EncoderConfig { diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/MessageEncoder.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/MessageEncoder.java index 28030fd..fc02952 100644 --- a/runtime/src/main/java/express/mvp/myra/codec/runtime/MessageEncoder.java +++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/MessageEncoder.java @@ -12,18 +12,21 @@ * finalize header bookkeeping manually. * *

Thread Safety

+ * *

This class is NOT thread-safe. Each thread should use its own {@code MessageEncoder} * instance. The encoder maintains mutable state (writer position, header wrapper) that cannot be * safely shared across threads. * *

However, the underlying {@link MemorySegmentPool} may be shared across threads if it is * thread-safe (such as {@code LockFreeBufferPool}). In typical high-throughput scenarios: + * *

    - *
  • Create one {@code MessageEncoder} per thread (or use thread-local)
  • - *
  • Share a single {@code MemorySegmentPool} across all encoders
  • + *
  • Create one {@code MessageEncoder} per thread (or use thread-local) + *
  • Share a single {@code MemorySegmentPool} across all encoders *
* *

Example pattern: + * *

{@code
  * // Shared pool (thread-safe)
  * MemorySegmentPool pool = new LockFreeBufferPool(64 * 1024, 16);
diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java
index cd12817..271f547 100644
--- a/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java
+++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java
@@ -8,19 +8,22 @@
  * pool when used in a try-with-resources block.
  *
  * 

Thread Safety

- *

This class is NOT thread-safe for concurrent access to the same instance. Once - * created, a {@code PooledSegment} should be owned by a single thread until it is closed. + * + *

This class is NOT thread-safe for concurrent access to the same instance. Once created, + * a {@code PooledSegment} should be owned by a single thread until it is closed. * *

However, the class is safe to: + * *

    - *
  • Create in one thread and transfer ownership to another (before any access)
  • - *
  • Close from a different thread than where it was created (single close only)
  • + *
  • Create in one thread and transfer ownership to another (before any access) + *
  • Close from a different thread than where it was created (single close only) *
* - *

Important: Do not access the underlying segment after calling {@link #close()}. - * The segment is returned to the pool and may be reused by other code. + *

Important: Do not access the underlying segment after calling {@link #close()}. The + * segment is returned to the pool and may be reused by other code. * *

Example usage: + * *

{@code
  * try (PooledSegment pooled = new PooledSegment(encoder.acquire(1024), pool)) {
  *     MemorySegment segment = pooled.segment();
diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/package-info.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/package-info.java
index 7f11bfc..a297fa5 100644
--- a/runtime/src/main/java/express/mvp/myra/codec/runtime/package-info.java
+++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/package-info.java
@@ -54,6 +54,7 @@
  * 

Recommended Patterns

* *

High-Throughput Encoding (Multiple Threads)

+ * *
{@code
  * // Shared across all threads (thread-safe pool)
  * MemorySegmentPool pool = new LockFreeBufferPool(64 * 1024, 16);
@@ -70,6 +71,7 @@
  * }
* *

Decoding with Flyweight Reuse

+ * *
{@code
  * // Per-thread flyweights
  * MessageHeader header = new MessageHeader();
@@ -85,10 +87,12 @@
  * }
* *

Generated Builders and Flyweights

+ * *

All generated message flyweights and builders follow the same thread safety rules: + * *

    - *
  • Flyweights: Not thread-safe, reuse via {@code wrap()}, zero allocation
  • - *
  • Builders: Not thread-safe, use one per encoding operation
  • + *
  • Flyweights: Not thread-safe, reuse via {@code wrap()}, zero allocation + *
  • Builders: Not thread-safe, use one per encoding operation *
* * @see express.mvp.myra.codec.runtime.MessageEncoder diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/MessageHeader.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/MessageHeader.java index 04bce43..6559280 100644 --- a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/MessageHeader.java +++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/MessageHeader.java @@ -11,6 +11,7 @@ * fixed-structure component of the MyraCodec runtime. * *

Wire Format

+ * *
  * +-------------+-------------+----------------+-------+----------+----------+
  * | Frame Length| Template ID | Schema Version | Flags | Reserved | Checksum |
@@ -19,14 +20,16 @@
  * 
* *

Thread Safety

+ * *

This class is NOT thread-safe. Each thread should use its own {@code MessageHeader} - * instance. The flyweight pattern is designed for single-threaded access with instance reuse - * via {@link #wrap(MemorySegment, long)}. + * instance. The flyweight pattern is designed for single-threaded access with instance reuse via + * {@link #wrap(MemorySegment, long)}. * - *

The underlying {@code MemorySegment} may be shared, but concurrent access to the same - * memory region requires external synchronization. + *

The underlying {@code MemorySegment} may be shared, but concurrent access to the same memory + * region requires external synchronization. * *

Typical usage pattern: + * *

{@code
  * // Reusable flyweight (per-thread)
  * MessageHeader header = new MessageHeader();
diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilder.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilder.java
index 30e1750..ac41bc6 100644
--- a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilder.java
+++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilder.java
@@ -11,17 +11,19 @@
  * A builder for writing repeating groups of fixed-size primitive elements.
  *
  * 

Wire Format (Inline Encoding): + * *

  * [count:int32][element0][element1]...[elementN-1]
  * 
* - *

This builder writes elements directly to a pre-allocated memory segment. - * The count is written first as a placeholder, then elements are appended, - * and finally the count is updated with the actual number of elements written. + *

This builder writes elements directly to a pre-allocated memory segment. The count is written + * first as a placeholder, then elements are appended, and finally the count is updated with the + * actual number of elements written. * *

Thread Safety: This class is NOT thread-safe. * *

Example Usage: + * *

{@code
  * RepeatingGroupBuilder builder = new RepeatingGroupBuilder(8); // 8 bytes per long
  * builder.wrap(segment, offset);
@@ -56,11 +58,11 @@ public RepeatingGroupBuilder(int elementSize) {
     }
 
     /**
-     * Wraps this builder around a memory segment at the specified offset.
-     * Resets the element count to zero.
+     * Wraps this builder around a memory segment at the specified offset. Resets the element count
+     * to zero.
      *
      * @param segment the memory segment to write to
-     * @param offset  the offset within the segment where the group starts
+     * @param offset the offset within the segment where the group starts
      * @throws NullPointerException if segment is null
      */
     public void wrap(@NonNull MemorySegment segment, long offset) {
@@ -98,8 +100,7 @@ public long currentOffset() {
     }
 
     /**
-     * Returns the total bytes that will be written when finished
-     * (count field + all elements).
+     * Returns the total bytes that will be written when finished (count field + all elements).
      *
      * @return total byte size = COUNT_SIZE + (count * elementSize)
      */
@@ -233,8 +234,8 @@ public RepeatingGroupBuilder addInts(int[] values) {
     // =========================================================================
 
     /**
-     * Finishes writing the repeating group by updating the count field.
-     * Must be called after all elements have been added.
+     * Finishes writing the repeating group by updating the count field. Must be called after all
+     * elements have been added.
      *
      * @return the total number of bytes written (count + elements)
      */
@@ -244,9 +245,7 @@ public int finish() {
         return currentByteSize();
     }
 
-    /**
-     * Resets this builder, releasing the reference to the segment.
-     */
+    /** Resets this builder, releasing the reference to the segment. */
     public void reset() {
         this.segment = null;
         this.baseOffset = 0;
diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIterator.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIterator.java
index 763cdca..270798c 100644
--- a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIterator.java
+++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIterator.java
@@ -11,18 +11,20 @@
  * A zero-allocation iterator for repeating groups of fixed-size primitive elements.
  *
  * 

Wire Format (Inline Encoding): + * *

  * [count:int32][element0][element1]...[elementN-1]
  * 
* - *

This iterator provides direct access to elements at specific indices without - * allocating intermediate objects. Each element is read directly from the underlying - * memory segment using the specified element size. + *

This iterator provides direct access to elements at specific indices without allocating + * intermediate objects. Each element is read directly from the underlying memory segment using the + * specified element size. * - *

Thread Safety: This class is NOT thread-safe. Each thread should use - * its own iterator instance. The iterator can be reused by calling {@link #wrap}. + *

Thread Safety: This class is NOT thread-safe. Each thread should use its own iterator + * instance. The iterator can be reused by calling {@link #wrap}. * *

Example Usage: + * *

{@code
  * RepeatingGroupIterator iter = new RepeatingGroupIterator(8); // 8 bytes per long
  * iter.wrap(segment, offset);
@@ -63,7 +65,7 @@ public RepeatingGroupIterator(int elementSize) {
      * Wraps this iterator around a memory segment at the specified offset.
      *
      * @param segment the memory segment containing the repeating group data
-     * @param offset  the offset within the segment where the group starts
+     * @param offset the offset within the segment where the group starts
      * @throws NullPointerException if segment is null
      */
     public void wrap(@NonNull MemorySegment segment, long offset) {
@@ -101,8 +103,8 @@ public boolean isWrapped() {
     }
 
     /**
-     * Returns the total size of this repeating group in bytes,
-     * including the count field and all element data.
+     * Returns the total size of this repeating group in bytes, including the count field and all
+     * element data.
      *
      * @return total byte size = COUNT_SIZE + (count * elementSize)
      */
@@ -212,8 +214,8 @@ public boolean getBooleanAt(int index) {
     }
 
     /**
-     * Returns the offset of the element at the given index within the segment.
-     * This is useful for wrapping flyweight objects at specific positions.
+     * Returns the offset of the element at the given index within the segment. This is useful for
+     * wrapping flyweight objects at specific positions.
      *
      * @param index the element index (0-based)
      * @return the absolute offset within the segment
@@ -233,9 +235,7 @@ public MemorySegment segment() {
         return segment;
     }
 
-    /**
-     * Resets this iterator, releasing the reference to the segment.
-     */
+    /** Resets this iterator, releasing the reference to the segment. */
     public void reset() {
         this.segment = null;
         this.baseOffset = 0;
diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupBuilder.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupBuilder.java
index 66ca85b..905ef14 100644
--- a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupBuilder.java
+++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupBuilder.java
@@ -13,23 +13,28 @@
  * A builder for writing repeating groups of variable-size elements.
  *
  * 

Wire Format (Offset Table Encoding): + * *

  * [count:int32][offset0:int32][offset1:int32]...[offsetN-1:int32][element0_data][element1_data]...
  * 
* - *

Each offset is relative to the start of the element data region (after the offset table). - * This enables O(1) random access during reading. + *

Each offset is relative to the start of the element data region (after the offset table). This + * enables O(1) random access during reading. * *

Two-Phase Writing: + * *

    - *
  1. Call {@link #beginWithCount(MemorySegment, long, int)} to reserve space for count and offset table
  2. - *
  3. Call {@link #addString}, {@link #addBytes}, or {@link #beginElement}/{@link #endElement} for each element
  4. - *
  5. Call {@link #finish()} to finalize offsets and return total bytes written
  6. + *
  7. Call {@link #beginWithCount(MemorySegment, long, int)} to reserve space for count and + * offset table + *
  8. Call {@link #addString}, {@link #addBytes}, or {@link #beginElement}/{@link #endElement} + * for each element + *
  9. Call {@link #finish()} to finalize offsets and return total bytes written *
* *

Thread Safety: This class is NOT thread-safe. * *

Example Usage with Strings: + * *

{@code
  * VariableSizeRepeatingGroupBuilder builder = new VariableSizeRepeatingGroupBuilder();
  * builder.beginWithCount(segment, offset, 3);
@@ -40,6 +45,7 @@
  * }
* *

Example Usage with Nested Messages: + * *

{@code
  * VariableSizeRepeatingGroupBuilder builder = new VariableSizeRepeatingGroupBuilder();
  * builder.beginWithCount(segment, offset, 2);
@@ -78,21 +84,19 @@ public final class VariableSizeRepeatingGroupBuilder {
     private long writeOffset;
     private int currentDataOffset; // Relative offset for offset table entries
 
-    /**
-     * Creates a new builder for variable-size elements.
-     */
+    /** Creates a new builder for variable-size elements. */
     public VariableSizeRepeatingGroupBuilder() {
         // Default constructor
     }
 
     /**
-     * Begins writing a repeating group with a known element count.
-     * This reserves space for the count field and offset table.
+     * Begins writing a repeating group with a known element count. This reserves space for the
+     * count field and offset table.
      *
      * @param segment the memory segment to write to
-     * @param offset  the offset within the segment where the group starts
-     * @param count   the number of elements that will be written
-     * @throws NullPointerException     if segment is null
+     * @param offset the offset within the segment where the group starts
+     * @param count the number of elements that will be written
+     * @throws NullPointerException if segment is null
      * @throws IllegalArgumentException if count is negative
      */
     public void beginWithCount(@NonNull MemorySegment segment, long offset, int count) {
@@ -173,10 +177,10 @@ public VariableSizeRepeatingGroupBuilder addString(String value) {
     }
 
     /**
-     * Adds a string element using a scratch buffer for UTF-8 encoding.
-     * This is more efficient than addString(String) for repeated calls.
+     * Adds a string element using a scratch buffer for UTF-8 encoding. This is more efficient than
+     * addString(String) for repeated calls.
      *
-     * @param value         the string value to add
+     * @param value the string value to add
      * @param scratchBuffer a pre-allocated buffer for encoding
      * @return this builder for chaining
      */
@@ -242,7 +246,8 @@ public VariableSizeRepeatingGroupBuilder addBytes(byte[] bytes) {
      * @param length the number of bytes to copy
      * @return this builder for chaining
      */
-    public VariableSizeRepeatingGroupBuilder addBytes(MemorySegment source, long offset, int length) {
+    public VariableSizeRepeatingGroupBuilder addBytes(
+            MemorySegment source, long offset, int length) {
         checkCanAdd();
         Objects.requireNonNull(source, "source");
 
@@ -265,11 +270,10 @@ public VariableSizeRepeatingGroupBuilder addBytes(MemorySegment source, long off
     // =========================================================================
 
     /**
-     * Begins writing a nested message element.
-     * Returns the offset where the caller should write the message data.
+     * Begins writing a nested message element. Returns the offset where the caller should write the
+     * message data.
      *
-     * 

After writing the message, call {@link #endElement(int)} with the - * number of bytes written. + *

After writing the message, call {@link #endElement(int)} with the number of bytes written. * * @return the absolute offset where element data should be written * @throws IllegalStateException if all expected elements have been written @@ -295,18 +299,13 @@ public void endElement(int bytesWritten) { * Convenience method to write a flyweight as an element. * * @param flyweight the flyweight containing the data to write - * @param the flyweight type + * @param the flyweight type * @return this builder for chaining */ public VariableSizeRepeatingGroupBuilder addElement(T flyweight) { long elementStart = beginElement(); // Copy flyweight data to our segment - MemorySegment.copy( - flyweight.segment(), - 0, - segment, - elementStart, - flyweight.byteSize()); + MemorySegment.copy(flyweight.segment(), 0, segment, elementStart, flyweight.byteSize()); endElement(flyweight.byteSize()); return this; } @@ -318,13 +317,19 @@ public VariableSizeRepeatingGroupBuilder addElemen private void checkCanAdd() { if (currentIndex >= maxCount) { throw new IllegalStateException( - "Cannot add more elements. Expected " + maxCount + ", already wrote " + currentIndex); + "Cannot add more elements. Expected " + + maxCount + + ", already wrote " + + currentIndex); } } private void recordOffset() { // Write the relative offset for this element - segment.set(INT_BE, offsetTableStart + (long) currentIndex * OFFSET_ENTRY_SIZE, currentDataOffset); + segment.set( + INT_BE, + offsetTableStart + (long) currentIndex * OFFSET_ENTRY_SIZE, + currentDataOffset); } // ========================================================================= @@ -332,8 +337,7 @@ private void recordOffset() { // ========================================================================= /** - * Finishes writing the repeating group. - * Validates that all expected elements were written. + * Finishes writing the repeating group. Validates that all expected elements were written. * * @return the total number of bytes written (count + offset table + element data) * @throws IllegalStateException if fewer elements were written than expected @@ -347,8 +351,8 @@ public int finish() { } /** - * Finishes writing and allows fewer elements than originally expected. - * Updates the count field to reflect actual elements written. + * Finishes writing and allows fewer elements than originally expected. Updates the count field + * to reflect actual elements written. * * @return the total number of bytes written */ @@ -368,9 +372,7 @@ public MemorySegment segment() { return segment; } - /** - * Resets this builder, releasing the reference to the segment. - */ + /** Resets this builder, releasing the reference to the segment. */ public void reset() { this.segment = null; this.baseOffset = 0; diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupIterator.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupIterator.java index ca6d8f3..edf5ce4 100644 --- a/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupIterator.java +++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupIterator.java @@ -14,17 +14,19 @@ * A zero-allocation iterator for repeating groups of variable-size elements. * *

Wire Format (Offset Table Encoding): + * *

  * [count:int32][offset0:int32][offset1:int32]...[offsetN-1:int32][element0_data][element1_data]...
  * 
* - *

Each offset is relative to the start of the element data region (after the offset table). - * This enables O(1) random access to any element regardless of its size. + *

Each offset is relative to the start of the element data region (after the offset table). This + * enables O(1) random access to any element regardless of its size. * - *

Thread Safety: This class is NOT thread-safe. Each thread should use - * its own iterator instance. The iterator can be reused by calling {@link #wrap}. + *

Thread Safety: This class is NOT thread-safe. Each thread should use its own iterator + * instance. The iterator can be reused by calling {@link #wrap}. * *

Example Usage with Strings: + * *

{@code
  * VariableSizeRepeatingGroupIterator iter = new VariableSizeRepeatingGroupIterator();
  * iter.wrap(segment, offset);
@@ -37,6 +39,7 @@
  * }
* *

Example Usage with Nested Messages: + * *

{@code
  * VariableSizeRepeatingGroupIterator iter = new VariableSizeRepeatingGroupIterator();
  * iter.wrap(segment, offset);
@@ -63,9 +66,7 @@ public final class VariableSizeRepeatingGroupIterator {
     private long dataRegionStart;
     private int count;
 
-    /**
-     * Creates a new iterator for variable-size elements.
-     */
+    /** Creates a new iterator for variable-size elements. */
     public VariableSizeRepeatingGroupIterator() {
         // Default constructor
     }
@@ -74,7 +75,7 @@ public VariableSizeRepeatingGroupIterator() {
      * Wraps this iterator around a memory segment at the specified offset.
      *
      * @param segment the memory segment containing the repeating group data
-     * @param offset  the offset within the segment where the group starts
+     * @param offset the offset within the segment where the group starts
      * @throws NullPointerException if segment is null
      */
     public void wrap(@NonNull MemorySegment segment, long offset) {
@@ -104,8 +105,8 @@ public boolean isWrapped() {
     }
 
     /**
-     * Returns the total size of this repeating group header in bytes
-     * (count + offset table). Does not include element data.
+     * Returns the total size of this repeating group header in bytes (count + offset table). Does
+     * not include element data.
      *
      * @return header byte size = COUNT_SIZE + (count * OFFSET_ENTRY_SIZE)
      */
@@ -127,8 +128,8 @@ private void checkIndex(int index) {
     }
 
     /**
-     * Gets the offset entry for an element at the given index.
-     * The offset is relative to the data region start.
+     * Gets the offset entry for an element at the given index. The offset is relative to the data
+     * region start.
      *
      * @param index the element index (0-based)
      * @return the relative offset within the data region
@@ -138,9 +139,8 @@ private int getOffsetEntry(int index) {
     }
 
     /**
-     * Gets the length of an element at the given index.
-     * Calculated as the difference between consecutive offsets,
-     * or the remaining data size for the last element.
+     * Gets the length of an element at the given index. Calculated as the difference between
+     * consecutive offsets, or the remaining data size for the last element.
      *
      * @param index the element index (0-based)
      * @return the length in bytes of the element
@@ -180,13 +180,13 @@ public long getElementOffset(int index) {
     // =========================================================================
 
     /**
-     * Reads a string element at the specified index into the provided Utf8View.
-     * The view is wrapped around the string data for zero-copy access.
+     * Reads a string element at the specified index into the provided Utf8View. The view is wrapped
+     * around the string data for zero-copy access.
      *
      * 

Element Format: [length:int32][utf8_bytes] * * @param index the element index (0-based) - * @param view the Utf8View to wrap around the string data + * @param view the Utf8View to wrap around the string data * @throws IndexOutOfBoundsException if index is out of range */ public void getStringAt(int index, Utf8View view) { @@ -197,8 +197,8 @@ public void getStringAt(int index, Utf8View view) { } /** - * Iterates over all string elements, invoking the consumer for each. - * The same Utf8View instance is reused for each element. + * Iterates over all string elements, invoking the consumer for each. The same Utf8View instance + * is reused for each element. * * @param consumer the consumer to receive each string view */ @@ -215,15 +215,15 @@ public void forEachString(Consumer consumer) { // ========================================================================= /** - * Wraps a flyweight accessor at the element position for the given index. - * This enables zero-copy access to nested message fields. + * Wraps a flyweight accessor at the element position for the given index. This enables + * zero-copy access to nested message fields. * - *

Element Format: Directly encoded message bytes (no length prefix - * at element level - length is in the offset table). + *

Element Format: Directly encoded message bytes (no length prefix at element level - + * length is in the offset table). * - * @param index the element index (0-based) + * @param index the element index (0-based) * @param flyweight the flyweight to wrap at the element position - * @param the flyweight type + * @param the flyweight type * @return the same flyweight instance, now wrapped at the element position * @throws IndexOutOfBoundsException if index is out of range */ @@ -235,12 +235,12 @@ public T wrapElementAt(int index, T flyweight) { } /** - * Iterates over all nested message elements, invoking the consumer for each. - * The same flyweight instance is reused and re-wrapped for each element. + * Iterates over all nested message elements, invoking the consumer for each. The same flyweight + * instance is reused and re-wrapped for each element. * * @param flyweight the flyweight to reuse for each element - * @param consumer the consumer to receive each wrapped flyweight - * @param the flyweight type + * @param consumer the consumer to receive each wrapped flyweight + * @param the flyweight type */ public void forEach(T flyweight, Consumer consumer) { for (int i = 0; i < count; i++) { @@ -287,9 +287,7 @@ public long dataRegionStart() { return dataRegionStart; } - /** - * Resets this iterator, releasing the reference to the segment. - */ + /** Resets this iterator, releasing the reference to the segment. */ public void reset() { this.segment = null; this.baseOffset = 0; diff --git a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilderTest.java b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilderTest.java index 99726be..6506584 100644 --- a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilderTest.java +++ b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupBuilderTest.java @@ -8,9 +8,7 @@ import org.junit.jupiter.api.Nested; import org.junit.jupiter.api.Test; -/** - * Tests for RepeatingGroupBuilder - building fixed-size primitive arrays. - */ +/** Tests for RepeatingGroupBuilder - building fixed-size primitive arrays. */ @DisplayName("RepeatingGroupBuilder Tests") class RepeatingGroupBuilderTest { diff --git a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIteratorTest.java b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIteratorTest.java index 527737c..4ba6a51 100644 --- a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIteratorTest.java +++ b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/RepeatingGroupIteratorTest.java @@ -8,9 +8,7 @@ import org.junit.jupiter.api.Nested; import org.junit.jupiter.api.Test; -/** - * Tests for RepeatingGroupIterator - fixed-size primitive element iteration. - */ +/** Tests for RepeatingGroupIterator - fixed-size primitive element iteration. */ @DisplayName("RepeatingGroupIterator Tests") class RepeatingGroupIteratorTest { @@ -49,7 +47,11 @@ void shouldReadCountFromWrappedSegment() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); // Write count = 5 at offset 0 - segment.set(java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN), 0, 5); + segment.set( + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN), + 0, + 5); RepeatingGroupIterator iter = new RepeatingGroupIterator(8); iter.wrap(segment, 0); @@ -64,7 +66,11 @@ void shouldReadCountFromNonZeroOffset() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); // Write count = 3 at offset 10 - segment.set(java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN), 10, 3); + segment.set( + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN), + 10, + 3); RepeatingGroupIterator iter = new RepeatingGroupIterator(4); iter.wrap(segment, 10); @@ -88,7 +94,11 @@ void shouldReportWrappedStateCorrectly() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - segment.set(java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN), 0, 0); + segment.set( + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN), + 0, + 0); iter.wrap(segment, 0); assertTrue(iter.isWrapped()); @@ -107,8 +117,12 @@ class LongAccessTests { void shouldReadLongElementsAtCorrectPositions() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); - var longLayout = java.lang.foreign.ValueLayout.JAVA_LONG_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); + var longLayout = + java.lang.foreign.ValueLayout.JAVA_LONG_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); // Write count = 3 segment.set(intLayout, 0, 3); @@ -132,7 +146,9 @@ void shouldReadLongElementsAtCorrectPositions() { void shouldThrowOnOutOfBoundsAccess() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 2); // count = 2 @@ -155,7 +171,9 @@ class IntAccessTests { void shouldReadIntElementsAtCorrectPositions() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); // Write count = 4 segment.set(intLayout, 0, 4); @@ -186,7 +204,9 @@ class OtherTypeAccessTests { void shouldReadByteElements() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 3); segment.set(java.lang.foreign.ValueLayout.JAVA_BYTE, 4, (byte) 10); @@ -207,7 +227,9 @@ void shouldReadByteElements() { void shouldReadBooleanElements() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 3); segment.set(java.lang.foreign.ValueLayout.JAVA_BOOLEAN, 4, true); @@ -228,8 +250,12 @@ void shouldReadBooleanElements() { void shouldReadDoubleElements() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); - var doubleLayout = java.lang.foreign.ValueLayout.JAVA_DOUBLE_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); + var doubleLayout = + java.lang.foreign.ValueLayout.JAVA_DOUBLE_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 2); segment.set(doubleLayout, 4, 3.14); @@ -253,7 +279,9 @@ class ByteSizeTests { void shouldCalculateByteSizeCorrectly() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 5); // count = 5 @@ -270,7 +298,9 @@ void shouldCalculateByteSizeCorrectly() { void shouldCalculateByteSizeForEmptyGroup() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 0); // count = 0 @@ -292,7 +322,9 @@ class ElementOffsetTests { void shouldReturnCorrectElementOffsets() { try (Arena arena = Arena.ofConfined()) { MemorySegment segment = arena.allocate(100); - var intLayout = java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder(java.nio.ByteOrder.BIG_ENDIAN); + var intLayout = + java.lang.foreign.ValueLayout.JAVA_INT_UNALIGNED.withOrder( + java.nio.ByteOrder.BIG_ENDIAN); segment.set(intLayout, 0, 3); diff --git a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupTest.java b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupTest.java index 40e9179..7b6d38f 100644 --- a/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupTest.java +++ b/runtime/src/test/java/express/mvp/myra/codec/runtime/struct/VariableSizeRepeatingGroupTest.java @@ -9,9 +9,7 @@ import org.junit.jupiter.api.Nested; import org.junit.jupiter.api.Test; -/** - * Tests for VariableSizeRepeatingGroupBuilder and VariableSizeRepeatingGroupIterator. - */ +/** Tests for VariableSizeRepeatingGroupBuilder and VariableSizeRepeatingGroupIterator. */ @DisplayName("Variable Size Repeating Group Tests") class VariableSizeRepeatingGroupTest { @@ -177,10 +175,11 @@ void shouldIterateOverAllStringsWithForEach() { iter.wrap(segment, 0); int[] index = {0}; - iter.forEachString(view -> { - assertEquals(expected[index[0]], view.toString()); - index[0]++; - }); + iter.forEachString( + view -> { + assertEquals(expected[index[0]], view.toString()); + index[0]++; + }); assertEquals(3, index[0]); } @@ -241,7 +240,8 @@ void shouldRejectNegativeCount() { MemorySegment segment = arena.allocate(100); VariableSizeRepeatingGroupBuilder builder = new VariableSizeRepeatingGroupBuilder(); - assertThrows(IllegalArgumentException.class, + assertThrows( + IllegalArgumentException.class, () -> builder.beginWithCount(segment, 0, -1)); } } diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java index 42f0962..2fb4467 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java @@ -16,13 +16,13 @@ public SchemaDefinition parse(Path schemaPath) throws IOException { // Defensive normalization: ensure lists are non-null so downstream code doesn't // need to defensively check for null. Convert missing collections to empty lists. java.util.List parsedMessages = - parsed.messages(); + parsed.messages(); java.util.List parsedEnums = parsed.enums(); java.util.List messages = - (parsedMessages == null) ? java.util.List.of() : parsedMessages; + (parsedMessages == null) ? java.util.List.of() : parsedMessages; java.util.List enums = - (parsedEnums == null) ? java.util.List.of() : parsedEnums; + (parsedEnums == null) ? java.util.List.of() : parsedEnums; return new SchemaDefinition(parsed.namespace(), parsed.version(), messages, enums); } diff --git a/schema-core/src/main/java/express/mvp/myra/codec/schema/SchemaVersion.java b/schema-core/src/main/java/express/mvp/myra/codec/schema/SchemaVersion.java index 3680f0f..0ccd66f 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/schema/SchemaVersion.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/schema/SchemaVersion.java @@ -7,24 +7,28 @@ /** * Represents a semantic version for myra-codec schemas. * - *

Schema versions use semantic versioning (MAJOR.MINOR.PATCH) with the following compatibility rules: + *

Schema versions use semantic versioning (MAJOR.MINOR.PATCH) with the following compatibility + * rules: + * *

    - *
  • MAJOR: Breaking changes - new field layouts, removed fields, type changes
  • - *
  • MINOR: Backward-compatible additions - new optional fields, new message types
  • - *
  • PATCH: Backward-compatible fixes - documentation, cosmetic changes
  • + *
  • MAJOR: Breaking changes - new field layouts, removed fields, type changes + *
  • MINOR: Backward-compatible additions - new optional fields, new message types + *
  • PATCH: Backward-compatible fixes - documentation, cosmetic changes *
* - *

The wire format encodes version as a single {@code short} value using the formula: - * {@code (major * 256) + minor} (patch is not encoded in wire format, only used for schema management). + *

The wire format encodes version as a single {@code short} value using the formula: {@code + * (major * 256) + minor} (patch is not encoded in wire format, only used for schema management). * *

Wire Format Compatibility: + * *

    - *
  • Messages from the same major version are compatible
  • - *
  • Decoders can process messages with minor version ≤ their schema's minor version
  • - *
  • Major version mismatches should be rejected
  • + *
  • Messages from the same major version are compatible + *
  • Decoders can process messages with minor version ≤ their schema's minor version + *
  • Major version mismatches should be rejected *
* *

Example: + * *

{@code
  * SchemaVersion v = SchemaVersion.parse("2.3.1");
  * short wireVersion = v.toWireFormat();  // Returns (2 * 256) + 3 = 515
@@ -46,8 +50,8 @@ public final class SchemaVersion implements Comparable {
     /** Maximum minor version that can be encoded in wire format (0-255). */
     public static final int MAX_MINOR = 255;
 
-    private static final Pattern VERSION_PATTERN = Pattern.compile(
-            "^(\\d+)\\.(\\d+)(?:\\.(\\d+))?$");
+    private static final Pattern VERSION_PATTERN =
+            Pattern.compile("^(\\d+)\\.(\\d+)(?:\\.(\\d+))?$");
 
     private final int major;
     private final int minor;
@@ -101,7 +105,9 @@ public static SchemaVersion parse(String versionString) {
         Matcher matcher = VERSION_PATTERN.matcher(versionString.trim());
         if (!matcher.matches()) {
             throw new IllegalArgumentException(
-                    "Invalid version string: '" + versionString + "'. "
+                    "Invalid version string: '"
+                            + versionString
+                            + "'. "
                             + "Expected format: MAJOR.MINOR or MAJOR.MINOR.PATCH");
         }
 
@@ -127,6 +133,7 @@ public static SchemaVersion fromWireFormat(short wireVersion) {
 
     /**
      * Returns the major version number.
+     *
      * @return the major version (0-127)
      */
     public int major() {
@@ -135,6 +142,7 @@ public int major() {
 
     /**
      * Returns the minor version number.
+     *
      * @return the minor version (0-255)
      */
     public int minor() {
@@ -143,6 +151,7 @@ public int minor() {
 
     /**
      * Returns the patch version number.
+     *
      * @return the patch version
      */
     public int patch() {
@@ -150,8 +159,8 @@ public int patch() {
     }
 
     /**
-     * Converts this version to the wire format representation.
-     * The formula is: {@code (major * 256) + minor}.
+     * Converts this version to the wire format representation. The formula is: {@code (major * 256)
+     * + minor}.
      *
      * @return the wire format value as a short
      */
@@ -163,9 +172,10 @@ public short toWireFormat() {
      * Checks if this schema version is compatible with a decoder schema version.
      *
      * 

Compatibility rules: + * *

    - *
  • Major versions must match exactly
  • - *
  • This version's minor must be ≤ decoder's minor (decoder can handle newer features)
  • + *
  • Major versions must match exactly + *
  • This version's minor must be ≤ decoder's minor (decoder can handle newer features) *
* * @param decoderVersion the version of the decoder/consumer schema @@ -193,16 +203,24 @@ public boolean isBreakingChangeFrom(SchemaVersion other) { @Override public int compareTo(SchemaVersion other) { int cmp = Integer.compare(this.major, other.major); - if (cmp != 0) return cmp; + if (cmp != 0) { + return cmp; + } cmp = Integer.compare(this.minor, other.minor); - if (cmp != 0) return cmp; + if (cmp != 0) { + return cmp; + } return Integer.compare(this.patch, other.patch); } @Override public boolean equals(Object o) { - if (this == o) return true; - if (!(o instanceof SchemaVersion other)) return false; + if (this == o) { + return true; + } + if (!(o instanceof SchemaVersion other)) { + return false; + } return major == other.major && minor == other.minor && patch == other.patch; } @@ -218,6 +236,7 @@ public String toString() { /** * Returns a version string without patch for display (e.g., "1.2"). + * * @return the major.minor string */ public String toShortString() { diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java index 500521f..dd4507b 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java @@ -275,18 +275,18 @@ void resolve_WithEnums_ShouldPreserveEnumValues() { assertEquals(0, enumDef.values().getFirst().id()); } - @Test - void resolve_WithEmptyEnums_ShouldHandleMissingEnums() { - SchemaDefinition schema = new SchemaDefinition("com.test", "1.0.0", List.of(), List.of()); - - ResolutionResult result = - SchemaResolver.resolve(schema, null, tempDir.resolve("test.myra.yml")); - - assertNotNull(result); - assertNotNull(result.resolvedSchema()); - assertNotNull(result.resolvedSchema().enums()); - assertEquals(0, result.resolvedSchema().enums().size()); - } + @Test + void resolve_WithEmptyEnums_ShouldHandleMissingEnums() { + SchemaDefinition schema = new SchemaDefinition("com.test", "1.0.0", List.of(), List.of()); + + ResolutionResult result = + SchemaResolver.resolve(schema, null, tempDir.resolve("test.myra.yml")); + + assertNotNull(result); + assertNotNull(result.resolvedSchema()); + assertNotNull(result.resolvedSchema().enums()); + assertEquals(0, result.resolvedSchema().enums().size()); + } private SchemaDefinition createTestSchema() { return new SchemaDefinition( diff --git a/schema-core/src/test/java/express/mvp/myra/codec/schema/SchemaVersionTest.java b/schema-core/src/test/java/express/mvp/myra/codec/schema/SchemaVersionTest.java index 1dbd6b4..cec3dc4 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/schema/SchemaVersionTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/schema/SchemaVersionTest.java @@ -9,9 +9,7 @@ import org.junit.jupiter.params.provider.CsvSource; import org.junit.jupiter.params.provider.ValueSource; -/** - * Tests for SchemaVersion parsing, wire format encoding, and compatibility checks. - */ +/** Tests for SchemaVersion parsing, wire format encoding, and compatibility checks. */ @DisplayName("SchemaVersion") class SchemaVersionTest { @@ -21,12 +19,12 @@ class ParsingTests { @ParameterizedTest @CsvSource({ - "1.0.0, 1, 0, 0", - "2.3.5, 2, 3, 5", - "0.1.0, 0, 1, 0", - "127.255.999, 127, 255, 999", - "1.0, 1, 0, 0", - "2.5, 2, 5, 0", + "1.0.0, 1, 0, 0", + "2.3.5, 2, 3, 5", + "0.1.0, 0, 1, 0", + "127.255.999, 127, 255, 999", + "1.0, 1, 0, 0", + "2.5, 2, 5, 0", }) @DisplayName("Should parse valid version strings") void shouldParseValidVersionStrings(String versionStr, int major, int minor, int patch) { @@ -37,18 +35,15 @@ void shouldParseValidVersionStrings(String versionStr, int major, int minor, int } @ParameterizedTest - @ValueSource(strings = { - "", - "1", - "1.2.3.4", - "abc", - "1.x.0", - "-1.0.0", - "v1.0.0", - }) + @ValueSource( + strings = { + "", "1", "1.2.3.4", "abc", "1.x.0", "-1.0.0", "v1.0.0", + }) @DisplayName("Should reject invalid version strings") void shouldRejectInvalidVersionStrings(String versionStr) { - assertThrows(IllegalArgumentException.class, () -> SchemaVersion.parse(versionStr), + assertThrows( + IllegalArgumentException.class, + () -> SchemaVersion.parse(versionStr), "Should reject: " + versionStr); } @@ -117,12 +112,12 @@ class WireFormatTests { @ParameterizedTest @CsvSource({ - "0, 0, 0", - "0, 1, 1", - "1, 0, 256", - "1, 1, 257", - "2, 5, 517", - "127, 255, 32767", + "0, 0, 0", + "0, 1, 1", + "1, 0, 256", + "1, 1, 257", + "2, 5, 517", + "127, 255, 32767", }) @DisplayName("Should encode to wire format correctly") void shouldEncodeToWireFormat(int major, int minor, int expected) { @@ -132,12 +127,12 @@ void shouldEncodeToWireFormat(int major, int minor, int expected) { @ParameterizedTest @CsvSource({ - "0, 0, 0", - "1, 0, 1", - "256, 1, 0", - "257, 1, 1", - "517, 2, 5", - "32767, 127, 255", + "0, 0, 0", + "1, 0, 1", + "256, 1, 0", + "257, 1, 1", + "517, 2, 5", + "32767, 127, 255", }) @DisplayName("Should decode from wire format correctly") void shouldDecodeFromWireFormat(short wireVersion, int major, int minor) { @@ -188,7 +183,8 @@ void differentMajorShouldNotBeCompatible() { void olderMinorCompatibleWithNewerDecoder() { SchemaVersion message = new SchemaVersion(1, 3, 0); SchemaVersion decoder = new SchemaVersion(1, 5, 0); - assertTrue(message.isCompatibleWith(decoder), + assertTrue( + message.isCompatibleWith(decoder), "Message v1.3 should be readable by decoder v1.5"); } @@ -197,7 +193,8 @@ void olderMinorCompatibleWithNewerDecoder() { void newerMinorNotCompatibleWithOlderDecoder() { SchemaVersion message = new SchemaVersion(1, 5, 0); SchemaVersion decoder = new SchemaVersion(1, 3, 0); - assertFalse(message.isCompatibleWith(decoder), + assertFalse( + message.isCompatibleWith(decoder), "Message v1.5 should NOT be readable by decoder v1.3"); } From a3e73a6132582c1dc4381c4b5d3238ff849bc435 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 09:26:21 +0000 Subject: [PATCH 5/8] feat: include namespace in lockfile and validate lockfile namespace; add tests --- .../codec/codegen/LockFileManagerTest.java | 3 ++- .../codegen/MyraCodegenCliRoundTripTest.java | 1 + .../codegen/resolver/SchemaResolver.java | 20 ++++++++++++++----- .../codec/codegen/LockFileManagerTest.java | 3 ++- .../codegen/resolver/SchemaResolverTest.java | 16 +++++++++++++++ 5 files changed, 36 insertions(+), 7 deletions(-) diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java index 9898337..d6df208 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java @@ -25,7 +25,7 @@ void save_AndLoad_ShouldRoundTrip() throws Exception { Path lockPath = tempDir.resolve("test.myra.lock"); LockFile original = LockFile.empty(); - original.schemaInfo = Map.of("version", "1.0.0", "sourceFile", "test.myra.yml"); + original.schemaInfo = Map.of("namespace", "com.test", "version", "1.0.0", "sourceFile", "test.myra.yml"); LockFile.MessageLock msgLock = new LockFile.MessageLock(); msgLock.id = 1; @@ -41,6 +41,7 @@ void save_AndLoad_ShouldRoundTrip() throws Exception { LockFile loaded = LockFileManager.load(lockPath); assertNotNull(loaded); + assertEquals("com.test", loaded.schemaInfo.get("namespace")); assertEquals("1.0.0", loaded.schemaInfo.get("version")); assertEquals("test.myra.yml", loaded.schemaInfo.get("sourceFile")); assertEquals(1, loaded.messages.get("TestMessage").id); diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java index ed73cdb..445b36e 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java @@ -52,6 +52,7 @@ void cliGeneratesBuildersThatRoundTripPayloads(@TempDir Path tempDir) throws Exc Path compiledOutput = compileGeneratedSources(generatedSources); short templateId = templateId(lockFile, "PutRequest"); short schemaVersion = schemaVersion(lockFile); + assertEquals("com.example.kvstore.codec", lockFile.schemaInfo.get("namespace")); MemorySegmentPool pool = new MemorySegmentPool(4096, 1, 8); MessageEncoder encoder = new MessageEncoder(pool); diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java index 24e9469..41c8b3e 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/resolver/SchemaResolver.java @@ -46,6 +46,14 @@ public static ResolutionResult resolve( } private ResolutionResult runResolution(Path schemaPath) { + // Validate that any existing lock file refers to the same schema namespace + if (lockFile != null && lockFile.schemaInfo != null) { + Object ns = lockFile.schemaInfo.get("namespace"); + if (ns instanceof String && !rawSchema.namespace().equals(ns)) { + throw new IllegalStateException( + "Lock file schema namespace '" + ns + "' does not match schema '" + rawSchema.namespace() + "'"); + } + } resolveMessages(); resolveEnums(); LockFile updatedLockFile = buildUpdatedLockFile(schemaPath); @@ -237,11 +245,13 @@ private LockFile buildUpdatedLockFile(Path schemaPath) { LockFile result = LockFile.empty(); result.schemaInfo = - Map.of( - "sourceFile", - schemaPath.getFileName().toString(), - "version", - rawSchema.version()); + Map.of( + "namespace", + rawSchema.namespace(), + "sourceFile", + schemaPath.getFileName().toString(), + "version", + rawSchema.version()); result.messages = newMessagesLock; result.enums = newEnumsLock; result.reservedIds = reservedIds; diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java index 6e39eb1..700ffe3 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/LockFileManagerTest.java @@ -25,7 +25,7 @@ void save_AndLoad_ShouldRoundTrip() throws Exception { Path lockPath = tempDir.resolve("test.myra.lock"); LockFile original = LockFile.empty(); - original.schemaInfo = Map.of("version", "1.0.0", "sourceFile", "test.myra.yml"); + original.schemaInfo = Map.of("namespace", "com.test", "version", "1.0.0", "sourceFile", "test.myra.yml"); LockFile.MessageLock msgLock = new LockFile.MessageLock(); msgLock.id = 1; @@ -41,6 +41,7 @@ void save_AndLoad_ShouldRoundTrip() throws Exception { LockFile loaded = LockFileManager.load(lockPath); assertNotNull(loaded); + assertEquals("com.test", loaded.schemaInfo.get("namespace")); assertEquals("1.0.0", loaded.schemaInfo.get("version")); assertEquals(1, loaded.messages.get("TestMessage").id); assertEquals(2, loaded.messages.get("TestMessage").fields.size()); diff --git a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java index dd4507b..74c03aa 100644 --- a/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java +++ b/schema-core/src/test/java/express/mvp/myra/codec/codegen/resolver/SchemaResolverTest.java @@ -288,6 +288,22 @@ void resolve_WithEmptyEnums_ShouldHandleMissingEnums() { assertEquals(0, result.resolvedSchema().enums().size()); } + @Test + void resolve_ShouldRejectMismatchedLockNamespace() { + SchemaDefinition schema = new SchemaDefinition("com.test", "1.0.0", List.of(), List.of()); + + LockFile existingLock = LockFile.empty(); + existingLock.messages = Map.of(); + existingLock.schemaInfo = Map.of("namespace", "other.namespace", "version", "1.0.0"); + + IllegalStateException ex = + assertThrows( + IllegalStateException.class, + () -> SchemaResolver.resolve(schema, existingLock, tempDir.resolve("test.myra.yml"))); + + assertTrue(ex.getMessage().contains("Lock file schema namespace")); + } + private SchemaDefinition createTestSchema() { return new SchemaDefinition( "com.test", From 52116499b5a790ef1efb05a39ba72d7a697274b0 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Tue, 9 Dec 2025 09:32:15 +0000 Subject: [PATCH 6/8] cli: fail fast with friendly error when existing lockfile namespace mismatches schema --- .../myra/codec/codegen/MyraCodegenCli.java | 19 +++++++++++++++-- .../codegen/MyraCodegenCliRoundTripTest.java | 21 +++++++++++++++++++ 2 files changed, 38 insertions(+), 2 deletions(-) diff --git a/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java b/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java index fd4fbe9..756f462 100644 --- a/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java +++ b/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java @@ -52,9 +52,24 @@ public Integer call() { SchemaParser parser = new SchemaParser(); SchemaDefinition rawSchema = parser.parse(schemaFile.toPath()); - // 3. Resolve the schema, assigning stable IDs. + // 3. Resolve the schema, assigning stable IDs. System.out.println("Step 3: Resolving schema and assigning IDs..."); - ResolutionResult result = + // If we loaded a lockfile, fail fast with a friendly error if the namespace doesn't match + if (existingLockFile != null && existingLockFile.schemaInfo != null) { + Object ns = existingLockFile.schemaInfo.get("namespace"); + if (ns instanceof String && !ns.equals(rawSchema.namespace())) { + System.err.println( + "ERROR: lockfile namespace '" + + ns + + "' does not match schema namespace '" + + rawSchema.namespace() + + "' — aborting to avoid applying the lock to a different schema.\n"); + System.err.println("Delete or regenerate the lockfile if you intentionally changed schema namespace."); + return 2; + } + } + + ResolutionResult result = SchemaResolver.resolve(rawSchema, existingLockFile, schemaFile.toPath()); // 4. Generate the Java source files. diff --git a/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java b/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java index 445b36e..b043b3e 100644 --- a/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java +++ b/codegen/src/test/java/express/mvp/myra/codec/codegen/MyraCodegenCliRoundTripTest.java @@ -17,6 +17,7 @@ import java.nio.file.Files; import java.nio.file.Path; import java.util.List; +import java.util.Map; import java.util.Locale; import java.util.stream.Collectors; import java.util.stream.Stream; @@ -125,6 +126,26 @@ void cliGeneratesBuildersThatRoundTripPayloads(@TempDir Path tempDir) throws Exc } } + @Test + void cliFailsFastWhenLockNamespaceMismatches(@TempDir Path tempDir) throws Exception { + Path schemaPath = Path.of("src", "test", "resources", "kvstore.myra.yml").toAbsolutePath(); + Path generatedSources = Files.createDirectories(tempDir.resolve("generated-src")); + Path lockFilePath = tempDir.resolve("kvstore.mismatch.lock"); + + LockFile wrong = LockFile.empty(); + wrong.schemaInfo = Map.of("namespace", "com.example.other", "version", "1.0.0", "sourceFile", "kvstore.myra.yml"); + LockFileManager.save(wrong, lockFilePath); + + int exitCode = + new CommandLine(new MyraCodegenCli()) + .execute( + "-s", schemaPath.toString(), + "-o", generatedSources.toString(), + "-l", lockFilePath.toString()); + + assertEquals(2, exitCode, "CLI should fail fast with namespace mismatch and return exit code 2"); + } + private static Path compileGeneratedSources(Path outputDir) throws IOException { JavaCompiler compiler = ToolProvider.getSystemJavaCompiler(); assertNotNull(compiler, "Tests must run on a JDK to recompile generated sources"); From 2827d7e17ac5ea355e3d1dbb4b37b04763a962f9 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Sat, 20 Dec 2025 06:52:18 +0000 Subject: [PATCH 7/8] inter --- .../main/java/express/mvp/myra/codec/runtime/PooledSegment.java | 1 + 1 file changed, 1 insertion(+) diff --git a/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java b/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java index 271f547..e0e5158 100644 --- a/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java +++ b/runtime/src/main/java/express/mvp/myra/codec/runtime/PooledSegment.java @@ -32,6 +32,7 @@ * }
*/ public final class PooledSegment implements AutoCloseable { + // TODO: remove this class from myra codec runtime since it's available in roray ffm utils private final MemorySegment segment; private final MemorySegmentPool pool; From b71aea3c20ab30feee914da31f03ae444a9ba745 Mon Sep 17 00:00:00 2001 From: Rohan Ray Date: Sat, 20 Dec 2025 15:22:30 +0000 Subject: [PATCH 8/8] inter --- .../benchmarks/data/order_book_snapshot.json | 479675 --------------- .../data/order_book_snapshots_sample.json | 114 - codegen/bin/main/kvstore.myra.lock | 62 - codegen/bin/test/kvstore.myra.yml | 49 - codegen/bin/test/order_book.myra.yml | 84 - .../bin/test/order_book_snapshots_sample.json | 114 - codegen/bin/test/repeating_groups.myra.yml | 169 - .../myra/codec/codegen/MyraCodegenCli.java | 2 +- .../mvp/myra/codec/codegen/SchemaParser.java | 3 - .../myra/codec/schema/FieldDefinition.java | 6 +- 10 files changed, 4 insertions(+), 480274 deletions(-) delete mode 100644 benchmarks/bin/jmh/benchmarks/data/order_book_snapshot.json delete mode 100644 benchmarks/bin/jmh/benchmarks/data/order_book_snapshots_sample.json delete mode 100644 codegen/bin/main/kvstore.myra.lock delete mode 100644 codegen/bin/test/kvstore.myra.yml delete mode 100644 codegen/bin/test/order_book.myra.yml delete mode 100644 codegen/bin/test/order_book_snapshots_sample.json delete mode 100644 codegen/bin/test/repeating_groups.myra.yml diff --git a/benchmarks/bin/jmh/benchmarks/data/order_book_snapshot.json b/benchmarks/bin/jmh/benchmarks/data/order_book_snapshot.json deleted file mode 100644 index c2eb37d..0000000 --- a/benchmarks/bin/jmh/benchmarks/data/order_book_snapshot.json +++ /dev/null @@ -1,479675 +0,0 @@ -[ - { - "timestamp": "2025-11-10T14:32:05.038Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427194396, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823402194396, - "size": 91, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823452194396, - "size": 31, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823492194396, - "size": 93, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.099Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563212, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:05.138Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823509723830, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823474723830, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 4823454723830, - "size": 41, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823544723830, - "size": 79, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823574723830, - "size": 29, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.217Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678799973987, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678749973987, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678709973987, - "size": 62, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678689973987, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.295Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907354394, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74902354394, - "size": 23, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.307Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563216, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445913404, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823420913404, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 4823370913404, - "size": 53, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.325Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189793761627, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189788761627, - "size": 69, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.422Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563218, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189715209113, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189670209113, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189660209113, - "size": 96, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189760209113, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.452Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071039455, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80046039455, - "size": 71, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80006039455, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79986039455, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79946039455, - "size": 93, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80096039455, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 80116039455, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 80156039455, - "size": 59, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:05.475Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935883459, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219925883459, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 219895883459, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219865883459, - "size": 27, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219945883459, - "size": 67, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.533Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189752591469, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189742591469, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 189702591469, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 189682591469, - "size": 12, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189642591469, - "size": 3, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189762591469, - "size": 76, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189802591469, - "size": 96, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:05.624Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563222, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584276824, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823549276824, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 4823529276824, - "size": 30, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823499276824, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 4823479276824, - "size": 80, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823619276824, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823659276824, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823689276824, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823739276824, - "size": 49, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.649Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909233315, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79874233315, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 79854233315, - "size": 76, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.704Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563224, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678872315414, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 1678882315414, - "size": 89, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678932315414, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678962315414, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 1679012315414, - "size": 100, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:05.773Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563225, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220041133632, - "size": 23, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.791Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678791054990, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678761054990, - "size": 61, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678751054990, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 1678731054990, - "size": 74, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678821054990, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678841054990, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 1678881054990, - "size": 23, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:05.830Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189701593224, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189661593224, - "size": 60, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189741593224, - "size": 62, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189771593224, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 189791593224, - "size": 20, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:05.841Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038637540, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75013637540, - "size": 40, - "orderCount": 2 - }, - { - "priceNanos": 74973637540, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 74963637540, - "size": 32, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75063637540, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75073637540, - "size": 97, - "orderCount": 1 - }, - { - "priceNanos": 75093637540, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 75133637540, - "size": 75, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.933Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219977773740, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927773740, - "size": 76, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219917773740, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 219887773740, - "size": 95, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220027773740, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220037773740, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220077773740, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.016Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483796533, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458796533, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823438796533, - "size": 29, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823508796533, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823548796533, - "size": 71, - "orderCount": 16 - }, - { - "priceNanos": 4823568796533, - "size": 93, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:06.052Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563231, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79896726497, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 79856726497, - "size": 68, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79846726497, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 79826726497, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 79786726497, - "size": 98, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.081Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081802231, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75071802231, - "size": 85, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75031802231, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74991802231, - "size": 13, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091802231, - "size": 2, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:06.157Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563233, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678856958624, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 1678806958624, - "size": 51, - "orderCount": 5 - }, - { - "priceNanos": 1678796958624, - "size": 33, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:06.193Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563234, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80031779763, - "size": 37, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80051779763, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 80081779763, - "size": 37, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.280Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189831881939, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189816881939, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 189786881939, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 189746881939, - "size": 54, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189726881939, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189686881939, - "size": 5, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189846881939, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189876881939, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 189896881939, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:06.372Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80000262483, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79965262483, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79935262483, - "size": 13, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79895262483, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 79885262483, - "size": 60, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.460Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349923587220, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349893587220, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349853587220, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 349833587220, - "size": 88, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349793587220, - "size": 57, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349753587220, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349953587220, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 349963587220, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 349993587220, - "size": 97, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350033587220, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350073587220, - "size": 82, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.488Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563238, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823426254416, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823401254416, - "size": 54, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823451254416, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 4823471254416, - "size": 83, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.529Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922596563, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74907596563, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 74897596563, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 74887596563, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 74867596563, - "size": 6, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937596563, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 74947596563, - "size": 57, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74987596563, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 75007596563, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 75047596563, - "size": 93, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:06.600Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072896285, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75037896285, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75007896285, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 74967896285, - "size": 40, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75107896285, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 75147896285, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.620Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563241, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823399340421, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 4823369340421, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 4823319340421, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823309340421, - "size": 8, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823419340421, - "size": 16, - "orderCount": 16 - }, - { - "priceNanos": 4823449340421, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823489340421, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823519340421, - "size": 34, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:06.689Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563242, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948901518, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 79898901518, - "size": 38, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79978901518, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 79988901518, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:06.739Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563243, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026792537, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80011792537, - "size": 89, - "orderCount": 10 - }, - { - "priceNanos": 79971792537, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 79941792537, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80041792537, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 80071792537, - "size": 77, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:06.822Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823404367409, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823434367409, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823484367409, - "size": 71, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823514367409, - "size": 54, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.897Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678833537058, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678783537058, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678733537058, - "size": 36, - "orderCount": 10 - }, - { - "priceNanos": 1678723537058, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 1678703537058, - "size": 13, - "orderCount": 9 - }, - { - "priceNanos": 1678673537058, - "size": 23, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678883537058, - "size": 70, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678913537058, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678943537058, - "size": 40, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:06.977Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220024028918, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219999028918, - "size": 16, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219979028918, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 219929028918, - "size": 86, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220049028918, - "size": 51, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220069028918, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 220099028918, - "size": 33, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220129028918, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 220149028918, - "size": 100, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:06.988Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563247, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935663453, - "size": 81, - "orderCount": 16 - }, - { - "priceNanos": 79925663453, - "size": 87, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79895663453, - "size": 68, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79985663453, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 80025663453, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 80035663453, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 80065663453, - "size": 87, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80095663453, - "size": 20, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:07.078Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678737696917, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678727696917, - "size": 65, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678697696917, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678657696917, - "size": 15, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678637696917, - "size": 99, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.169Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75012442262, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74977442262, - "size": 78, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75047442262, - "size": 30, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75057442262, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 75107442262, - "size": 91, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:07.260Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563250, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823519833226, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 4823509833226, - "size": 18, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599833226, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 4823619833226, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 4823649833226, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 4823669833226, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823709833226, - "size": 14, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.308Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563251, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504410119, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823469410119, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 4823449410119, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 4823429410119, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823409410119, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539410119, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 4823549410119, - "size": 15, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823579410119, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823589410119, - "size": 74, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.368Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189705089462, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189695089462, - "size": 9, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189685089462, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 189635089462, - "size": 72, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:07.409Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412227544, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823452227544, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 4823502227544, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 4823542227544, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823592227544, - "size": 87, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:07.458Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75039709939, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 75019709939, - "size": 70, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75009709939, - "size": 24, - "orderCount": 4 - }, - { - "priceNanos": 74959709939, - "size": 3, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75069709939, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75109709939, - "size": 76, - "orderCount": 10 - }, - { - "priceNanos": 75149709939, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.475Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736719966, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678711719966, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678661719966, - "size": 37, - "orderCount": 19 - }, - { - "priceNanos": 1678611719966, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678561719966, - "size": 97, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678761719966, - "size": 17, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678811719966, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 1678821719966, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 1678841719966, - "size": 17, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678871719966, - "size": 24, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.574Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563256, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823502256064, - "size": 18, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823462256064, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823432256064, - "size": 11, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823402256064, - "size": 49, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823372256064, - "size": 49, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:07.601Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563257, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189681392696, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189641392696, - "size": 22, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189701392696, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 189741392696, - "size": 57, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.685Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563258, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349867239699, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349827239699, - "size": 40, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.712Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061650328, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220016650328, - "size": 44, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220106650328, - "size": 5, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220156650328, - "size": 65, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220176650328, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220216650328, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 220226650328, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:07.725Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350007891332, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350002891332, - "size": 18, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349972891332, - "size": 5, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.794Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219947618272, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927618272, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 219917618272, - "size": 61, - "orderCount": 15 - }, - { - "priceNanos": 219907618272, - "size": 38, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219877618272, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 219837618272, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219967618272, - "size": 33, - "orderCount": 9 - }, - { - "priceNanos": 219987618272, - "size": 19, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:07.842Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062298210, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80047298210, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 80027298210, - "size": 53, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80007298210, - "size": 24, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80077298210, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 80087298210, - "size": 53, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.892Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563263, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739720532, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678699720532, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678649720532, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678599720532, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 1678559720532, - "size": 8, - "orderCount": 4 - }, - { - "priceNanos": 1678509720532, - "size": 48, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678779720532, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 1678809720532, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 1678819720532, - "size": 56, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678829720532, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:07.975Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901437401, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74871437401, - "size": 66, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74931437401, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 74981437401, - "size": 63, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:08.040Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537140633, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823492140633, - "size": 61, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823462140633, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 4823442140633, - "size": 65, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823432140633, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 4823412140633, - "size": 49, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823582140633, - "size": 51, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823612140633, - "size": 4, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:08.121Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884673231, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678859673231, - "size": 69, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.196Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024974239, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79979974239, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 79939974239, - "size": 17, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79889974239, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79849974239, - "size": 90, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79809974239, - "size": 18, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80069974239, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80089974239, - "size": 80, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678692145717, - "size": 84, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678792145717, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678802145717, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 1678812145717, - "size": 30, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678852145717, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678872145717, - "size": 59, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.282Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590087724, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823560087724, - "size": 80, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823620087724, - "size": 77, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.310Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563270, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350029378076, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349999378076, - "size": 89, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350089378076, - "size": 56, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.407Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678842790899, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678807790899, - "size": 88, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678877790899, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:08.501Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678766171573, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678716171573, - "size": 15, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678686171573, - "size": 72, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678816171573, - "size": 60, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678836171573, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 1678866171573, - "size": 24, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.525Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220008232927, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219993232927, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219973232927, - "size": 33, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219923232927, - "size": 94, - "orderCount": 9 - }, - { - "priceNanos": 219873232927, - "size": 87, - "orderCount": 4 - }, - { - "priceNanos": 219863232927, - "size": 21, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220023232927, - "size": 20, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220033232927, - "size": 47, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220073232927, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 220083232927, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220103232927, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:08.549Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096480202, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80046480202, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 79996480202, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 79966480202, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 79926480202, - "size": 75, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80146480202, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 80166480202, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 80176480202, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 80206480202, - "size": 17, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.634Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563275, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.701Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80024512556, - "size": 52, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80014512556, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 79964512556, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 79914512556, - "size": 16, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80124512556, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 80164512556, - "size": 14, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80214512556, - "size": 57, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.734Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563277, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75002898570, - "size": 55, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102898570, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 75142898570, - "size": 45, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:08.770Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823411658611, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823441658611, - "size": 61, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.814Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825837556, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678805837556, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678775837556, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 1678745837556, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678725837556, - "size": 10, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845837556, - "size": 64, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678865837556, - "size": 89, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678915837556, - "size": 76, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563280, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823466545141, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823486545141, - "size": 9, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823536545141, - "size": 16, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:08.957Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563281, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349954634543, - "size": 48, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:08.983Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490954647, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823465954647, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823435954647, - "size": 16, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.072Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574848300, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823544848300, - "size": 16, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:09.119Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563284, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678850199964, - "size": 20, - "orderCount": 14 - }, - { - "priceNanos": 1678810199964, - "size": 74, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678770199964, - "size": 35, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678720199964, - "size": 6, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678910199964, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678930199964, - "size": 64, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:09.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563285, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912600780, - "size": 7, - "orderCount": 6 - }, - { - "priceNanos": 79862600780, - "size": 35, - "orderCount": 7 - }, - { - "priceNanos": 79852600780, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 79842600780, - "size": 54, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79942600780, - "size": 62, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79992600780, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 80042600780, - "size": 48, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80082600780, - "size": 83, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80132600780, - "size": 25, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:09.197Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859048105, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678824048105, - "size": 83, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678784048105, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678754048105, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 1678724048105, - "size": 1, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:09.216Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563287, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349898573378, - "size": 64, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349878573378, - "size": 12, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349828573378, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 349798573378, - "size": 55, - "orderCount": 8 - }, - { - "priceNanos": 349788573378, - "size": 36, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349978573378, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 350008573378, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 350028573378, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 350068573378, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 350098573378, - "size": 23, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.240Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563288, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74987592045, - "size": 47, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74957592045, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74907592045, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 74857592045, - "size": 72, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75017592045, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75067592045, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75107592045, - "size": 15, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.305Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563289, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798804902, - "size": 66, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678868804902, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678878804902, - "size": 42, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.385Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563290, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822720173, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678852720173, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 1678872720173, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 1678912720173, - "size": 2, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678922720173, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.426Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736778639, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678781778639, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678811778639, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678841778639, - "size": 30, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678861778639, - "size": 3, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678891778639, - "size": 2, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:09.509Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972489855, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79922489855, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 79902489855, - "size": 71, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:09.524Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349919340717, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349914340717, - "size": 74, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349864340717, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349844340717, - "size": 82, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349814340717, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 349774340717, - "size": 75, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 349924340717, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 349954340717, - "size": 61, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.538Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79923942675, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79913942675, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 79883942675, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 79843942675, - "size": 93, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:09.596Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219879218949, - "size": 89, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219959218949, - "size": 27, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 219989218949, - "size": 22, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:09.658Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024370158, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75029370158, - "size": 31, - "orderCount": 12 - }, - { - "priceNanos": 75059370158, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75089370158, - "size": 26, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.720Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941506933, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74926506933, - "size": 21, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74956506933, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 74976506933, - "size": 74, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.749Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863500994, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678838500994, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678818500994, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 1678768500994, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 1678738500994, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 1678688500994, - "size": 19, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.775Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476660552, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823456660552, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823446660552, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 4823396660552, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 4823366660552, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823326660552, - "size": 50, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496660552, - "size": 80, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.868Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189696754299, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189646754299, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 189596754299, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 189576754299, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 189566754299, - "size": 69, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189746754299, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189796754299, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:09.955Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443457675, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823423457675, - "size": 46, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823383457675, - "size": 63, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823463457675, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823503457675, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 4823533457675, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 4823583457675, - "size": 46, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.008Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987705966, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79997705966, - "size": 34, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.029Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80031360204, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80016360204, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 79976360204, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 79966360204, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 79936360204, - "size": 53, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80046360204, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80086360204, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 80116360204, - "size": 14, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80126360204, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.088Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961123067, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79971123067, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 80011123067, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80051123067, - "size": 61, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:10.186Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563305, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599892151, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823549892151, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 4823499892151, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 4823469892151, - "size": 10, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823449892151, - "size": 45, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823649892151, - "size": 70, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823699892151, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 4823749892151, - "size": 79, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.270Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073931624, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75053931624, - "size": 51, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75093931624, - "size": 37, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.351Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563307, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349916198623, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 349876198623, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 349846198623, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349836198623, - "size": 93, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350016198623, - "size": 60, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.397Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800570140, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678760570140, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 1678740570140, - "size": 22, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678840570140, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678870570140, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 1678890570140, - "size": 62, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:10.472Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783415602, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189778415602, - "size": 49, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189788415602, - "size": 83, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189828415602, - "size": 19, - "orderCount": 9 - }, - { - "priceNanos": 189838415602, - "size": 9, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189878415602, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 189928415602, - "size": 76, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:10.518Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983271846, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:10.599Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936117190, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.679Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823564572424, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823534572424, - "size": 77, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823494572424, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 4823464572424, - "size": 22, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594572424, - "size": 20, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.740Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975522692, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349940522692, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 349920522692, - "size": 38, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350010522692, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350040522692, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350080522692, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350090522692, - "size": 93, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350140522692, - "size": 41, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:10.763Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719967960, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189724967960, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 189764967960, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 189814967960, - "size": 81, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.785Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042579017, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80022579017, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 79982579017, - "size": 71, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.810Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678705291472, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678660291472, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 1678630291472, - "size": 17, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678750291472, - "size": 38, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.871Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189737706008, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189777706008, - "size": 14, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189817706008, - "size": 33, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.881Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220036873625, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220026873625, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 220016873625, - "size": 40, - "orderCount": 2 - }, - { - "priceNanos": 219966873625, - "size": 11, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220046873625, - "size": 36, - "orderCount": 6 - }, - { - "priceNanos": 220086873625, - "size": 98, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220106873625, - "size": 16, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:10.914Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056287579, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75036287579, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75016287579, - "size": 77, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076287579, - "size": 71, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:10.928Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716498447, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189676498447, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 189626498447, - "size": 13, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189596498447, - "size": 35, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189556498447, - "size": 49, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189756498447, - "size": 90, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189786498447, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.019Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563321, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823497067801, - "size": 3, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823487067801, - "size": 4, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823597067801, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823627067801, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 4823667067801, - "size": 55, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.070Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049120581, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220044120581, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 220034120581, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220054120581, - "size": 28, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220074120581, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220084120581, - "size": 97, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:11.112Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350068974171, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350033974171, - "size": 43, - "orderCount": 20 - }, - { - "priceNanos": 350013974171, - "size": 87, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350103974171, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 350123974171, - "size": 68, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:11.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563324, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521127723, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823476127723, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823466127723, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823456127723, - "size": 40, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823426127723, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823416127723, - "size": 21, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823566127723, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 4823586127723, - "size": 42, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:11.163Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189787501829, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189767501829, - "size": 43, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.203Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678731551074, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678686551074, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678776551074, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678806551074, - "size": 4, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678846551074, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 1678866551074, - "size": 89, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:11.217Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563327, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823549353675, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823539353675, - "size": 15, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823529353675, - "size": 95, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823499353675, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823459353675, - "size": 30, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823559353675, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 4823589353675, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 4823619353675, - "size": 13, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823629353675, - "size": 57, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:11.234Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350020003796, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350015003796, - "size": 100, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350025003796, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 350065003796, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 350095003796, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 350105003796, - "size": 83, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350145003796, - "size": 79, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:11.285Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563329, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702465703, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678657465703, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678647465703, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678597465703, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678567465703, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 1678547465703, - "size": 98, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678747465703, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 1678767465703, - "size": 40, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.343Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527128783, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823517128783, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 4823477128783, - "size": 1, - "orderCount": 17 - }, - { - "priceNanos": 4823437128783, - "size": 70, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823417128783, - "size": 86, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823537128783, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 4823547128783, - "size": 83, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823557128783, - "size": 70, - "orderCount": 4 - }, - { - "priceNanos": 4823597128783, - "size": 84, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:11.434Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417821423, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823387821423, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 4823377821423, - "size": 90, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823447821423, - "size": 3, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823477821423, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823507821423, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 4823547821423, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 4823567821423, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.498Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563332, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220064687141, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 220044687141, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219994687141, - "size": 62, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220084687141, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 220104687141, - "size": 53, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220124687141, - "size": 48, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:11.526Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219949315935, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219899315935, - "size": 75, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219889315935, - "size": 92, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219849315935, - "size": 38, - "orderCount": 18 - }, - { - "priceNanos": 219829315935, - "size": 20, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219999315935, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220039315935, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220079315935, - "size": 58, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220099315935, - "size": 91, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220119315935, - "size": 72, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.574Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220023961008, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219993961008, - "size": 7, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219963961008, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 219923961008, - "size": 51, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220063961008, - "size": 45, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220083961008, - "size": 43, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:11.614Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846267647, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189811267647, - "size": 47, - "orderCount": 14 - }, - { - "priceNanos": 189761267647, - "size": 57, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189731267647, - "size": 79, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189881267647, - "size": 24, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.672Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678843035461, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678818035461, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 1678768035461, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678718035461, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 1678678035461, - "size": 46, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.694Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563337, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808236795, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678788236795, - "size": 91, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678738236795, - "size": 49, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678708236795, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 1678678236795, - "size": 29, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678828236795, - "size": 65, - "orderCount": 17 - }, - { - "priceNanos": 1678838236795, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 1678848236795, - "size": 46, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:11.724Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219928326757, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219918326757, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 219868326757, - "size": 55, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219938326757, - "size": 42, - "orderCount": 17 - }, - { - "priceNanos": 219978326757, - "size": 39, - "orderCount": 10 - }, - { - "priceNanos": 219988326757, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 220028326757, - "size": 54, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.776Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563339, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79974938434, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.789Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189729830193, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189739830193, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 189749830193, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 189759830193, - "size": 57, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.852Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220057313399, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220022313399, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219982313399, - "size": 66, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220092313399, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 220102313399, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 220112313399, - "size": 19, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220132313399, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 220152313399, - "size": 12, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:11.947Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220058554680, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220038554680, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 219998554680, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 219958554680, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 219928554680, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220078554680, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 220108554680, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 220148554680, - "size": 85, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220178554680, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 220218554680, - "size": 80, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:11.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79999022064, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79964022064, - "size": 40, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79914022064, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80034022064, - "size": 23, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80084022064, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80104022064, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 80124022064, - "size": 90, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80154022064, - "size": 47, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.058Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693986808, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189673986808, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 189623986808, - "size": 91, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189713986808, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 189723986808, - "size": 34, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189773986808, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 189793986808, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 189843986808, - "size": 45, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:12.104Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563345, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678774045104, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 1678734045104, - "size": 52, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:12.181Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74939891158, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74984891158, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75024891158, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75054891158, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 75094891158, - "size": 44, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.271Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976793687, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971793687, - "size": 95, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74921793687, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 74901793687, - "size": 20, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74891793687, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74881793687, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74981793687, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 75021793687, - "size": 34, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:12.368Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80012924016, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79977924016, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 79927924016, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 79887924016, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 79837924016, - "size": 57, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80047924016, - "size": 47, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80087924016, - "size": 50, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80097924016, - "size": 92, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80127924016, - "size": 67, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.415Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800731319, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678765731319, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 1678745731319, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 1678695731319, - "size": 97, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678835731319, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678855731319, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678875731319, - "size": 23, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.511Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220055609113, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220035609113, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 219985609113, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 219945609113, - "size": 98, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220075609113, - "size": 97, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:12.578Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476502578, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461502578, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 4823431502578, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 4823411502578, - "size": 46, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823381502578, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 4823361502578, - "size": 52, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823491502578, - "size": 98, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.646Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048401266, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75023401266, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 75013401266, - "size": 24, - "orderCount": 17 - }, - { - "priceNanos": 74983401266, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 74963401266, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74953401266, - "size": 27, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75073401266, - "size": 21, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75123401266, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 75173401266, - "size": 52, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.707Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563353, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823497746458, - "size": 71, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823447746458, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823417746458, - "size": 78, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:12.732Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219950644180, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219935644180, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 219895644180, - "size": 66, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219965644180, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 219985644180, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 220015644180, - "size": 40, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220055644180, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 220065644180, - "size": 92, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:12.742Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349970636773, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349935636773, - "size": 34, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350005636773, - "size": 8, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.837Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563356, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051727169, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220036727169, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 220006727169, - "size": 40, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220066727169, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 220116727169, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 220136727169, - "size": 62, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220166727169, - "size": 61, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220196727169, - "size": 65, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:12.870Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563357, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739961825, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678744961825, - "size": 7, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678764961825, - "size": 88, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678784961825, - "size": 79, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:12.884Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927493635, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349967493635, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 350017493635, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 350047493635, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350077493635, - "size": 95, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.904Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964857463, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74919857463, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74899857463, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 74889857463, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 74839857463, - "size": 87, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75009857463, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75019857463, - "size": 61, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75049857463, - "size": 30, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:12.940Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481891129, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823456891129, - "size": 70, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823416891129, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 4823386891129, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 4823366891129, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823316891129, - "size": 68, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823506891129, - "size": 29, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823556891129, - "size": 93, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823576891129, - "size": 17, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823626891129, - "size": 82, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:12.982Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563361, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350064166161, - "size": 62, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.017Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74937569620, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74927569620, - "size": 66, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74917569620, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74947569620, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 74997569620, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75027569620, - "size": 50, - "orderCount": 13 - }, - { - "priceNanos": 75047569620, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 75097569620, - "size": 36, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.039Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056331050, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80006331050, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 79986331050, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79956331050, - "size": 3, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80106331050, - "size": 76, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80126331050, - "size": 18, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:13.067Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563364, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350063627396, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350068627396, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.160Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704958215, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678699958215, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678669958215, - "size": 68, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678709958215, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678759958215, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 1678809958215, - "size": 80, - "orderCount": 2 - }, - { - "priceNanos": 1678859958215, - "size": 83, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678869958215, - "size": 30, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.236Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980999378, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75000999378, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 75030999378, - "size": 90, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:13.276Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80083881960, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80038881960, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 79988881960, - "size": 99, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80128881960, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 80158881960, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 80168881960, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80208881960, - "size": 71, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.365Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976375631, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74961375631, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 74951375631, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 74941375631, - "size": 40, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74911375631, - "size": 27, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74901375631, - "size": 28, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74991375631, - "size": 100, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75011375631, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75061375631, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 75111375631, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75161375631, - "size": 69, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:13.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902033516, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882033516, - "size": 81, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79852033516, - "size": 10, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79832033516, - "size": 65, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79922033516, - "size": 86, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79952033516, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 79972033516, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80012033516, - "size": 62, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.527Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563370, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678841505880, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 1678831505880, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678791505880, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678921505880, - "size": 13, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678951505880, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 1678981505880, - "size": 23, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:13.626Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563371, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525437245, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823570437245, - "size": 40, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823610437245, - "size": 92, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.670Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051236246, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75011236246, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 75001236246, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 74971236246, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 74961236246, - "size": 45, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091236246, - "size": 55, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:13.756Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189743918950, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 189723918950, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 189693918950, - "size": 19, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189663918950, - "size": 93, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189813918950, - "size": 47, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189833918950, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189843918950, - "size": 65, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189883918950, - "size": 84, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.819Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563374, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678719523944, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 1678669523944, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 1678629523944, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678579523944, - "size": 55, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678729523944, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678769523944, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 1678779523944, - "size": 71, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:13.834Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472476498, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823437476498, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 4823407476498, - "size": 68, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823367476498, - "size": 67, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823347476498, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 4823327476498, - "size": 8, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823507476498, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 4823547476498, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 4823557476498, - "size": 95, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823597476498, - "size": 71, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:13.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563376, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406767553, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823401767553, - "size": 11, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823371767553, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823351767553, - "size": 14, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823411767553, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 4823431767553, - "size": 55, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823441767553, - "size": 83, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:13.969Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823585231106, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823540231106, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 4823490231106, - "size": 20, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823630231106, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 4823680231106, - "size": 68, - "orderCount": 11 - }, - { - "priceNanos": 4823700231106, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 4823710231106, - "size": 53, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:13.982Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563378, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823518107123, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 4823568107123, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 4823618107123, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 4823668107123, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.005Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821699384, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678836699384, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 1678856699384, - "size": 69, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.064Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563380, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189720347648, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 189690347648, - "size": 15, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189770347648, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 189780347648, - "size": 9, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:14.079Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563381, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678743436347, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678693436347, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 1678673436347, - "size": 51, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678633436347, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 1678583436347, - "size": 49, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678533436347, - "size": 52, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678793436347, - "size": 89, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678823436347, - "size": 45, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.135Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706005034, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678691005034, - "size": 86, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678651005034, - "size": 9, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678721005034, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 1678741005034, - "size": 19, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.159Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220037317848, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220032317848, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 220002317848, - "size": 42, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220042317848, - "size": 47, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220052317848, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 220072317848, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 220092317848, - "size": 92, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.244Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563384, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75051139589, - "size": 35, - "orderCount": 4 - }, - { - "priceNanos": 75071139589, - "size": 58, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.270Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563385, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:14.294Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732998378, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678697998378, - "size": 87, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678677998378, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 1678627998378, - "size": 99, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678767998378, - "size": 21, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.310Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442881117, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823432881117, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823392881117, - "size": 63, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823452881117, - "size": 87, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823492881117, - "size": 37, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.389Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759010817, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189714010817, - "size": 66, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189804010817, - "size": 78, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189814010817, - "size": 22, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:14.405Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823559595179, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823609595179, - "size": 22, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823619595179, - "size": 20, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.473Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972867250, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79932867250, - "size": 24, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79902867250, - "size": 1, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79882867250, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 79842867250, - "size": 47, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79792867250, - "size": 90, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80012867250, - "size": 81, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:14.553Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563391, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350082939056, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 350052939056, - "size": 67, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 350002939056, - "size": 54, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349992939056, - "size": 74, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349942939056, - "size": 63, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350102939056, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 350132939056, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 350162939056, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 350192939056, - "size": 53, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:14.649Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563392, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823452453880, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823432453880, - "size": 23, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:14.725Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563393, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:14.791Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486546556, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823466546556, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 4823436546556, - "size": 13, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823506546556, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.812Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219983085329, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948085329, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 219908085329, - "size": 84, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219898085329, - "size": 79, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219888085329, - "size": 16, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220018085329, - "size": 77, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.868Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563396, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74993219545, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74963219545, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74933219545, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 74923219545, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 74903219545, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75093219545, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75143219545, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 75163219545, - "size": 72, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75213219545, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 75253219545, - "size": 13, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.878Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350035200588, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350025200588, - "size": 95, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350015200588, - "size": 7, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349975200588, - "size": 13, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350045200588, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350065200588, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350115200588, - "size": 72, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:14.958Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563398, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584627049, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823544627049, - "size": 96, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823494627049, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 4823474627049, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 4823444627049, - "size": 51, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:15.003Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082478521, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220037478521, - "size": 36, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219997478521, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219987478521, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 219967478521, - "size": 86, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220127478521, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 220147478521, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 220197478521, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220227478521, - "size": 59, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.016Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75095115649, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75100115649, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 75150115649, - "size": 50, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:15.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75050687820, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75045687820, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 74995687820, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74975687820, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 74935687820, - "size": 13, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74915687820, - "size": 44, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75055687820, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 75065687820, - "size": 11, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75075687820, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 75095687820, - "size": 64, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75135687820, - "size": 3, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:15.132Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563402, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189668093234, - "size": 81, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189748093234, - "size": 46, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.208Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350071954700, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350041954700, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 350011954700, - "size": 42, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349961954700, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349911954700, - "size": 7, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350101954700, - "size": 16, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350141954700, - "size": 40, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.291Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456768112, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411768112, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823401768112, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 4823351768112, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823501768112, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 4823521768112, - "size": 62, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.353Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981289771, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74931289771, - "size": 68, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74881289771, - "size": 91, - "orderCount": 17 - }, - { - "priceNanos": 74831289771, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 74811289771, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74791289771, - "size": 31, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75031289771, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75071289771, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 75121289771, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 75151289771, - "size": 23, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.446Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563406, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678865152828, - "size": 34, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678905152828, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 1678925152828, - "size": 70, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678955152828, - "size": 85, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678995152828, - "size": 4, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679005152828, - "size": 67, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:15.467Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563407, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990333365, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79960333365, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79930333365, - "size": 62, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79910333365, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 79900333365, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 79880333365, - "size": 81, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80020333365, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80040333365, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 80070333365, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 80080333365, - "size": 71, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:15.547Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219942915192, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219892915192, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 219872915192, - "size": 25, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219842915192, - "size": 68, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219992915192, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 220042915192, - "size": 59, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220082915192, - "size": 59, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.613Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059304159, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75029304159, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 75019304159, - "size": 71, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75089304159, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 75139304159, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 75189304159, - "size": 42, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.681Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563410, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:15.737Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189747385417, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.762Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563412, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926475092, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79891475092, - "size": 97, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79961475092, - "size": 81, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80001475092, - "size": 29, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:15.785Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753309736, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678773309736, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678823309736, - "size": 54, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678873309736, - "size": 2, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.807Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219980518142, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219965518142, - "size": 39, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219915518142, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219875518142, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 219835518142, - "size": 23, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219995518142, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220045518142, - "size": 96, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.893Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563415, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678874859003, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 1678854859003, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678894859003, - "size": 48, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678944859003, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678974859003, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 1679024859003, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 1679034859003, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:15.930Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763699189, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678748699189, - "size": 15, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678778699189, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 1678808699189, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 1678828699189, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 1678848699189, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 1678858699189, - "size": 70, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:16.002Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911336668, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349936336668, - "size": 20, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:16.063Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747542203, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678732542203, - "size": 4, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678692542203, - "size": 79, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678762542203, - "size": 16, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.091Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563419, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678732891226, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678702891226, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 1678652891226, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678642891226, - "size": 21, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:16.158Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056322049, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80041322049, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 80021322049, - "size": 30, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79971322049, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79941322049, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 79931322049, - "size": 6, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80071322049, - "size": 30, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:16.179Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219926083978, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219876083978, - "size": 24, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219826083978, - "size": 51, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219976083978, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 219996083978, - "size": 94, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220046083978, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 220086083978, - "size": 39, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220106083978, - "size": 38, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:16.208Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563422, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678787887671, - "size": 15, - "orderCount": 10 - }, - { - "priceNanos": 1678767887671, - "size": 50, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678727887671, - "size": 73, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678847887671, - "size": 19, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678897887671, - "size": 80, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.223Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678881026459, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678876026459, - "size": 98, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678866026459, - "size": 42, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678816026459, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 1678776026459, - "size": 59, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678886026459, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 1678926026459, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678956026459, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679006026459, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 1679026026459, - "size": 46, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:16.296Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563424, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823464256817, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823504256817, - "size": 90, - "orderCount": 5 - }, - { - "priceNanos": 4823514256817, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.360Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972064441, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80012064441, - "size": 68, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80042064441, - "size": 11, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80052064441, - "size": 77, - "orderCount": 19 - }, - { - "priceNanos": 80062064441, - "size": 23, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:16.396Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80013356316, - "size": 30, - "orderCount": 19 - }, - { - "priceNanos": 79973356316, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79953356316, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 79933356316, - "size": 34, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80073356316, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80123356316, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 80173356316, - "size": 83, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.438Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563427, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80083125569, - "size": 92, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80113125569, - "size": 84, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80163125569, - "size": 33, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:16.454Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678724692368, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678719692368, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678729692368, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 1678769692368, - "size": 83, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:16.475Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537392134, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823487392134, - "size": 85, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823447392134, - "size": 16, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823407392134, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823357392134, - "size": 26, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823587392134, - "size": 87, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823607392134, - "size": 18, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:16.572Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563430, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678843389131, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 1678803389131, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 1678763389131, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678713389131, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678703389131, - "size": 58, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678923389131, - "size": 86, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.640Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220074192300, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220034192300, - "size": 68, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220114192300, - "size": 33, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220164192300, - "size": 63, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.668Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045129644, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75035129644, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75055129644, - "size": 54, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.681Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563433, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678869755158, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678859755158, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 1678819755158, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 1678779755158, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 1678729755158, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678699755158, - "size": 1, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.750Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563434, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74945719748, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74900719748, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74850719748, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:16.817Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563435, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823500688722, - "size": 2, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823520688722, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:16.898Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563436, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74962435792, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 74942435792, - "size": 15, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74932435792, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74912435792, - "size": 65, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74972435792, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.915Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878631722, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678898631722, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678948631722, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 1678978631722, - "size": 96, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:16.999Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930520792, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79900520792, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 79860520792, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79850520792, - "size": 40, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79800520792, - "size": 20, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79960520792, - "size": 87, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79990520792, - "size": 61, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80040520792, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 80090520792, - "size": 22, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:17.081Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350075932722, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350105932722, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 350155932722, - "size": 67, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350195932722, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 350225932722, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 350235932722, - "size": 94, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:17.098Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563440, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189662814741, - "size": 86, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189612814741, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189562814741, - "size": 38, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189752814741, - "size": 35, - "orderCount": 7 - }, - { - "priceNanos": 189782814741, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 189812814741, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189862814741, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 189892814741, - "size": 18, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:17.133Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056070163, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220046070163, - "size": 55, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219996070163, - "size": 10, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219966070163, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 219936070163, - "size": 18, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220066070163, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 220106070163, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 220146070163, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 220186070163, - "size": 71, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:17.198Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735168847, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678685168847, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 1678645168847, - "size": 64, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678595168847, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678545168847, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 1678515168847, - "size": 66, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:17.298Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75048761406, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 75038761406, - "size": 22, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74988761406, - "size": 78, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:17.398Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563444, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74994113526, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 75014113526, - "size": 96, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.464Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563445, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79882447822, - "size": 96, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79942447822, - "size": 92, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79992447822, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 80042447822, - "size": 99, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80082447822, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80132447822, - "size": 67, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.494Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563446, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79952138810, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79922138810, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 79912138810, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79862138810, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79822138810, - "size": 43, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79982138810, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 80022138810, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 80042138810, - "size": 21, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:17.575Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557902805, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823517902805, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 4823467902805, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 4823457902805, - "size": 41, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597902805, - "size": 42, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:17.633Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79975793619, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 79925793619, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79995793619, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80045793619, - "size": 18, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.685Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912166461, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74952166461, - "size": 67, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74982166461, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 74992166461, - "size": 69, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75012166461, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 75022166461, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:17.746Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189738840104, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189763840104, - "size": 6, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189773840104, - "size": 83, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189813840104, - "size": 55, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.766Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563451, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823467345626, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 4823437345626, - "size": 46, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823527345626, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 4823547345626, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 4823587345626, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 4823627345626, - "size": 61, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.810Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563452, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823443495840, - "size": 82, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:17.904Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563453, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712886781, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:17.940Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678745433525, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705433525, - "size": 26, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:18.037Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563455, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74874560660, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 74844560660, - "size": 74, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74954560660, - "size": 58, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74964560660, - "size": 56, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.047Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940116897, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74910116897, - "size": 28, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74890116897, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 74860116897, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74810116897, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74770116897, - "size": 53, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:18.112Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798703956, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678838703956, - "size": 95, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75048236410, - "size": 10, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74998236410, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74948236410, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 74908236410, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 74888236410, - "size": 36, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75058236410, - "size": 36, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75088236410, - "size": 58, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75098236410, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75138236410, - "size": 14, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75168236410, - "size": 37, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.254Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060275320, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75050275320, - "size": 9, - "orderCount": 19 - }, - { - "priceNanos": 75020275320, - "size": 39, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75070275320, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 75110275320, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 75160275320, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 75180275320, - "size": 82, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.352Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416140252, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823376140252, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823346140252, - "size": 18, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823316140252, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 4823306140252, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 4823276140252, - "size": 81, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.420Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551405753, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823521405753, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823501405753, - "size": 73, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823581405753, - "size": 54, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:18.464Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563462, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066333888, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80081333888, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80131333888, - "size": 51, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80141333888, - "size": 53, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:18.518Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002966999, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350047966999, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350087966999, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 350127966999, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 350157966999, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 350207966999, - "size": 76, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.603Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923238819, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74913238819, - "size": 2, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74933238819, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74943238819, - "size": 31, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.619Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838801980, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833801980, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 1678803801980, - "size": 79, - "orderCount": 18 - }, - { - "priceNanos": 1678773801980, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 1678763801980, - "size": 98, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678843801980, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 1678893801980, - "size": 58, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678903801980, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 1678923801980, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 1678943801980, - "size": 82, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:18.700Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707569974, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678722569974, - "size": 98, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678752569974, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678802569974, - "size": 45, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678822569974, - "size": 3, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678832569974, - "size": 74, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:18.717Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780199430, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:18.759Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673697432, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189653697432, - "size": 53, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189633697432, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 189613697432, - "size": 24, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189563697432, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 189533697432, - "size": 80, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189693697432, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 189713697432, - "size": 24, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.770Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823555707431, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823525707431, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823505707431, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 4823465707431, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 4823415707431, - "size": 83, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823405707431, - "size": 94, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823585707431, - "size": 52, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.792Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563470, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75078198257, - "size": 27, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75068198257, - "size": 72, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75088198257, - "size": 100, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:18.838Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894237075, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678884237075, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678854237075, - "size": 43, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678804237075, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 1678794237075, - "size": 32, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678904237075, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678914237075, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 1678954237075, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 1678984237075, - "size": 73, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:18.916Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563472, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732528799, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678682528799, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 1678632528799, - "size": 24, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678592528799, - "size": 38, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:18.997Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220031363765, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220011363765, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220001363765, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 219991363765, - "size": 29, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219961363765, - "size": 42, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220051363765, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220091363765, - "size": 82, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.097Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220012516682, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219992516682, - "size": 57, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.152Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189791683819, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189766683819, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 189736683819, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 189706683819, - "size": 75, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189816683819, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 189866683819, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 189906683819, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189956683819, - "size": 29, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.227Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780446888, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678755446888, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 1678705446888, - "size": 20, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678675446888, - "size": 14, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678625446888, - "size": 25, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:19.239Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553257035, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823548257035, - "size": 33, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:19.290Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847245115, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678837245115, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 1678787245115, - "size": 56, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678857245115, - "size": 87, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.349Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563479, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350024866036, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350009866036, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 349969866036, - "size": 21, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350039866036, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 350049866036, - "size": 15, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350069866036, - "size": 50, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.368Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906837910, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74856837910, - "size": 55, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.460Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563481, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719006864, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678704006864, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 1678674006864, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 1678654006864, - "size": 31, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678614006864, - "size": 16, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678734006864, - "size": 24, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678764006864, - "size": 58, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678774006864, - "size": 23, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.494Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407009905, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823382009905, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 4823342009905, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823332009905, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 4823302009905, - "size": 61, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823432009905, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823482009905, - "size": 43, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823502009905, - "size": 50, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:19.539Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406206630, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823446206630, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823466206630, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 4823516206630, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823546206630, - "size": 75, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823596206630, - "size": 80, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:19.571Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563484, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220051699271, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 220021699271, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 219991699271, - "size": 87, - "orderCount": 9 - }, - { - "priceNanos": 219981699271, - "size": 72, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220071699271, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220121699271, - "size": 86, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.623Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708236087, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:19.696Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825948272, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678820948272, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 1678810948272, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.788Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563487, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823371925623, - "size": 75, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823351925623, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823311925623, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823291925623, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 4823281925623, - "size": 32, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823461925623, - "size": 96, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823501925623, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823521925623, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 4823541925623, - "size": 17, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:19.828Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914786593, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79894786593, - "size": 21, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934786593, - "size": 2, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:19.860Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692554101, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189657554101, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 189607554101, - "size": 1, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189557554101, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189517554101, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 189487554101, - "size": 63, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189727554101, - "size": 70, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.906Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563490, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79984904345, - "size": 85, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79954904345, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 79914904345, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 79874904345, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 79824904345, - "size": 96, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80054904345, - "size": 86, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:19.973Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563491, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823552322696, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 4823602322696, - "size": 20, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.040Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563492, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970149849, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74950149849, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74940149849, - "size": 34, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75020149849, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 75050149849, - "size": 39, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75080149849, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 75120149849, - "size": 30, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:20.069Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349955487528, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349945487528, - "size": 84, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349935487528, - "size": 54, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349925487528, - "size": 96, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349965487528, - "size": 36, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:20.169Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718653933, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678688653933, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678668653933, - "size": 72, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678748653933, - "size": 54, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678768653933, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 1678798653933, - "size": 27, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.216Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000878312, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219975878312, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 219935878312, - "size": 91, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219895878312, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 219885878312, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 219855878312, - "size": 41, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220025878312, - "size": 15, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:20.293Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953108764, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74933108764, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 74903108764, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74853108764, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 74843108764, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 74823108764, - "size": 7, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:20.373Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823411361253, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823391361253, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 4823381361253, - "size": 89, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823371361253, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823351361253, - "size": 94, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823431361253, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 4823451361253, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823471361253, - "size": 42, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:20.451Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563498, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953181889, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74933181889, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 74883181889, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 74833181889, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 74803181889, - "size": 20, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74973181889, - "size": 88, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75003181889, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 75043181889, - "size": 12, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:20.479Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702977289, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678672977289, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 1678652977289, - "size": 98, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.530Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678854496312, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678839496312, - "size": 71, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678789496312, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 1678749496312, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 1678699496312, - "size": 70, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678869496312, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 1678889496312, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 1678919496312, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 1678929496312, - "size": 86, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:20.544Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349982425302, - "size": 56, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349952425302, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 349922425302, - "size": 22, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350072425302, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350082425302, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350112425302, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 350132425302, - "size": 84, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.644Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563502, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678730999765, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 1678700999765, - "size": 42, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678810999765, - "size": 94, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.738Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80094619571, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:20.771Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563504, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219942714775, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 219922714775, - "size": 70, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 219982714775, - "size": 40, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220002714775, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 220052714775, - "size": 12, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.808Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189737973263, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189702973263, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 189672973263, - "size": 33, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189652973263, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 189612973263, - "size": 69, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189602973263, - "size": 21, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189772973263, - "size": 5, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189782973263, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 189792973263, - "size": 47, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189812973263, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.892Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79966378145, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79951378145, - "size": 57, - "orderCount": 6 - }, - { - "priceNanos": 79911378145, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 79891378145, - "size": 33, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79981378145, - "size": 58, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:20.980Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563507, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219896536143, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 219886536143, - "size": 72, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219866536143, - "size": 40, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219916536143, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219946536143, - "size": 70, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219956536143, - "size": 14, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220006536143, - "size": 27, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:21.016Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950435431, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79935435431, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79915435431, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 79875435431, - "size": 9, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79965435431, - "size": 55, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.098Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563509, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75023112127, - "size": 72, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103112127, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 75123112127, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 75143112127, - "size": 80, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.133Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350082886502, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.215Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563511, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189837188360, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189787188360, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 189777188360, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189767188360, - "size": 39, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189747188360, - "size": 60, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189697188360, - "size": 99, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189887188360, - "size": 58, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:21.275Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563512, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678857613763, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 1678807613763, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 1678777613763, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 1678737613763, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678687613763, - "size": 44, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678897613763, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678927613763, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678957613763, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678977613763, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 1679017613763, - "size": 21, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:21.338Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402314106, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823392314106, - "size": 21, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823412314106, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823462314106, - "size": 94, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:21.384Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563514, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74985392353, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75035392353, - "size": 25, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.462Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536943786, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823546943786, - "size": 62, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823576943786, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 4823616943786, - "size": 24, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823646943786, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 4823656943786, - "size": 96, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:21.529Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003880608, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219978880608, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219958880608, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 219948880608, - "size": 18, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219908880608, - "size": 67, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220028880608, - "size": 48, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220038880608, - "size": 74, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220048880608, - "size": 13, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.541Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563517, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.588Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563518, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189748662099, - "size": 17, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189698662099, - "size": 65, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189678662099, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 189628662099, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 189618662099, - "size": 75, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189848662099, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189888662099, - "size": 98, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189928662099, - "size": 4, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:21.657Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563519, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823525742270, - "size": 88, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823565742270, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 4823605742270, - "size": 73, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:21.713Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823409280833, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823369280833, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 4823319280833, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 4823279280833, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 4823239280833, - "size": 80, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823449280833, - "size": 46, - "orderCount": 3 - }, - { - "priceNanos": 4823469280833, - "size": 34, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.779Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563521, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096360699, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80056360699, - "size": 19, - "orderCount": 14 - }, - { - "priceNanos": 80006360699, - "size": 42, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.821Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084179557, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220074179557, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 220034179557, - "size": 28, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220094179557, - "size": 19, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220134179557, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 220174179557, - "size": 34, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:21.842Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219902476393, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219857476393, - "size": 70, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 219947476393, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219977476393, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 220027476393, - "size": 14, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220067476393, - "size": 17, - "orderCount": 12 - }, - { - "priceNanos": 220077476393, - "size": 64, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:21.905Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563524, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823482629255, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823442629255, - "size": 5, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572629255, - "size": 3, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823582629255, - "size": 74, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823592629255, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823622629255, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823672629255, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:21.929Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563525, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350028634750, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350008634750, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349968634750, - "size": 22, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350048634750, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 350068634750, - "size": 78, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.001Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087695439, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75052695439, - "size": 42, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75122695439, - "size": 87, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75172695439, - "size": 98, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75212695439, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 75232695439, - "size": 28, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:22.075Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563527, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:22.153Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059846492, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350009846492, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 349989846492, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 349939846492, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 349929846492, - "size": 91, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350109846492, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 350139846492, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350189846492, - "size": 82, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.181Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563529, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349935236497, - "size": 26, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349885236497, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349875236497, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349865236497, - "size": 24, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 349995236497, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 350005236497, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350055236497, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 350105236497, - "size": 4, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:22.268Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563530, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189717977635, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189687977635, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189657977635, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189617977635, - "size": 41, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189577977635, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 189567977635, - "size": 17, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189747977635, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 189787977635, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 189827977635, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 189837977635, - "size": 93, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189867977635, - "size": 92, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:22.316Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983989145, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74948989145, - "size": 73, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74918989145, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74888989145, - "size": 64, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75018989145, - "size": 46, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.394Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189830246913, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189875246913, - "size": 25, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189915246913, - "size": 57, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563533, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981420384, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 74971420384, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 74961420384, - "size": 63, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75021420384, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 75041420384, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 75051420384, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75091420384, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 75141420384, - "size": 3, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:22.527Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563534, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712204591, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678687204591, - "size": 58, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678737204591, - "size": 70, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678767204591, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 1678817204591, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 1678867204591, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 1678907204591, - "size": 67, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:22.574Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073106136, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220063106136, - "size": 79, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220023106136, - "size": 20, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219993106136, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219963106136, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219923106136, - "size": 98, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.642Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189823027369, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189778027369, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 189768027369, - "size": 3, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189868027369, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 189898027369, - "size": 44, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189948027369, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 189968027369, - "size": 38, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.666Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002976649, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349967976649, - "size": 25, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349947976649, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 349927976649, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 349907976649, - "size": 55, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350037976649, - "size": 33, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.690Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678744739924, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678694739924, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678684739924, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 1678644739924, - "size": 64, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678614739924, - "size": 42, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678794739924, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 1678804739924, - "size": 37, - "orderCount": 19 - }, - { - "priceNanos": 1678854739924, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 1678884739924, - "size": 53, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.778Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563539, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350074655475, - "size": 98, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350094655475, - "size": 89, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:22.810Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994375382, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79954375382, - "size": 23, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80034375382, - "size": 88, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80074375382, - "size": 16, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.850Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036315792, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80001315792, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 79981315792, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 79951315792, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79921315792, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79891315792, - "size": 34, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.864Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563542, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:22.887Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563543, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890866499, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678920866499, - "size": 26, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678930866499, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678950866499, - "size": 18, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679000866499, - "size": 36, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:22.972Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563544, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678738619697, - "size": 17, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678708619697, - "size": 67, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678678619697, - "size": 1, - "orderCount": 11 - }, - { - "priceNanos": 1678648619697, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 1678608619697, - "size": 50, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808619697, - "size": 8, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:22.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916289704, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79891289704, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79861289704, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 79841289704, - "size": 9, - "orderCount": 12 - }, - { - "priceNanos": 79831289704, - "size": 55, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79941289704, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 79981289704, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80021289704, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 80031289704, - "size": 46, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.057Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678833519357, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678818519357, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678808519357, - "size": 36, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678848519357, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678898519357, - "size": 20, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.076Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709608046, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678669608046, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 1678639608046, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678629608046, - "size": 68, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678599608046, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678589608046, - "size": 23, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678749608046, - "size": 86, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678779608046, - "size": 39, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678799608046, - "size": 70, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678819608046, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 1678829608046, - "size": 89, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.173Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563548, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678828227552, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678798227552, - "size": 78, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678788227552, - "size": 78, - "orderCount": 13 - }, - { - "priceNanos": 1678758227552, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 1678748227552, - "size": 97, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:23.204Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077812955, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220092812955, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220122812955, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 220152812955, - "size": 57, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220202812955, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220212812955, - "size": 69, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:23.251Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580032279, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823615032279, - "size": 53, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.298Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350081834884, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350041834884, - "size": 23, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350121834884, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 350131834884, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 350171834884, - "size": 85, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350211834884, - "size": 51, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.363Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987289938, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79947289938, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 79937289938, - "size": 69, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79927289938, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 79917289938, - "size": 61, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80027289938, - "size": 40, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.429Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824818909, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189814818909, - "size": 18, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189804818909, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189794818909, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189764818909, - "size": 95, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189754818909, - "size": 24, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189834818909, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 189884818909, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189924818909, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 189934818909, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 189944818909, - "size": 28, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.492Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484891357, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823459891357, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 4823409891357, - "size": 4, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823509891357, - "size": 26, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823549891357, - "size": 64, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:23.517Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000306415, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219950306415, - "size": 36, - "orderCount": 20 - }, - { - "priceNanos": 219930306415, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219900306415, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220050306415, - "size": 68, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220070306415, - "size": 14, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220100306415, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220120306415, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:23.605Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563556, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219954339981, - "size": 20, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219914339981, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 219874339981, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219844339981, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 219804339981, - "size": 58, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964339981, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 219984339981, - "size": 75, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:23.674Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563557, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050910419, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.688Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563558, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74922198188, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 74882198188, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74872198188, - "size": 30, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74832198188, - "size": 17, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75022198188, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 75052198188, - "size": 91, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.726Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563559, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782547333, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678742547333, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 1678712547333, - "size": 29, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678822547333, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678862547333, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 1678902547333, - "size": 76, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:23.766Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563560, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916499274, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79886499274, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 79876499274, - "size": 47, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79946499274, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 79956499274, - "size": 97, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80006499274, - "size": 18, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:23.814Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563561, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969763069, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349959763069, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 349929763069, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 349919763069, - "size": 33, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349879763069, - "size": 92, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349979763069, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 349999763069, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 350009763069, - "size": 100, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350049763069, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 350059763069, - "size": 31, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:23.844Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563562, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678790594774, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 1678830594774, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678880594774, - "size": 63, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678900594774, - "size": 24, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:23.906Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563563, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349907436808, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 349887436808, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 349877436808, - "size": 40, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349997436808, - "size": 86, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:23.937Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678716682648, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696682648, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 1678656682648, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678736682648, - "size": 63, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678756682648, - "size": 41, - "orderCount": 17 - }, - { - "priceNanos": 1678796682648, - "size": 33, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:23.957Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349955067679, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349930067679, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 349890067679, - "size": 60, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349980067679, - "size": 93, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350010067679, - "size": 87, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.039Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659648668, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189634648668, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 189594648668, - "size": 74, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189584648668, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189574648668, - "size": 13, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189684648668, - "size": 46, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189734648668, - "size": 16, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189784648668, - "size": 54, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189834648668, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 189854648668, - "size": 80, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:24.132Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563567, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74970730598, - "size": 66, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75000730598, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 75010730598, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75030730598, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.194Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068313223, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75108313223, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 75138313223, - "size": 74, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75168313223, - "size": 59, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75198313223, - "size": 90, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.206Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563569, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823496091125, - "size": 68, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823596091125, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 4823636091125, - "size": 69, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823646091125, - "size": 31, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823696091125, - "size": 58, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823716091125, - "size": 44, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:24.278Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219951944555, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219961944555, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 220001944555, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 220011944555, - "size": 79, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.319Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818729964, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678773729964, - "size": 10, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678723729964, - "size": 46, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678863729964, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 1678883729964, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678933729964, - "size": 19, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678963729964, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1679013729964, - "size": 25, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.366Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530378570, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823525378570, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823515378570, - "size": 74, - "orderCount": 13 - }, - { - "priceNanos": 4823465378570, - "size": 15, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823455378570, - "size": 62, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823535378570, - "size": 53, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.425Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427540444, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823382540444, - "size": 61, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823372540444, - "size": 22, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823472540444, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823492540444, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 4823512540444, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 4823532540444, - "size": 68, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.468Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350041874734, - "size": 84, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350031874734, - "size": 33, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350101874734, - "size": 33, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350141874734, - "size": 46, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:24.557Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563575, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74999169452, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 75019169452, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 75039169452, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 75059169452, - "size": 61, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75109169452, - "size": 54, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.591Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563576, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678869548126, - "size": 100, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678879548126, - "size": 17, - "orderCount": 20 - }, - { - "priceNanos": 1678929548126, - "size": 42, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678949548126, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 1678959548126, - "size": 9, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.610Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563577, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678716034888, - "size": 55, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678666034888, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678766034888, - "size": 90, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678806034888, - "size": 48, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:24.706Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74965411022, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74915411022, - "size": 63, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74865411022, - "size": 34, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015411022, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 75045411022, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 75095411022, - "size": 49, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492652772, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823477652772, - "size": 74, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823467652772, - "size": 12, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823417652772, - "size": 41, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823507652772, - "size": 81, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823537652772, - "size": 26, - "orderCount": 11 - }, - { - "priceNanos": 4823547652772, - "size": 20, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.730Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79903760725, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79888760725, - "size": 85, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79838760725, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79828760725, - "size": 83, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79918760725, - "size": 64, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79938760725, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 79948760725, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 79988760725, - "size": 28, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:24.745Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823475878954, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823450878954, - "size": 62, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823500878954, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823540878954, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 4823570878954, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 4823620878954, - "size": 73, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823640878954, - "size": 8, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.793Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563582, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189650006716, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 189640006716, - "size": 94, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189690006716, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 189730006716, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 189760006716, - "size": 13, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:24.845Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219975269091, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219970269091, - "size": 35, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219930269091, - "size": 83, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:24.891Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573665627, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823563665627, - "size": 16, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823583665627, - "size": 97, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823603665627, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 4823643665627, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823653665627, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 4823673665627, - "size": 93, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:24.984Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084526390, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75129526390, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 75159526390, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 75189526390, - "size": 75, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.072Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825061778, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189790061778, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 189760061778, - "size": 10, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189720061778, - "size": 27, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189710061778, - "size": 5, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189860061778, - "size": 89, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:25.100Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093885679, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350088885679, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 350038885679, - "size": 85, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350018885679, - "size": 51, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098885679, - "size": 2, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350148885679, - "size": 89, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350168885679, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350188885679, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 350228885679, - "size": 32, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.165Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401043705, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823386043705, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 4823346043705, - "size": 41, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:25.189Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091427485, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80086427485, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 80066427485, - "size": 87, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80056427485, - "size": 51, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80096427485, - "size": 83, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80136427485, - "size": 21, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80176427485, - "size": 66, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80216427485, - "size": 89, - "orderCount": 3 - }, - { - "priceNanos": 80266427485, - "size": 58, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.223Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837043611, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822043611, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 1678772043611, - "size": 12, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678852043611, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 1678862043611, - "size": 12, - "orderCount": 7 - }, - { - "priceNanos": 1678882043611, - "size": 55, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678912043611, - "size": 62, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.294Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563591, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80021215363, - "size": 90, - "orderCount": 3 - }, - { - "priceNanos": 80001215363, - "size": 5, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80101215363, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80151215363, - "size": 1, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80181215363, - "size": 19, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80201215363, - "size": 99, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.345Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678730271580, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678690271580, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 1678640271580, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 1678610271580, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678560271580, - "size": 27, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678510271580, - "size": 89, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678770271580, - "size": 46, - "orderCount": 3 - }, - { - "priceNanos": 1678820271580, - "size": 98, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:25.414Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219989959089, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219964959089, - "size": 66, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219914959089, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219874959089, - "size": 96, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220014959089, - "size": 28, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220054959089, - "size": 43, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.513Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563594, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.536Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798205493, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189763205493, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189713205493, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 189663205493, - "size": 87, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189833205493, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189853205493, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 189863205493, - "size": 8, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189893205493, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189903205493, - "size": 11, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.548Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844480005, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189869480005, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 189899480005, - "size": 83, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:25.619Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79912582613, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.715Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726236061, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696236061, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 1678646236061, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 1678606236061, - "size": 53, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678756236061, - "size": 69, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.770Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79989945292, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79959945292, - "size": 95, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79929945292, - "size": 89, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80019945292, - "size": 50, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:25.835Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917602741, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74867602741, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 74817602741, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 74787602741, - "size": 1, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74967602741, - "size": 47, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.908Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189765819822, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189755819822, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189725819822, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 189705819822, - "size": 13, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189665819822, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 189645819822, - "size": 70, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189775819822, - "size": 50, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189785819822, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 189825819822, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 189875819822, - "size": 43, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:25.977Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948083112, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74918083112, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74898083112, - "size": 14, - "orderCount": 5 - }, - { - "priceNanos": 74868083112, - "size": 42, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74858083112, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 74808083112, - "size": 83, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.035Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563603, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189718222844, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 189708222844, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 189678222844, - "size": 90, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189808222844, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 189858222844, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 189898222844, - "size": 14, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.130Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563604, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189772483660, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 189722483660, - "size": 50, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189792483660, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 189812483660, - "size": 83, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189852483660, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189862483660, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189892483660, - "size": 11, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.171Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189794936883, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189749936883, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 189699936883, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 189679936883, - "size": 20, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189839936883, - "size": 13, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:26.235Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563606, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75007355699, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 74987355699, - "size": 92, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:26.335Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987409744, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74992409744, - "size": 60, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75012409744, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:26.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900389438, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74855389438, - "size": 26, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74945389438, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 74965389438, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:26.512Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801848326, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678816848326, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 1678836848326, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 1678846848326, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 1678876848326, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 1678886848326, - "size": 88, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:26.564Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563610, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678851990612, - "size": 55, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678831990612, - "size": 19, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678821990612, - "size": 70, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678901990612, - "size": 58, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:26.591Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451345294, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:26.678Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010800606, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349990800606, - "size": 98, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349960800606, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 349920800606, - "size": 61, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349900800606, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 349850800606, - "size": 75, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350030800606, - "size": 25, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.717Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563613, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74969543242, - "size": 52, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.808Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059907474, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75099907474, - "size": 15, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:26.873Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878016094, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678873016094, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 1678833016094, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 1678823016094, - "size": 99, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678813016094, - "size": 100, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678883016094, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 1678933016094, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 1678953016094, - "size": 79, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:26.924Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920383415, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79900383415, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79890383415, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 79840383415, - "size": 14, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79940383415, - "size": 3, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79990383415, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 80020383415, - "size": 59, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.006Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563617, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74895429570, - "size": 23, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74975429570, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 75015429570, - "size": 39, - "orderCount": 15 - }, - { - "priceNanos": 75055429570, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 75075429570, - "size": 11, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.055Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823392945137, - "size": 77, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823372945137, - "size": 64, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823472945137, - "size": 94, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.146Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563619, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678690204209, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 1678680204209, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 1678630204209, - "size": 74, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678600204209, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 1678580204209, - "size": 51, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678720204209, - "size": 44, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678770204209, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 1678820204209, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 1678870204209, - "size": 12, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:27.175Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099701109, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75049701109, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75019701109, - "size": 11, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75149701109, - "size": 8, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75169701109, - "size": 46, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.270Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563621, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219963742474, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219913742474, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 219873742474, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 219863742474, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 219823742474, - "size": 7, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220013742474, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220033742474, - "size": 47, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.289Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350046836653, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349996836653, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 349976836653, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350096836653, - "size": 44, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.302Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082240398, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80047240398, - "size": 19, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79997240398, - "size": 42, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79947240398, - "size": 79, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80117240398, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80157240398, - "size": 77, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.396Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563624, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189654811507, - "size": 92, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189614811507, - "size": 6, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189714811507, - "size": 30, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189754811507, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.461Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963152711, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79973152711, - "size": 11, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.547Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563626, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79923915855, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79913915855, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 79883915855, - "size": 100, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79953915855, - "size": 77, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.591Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678789349871, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678744349871, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 1678694349871, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678654349871, - "size": 37, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678614349871, - "size": 60, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678834349871, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678884349871, - "size": 59, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678924349871, - "size": 13, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.640Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74922278056, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 74872278056, - "size": 63, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74982278056, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 75002278056, - "size": 82, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75052278056, - "size": 48, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.686Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980885773, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74945885773, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 74935885773, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74915885773, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74885885773, - "size": 53, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015885773, - "size": 5, - "orderCount": 15 - }, - { - "priceNanos": 75035885773, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 75045885773, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75065885773, - "size": 37, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75085885773, - "size": 96, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.720Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823583235511, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823553235511, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 4823523235511, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 4823513235511, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 4823493235511, - "size": 77, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823613235511, - "size": 47, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823653235511, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 4823663235511, - "size": 99, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.793Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497880435, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823487880435, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823457880435, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 4823447880435, - "size": 35, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823417880435, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 4823377880435, - "size": 61, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823507880435, - "size": 90, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823527880435, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823537880435, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823577880435, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 4823607880435, - "size": 42, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.828Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891508819, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678876508819, - "size": 95, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906508819, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 1678946508819, - "size": 11, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678966508819, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 1678976508819, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 1679016508819, - "size": 86, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:27.900Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563633, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678675613666, - "size": 92, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678665613666, - "size": 73, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678745613666, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678775613666, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 1678815613666, - "size": 76, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:27.988Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189704206221, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.002Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528343291, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498343291, - "size": 22, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823488343291, - "size": 31, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823558343291, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823598343291, - "size": 94, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:28.090Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534221870, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823494221870, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 4823464221870, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 4823454221870, - "size": 10, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823404221870, - "size": 74, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:28.142Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806412424, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678786412424, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678746412424, - "size": 6, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.202Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563638, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79933226221, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 79883226221, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79863226221, - "size": 66, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79833226221, - "size": 54, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79793226221, - "size": 16, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79953226221, - "size": 64, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79983226221, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 80003226221, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80013226221, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 80033226221, - "size": 53, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.283Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563639, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74863731489, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 74853731489, - "size": 38, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74963731489, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 75013731489, - "size": 43, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75063731489, - "size": 79, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.310Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412048733, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823367048733, - "size": 73, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457048733, - "size": 50, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823477048733, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 4823517048733, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 4823537048733, - "size": 36, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.402Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742741098, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678722741098, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 1678682741098, - "size": 44, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.488Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563642, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74931187480, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 74921187480, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 74871187480, - "size": 31, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74841187480, - "size": 26, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75001187480, - "size": 44, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75021187480, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 75051187480, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 75081187480, - "size": 30, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.540Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563643, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827619509, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678792619509, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678752619509, - "size": 57, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678712619509, - "size": 35, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862619509, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 1678902619509, - "size": 29, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678932619509, - "size": 38, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.560Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513358169, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823488358169, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 4823468358169, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823458358169, - "size": 7, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:28.588Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563645, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350083246533, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 350053246533, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 350013246533, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349993246533, - "size": 16, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350113246533, - "size": 40, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:28.653Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678817183776, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678807183776, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 1678777183776, - "size": 56, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678827183776, - "size": 89, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:28.711Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563647, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349923852744, - "size": 44, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349893852744, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 349853852744, - "size": 87, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349813852744, - "size": 55, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350003852744, - "size": 81, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350033852744, - "size": 38, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350073852744, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 350123852744, - "size": 37, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.794Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597103970, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823572103970, - "size": 34, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823622103970, - "size": 24, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823632103970, - "size": 71, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:28.850Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678762769077, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678747769077, - "size": 16, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678717769077, - "size": 15, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678777769077, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 1678827769077, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678867769077, - "size": 81, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678907769077, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 1678917769077, - "size": 83, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.929Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967644508, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349942644508, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349902644508, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 349852644508, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 349802644508, - "size": 11, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349792644508, - "size": 53, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349992644508, - "size": 65, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:28.990Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563651, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189678634680, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 189658634680, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189628634680, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189708634680, - "size": 69, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.010Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563652, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80122073485, - "size": 65, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80142073485, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 80192073485, - "size": 27, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:29.037Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220043960103, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220038960103, - "size": 92, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 220028960103, - "size": 43, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220048960103, - "size": 4, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220058960103, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220078960103, - "size": 79, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220118960103, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 220128960103, - "size": 90, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:29.125Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563654, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027428344, - "size": 22, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75037428344, - "size": 81, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.191Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059489918, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80014489918, - "size": 62, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104489918, - "size": 46, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80134489918, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 80154489918, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 80174489918, - "size": 68, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.230Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678786362145, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678756362145, - "size": 98, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678716362145, - "size": 84, - "orderCount": 10 - }, - { - "priceNanos": 1678666362145, - "size": 77, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678636362145, - "size": 70, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678586362145, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678816362145, - "size": 22, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:29.318Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349973636008, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349938636008, - "size": 69, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350008636008, - "size": 82, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350018636008, - "size": 7, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350038636008, - "size": 70, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350068636008, - "size": 82, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:29.353Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470177621, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823460177621, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823450177621, - "size": 50, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823420177621, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 4823410177621, - "size": 58, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:29.399Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563659, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349972815487, - "size": 86, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349922815487, - "size": 98, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350002815487, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 350012815487, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 350062815487, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 350082815487, - "size": 71, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350122815487, - "size": 65, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:29.417Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563660, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823499309174, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 4823449309174, - "size": 87, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823439309174, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 4823399309174, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823559309174, - "size": 44, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823589309174, - "size": 39, - "orderCount": 10 - }, - { - "priceNanos": 4823619309174, - "size": 44, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823669309174, - "size": 29, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:29.466Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905708545, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79890708545, - "size": 60, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79850708545, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 79820708545, - "size": 71, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79920708545, - "size": 7, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79940708545, - "size": 8, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.527Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678817774593, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678802774593, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 1678752774593, - "size": 45, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678832774593, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678862774593, - "size": 35, - "orderCount": 4 - }, - { - "priceNanos": 1678902774593, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 1678942774593, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 1678952774593, - "size": 3, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.593Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940683871, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74890683871, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 74840683871, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74790683871, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 74770683871, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 74740683871, - "size": 84, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990683871, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75030683871, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75060683871, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 75070683871, - "size": 45, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.639Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428912690, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823393912690, - "size": 1, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823343912690, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823303912690, - "size": 33, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823463912690, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823483912690, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 4823523912690, - "size": 46, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:29.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563665, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79969146925, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 79929146925, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 79909146925, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79889146925, - "size": 90, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80059146925, - "size": 37, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.731Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941620724, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74951620724, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 74961620724, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 74991620724, - "size": 23, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.803Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510089350, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823490089350, - "size": 92, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823530089350, - "size": 94, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823570089350, - "size": 15, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823580089350, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 4823620089350, - "size": 68, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823660089350, - "size": 75, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.845Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821019672, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678796019672, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 1678756019672, - "size": 49, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678846019672, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 1678896019672, - "size": 31, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678926019672, - "size": 4, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:29.862Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034258298, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74999258298, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74979258298, - "size": 31, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75069258298, - "size": 84, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.878Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219996991233, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219956991233, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 219946991233, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 219936991233, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 219886991233, - "size": 77, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220036991233, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:29.923Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189691841462, - "size": 72, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189681841462, - "size": 97, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189671841462, - "size": 98, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189651841462, - "size": 5, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189781841462, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:29.941Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823524977213, - "size": 45, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823554977213, - "size": 17, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.041Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017206461, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74992206461, - "size": 39, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75042206461, - "size": 92, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75072206461, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 75082206461, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 75122206461, - "size": 52, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75172206461, - "size": 40, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.102Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034729621, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79994729621, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 79964729621, - "size": 1, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79914729621, - "size": 2, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80074729621, - "size": 48, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80104729621, - "size": 41, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.200Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936006387, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:30.242Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563676, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79983198567, - "size": 50, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80013198567, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 80023198567, - "size": 2, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80063198567, - "size": 47, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.336Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563677, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823528805253, - "size": 25, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823608805253, - "size": 62, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823648805253, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823688805253, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823708805253, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 4823738805253, - "size": 50, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.377Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405726266, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823375726266, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 4823365726266, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823345726266, - "size": 86, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823435726266, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 4823445726266, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823475726266, - "size": 76, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.401Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74968190952, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74928190952, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 74908190952, - "size": 59, - "orderCount": 14 - }, - { - "priceNanos": 74898190952, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 74848190952, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 74808190952, - "size": 6, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.450Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563680, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678835428069, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 1678815428069, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 1678795428069, - "size": 59, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678775428069, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 1678745428069, - "size": 63, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.480Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980412154, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74975412154, - "size": 28, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74925412154, - "size": 89, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74905412154, - "size": 80, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74985412154, - "size": 16, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75005412154, - "size": 22, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:30.493Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563682, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220032073137, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219992073137, - "size": 18, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219952073137, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 219902073137, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 219882073137, - "size": 7, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220072073137, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220122073137, - "size": 100, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220172073137, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 220182073137, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220222073137, - "size": 42, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.591Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79966599372, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79926599372, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 79916599372, - "size": 82, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79866599372, - "size": 49, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80006599372, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 80036599372, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 80076599372, - "size": 80, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80106599372, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 80126599372, - "size": 27, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563684, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427634258, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823402634258, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823362634258, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 4823352634258, - "size": 43, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823342634258, - "size": 24, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823452634258, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823472634258, - "size": 29, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823492634258, - "size": 48, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:30.669Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563685, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942583571, - "size": 31, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74922583571, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 74912583571, - "size": 28, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75042583571, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75072583571, - "size": 26, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75082583571, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 75122583571, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75152583571, - "size": 30, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:30.748Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014576712, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79999576712, - "size": 40, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79989576712, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 79939576712, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79909576712, - "size": 20, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80029576712, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 80079576712, - "size": 32, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.772Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673610365, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189653610365, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189613610365, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189563610365, - "size": 78, - "orderCount": 6 - }, - { - "priceNanos": 189513610365, - "size": 51, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189693610365, - "size": 93, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189713610365, - "size": 20, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.802Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429589344, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823469589344, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823509589344, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 4823529589344, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 4823579589344, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:30.893Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551388277, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823526388277, - "size": 96, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:30.966Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75065061151, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75040061151, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 74990061151, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 74950061151, - "size": 96, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74940061151, - "size": 13, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:31.019Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219954648780, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219989648780, - "size": 22, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220009648780, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220019648780, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 220059648780, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 220079648780, - "size": 11, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:31.082Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563692, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349984063676, - "size": 89, - "orderCount": 10 - }, - { - "priceNanos": 349974063676, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 349924063676, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 349914063676, - "size": 5, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350074063676, - "size": 55, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350094063676, - "size": 20, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:31.113Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834543817, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678829543817, - "size": 78, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:31.212Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927991442, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74952991442, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74982991442, - "size": 39, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75032991442, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 75072991442, - "size": 61, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75122991442, - "size": 10, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:31.288Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936679228, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74906679228, - "size": 92, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74966679228, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.379Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063972665, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80053972665, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 80033972665, - "size": 96, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79983972665, - "size": 45, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80073972665, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.425Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563697, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678817826705, - "size": 98, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678827826705, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 1678877826705, - "size": 46, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678917826705, - "size": 44, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678937826705, - "size": 50, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.517Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563698, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349988734644, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 349958734644, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349908734644, - "size": 62, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349898734644, - "size": 38, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350048734644, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350078734644, - "size": 83, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350128734644, - "size": 39, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:31.589Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926624117, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79886624117, - "size": 49, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79876624117, - "size": 40, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79966624117, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 79996624117, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80036624117, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 80076624117, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 80116624117, - "size": 73, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.662Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563700, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80074574134, - "size": 58, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80024574134, - "size": 51, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:31.752Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349905509145, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349860509145, - "size": 91, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349820509145, - "size": 51, - "orderCount": 5 - }, - { - "priceNanos": 349800509145, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 349790509145, - "size": 75, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349950509145, - "size": 37, - "orderCount": 9 - }, - { - "priceNanos": 349960509145, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 349990509145, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 350020509145, - "size": 73, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.831Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795059032, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678750059032, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678730059032, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 1678690059032, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 1678640059032, - "size": 25, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678840059032, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 1678870059032, - "size": 70, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:31.929Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052811015, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:32.000Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936813577, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74911813577, - "size": 95, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74901813577, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74861813577, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 74821813577, - "size": 93, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74781813577, - "size": 95, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961813577, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 74991813577, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 75001813577, - "size": 94, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75011813577, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 75031813577, - "size": 24, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.049Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563705, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678801107788, - "size": 18, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678751107788, - "size": 78, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678711107788, - "size": 37, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841107788, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 1678871107788, - "size": 48, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678901107788, - "size": 97, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678921107788, - "size": 52, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.103Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003674253, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74998674253, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74988674253, - "size": 35, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74968674253, - "size": 8, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74948674253, - "size": 64, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:32.119Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678750304703, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678725304703, - "size": 41, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678775304703, - "size": 28, - "orderCount": 8 - }, - { - "priceNanos": 1678805304703, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 1678855304703, - "size": 27, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.186Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563708, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220029121388, - "size": 54, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220119121388, - "size": 57, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.214Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349914711739, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349869711739, - "size": 77, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349819711739, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 349799711739, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 349769711739, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 349759711739, - "size": 42, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 349959711739, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 350009711739, - "size": 18, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350049711739, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 350069711739, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350109711739, - "size": 1, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:32.237Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189765049226, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189720049226, - "size": 88, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189810049226, - "size": 96, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189860049226, - "size": 40, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189900049226, - "size": 14, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189950049226, - "size": 83, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189970049226, - "size": 81, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:32.254Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443784052, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823403784052, - "size": 57, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823383784052, - "size": 41, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823333784052, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823303784052, - "size": 7, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823483784052, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823493784052, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 4823503784052, - "size": 17, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.289Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678715660915, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678665660915, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 1678625660915, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 1678615660915, - "size": 9, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678765660915, - "size": 57, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:32.310Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003138323, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79998138323, - "size": 52, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80008138323, - "size": 41, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:32.375Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563714, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678726609531, - "size": 54, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678706609531, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 1678696609531, - "size": 28, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678806609531, - "size": 15, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678826609531, - "size": 62, - "orderCount": 6 - }, - { - "priceNanos": 1678856609531, - "size": 82, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678886609531, - "size": 96, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.416Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189671251297, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189641251297, - "size": 92, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189591251297, - "size": 15, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:32.485Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563716, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74979508446, - "size": 84, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74949508446, - "size": 100, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74929508446, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 74909508446, - "size": 11, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75069508446, - "size": 68, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75119508446, - "size": 54, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:32.514Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563717, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823463129453, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823423129453, - "size": 76, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823403129453, - "size": 65, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503129453, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 4823533129453, - "size": 38, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.569Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563718, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678815264593, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 1678765264593, - "size": 50, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678745264593, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 1678715264593, - "size": 36, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678855264593, - "size": 98, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.609Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219965850437, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219930850437, - "size": 17, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220000850437, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220050850437, - "size": 91, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.652Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557362979, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823522362979, - "size": 4, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823592362979, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 4823642362979, - "size": 77, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823692362979, - "size": 31, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823712362979, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:32.743Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678844061743, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678819061743, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678789061743, - "size": 48, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678869061743, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 1678899061743, - "size": 57, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678929061743, - "size": 47, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.825Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563722, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678782568423, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 1678802568423, - "size": 24, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678842568423, - "size": 61, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678892568423, - "size": 9, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.869Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563723, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189665626650, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 189655626650, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 189645626650, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189615626650, - "size": 95, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189755626650, - "size": 34, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.943Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563724, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823587539662, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 4823637539662, - "size": 61, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.973Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016317269, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80006317269, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 79966317269, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79916317269, - "size": 79, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80026317269, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 80036317269, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 80076317269, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80126317269, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80156317269, - "size": 72, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:32.992Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959512111, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74929512111, - "size": 14, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74919512111, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 74869512111, - "size": 13, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74989512111, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 74999512111, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 75019512111, - "size": 66, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.034Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220048434729, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220058434729, - "size": 45, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.093Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563728, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189785873058, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 189735873058, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189705873058, - "size": 75, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189695873058, - "size": 46, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189845873058, - "size": 80, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:33.109Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349992011767, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349972011767, - "size": 52, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350012011767, - "size": 30, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:33.187Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563730, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219888407276, - "size": 73, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958407276, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220008407276, - "size": 50, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.201Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594865731, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823589865731, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599865731, - "size": 13, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.287Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563732, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349945242231, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349930242231, - "size": 43, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349960242231, - "size": 96, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349990242231, - "size": 4, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350040242231, - "size": 84, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:33.340Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495725579, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823475725579, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 4823455725579, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823415725579, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 4823365725579, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 4823345725579, - "size": 69, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823515725579, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 4823535725579, - "size": 90, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823585725579, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 4823615725579, - "size": 62, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.359Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067612634, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75062612634, - "size": 43, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75052612634, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 75032612634, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 74992612634, - "size": 66, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75072612634, - "size": 70, - "orderCount": 16 - }, - { - "priceNanos": 75082612634, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 75102612634, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:33.404Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886792841, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678896792841, - "size": 85, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:33.466Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563736, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79956842987, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 79946842987, - "size": 76, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79906842987, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 79886842987, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79856842987, - "size": 11, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79976842987, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80006842987, - "size": 67, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.491Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678758924315, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678723924315, - "size": 9, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678703924315, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 1678693924315, - "size": 19, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678793924315, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678803924315, - "size": 4, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678813924315, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678853924315, - "size": 77, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678883924315, - "size": 19, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.525Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79910265782, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79870265782, - "size": 46, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79830265782, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 79810265782, - "size": 96, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79950265782, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 79960265782, - "size": 50, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.569Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349983615517, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349943615517, - "size": 62, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349923615517, - "size": 73, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350023615517, - "size": 60, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350043615517, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 350083615517, - "size": 53, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.612Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220081664308, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220036664308, - "size": 50, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220126664308, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220156664308, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 220196664308, - "size": 4, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220236664308, - "size": 27, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220276664308, - "size": 53, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:33.622Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823585146615, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823565146615, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 4823525146615, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 4823485146615, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 4823435146615, - "size": 91, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823605146615, - "size": 64, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823645146615, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823675146615, - "size": 76, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.692Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219911159630, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219961159630, - "size": 86, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219981159630, - "size": 84, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.710Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563743, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769980590, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678764980590, - "size": 78, - "orderCount": 3 - }, - { - "priceNanos": 1678754980590, - "size": 61, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678774980590, - "size": 1, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.747Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563744, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220053274628, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 220003274628, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 219953274628, - "size": 78, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219923274628, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219913274628, - "size": 20, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220063274628, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 220093274628, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 220103274628, - "size": 47, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:33.789Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563745, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189746662394, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189701662394, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 189691662394, - "size": 30, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.807Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049149426, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220089149426, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 220129149426, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 220179149426, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 220189149426, - "size": 89, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.893Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925833175, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79910833175, - "size": 97, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79890833175, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 79840833175, - "size": 14, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79810833175, - "size": 95, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:33.915Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037422420, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75012422420, - "size": 76, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74992422420, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 74972422420, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 74932422420, - "size": 75, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75062422420, - "size": 79, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:33.956Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563749, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350084139479, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 350074139479, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 350044139479, - "size": 62, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350024139479, - "size": 18, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350094139479, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 350104139479, - "size": 72, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350154139479, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 350184139479, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 350224139479, - "size": 27, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.004Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350004084674, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350014084674, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 350064084674, - "size": 50, - "orderCount": 13 - }, - { - "priceNanos": 350084084674, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350124084674, - "size": 84, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350154084674, - "size": 69, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.081Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189837238605, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189832238605, - "size": 83, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189842238605, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 189862238605, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 189882238605, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189932238605, - "size": 79, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.149Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096232280, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80046232280, - "size": 59, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80036232280, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 79986232280, - "size": 81, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80146232280, - "size": 50, - "orderCount": 17 - }, - { - "priceNanos": 80186232280, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 80216232280, - "size": 54, - "orderCount": 16 - }, - { - "priceNanos": 80256232280, - "size": 13, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:34.169Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563753, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350014381690, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349984381690, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 349934381690, - "size": 14, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350054381690, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350094381690, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 350144381690, - "size": 66, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:34.201Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563754, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75009671255, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74979671255, - "size": 38, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74949671255, - "size": 54, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.298Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983363542, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74948363542, - "size": 56, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74908363542, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 74858363542, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 74828363542, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 74788363542, - "size": 60, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.312Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563756, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823470882160, - "size": 86, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823420882160, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 4823370882160, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 4823320882160, - "size": 70, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.404Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714564794, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.434Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563758, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678820026848, - "size": 97, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.489Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563759, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350042620692, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349992620692, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 349952620692, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 349902620692, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 349862620692, - "size": 17, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350092620692, - "size": 72, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350122620692, - "size": 88, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350142620692, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350162620692, - "size": 59, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.572Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74934047358, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74884047358, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74834047358, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74784047358, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 74744047358, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 74714047358, - "size": 51, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74984047358, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 75034047358, - "size": 66, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:34.641Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563761, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219874534802, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 219854534802, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 219814534802, - "size": 2, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:34.722Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678816165674, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678791165674, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 1678751165674, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 1678721165674, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 1678701165674, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678661165674, - "size": 17, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841165674, - "size": 64, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:34.794Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563763, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350021432746, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 350011432746, - "size": 36, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349961432746, - "size": 22, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349941432746, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 349911432746, - "size": 63, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081432746, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 350111432746, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 350141432746, - "size": 3, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350181432746, - "size": 59, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:34.833Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349979016217, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349949016217, - "size": 15, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349899016217, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 349849016217, - "size": 67, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350009016217, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350059016217, - "size": 98, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350099016217, - "size": 10, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:34.884Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563765, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79988257055, - "size": 49, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79948257055, - "size": 72, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80048257055, - "size": 87, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80088257055, - "size": 14, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80138257055, - "size": 37, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:34.944Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414491661, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823409491661, - "size": 43, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823399491661, - "size": 13, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823359491661, - "size": 75, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823339491661, - "size": 62, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823329491661, - "size": 30, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823419491661, - "size": 37, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823459491661, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 4823479491661, - "size": 47, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823529491661, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 4823559491661, - "size": 88, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.026Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563767, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189774691531, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 189764691531, - "size": 96, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189834691531, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 189854691531, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 189884691531, - "size": 18, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.069Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958125678, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349913125678, - "size": 55, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349873125678, - "size": 14, - "orderCount": 10 - }, - { - "priceNanos": 349823125678, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 349813125678, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 349763125678, - "size": 94, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350003125678, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350013125678, - "size": 35, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:35.119Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189709355530, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189674355530, - "size": 83, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189664355530, - "size": 74, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189624355530, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 189604355530, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189584355530, - "size": 47, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189744355530, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 189784355530, - "size": 80, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.185Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916376946, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79891376946, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 79861376946, - "size": 57, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79941376946, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79951376946, - "size": 31, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79981376946, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 80031376946, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 80081376946, - "size": 41, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:35.255Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563771, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973377706, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74958377706, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 74938377706, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 74918377706, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 74868377706, - "size": 54, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74988377706, - "size": 82, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75028377706, - "size": 61, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75078377706, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 75128377706, - "size": 89, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.353Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946294285, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74921294285, - "size": 44, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74871294285, - "size": 45, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74831294285, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 74821294285, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 74791294285, - "size": 34, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74971294285, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74981294285, - "size": 23, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75021294285, - "size": 30, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.414Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678781769974, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678741769974, - "size": 44, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678691769974, - "size": 52, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678821769974, - "size": 23, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:35.435Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563774, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427589805, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823412589805, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823382589805, - "size": 36, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823342589805, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 4823302589805, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823272589805, - "size": 91, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823442589805, - "size": 85, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:35.535Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563775, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678853920207, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 1678823920207, - "size": 76, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678773920207, - "size": 29, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678933920207, - "size": 54, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678963920207, - "size": 7, - "orderCount": 6 - }, - { - "priceNanos": 1679013920207, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1679043920207, - "size": 91, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:35.571Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350086581041, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350056581041, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 350006581041, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 349976581041, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 349936581041, - "size": 71, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563777, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349955083759, - "size": 58, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:35.648Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563778, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350003684424, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349958684424, - "size": 56, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349918684424, - "size": 32, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350048684424, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 350098684424, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350118684424, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 350158684424, - "size": 66, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:35.720Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563779, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74877010336, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 74867010336, - "size": 84, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937010336, - "size": 1, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.730Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492651424, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823482651424, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.799Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076399467, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75041399467, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 74991399467, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 74961399467, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 74921399467, - "size": 50, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74881399467, - "size": 15, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75111399467, - "size": 39, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75121399467, - "size": 82, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75141399467, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 75181399467, - "size": 86, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.810Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563782, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678935550260, - "size": 21, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678965550260, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 1679015550260, - "size": 11, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679035550260, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 1679045550260, - "size": 84, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:35.850Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709610343, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678734610343, - "size": 47, - "orderCount": 14 - }, - { - "priceNanos": 1678744610343, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678764610343, - "size": 1, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678814610343, - "size": 2, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:35.871Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349936697088, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349961697088, - "size": 64, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:35.918Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704972988, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678699972988, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 1678649972988, - "size": 36, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678709972988, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678759972988, - "size": 99, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:35.955Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548663161, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823583663161, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 4823613663161, - "size": 33, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823633663161, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 4823643663161, - "size": 11, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.000Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219918657729, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219908657729, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 219878657729, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219838657729, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 219788657729, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 219778657729, - "size": 16, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219928657729, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 219948657729, - "size": 28, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.021Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923446655, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219928446655, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219978446655, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.046Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220039053119, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220054053119, - "size": 35, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220084053119, - "size": 10, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220094053119, - "size": 36, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220114053119, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 220154053119, - "size": 78, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.145Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678714372107, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678709372107, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 1678669372107, - "size": 82, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678719372107, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 1678739372107, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 1678789372107, - "size": 59, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.194Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220018341203, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220003341203, - "size": 21, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220033341203, - "size": 4, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.215Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563792, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678823760846, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818760846, - "size": 53, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678768760846, - "size": 90, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.231Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563793, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75028309750, - "size": 6, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75108309750, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75128309750, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75168309750, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 75208309750, - "size": 38, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.262Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879306356, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678829306356, - "size": 12, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678779306356, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 1678769306356, - "size": 24, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678739306356, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678709306356, - "size": 85, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678929306356, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 1678949306356, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678989306356, - "size": 64, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.318Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563795, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678835794312, - "size": 25, - "orderCount": 1 - }, - { - "priceNanos": 1678795794312, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 1678755794312, - "size": 79, - "orderCount": 1 - }, - { - "priceNanos": 1678705794312, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 1678695794312, - "size": 1, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678895794312, - "size": 26, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:36.331Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936991001, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74886991001, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74876991001, - "size": 32, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74856991001, - "size": 63, - "orderCount": 1 - }, - { - "priceNanos": 74826991001, - "size": 41, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986991001, - "size": 66, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75006991001, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 75056991001, - "size": 22, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.389Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563797, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350091937868, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350041937868, - "size": 45, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350141937868, - "size": 74, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350171937868, - "size": 34, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:36.473Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038530515, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350013530515, - "size": 46, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350063530515, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 350103530515, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 350113530515, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 350143530515, - "size": 41, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.504Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773686294, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678743686294, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 1678713686294, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 1678703686294, - "size": 77, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.571Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563800, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912186492, - "size": 37, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79992186492, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 80042186492, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.665Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220044824541, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220019824541, - "size": 25, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219979824541, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219969824541, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 219949824541, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 219919824541, - "size": 86, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220069824541, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220099824541, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 220149824541, - "size": 68, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:36.743Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349949373015, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349914373015, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 349904373015, - "size": 32, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349884373015, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 349854373015, - "size": 98, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349834373015, - "size": 36, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:36.826Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944951035, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349934951035, - "size": 60, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349924951035, - "size": 65, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349954951035, - "size": 48, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349984951035, - "size": 72, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:36.897Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916749757, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79966749757, - "size": 15, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79986749757, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80006749757, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 80026749757, - "size": 48, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:36.958Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563805, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74875587673, - "size": 74, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:36.994Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980722431, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74995722431, - "size": 53, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:37.047Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219951829491, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 219971829491, - "size": 46, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220001829491, - "size": 58, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:37.082Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220068845303, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220083845303, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 220103845303, - "size": 33, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.098Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742370216, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678717370216, - "size": 65, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678677370216, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678627370216, - "size": 92, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.168Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563810, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349964443961, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 349914443961, - "size": 93, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350054443961, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 350094443961, - "size": 75, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350104443961, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 350124443961, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 350134443961, - "size": 24, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:37.255Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189655801756, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189640801756, - "size": 33, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189610801756, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189580801756, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 189540801756, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189500801756, - "size": 79, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.308Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904328607, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74864328607, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 74824328607, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 74784328607, - "size": 39, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74944328607, - "size": 86, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.335Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563813, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678753858251, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678713858251, - "size": 44, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678663858251, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 1678633858251, - "size": 64, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678583858251, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678843858251, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 1678863858251, - "size": 43, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:37.359Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563814, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349886549291, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349856549291, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 349836549291, - "size": 26, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349986549291, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350006549291, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 350036549291, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 350066549291, - "size": 55, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350106549291, - "size": 5, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.422Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969804733, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79924804733, - "size": 97, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79874804733, - "size": 10, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79854804733, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 79834804733, - "size": 51, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80014804733, - "size": 78, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:37.520Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219917951172, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219882951172, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 219852951172, - "size": 27, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219952951172, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 219982951172, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 220012951172, - "size": 31, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220052951172, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.580Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563817, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678869382694, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678854382694, - "size": 59, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678884382694, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 1678904382694, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678954382694, - "size": 49, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678974382694, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 1679014382694, - "size": 23, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.591Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972657870, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74957657870, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 74947657870, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 74937657870, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74927657870, - "size": 65, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74987657870, - "size": 45, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:37.649Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563819, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823445575012, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 4823435575012, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 4823425575012, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 4823415575012, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.711Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563820, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79939486186, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 79909486186, - "size": 63, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79899486186, - "size": 47, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79889486186, - "size": 33, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79869486186, - "size": 64, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80019486186, - "size": 63, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.732Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189801731754, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189766731754, - "size": 44, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189836731754, - "size": 10, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189866731754, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 189876731754, - "size": 35, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.792Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563822, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823485042785, - "size": 93, - "orderCount": 4 - }, - { - "priceNanos": 4823455042785, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823435042785, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 4823405042785, - "size": 45, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823355042785, - "size": 6, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823495042785, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823535042785, - "size": 76, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823545042785, - "size": 17, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.882Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74945270877, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74900270877, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74860270877, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 74850270877, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 74810270877, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74790270877, - "size": 49, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74990270877, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75000270877, - "size": 60, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:37.958Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563824, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220086290005, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 220076290005, - "size": 15, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220106290005, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220116290005, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 220126290005, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 220176290005, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 220196290005, - "size": 29, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.053Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563825, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066978502, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75086978502, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 75116978502, - "size": 89, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.132Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563826, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219962760290, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 219912760290, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 219902760290, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 219882760290, - "size": 97, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220042760290, - "size": 84, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:38.182Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80008213065, - "size": 36, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79998213065, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 79988213065, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 79978213065, - "size": 68, - "orderCount": 14 - }, - { - "priceNanos": 79958213065, - "size": 17, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80048213065, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80068213065, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 80118213065, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 80138213065, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80188213065, - "size": 2, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:38.273Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563828, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79853880415, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 79833880415, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 79803880415, - "size": 33, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79773880415, - "size": 79, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79953880415, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79973880415, - "size": 60, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.338Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563829, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948984149, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74933984149, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 74903984149, - "size": 62, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74963984149, - "size": 38, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74983984149, - "size": 29, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.374Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189739049518, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189689049518, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 189679049518, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189629049518, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 189599049518, - "size": 65, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.463Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563831, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.551Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678772341267, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678812341267, - "size": 6, - "orderCount": 10 - }, - { - "priceNanos": 1678832341267, - "size": 60, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:38.585Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580458392, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823555458392, - "size": 76, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823545458392, - "size": 94, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189840447334, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189805447334, - "size": 16, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189765447334, - "size": 93, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189875447334, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189895447334, - "size": 39, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189915447334, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189945447334, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 189995447334, - "size": 29, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.703Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189675860420, - "size": 6, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189625860420, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 189575860420, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 189525860420, - "size": 29, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189735860420, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189775860420, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 189805860420, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189855860420, - "size": 25, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.730Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74985201860, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74950201860, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 74940201860, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74900201860, - "size": 8, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75020201860, - "size": 28, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75050201860, - "size": 91, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75060201860, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 75070201860, - "size": 88, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.815Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350046812243, - "size": 65, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 350016812243, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 349986812243, - "size": 34, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350066812243, - "size": 81, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350076812243, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 350126812243, - "size": 54, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75022855558, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74972855558, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74932855558, - "size": 60, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75072855558, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 75082855558, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75122855558, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 75132855558, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 75152855558, - "size": 97, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:38.937Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189688390108, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189733390108, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 189783390108, - "size": 27, - "orderCount": 20 - }, - { - "priceNanos": 189793390108, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 189833390108, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 189853390108, - "size": 77, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.000Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563840, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219958922284, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 219928922284, - "size": 98, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.093Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563841, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.124Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499394483, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823509394483, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823519394483, - "size": 32, - "orderCount": 20 - }, - { - "priceNanos": 4823549394483, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 4823569394483, - "size": 94, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.170Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723157181, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678693157181, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678663157181, - "size": 26, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678633157181, - "size": 75, - "orderCount": 14 - }, - { - "priceNanos": 1678593157181, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 1678583157181, - "size": 71, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678753157181, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 1678803157181, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678843157181, - "size": 62, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678863157181, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 1678883157181, - "size": 84, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.253Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763514892, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678738514892, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 1678698514892, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678688514892, - "size": 69, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678658514892, - "size": 40, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678638514892, - "size": 83, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678788514892, - "size": 38, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.351Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029857668, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220004857668, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219984857668, - "size": 67, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219954857668, - "size": 19, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220054857668, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 220074857668, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220094857668, - "size": 65, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.385Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936009286, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74911009286, - "size": 10, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74961009286, - "size": 10, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:39.461Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189799594221, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189794594221, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 189784594221, - "size": 19, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189804594221, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189814594221, - "size": 19, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189864594221, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 189894594221, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 189924594221, - "size": 20, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.504Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563848, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74955420782, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74960420782, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 75010420782, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 75040420782, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 75090420782, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 75130420782, - "size": 1, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.602Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077207669, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220072207669, - "size": 18, - "orderCount": 10 - }, - { - "priceNanos": 220032207669, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 220012207669, - "size": 17, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220082207669, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 220132207669, - "size": 71, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220142207669, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220162207669, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 220192207669, - "size": 66, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:39.677Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014008264, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74989008264, - "size": 62, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74959008264, - "size": 86, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75039008264, - "size": 82, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75079008264, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 75099008264, - "size": 81, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75119008264, - "size": 91, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.709Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083095524, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75073095524, - "size": 30, - "orderCount": 19 - }, - { - "priceNanos": 75023095524, - "size": 2, - "orderCount": 20 - }, - { - "priceNanos": 74973095524, - "size": 24, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74943095524, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 74933095524, - "size": 62, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75093095524, - "size": 90, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75143095524, - "size": 92, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:39.801Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522450111, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823502450111, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 4823452450111, - "size": 96, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823442450111, - "size": 74, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823542450111, - "size": 1, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823592450111, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 4823622450111, - "size": 93, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:39.842Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220025658822, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219980658822, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 219930658822, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 219890658822, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 219850658822, - "size": 31, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219820658822, - "size": 13, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220070658822, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220100658822, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 220150658822, - "size": 3, - "orderCount": 20 - }, - { - "priceNanos": 220200658822, - "size": 26, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:39.922Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563854, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562429654, - "size": 52, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823582429654, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 4823632429654, - "size": 74, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823682429654, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 4823712429654, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 4823722429654, - "size": 22, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:39.948Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079963532, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049963532, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 75029963532, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75019963532, - "size": 25, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75109963532, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 75139963532, - "size": 48, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:40.025Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563856, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678715672025, - "size": 100, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678685672025, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678665672025, - "size": 99, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678635672025, - "size": 80, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678605672025, - "size": 73, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678765672025, - "size": 13, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:40.069Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79931677002, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79921677002, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79901677002, - "size": 56, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79941677002, - "size": 68, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79991677002, - "size": 33, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:40.081Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563858, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511330429, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823516330429, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 4823556330429, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823586330429, - "size": 12, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823596330429, - "size": 2, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:40.148Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563859, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780817788, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189760817788, - "size": 37, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189720817788, - "size": 86, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189800817788, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 189840817788, - "size": 32, - "orderCount": 6 - }, - { - "priceNanos": 189860817788, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 189890817788, - "size": 68, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:40.204Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504758331, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823509758331, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 4823559758331, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 4823589758331, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 4823619758331, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823669758331, - "size": 32, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:40.271Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033571719, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74983571719, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 74933571719, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 74893571719, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 74853571719, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 74813571719, - "size": 34, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75083571719, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 75113571719, - "size": 83, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:40.344Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596116838, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823546116838, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 4823506116838, - "size": 94, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823646116838, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823686116838, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823726116838, - "size": 1, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:40.363Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189712019465, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189707019465, - "size": 14, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189657019465, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 189617019465, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 189607019465, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 189557019465, - "size": 37, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189717019465, - "size": 72, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:40.402Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79948728013, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79923728013, - "size": 4, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79973728013, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 79993728013, - "size": 37, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:40.435Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350075452786, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350085452786, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 350105452786, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 350115452786, - "size": 15, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350125452786, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 350155452786, - "size": 34, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:40.494Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563866, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189715837406, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189675837406, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 189625837406, - "size": 51, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189755837406, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 189805837406, - "size": 73, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:40.551Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563867, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74941875890, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 74981875890, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 75011875890, - "size": 76, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:40.647Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952823393, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79937823393, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 79897823393, - "size": 30, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79847823393, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79817823393, - "size": 25, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79967823393, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 79997823393, - "size": 61, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:40.714Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956461376, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931461376, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 74891461376, - "size": 84, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74851461376, - "size": 57, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:40.731Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870604340, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678820604340, - "size": 2, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678790604340, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 1678740604340, - "size": 25, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678920604340, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 1678950604340, - "size": 56, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:40.797Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80037462068, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80012462068, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 79972462068, - "size": 25, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80062462068, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 80112462068, - "size": 59, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80142462068, - "size": 49, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:40.835Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563872, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823458455778, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823443455778, - "size": 44, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823423455778, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 4823383455778, - "size": 11, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823343455778, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 4823313455778, - "size": 17, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823473455778, - "size": 36, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:40.909Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563873, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189788262016, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 189778262016, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 189768262016, - "size": 84, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189818262016, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:40.970Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563874, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349989327717, - "size": 56, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349969327717, - "size": 76, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349959327717, - "size": 89, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:41.060Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563875, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219986686580, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 219956686580, - "size": 64, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220006686580, - "size": 23, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.134Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050362001, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015362001, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79995362001, - "size": 10, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80085362001, - "size": 94, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.199Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563877, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823545392644, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823530392644, - "size": 7, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823510392644, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 4823470392644, - "size": 52, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823560392644, - "size": 14, - "orderCount": 5 - }, - { - "priceNanos": 4823590392644, - "size": 53, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823610392644, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823620392644, - "size": 55, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.222Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563878, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74937534136, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74927534136, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 74897534136, - "size": 65, - "orderCount": 2 - }, - { - "priceNanos": 74857534136, - "size": 5, - "orderCount": 11 - }, - { - "priceNanos": 74847534136, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.300Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563879, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678778669437, - "size": 18, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.397Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678650102189, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 1678630102189, - "size": 26, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678750102189, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678780102189, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 1678810102189, - "size": 80, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678820102189, - "size": 56, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:41.449Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189770525420, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189765525420, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 189715525420, - "size": 72, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189775525420, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 189785525420, - "size": 67, - "orderCount": 19 - }, - { - "priceNanos": 189825525420, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189865525420, - "size": 12, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.492Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406070964, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823366070964, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 4823336070964, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823326070964, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823316070964, - "size": 61, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823446070964, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 4823476070964, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 4823496070964, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 4823506070964, - "size": 78, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823536070964, - "size": 90, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:41.576Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563883, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80024174254, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 79984174254, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79954174254, - "size": 43, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79914174254, - "size": 56, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80074174254, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80104174254, - "size": 8, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.656Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678864881413, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678849881413, - "size": 54, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678879881413, - "size": 31, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678919881413, - "size": 42, - "orderCount": 20 - }, - { - "priceNanos": 1678969881413, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678999881413, - "size": 6, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:41.737Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350082932723, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350077932723, - "size": 70, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350037932723, - "size": 26, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.783Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839303834, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678799303834, - "size": 79, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678789303834, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678759303834, - "size": 82, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678739303834, - "size": 40, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678699303834, - "size": 45, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678879303834, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 1678889303834, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 1678939303834, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 1678959303834, - "size": 29, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.835Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75007975777, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74987975777, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 74977975777, - "size": 93, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75027975777, - "size": 25, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.852Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823571274247, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823521274247, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 4823501274247, - "size": 18, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823621274247, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823641274247, - "size": 86, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823681274247, - "size": 11, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:41.866Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563889, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80026455025, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79976455025, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 79926455025, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79886455025, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 79876455025, - "size": 96, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80086455025, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80106455025, - "size": 31, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80136455025, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 80166455025, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80216455025, - "size": 88, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:41.924Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563890, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055607428, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015607428, - "size": 37, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79965607428, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 79955607428, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 79945607428, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79925607428, - "size": 32, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80095607428, - "size": 6, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80145607428, - "size": 91, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:41.939Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74947457239, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74897457239, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 74877457239, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 74847457239, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 74807457239, - "size": 99, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:41.974Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563892, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900254608, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74895254608, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 74885254608, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 74835254608, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74785254608, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 74775254608, - "size": 14, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74905254608, - "size": 80, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:42.022Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563893, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350005963585, - "size": 95, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349975963585, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349925963585, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349895963585, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 349865963585, - "size": 76, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.111Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350077874457, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350072874457, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 350052874457, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 350042874457, - "size": 20, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 350032874457, - "size": 54, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350012874457, - "size": 54, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350082874457, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350122874457, - "size": 36, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:42.198Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563895, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678882157582, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678842157582, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 1678822157582, - "size": 53, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678922157582, - "size": 34, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678962157582, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678972157582, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 1678982157582, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 1679012157582, - "size": 35, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.233Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938728162, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74893728162, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 74853728162, - "size": 42, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74983728162, - "size": 1, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:42.331Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563897, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678809190435, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678779190435, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678739190435, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 1678709190435, - "size": 50, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678899190435, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 1678919190435, - "size": 87, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678959190435, - "size": 7, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1679009190435, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 1679029190435, - "size": 71, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:42.406Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563898, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75067472793, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 75047472793, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 75037472793, - "size": 82, - "orderCount": 4 - }, - { - "priceNanos": 75027472793, - "size": 85, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74987472793, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75087472793, - "size": 3, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:42.494Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563899, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219920823969, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219930823969, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219960823969, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 220010823969, - "size": 62, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.564Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220005793095, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219965793095, - "size": 79, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220045793095, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 220085793095, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:42.588Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025744653, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74980744653, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75070744653, - "size": 88, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75110744653, - "size": 39, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.639Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069410571, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049410571, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 75039410571, - "size": 8, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75019410571, - "size": 48, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75089410571, - "size": 59, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.676Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563903, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74889623222, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74879623222, - "size": 86, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74969623222, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 75009623222, - "size": 7, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.722Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830535142, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678820535142, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 1678770535142, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 1678750535142, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 1678710535142, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678700535142, - "size": 20, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.754Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219980609104, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219960609104, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219940609104, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 219900609104, - "size": 31, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220000609104, - "size": 25, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220010609104, - "size": 84, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220050609104, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220090609104, - "size": 79, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.772Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189711456512, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189661456512, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 189631456512, - "size": 100, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189761456512, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 189811456512, - "size": 67, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.782Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993770689, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74948770689, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 74938770689, - "size": 25, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74888770689, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74858770689, - "size": 41, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75038770689, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75058770689, - "size": 79, - "orderCount": 7 - }, - { - "priceNanos": 75078770689, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 75118770689, - "size": 99, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.877Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870438676, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678850438676, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678820438676, - "size": 27, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678890438676, - "size": 91, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678920438676, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 1678960438676, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679000438676, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1679020438676, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:42.933Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563909, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79930604600, - "size": 35, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79990604600, - "size": 80, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80030604600, - "size": 93, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80070604600, - "size": 43, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80110604600, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 80160604600, - "size": 55, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:42.992Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563910, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74972357619, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 74942357619, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 74922357619, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 74902357619, - "size": 76, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75022357619, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 75062357619, - "size": 65, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75112357619, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 75152357619, - "size": 37, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75192357619, - "size": 64, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.002Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79991837136, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971837136, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 79951837136, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 79931837136, - "size": 69, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79921837136, - "size": 3, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:43.101Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800401807, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678780401807, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678740401807, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 1678730401807, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678710401807, - "size": 64, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678820401807, - "size": 25, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:43.152Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563913, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80045023612, - "size": 84, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80035023612, - "size": 72, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80025023612, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 79995023612, - "size": 56, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80135023612, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 80155023612, - "size": 26, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80205023612, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 80235023612, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 80265023612, - "size": 76, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:43.247Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563914, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790194103, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678800194103, - "size": 33, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:43.272Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563915, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678748314562, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 1678728314562, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 1678698314562, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678688314562, - "size": 12, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778314562, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 1678828314562, - "size": 64, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678858314562, - "size": 19, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678898314562, - "size": 100, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:43.348Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189704390771, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189659390771, - "size": 11, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189629390771, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189599390771, - "size": 89, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189749390771, - "size": 61, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:43.433Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678855176241, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678825176241, - "size": 50, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678805176241, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678775176241, - "size": 78, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678725176241, - "size": 89, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.514Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220026675948, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220011675948, - "size": 51, - "orderCount": 18 - }, - { - "priceNanos": 219971675948, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219961675948, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 219951675948, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 219911675948, - "size": 30, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.559Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045604515, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75090604515, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 75100604515, - "size": 67, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.633Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563920, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80004635040, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 79994635040, - "size": 59, - "orderCount": 15 - }, - { - "priceNanos": 79984635040, - "size": 11, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79944635040, - "size": 85, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79894635040, - "size": 84, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80014635040, - "size": 88, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.686Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563921, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823515917164, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823475917164, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 4823465917164, - "size": 16, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823545917164, - "size": 93, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823555917164, - "size": 47, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.747Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563922, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823503707879, - "size": 50, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823513707879, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823553707879, - "size": 59, - "orderCount": 6 - }, - { - "priceNanos": 4823583707879, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823613707879, - "size": 44, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:43.844Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563923, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013837202, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79983837202, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 79953837202, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79903837202, - "size": 90, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80043837202, - "size": 32, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:43.915Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837794159, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678797794159, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 1678757794159, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:43.937Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054334220, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75014334220, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75004334220, - "size": 26, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75094334220, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75144334220, - "size": 2, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75184334220, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75194334220, - "size": 29, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.030Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823439012166, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823444012166, - "size": 96, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823454012166, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823484012166, - "size": 30, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823494012166, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 4823514012166, - "size": 86, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.059Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678871633829, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678836633829, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 1678806633829, - "size": 51, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906633829, - "size": 23, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678936633829, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678956633829, - "size": 20, - "orderCount": 14 - }, - { - "priceNanos": 1679006633829, - "size": 92, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.075Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031622301, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74986622301, - "size": 86, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74936622301, - "size": 25, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076622301, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75116622301, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 75166622301, - "size": 45, - "orderCount": 9 - }, - { - "priceNanos": 75186622301, - "size": 91, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:44.156Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220098694131, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220108694131, - "size": 57, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.253Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563930, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219948349227, - "size": 11, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219918349227, - "size": 63, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.333Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563931, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74982939742, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74937939742, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74887939742, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 74867939742, - "size": 84, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75027939742, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75057939742, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75077939742, - "size": 66, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.369Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80027987066, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79977987066, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79967987066, - "size": 40, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80077987066, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80117987066, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 80137987066, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.442Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044099987, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75014099987, - "size": 84, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74964099987, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 74924099987, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74914099987, - "size": 6, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74894099987, - "size": 69, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75074099987, - "size": 64, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.522Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349908909991, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349903909991, - "size": 75, - "orderCount": 20 - }, - { - "priceNanos": 349863909991, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 349823909991, - "size": 98, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.548Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219953388401, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219938388401, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 219888388401, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 219868388401, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 219858388401, - "size": 56, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219968388401, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 220008388401, - "size": 26, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220028388401, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 220058388401, - "size": 98, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220108388401, - "size": 56, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:44.608Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563936, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678865824621, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678835824621, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 1678825824621, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 1678815824621, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 1678805824621, - "size": 40, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678875824621, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 1678925824621, - "size": 19, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.650Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887250727, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678862250727, - "size": 56, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.671Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563938, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678867804901, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678877804901, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 1678887804901, - "size": 28, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.725Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563939, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678832563063, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678782563063, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 1678772563063, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 1678752563063, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 1678712563063, - "size": 49, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:44.816Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563940, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189761683207, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 189721683207, - "size": 53, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189671683207, - "size": 39, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.874Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416798479, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823401798479, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823371798479, - "size": 44, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823341798479, - "size": 5, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823431798479, - "size": 91, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:44.953Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563942, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219994743330, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 219974743330, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 219964743330, - "size": 45, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220004743330, - "size": 82, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220044743330, - "size": 17, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:44.988Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678840981488, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678810981488, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 1678800981488, - "size": 88, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678870981488, - "size": 90, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.057Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735336417, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678710336417, - "size": 42, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678760336417, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 1678800336417, - "size": 46, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678840336417, - "size": 67, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678870336417, - "size": 73, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.126Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567613140, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823592613140, - "size": 9, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.166Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563946, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80049705874, - "size": 18, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80029705874, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80089705874, - "size": 74, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:45.215Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563947, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219889311975, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219839311975, - "size": 77, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 219929311975, - "size": 23, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219979311975, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 220019311975, - "size": 33, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:45.282Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835813505, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678815813505, - "size": 73, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678855813505, - "size": 99, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678875813505, - "size": 43, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678925813505, - "size": 34, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.319Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563949, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75071765684, - "size": 41, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75061765684, - "size": 93, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 75031765684, - "size": 2, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75081765684, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75091765684, - "size": 5, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:45.392Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563950, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189701968960, - "size": 94, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189801968960, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 189811968960, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 189841968960, - "size": 94, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189871968960, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 189921968960, - "size": 58, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.442Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080144772, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75050144772, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75020144772, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.494Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563952, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74897676272, - "size": 3, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74847676272, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 74837676272, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74807676272, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 74777676272, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.563Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984563953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350098497964, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350058497964, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 350008497964, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 349978497964, - "size": 89, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349958497964, - "size": 98, - "orderCount": 5 - }, - { - "priceNanos": 349918497964, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350138497964, - "size": 55, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:45.601Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083564282, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220088564282, - "size": 15, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220138564282, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220148564282, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220168564282, - "size": 37, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:45.613Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996019902, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75036019902, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 75076019902, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 75126019902, - "size": 56, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.709Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563956, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823415841380, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:45.789Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79976851596, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79931851596, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 79891851596, - "size": 5, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79841851596, - "size": 85, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79811851596, - "size": 74, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80021851596, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80071851596, - "size": 57, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80111851596, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 80131851596, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 80161851596, - "size": 35, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.808Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563958, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74883546224, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74853546224, - "size": 37, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74813546224, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 74783546224, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 74753546224, - "size": 9, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74933546224, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 74943546224, - "size": 33, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74983546224, - "size": 65, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75023546224, - "size": 58, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:45.853Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75023283852, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74983283852, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 74943283852, - "size": 27, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74913283852, - "size": 53, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75063283852, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75093283852, - "size": 68, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:45.916Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907113815, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74867113815, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 74847113815, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74827113815, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 74787113815, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 74777113815, - "size": 15, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74947113815, - "size": 97, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:46.015Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423032502, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823373032502, - "size": 89, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823333032502, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 4823323032502, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823293032502, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 4823243032502, - "size": 80, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823473032502, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 4823503032502, - "size": 25, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.045Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563962, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74917826475, - "size": 6, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75017826475, - "size": 21, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.124Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906759289, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74941759289, - "size": 44, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.207Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678861653928, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678871653928, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 1678891653928, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 1678941653928, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 1678971653928, - "size": 62, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.307Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74983799045, - "size": 3, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013799045, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 75063799045, - "size": 34, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:46.367Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891453530, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678876453530, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 1678846453530, - "size": 8, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678906453530, - "size": 49, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.402Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563967, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75058776831, - "size": 6, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75028776831, - "size": 67, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75128776831, - "size": 30, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75138776831, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 75168776831, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 75218776831, - "size": 69, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.430Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441877100, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823461877100, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 4823491877100, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 4823531877100, - "size": 91, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823571877100, - "size": 87, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823601877100, - "size": 42, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:46.493Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563969, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823423632359, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823473632359, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 4823493632359, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.519Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588608724, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823543608724, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 4823503608724, - "size": 61, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823633608724, - "size": 59, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823643608724, - "size": 18, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.584Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563971, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189815778748, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189770778748, - "size": 52, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189720778748, - "size": 75, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189860778748, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189900778748, - "size": 75, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189950778748, - "size": 86, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.594Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847045481, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678807045481, - "size": 50, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678757045481, - "size": 29, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678887045481, - "size": 80, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678927045481, - "size": 14, - "orderCount": 5 - }, - { - "priceNanos": 1678977045481, - "size": 48, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678997045481, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679047045481, - "size": 42, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:46.656Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80008315259, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79983315259, - "size": 84, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80033315259, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80073315259, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 80123315259, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 80173315259, - "size": 83, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:46.697Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060863903, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75015863903, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 74985863903, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74935863903, - "size": 77, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75105863903, - "size": 94, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75145863903, - "size": 27, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:46.740Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563975, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75068018903, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 75018018903, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 74968018903, - "size": 36, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75098018903, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75148018903, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75188018903, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 75208018903, - "size": 98, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:46.836Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79965443123, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79945443123, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 79925443123, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79895443123, - "size": 76, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79875443123, - "size": 80, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79985443123, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 80015443123, - "size": 6, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80025443123, - "size": 25, - "orderCount": 17 - }, - { - "priceNanos": 80055443123, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 80085443123, - "size": 42, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:46.887Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563977, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063600572, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80018600572, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 80008600572, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79988600572, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80108600572, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 80128600572, - "size": 10, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80138600572, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 80178600572, - "size": 41, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80198600572, - "size": 23, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:46.959Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75011225814, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 74961225814, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 74911225814, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74861225814, - "size": 72, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74831225814, - "size": 46, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:46.974Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74963178649, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74943178649, - "size": 51, - "orderCount": 12 - }, - { - "priceNanos": 74923178649, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 74873178649, - "size": 76, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74853178649, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 74803178649, - "size": 40, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 74983178649, - "size": 14, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:47.047Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563980, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424422859, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823414422859, - "size": 32, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823434422859, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823454422859, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 4823464422859, - "size": 19, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042278375, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79992278375, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79982278375, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 79942278375, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79902278375, - "size": 90, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79862278375, - "size": 93, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80092278375, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80142278375, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 80172278375, - "size": 32, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.204Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189836201138, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189801201138, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189751201138, - "size": 44, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189701201138, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.233Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563983, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510765178, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823475765178, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 4823455765178, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823405765178, - "size": 36, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823385765178, - "size": 51, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823545765178, - "size": 61, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823595765178, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 4823625765178, - "size": 62, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823655765178, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 4823685765178, - "size": 43, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.326Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563984, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189768768042, - "size": 77, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189818768042, - "size": 22, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189828768042, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 189868768042, - "size": 22, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.354Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678737242348, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678692242348, - "size": 43, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678672242348, - "size": 58, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678622242348, - "size": 87, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678782242348, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 1678802242348, - "size": 61, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.426Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082119170, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:47.472Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997991341, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74952991341, - "size": 63, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74932991341, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 74882991341, - "size": 86, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75042991341, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 75052991341, - "size": 34, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75082991341, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75102991341, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75142991341, - "size": 95, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.516Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401532160, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823396532160, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 4823356532160, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 4823336532160, - "size": 49, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823286532160, - "size": 37, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823406532160, - "size": 53, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823456532160, - "size": 65, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823466532160, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823476532160, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823516532160, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.539Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563989, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678758947385, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 1678728947385, - "size": 51, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678818947385, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 1678828947385, - "size": 65, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.584Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563990, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189830369512, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 189820369512, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 189800369512, - "size": 91, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189770369512, - "size": 23, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:47.647Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563991, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74975051154, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 75015051154, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75055051154, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 75105051154, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 75155051154, - "size": 18, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:47.746Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984563992, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80029695814, - "size": 93, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80109695814, - "size": 97, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80129695814, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80179695814, - "size": 62, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.757Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984563993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904853717, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74894853717, - "size": 31, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.836Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189686222100, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189706222100, - "size": 69, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.899Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568327230, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823523327230, - "size": 33, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823613327230, - "size": 3, - "orderCount": 20 - }, - { - "priceNanos": 4823663327230, - "size": 32, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823713327230, - "size": 68, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:47.931Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823444876440, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823469876440, - "size": 53, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823519876440, - "size": 85, - "orderCount": 3 - }, - { - "priceNanos": 4823529876440, - "size": 58, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.007Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984563997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189770737920, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189765737920, - "size": 8, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189775737920, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 189815737920, - "size": 14, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189845737920, - "size": 86, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.075Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984563998, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219883903282, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 219863903282, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 219853903282, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219813903282, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219783903282, - "size": 48, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:48.123Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984563999, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678743210486, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 1678723210486, - "size": 4, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678803210486, - "size": 52, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678823210486, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 1678853210486, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678893210486, - "size": 70, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.175Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564000, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219945490079, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219965490079, - "size": 16, - "orderCount": 6 - }, - { - "priceNanos": 220005490079, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 220025490079, - "size": 63, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220035490079, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:48.199Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678863380526, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 1678893380526, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678923380526, - "size": 77, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.284Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484763710, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464763710, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 4823454763710, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 4823444763710, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 4823424763710, - "size": 68, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504763710, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823544763710, - "size": 34, - "orderCount": 20 - }, - { - "priceNanos": 4823584763710, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 4823604763710, - "size": 10, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.363Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564003, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79884418081, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 79844418081, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 79824418081, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79814418081, - "size": 92, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934418081, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 79964418081, - "size": 78, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79974418081, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79994418081, - "size": 79, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:48.455Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564004, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823481613632, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 4823441613632, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823401613632, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823351613632, - "size": 36, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823571613632, - "size": 66, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823591613632, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823621613632, - "size": 45, - "orderCount": 5 - }, - { - "priceNanos": 4823651613632, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 4823691613632, - "size": 50, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.528Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564005, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:48.584Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056726713, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80026726713, - "size": 15, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:48.675Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564007, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189719893416, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189699893416, - "size": 88, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189669893416, - "size": 10, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189759893416, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 189799893416, - "size": 27, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189839893416, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 189869893416, - "size": 96, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:48.762Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80076209652, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 80026209652, - "size": 6, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:48.845Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944135183, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349934135183, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349884135183, - "size": 60, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:48.865Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79928041829, - "size": 32, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:48.940Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564011, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518031368, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823528031368, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 4823548031368, - "size": 5, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823568031368, - "size": 95, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823578031368, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 4823598031368, - "size": 59, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.018Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780902615, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678770902615, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678730902615, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 1678710902615, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 1678670902615, - "size": 64, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678630902615, - "size": 67, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.093Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75001786270, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74956786270, - "size": 66, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74926786270, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 74886786270, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 74846786270, - "size": 54, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75046786270, - "size": 100, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75076786270, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75106786270, - "size": 99, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.177Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906689788, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349896689788, - "size": 23, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349886689788, - "size": 57, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349856689788, - "size": 66, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349916689788, - "size": 71, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.190Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219927059288, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:49.248Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564016, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80016325723, - "size": 99, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79986325723, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 79976325723, - "size": 56, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79946325723, - "size": 65, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80106325723, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 80156325723, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 80176325723, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 80226325723, - "size": 89, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.341Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734322164, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189719322164, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 189699322164, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189689322164, - "size": 72, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189749322164, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 189799322164, - "size": 14, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:49.417Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739991566, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678689991566, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 1678669991566, - "size": 59, - "orderCount": 9 - }, - { - "priceNanos": 1678659991566, - "size": 19, - "orderCount": 15 - }, - { - "priceNanos": 1678639991566, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678619991566, - "size": 33, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678789991566, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 1678809991566, - "size": 76, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.483Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768319134, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189753319134, - "size": 29, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189743319134, - "size": 61, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189783319134, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 189803319134, - "size": 14, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189843319134, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 189873319134, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 189913319134, - "size": 38, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.572Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450199824, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823495199824, - "size": 89, - "orderCount": 10 - }, - { - "priceNanos": 4823505199824, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 4823535199824, - "size": 97, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.632Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777073896, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678727073896, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678707073896, - "size": 25, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678657073896, - "size": 85, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678637073896, - "size": 34, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678827073896, - "size": 99, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.701Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040501678, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75015501678, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 74965501678, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 74915501678, - "size": 69, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:49.771Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790169858, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189760169858, - "size": 95, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189820169858, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 189840169858, - "size": 16, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.836Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810451346, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189860451346, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 189900451346, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 189940451346, - "size": 69, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:49.901Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003303987, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988303987, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74968303987, - "size": 57, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74928303987, - "size": 29, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75018303987, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 75038303987, - "size": 7, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:49.936Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564026, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678813666973, - "size": 18, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678793666973, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 1678753666973, - "size": 75, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678913666973, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678953666973, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678983666973, - "size": 89, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.031Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564027, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75006876849, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74956876849, - "size": 18, - "orderCount": 17 - }, - { - "priceNanos": 74906876849, - "size": 38, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086876849, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75126876849, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 75166876849, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75186876849, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 75236876849, - "size": 21, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.105Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189838709072, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189818709072, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 189778709072, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 189738709072, - "size": 86, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189698709072, - "size": 42, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189858709072, - "size": 35, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189908709072, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 189928709072, - "size": 58, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189978709072, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 190018709072, - "size": 46, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564029, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79925040049, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 79895040049, - "size": 44, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79875040049, - "size": 87, - "orderCount": 9 - }, - { - "priceNanos": 79865040049, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79825040049, - "size": 94, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79955040049, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80005040049, - "size": 49, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80035040049, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 80055040049, - "size": 33, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.210Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072161492, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75042161492, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 75012161492, - "size": 63, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75102161492, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 75122161492, - "size": 41, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.236Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564031, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75056814706, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 75026814706, - "size": 65, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75006814706, - "size": 50, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076814706, - "size": 48, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.322Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719979883, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189714979883, - "size": 25, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189724979883, - "size": 63, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189734979883, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 189774979883, - "size": 7, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.350Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189660351379, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189620351379, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 189610351379, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 189580351379, - "size": 42, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189700351379, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 189720351379, - "size": 69, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189760351379, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189780351379, - "size": 21, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.450Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564034, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79951979897, - "size": 69, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80001979897, - "size": 53, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:50.482Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564035, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219986161685, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219976161685, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 219946161685, - "size": 51, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219926161685, - "size": 50, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220046161685, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220076161685, - "size": 16, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.542Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780315695, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189755315695, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189805315695, - "size": 92, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.596Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049750022, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80009750022, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79969750022, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 79929750022, - "size": 85, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80089750022, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80099750022, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 80129750022, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 80139750022, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80149750022, - "size": 68, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:50.626Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564038, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678699622130, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 1678689622130, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 1678649622130, - "size": 14, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678709622130, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 1678749622130, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 1678769622130, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678809622130, - "size": 52, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:50.706Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909860527, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79884860527, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 79844860527, - "size": 96, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934860527, - "size": 23, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79964860527, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 80014860527, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 80034860527, - "size": 55, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.735Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350035738473, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350025738473, - "size": 97, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349975738473, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 349935738473, - "size": 92, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349905738473, - "size": 63, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350045738473, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 350065738473, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 350085738473, - "size": 11, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.834Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000907617, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74955907617, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74915907617, - "size": 99, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:50.883Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350098968631, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350078968631, - "size": 55, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350118968631, - "size": 22, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350158968631, - "size": 20, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350168968631, - "size": 14, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350178968631, - "size": 96, - "orderCount": 1 - }, - { - "priceNanos": 350208968631, - "size": 37, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:50.921Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564043, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823450112171, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 4823430112171, - "size": 78, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823400112171, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823390112171, - "size": 37, - "orderCount": 9 - }, - { - "priceNanos": 4823370112171, - "size": 19, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823480112171, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 4823490112171, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 4823520112171, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823540112171, - "size": 86, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.001Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702644053, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678697644053, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 1678667644053, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678657644053, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678647644053, - "size": 26, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678707644053, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 1678727644053, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678777644053, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 1678827644053, - "size": 58, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678837644053, - "size": 96, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:51.077Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564045, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:51.105Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774779162, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678754779162, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 1678704779162, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 1678684779162, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678644779162, - "size": 9, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678794779162, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678834779162, - "size": 69, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678864779162, - "size": 96, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:51.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521581921, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823476581921, - "size": 25, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823566581921, - "size": 66, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.162Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978581467, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79928581467, - "size": 57, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79908581467, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79868581467, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 79838581467, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79828581467, - "size": 79, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80028581467, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 80058581467, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.236Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564049, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839621467, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789621467, - "size": 66, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678889621467, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 1678929621467, - "size": 13, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678969621467, - "size": 88, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:51.333Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491029750, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823441029750, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 4823391029750, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 4823371029750, - "size": 2, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823351029750, - "size": 58, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823541029750, - "size": 51, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823561029750, - "size": 44, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823611029750, - "size": 48, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823651029750, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 4823681029750, - "size": 75, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:51.381Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349928999727, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349898999727, - "size": 83, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349878999727, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 349828999727, - "size": 79, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349778999727, - "size": 96, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349958999727, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350008999727, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 350048999727, - "size": 99, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350058999727, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 350108999727, - "size": 86, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:51.438Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436092864, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823421092864, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 4823401092864, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 4823381092864, - "size": 73, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823451092864, - "size": 39, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823461092864, - "size": 77, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823481092864, - "size": 60, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823531092864, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 4823581092864, - "size": 14, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.532Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564053, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798894333, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 1678758894333, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 1678738894333, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 1678698894333, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 1678678894333, - "size": 17, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678838894333, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 1678878894333, - "size": 7, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678928894333, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 1678968894333, - "size": 56, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.626Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564054, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981590515, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74971590515, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 74931590515, - "size": 73, - "orderCount": 13 - }, - { - "priceNanos": 74881590515, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 74871590515, - "size": 21, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75021590515, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 75061590515, - "size": 22, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75111590515, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75121590515, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.697Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220079453832, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220039453832, - "size": 52, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220119453832, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 220139453832, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220149453832, - "size": 28, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.751Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75085706289, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75055706289, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 75045706289, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75115706289, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75125706289, - "size": 2, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:51.772Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936908230, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219911908230, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219881908230, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 219871908230, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 219851908230, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219801908230, - "size": 52, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219961908230, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 219991908230, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 220031908230, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220051908230, - "size": 19, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220101908230, - "size": 96, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:51.867Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564058, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349943938780, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349938938780, - "size": 29, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349888938780, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 349858938780, - "size": 80, - "orderCount": 8 - }, - { - "priceNanos": 349818938780, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 349778938780, - "size": 43, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:51.908Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564059, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678769961009, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678759961009, - "size": 56, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678859961009, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 1678869961009, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 1678909961009, - "size": 65, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.008Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038912855, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75003912855, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74993912855, - "size": 94, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74983912855, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 74933912855, - "size": 84, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.070Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564061, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875016997, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678860016997, - "size": 86, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678840016997, - "size": 65, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678830016997, - "size": 65, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.168Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981775138, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971775138, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74951775138, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74941775138, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74931775138, - "size": 36, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74991775138, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 75041775138, - "size": 88, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:52.211Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564063, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823396382856, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 4823366382856, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 4823326382856, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 4823306382856, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 4823266382856, - "size": 72, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.221Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220008260106, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219978260106, - "size": 50, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219928260106, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220038260106, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 220048260106, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 220088260106, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 220138260106, - "size": 13, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:52.234Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927214591, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349957214591, - "size": 13, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.334Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678730401857, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678710401857, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678690401857, - "size": 74, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678750401857, - "size": 61, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678790401857, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 1678830401857, - "size": 73, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.406Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350016219676, - "size": 23, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:52.449Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678876671439, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678851671439, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 1678821671439, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678801671439, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 1678791671439, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 1678781671439, - "size": 81, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678901671439, - "size": 7, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678921671439, - "size": 27, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678941671439, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 1678961671439, - "size": 72, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:52.516Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564069, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75064289605, - "size": 94, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75044289605, - "size": 50, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75114289605, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75154289605, - "size": 92, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75164289605, - "size": 5, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:52.564Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564070, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219939474231, - "size": 79, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220039474231, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 220079474231, - "size": 25, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.620Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516028054, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823481028054, - "size": 22, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823441028054, - "size": 32, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823551028054, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823561028054, - "size": 19, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823601028054, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823631028054, - "size": 32, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823671028054, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.640Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678811495441, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678841495441, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 1678871495441, - "size": 99, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678921495441, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678971495441, - "size": 36, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:52.696Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820003321, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678785003321, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678755003321, - "size": 10, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678855003321, - "size": 53, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:52.714Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564074, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220012941544, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220007941544, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 219977941544, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 219967941544, - "size": 86, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219937941544, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 219897941544, - "size": 7, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220017941544, - "size": 30, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:52.771Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74992534924, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74942534924, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 74912534924, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74902534924, - "size": 25, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74892534924, - "size": 85, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74842534924, - "size": 79, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75042534924, - "size": 5, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75052534924, - "size": 32, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75072534924, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 75112534924, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75132534924, - "size": 47, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:52.866Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987459949, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219997459949, - "size": 61, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220037459949, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 220077459949, - "size": 65, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:52.888Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349960326131, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349910326131, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 349890326131, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349850326131, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349820326131, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349770326131, - "size": 22, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.958Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940485788, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74930485788, - "size": 20, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74910485788, - "size": 30, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74890485788, - "size": 8, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74850485788, - "size": 76, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74830485788, - "size": 99, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74950485788, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 74970485788, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 74990485788, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 75020485788, - "size": 20, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:52.988Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220089014843, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220064014843, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220114014843, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 220154014843, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 220164014843, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 220204014843, - "size": 11, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.046Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500858908, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823480858908, - "size": 10, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823520858908, - "size": 92, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:53.061Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74916393776, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74901393776, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 74871393776, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 74821393776, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74771393776, - "size": 95, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74931393776, - "size": 2, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74941393776, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 74981393776, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 75001393776, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75031393776, - "size": 74, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:53.161Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564082, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80005477999, - "size": 50, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:53.196Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349909792124, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349869792124, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 349849792124, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 349799792124, - "size": 54, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.252Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564084, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74903873131, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74873873131, - "size": 73, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74823873131, - "size": 9, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74773873131, - "size": 54, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74973873131, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74983873131, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74993873131, - "size": 57, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75033873131, - "size": 51, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:53.307Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099497968, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80059497968, - "size": 86, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.346Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189787585661, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189752585661, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189702585661, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 189652585661, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 189642585661, - "size": 77, - "orderCount": 19 - }, - { - "priceNanos": 189592585661, - "size": 27, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189822585661, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 189842585661, - "size": 90, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189892585661, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 189942585661, - "size": 23, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.375Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056616005, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75021616005, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 75001616005, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091616005, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 75141616005, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.423Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015682548, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75010682548, - "size": 54, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75020682548, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 75060682548, - "size": 53, - "orderCount": 8 - }, - { - "priceNanos": 75080682548, - "size": 3, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75110682548, - "size": 22, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:53.466Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558349176, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548349176, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 4823518349176, - "size": 81, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823568349176, - "size": 29, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823598349176, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823638349176, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 4823658349176, - "size": 17, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.548Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823435487245, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823415487245, - "size": 88, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823405487245, - "size": 66, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823375487245, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823355487245, - "size": 34, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823455487245, - "size": 30, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:53.609Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564091, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780906311, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678825906311, - "size": 92, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678855906311, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 1678885906311, - "size": 31, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:53.659Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564092, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219985068415, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219935068415, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219915068415, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 219885068415, - "size": 22, - "orderCount": 5 - }, - { - "priceNanos": 219875068415, - "size": 70, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220035068415, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 220045068415, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220085068415, - "size": 22, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220095068415, - "size": 67, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:53.732Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564093, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823588089981, - "size": 12, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823548089981, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 4823528089981, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 4823488089981, - "size": 8, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:53.787Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564094, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189795515276, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189755515276, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 189705515276, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189685515276, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189675515276, - "size": 50, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189835515276, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 189845515276, - "size": 99, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.826Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79985429869, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79935429869, - "size": 73, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79925429869, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79905429869, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79855429869, - "size": 28, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79825429869, - "size": 84, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80035429869, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 80045429869, - "size": 2, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.849Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564096, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74877231983, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 74857231983, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74827231983, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74777231983, - "size": 70, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74977231983, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 74987231983, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 75017231983, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 75027231983, - "size": 84, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:53.886Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823589500360, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823549500360, - "size": 70, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823539500360, - "size": 67, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823519500360, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 4823479500360, - "size": 84, - "orderCount": 10 - }, - { - "priceNanos": 4823469500360, - "size": 88, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823629500360, - "size": 67, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823649500360, - "size": 33, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:53.950Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564098, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79981497540, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 80031497540, - "size": 100, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:53.994Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189729161310, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189719161310, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189679161310, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 189669161310, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 189629161310, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 189619161310, - "size": 53, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:54.073Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564100, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219943990945, - "size": 13, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220033990945, - "size": 90, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.168Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764103857, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678809103857, - "size": 38, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678839103857, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678869103857, - "size": 73, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678909103857, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 1678959103857, - "size": 31, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:54.234Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564102, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350048653467, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350008653467, - "size": 83, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350088653467, - "size": 71, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.281Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678857346000, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678852346000, - "size": 20, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678802346000, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 1678752346000, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 1678702346000, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 1678692346000, - "size": 3, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862346000, - "size": 23, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678912346000, - "size": 14, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.380Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823404314330, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394314330, - "size": 73, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823354314330, - "size": 66, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823314314330, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823414314330, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 4823464314330, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823494314330, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823504314330, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 4823514314330, - "size": 67, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.416Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564105, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:54.447Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75042371228, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75077371228, - "size": 83, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75097371228, - "size": 6, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.497Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564107, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823505899909, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823495899909, - "size": 59, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823605899909, - "size": 15, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823645899909, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 4823665899909, - "size": 51, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:54.510Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79901544749, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79861544749, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79811544749, - "size": 1, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79941544749, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79951544749, - "size": 13, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:54.610Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038885957, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75033885957, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 74993885957, - "size": 75, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043885957, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75053885957, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75083885957, - "size": 7, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.636Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564110, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219901759206, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 219881759206, - "size": 35, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219851759206, - "size": 69, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219991759206, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 220021759206, - "size": 63, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:54.651Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189727369693, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189702369693, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 189662369693, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189622369693, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 189592369693, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 189582369693, - "size": 8, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189752369693, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 189782369693, - "size": 36, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189812369693, - "size": 41, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189842369693, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189892369693, - "size": 87, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.670Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564112, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678855474615, - "size": 6, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.699Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059939313, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75109939313, - "size": 88, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75149939313, - "size": 99, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:54.747Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490016618, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823460016618, - "size": 21, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823410016618, - "size": 70, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823520016618, - "size": 12, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823570016618, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823610016618, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 4823660016618, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:54.796Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189767476370, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189782476370, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189822476370, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 189852476370, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:54.849Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564116, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:54.942Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564117, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79966419156, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 79916419156, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 79876419156, - "size": 73, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79866419156, - "size": 64, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:54.980Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054657888, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75039657888, - "size": 68, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75009657888, - "size": 60, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75069657888, - "size": 13, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75109657888, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 75149657888, - "size": 96, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:55.042Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021436370, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80016436370, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 79966436370, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 79916436370, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 79896436370, - "size": 87, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79866436370, - "size": 51, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80026436370, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 80056436370, - "size": 23, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80076436370, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 80116436370, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 80136436370, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:55.084Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564120, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:55.160Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79989130415, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79984130415, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79934130415, - "size": 90, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79884130415, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79844130415, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79994130415, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 80024130415, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 80064130415, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 80074130415, - "size": 57, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80114130415, - "size": 78, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.182Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030086798, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80020086798, - "size": 90, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80040086798, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 80090086798, - "size": 36, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.228Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189753947154, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189728947154, - "size": 27, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189708947154, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 189688947154, - "size": 93, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189638947154, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189778947154, - "size": 34, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189798947154, - "size": 44, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189808947154, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 189838947154, - "size": 2, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189848947154, - "size": 94, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.304Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349963470902, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349968470902, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350018470902, - "size": 63, - "orderCount": 16 - }, - { - "priceNanos": 350048470902, - "size": 50, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.367Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901272135, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349931272135, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 349971272135, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 349991272135, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 350021272135, - "size": 25, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.386Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933049664, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79948049664, - "size": 76, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:55.448Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970009660, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74945009660, - "size": 64, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74895009660, - "size": 34, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74995009660, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:55.541Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220078926061, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220058926061, - "size": 94, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.636Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823403001524, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398001524, - "size": 24, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823348001524, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 4823328001524, - "size": 26, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823308001524, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823258001524, - "size": 88, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.733Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564130, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802501755, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678812501755, - "size": 97, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.748Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220061457882, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 220021457882, - "size": 36, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220081457882, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 220121457882, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 220141457882, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 220171457882, - "size": 50, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:55.772Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564132, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823409683769, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 4823369683769, - "size": 19, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823329683769, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823279683769, - "size": 19, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823419683769, - "size": 6, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823469683769, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823499683769, - "size": 78, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:55.848Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510188331, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:55.935Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922275723, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74902275723, - "size": 99, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74862275723, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 74812275723, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 74762275723, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:55.994Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092351434, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220052351434, - "size": 36, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220132351434, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 220152351434, - "size": 46, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220192351434, - "size": 27, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220232351434, - "size": 24, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.067Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564136, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678719604726, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 1678689604726, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 1678659604726, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 1678639604726, - "size": 13, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678789604726, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 1678829604726, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 1678869604726, - "size": 32, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678889604726, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 1678919604726, - "size": 20, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:56.102Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678750588442, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678745588442, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678735588442, - "size": 55, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678695588442, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678685588442, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 1678635588442, - "size": 38, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678755588442, - "size": 57, - "orderCount": 9 - }, - { - "priceNanos": 1678795588442, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 1678835588442, - "size": 15, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.188Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350056520989, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350006520989, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 349956520989, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349916520989, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349896520989, - "size": 78, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.258Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003333239, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220048333239, - "size": 27, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220068333239, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220118333239, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 220128333239, - "size": 67, - "orderCount": 12 - }, - { - "priceNanos": 220138333239, - "size": 81, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:56.297Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972010556, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79932010556, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 79912010556, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 79892010556, - "size": 1, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80012010556, - "size": 50, - "orderCount": 17 - }, - { - "priceNanos": 80022010556, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 80062010556, - "size": 52, - "orderCount": 12 - }, - { - "priceNanos": 80102010556, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 80112010556, - "size": 94, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.394Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220038349218, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220013349218, - "size": 5, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220003349218, - "size": 76, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219973349218, - "size": 27, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219933349218, - "size": 20, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220063349218, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220103349218, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220123349218, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 220133349218, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220173349218, - "size": 52, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.454Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469100766, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823449100766, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 4823429100766, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 4823419100766, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 4823399100766, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 4823379100766, - "size": 28, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823489100766, - "size": 47, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:56.551Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945556699, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79935556699, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 79925556699, - "size": 56, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79875556699, - "size": 69, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:56.648Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678852939131, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822939131, - "size": 44, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678882939131, - "size": 79, - "orderCount": 7 - }, - { - "priceNanos": 1678922939131, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 1678962939131, - "size": 13, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1679002939131, - "size": 97, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:56.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74958679708, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74923679708, - "size": 83, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74993679708, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 75033679708, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 75073679708, - "size": 64, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75083679708, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 75133679708, - "size": 35, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:56.831Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564146, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79862167145, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79832167145, - "size": 11, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962167145, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80002167145, - "size": 6, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:56.874Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564147, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349898908336, - "size": 70, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349878908336, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 349858908336, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 349828908336, - "size": 14, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:56.921Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564148, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822096577, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678802096577, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 1678752096577, - "size": 80, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678702096577, - "size": 21, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678652096577, - "size": 52, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842096577, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678852096577, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 1678902096577, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:56.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678786143161, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678766143161, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 1678746143161, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678716143161, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 1678706143161, - "size": 26, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678806143161, - "size": 82, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678846143161, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 1678876143161, - "size": 42, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:57.033Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189715754265, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189695754265, - "size": 22, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189735754265, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 189765754265, - "size": 58, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.091Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564151, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066520346, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80026520346, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 80006520346, - "size": 6, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80106520346, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80156520346, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 80196520346, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 80236520346, - "size": 40, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:57.153Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80056061322, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80026061322, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 79976061322, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79946061322, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 79936061322, - "size": 14, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80086061322, - "size": 92, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:57.191Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564153, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75018902240, - "size": 1, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74998902240, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74958902240, - "size": 35, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75108902240, - "size": 32, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75158902240, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 75208902240, - "size": 61, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.276Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564154, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220057927049, - "size": 96, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 220027927049, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 220007927049, - "size": 14, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219997927049, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219957927049, - "size": 89, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220077927049, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 220087927049, - "size": 55, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.364Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678728463484, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678678463484, - "size": 95, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678778463484, - "size": 19, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.462Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219967788608, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219957788608, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 219947788608, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219907788608, - "size": 9, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219977788608, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 220007788608, - "size": 10, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220037788608, - "size": 31, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.498Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74985986466, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74970986466, - "size": 74, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74950986466, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 74940986466, - "size": 7, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74910986466, - "size": 81, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74860986466, - "size": 86, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75000986466, - "size": 91, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75030986466, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 75070986466, - "size": 84, - "orderCount": 10 - }, - { - "priceNanos": 75090986466, - "size": 1, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:57.517Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678888760104, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678883760104, - "size": 14, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678893760104, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678913760104, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678933760104, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678963760104, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678993760104, - "size": 15, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.565Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442832021, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823402832021, - "size": 82, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823392832021, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 4823342832021, - "size": 77, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823482832021, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 4823522832021, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 4823572832021, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 4823592832021, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:57.580Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960193759, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79915193759, - "size": 51, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79895193759, - "size": 73, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80005193759, - "size": 81, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.626Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564161, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74952717104, - "size": 94, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74922717104, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 74902717104, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74882717104, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 74872717104, - "size": 83, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75022717104, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 75032717104, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 75062717104, - "size": 7, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75092717104, - "size": 53, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.654Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906163168, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74931163168, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 74961163168, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74981163168, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 75001163168, - "size": 43, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.719Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962283381, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79937283381, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 79907283381, - "size": 5, - "orderCount": 6 - }, - { - "priceNanos": 79867283381, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79827283381, - "size": 2, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79807283381, - "size": 75, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79987283381, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 80027283381, - "size": 60, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:57.782Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564164, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:57.828Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569816871, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823544816871, - "size": 10, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823514816871, - "size": 34, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594816871, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 4823624816871, - "size": 85, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823654816871, - "size": 15, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823664816871, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 4823714816871, - "size": 72, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:57.896Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678874425733, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678924425733, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 1678944425733, - "size": 42, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678994425733, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 1679004425733, - "size": 96, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679014425733, - "size": 56, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:57.932Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472626929, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823432626929, - "size": 53, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823512626929, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 4823552626929, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 4823582626929, - "size": 22, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:58.015Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090073851, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80120073851, - "size": 95, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.056Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564169, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823558063762, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 4823518063762, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 4823478063762, - "size": 68, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823568063762, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 4823598063762, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 4823628063762, - "size": 16, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823638063762, - "size": 96, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.154Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568300665, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823608300665, - "size": 37, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.229Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564171, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678821917899, - "size": 14, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678911917899, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 1678931917899, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 1678951917899, - "size": 75, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678991917899, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 1679011917899, - "size": 44, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:58.265Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564172, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79897528824, - "size": 86, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79847528824, - "size": 97, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79827528824, - "size": 66, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79807528824, - "size": 18, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:58.331Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431878778, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823391878778, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823341878778, - "size": 6, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823471878778, - "size": 18, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823491878778, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 4823501878778, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823531878778, - "size": 68, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:58.359Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935287320, - "size": 40, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219940287320, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 219980287320, - "size": 97, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220000287320, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 220050287320, - "size": 92, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220060287320, - "size": 45, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:58.389Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824094435, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678799094435, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678779094435, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 1678769094435, - "size": 35, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678729094435, - "size": 64, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678709094435, - "size": 46, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678849094435, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 1678859094435, - "size": 50, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:58.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564176, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:58.476Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189781191925, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189761191925, - "size": 26, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189741191925, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 189701191925, - "size": 72, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189671191925, - "size": 84, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189621191925, - "size": 46, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189801191925, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189821191925, - "size": 12, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189831191925, - "size": 79, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.528Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219992376325, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220027376325, - "size": 33, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.568Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350029868478, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350014868478, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 349984868478, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 349934868478, - "size": 53, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350044868478, - "size": 22, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350084868478, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 350124868478, - "size": 100, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.616Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485937583, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823505937583, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 4823525937583, - "size": 74, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.711Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564181, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678772632327, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678722632327, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 1678712632327, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 1678692632327, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 1678652632327, - "size": 82, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678822632327, - "size": 82, - "orderCount": 4 - }, - { - "priceNanos": 1678852632327, - "size": 56, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:58.795Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090585401, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350085585401, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 350045585401, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.820Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564183, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678786325916, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 1678746325916, - "size": 64, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678696325916, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 1678686325916, - "size": 89, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:58.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564184, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823516943216, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 4823506943216, - "size": 57, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823566943216, - "size": 82, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823606943216, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 4823626943216, - "size": 23, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823656943216, - "size": 19, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823686943216, - "size": 48, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:58.923Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219931094730, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.020Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969238591, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.098Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564187, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936475308, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79926475308, - "size": 80, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79916475308, - "size": 19, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79946475308, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 79966475308, - "size": 39, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80016475308, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 80056475308, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80096475308, - "size": 96, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.138Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824368498, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189789368498, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 189749368498, - "size": 86, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189739368498, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 189709368498, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 189689368498, - "size": 61, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:32:59.149Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75021991936, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75016991936, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 74996991936, - "size": 18, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74956991936, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 74946991936, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 74896991936, - "size": 8, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75026991936, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 75036991936, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75076991936, - "size": 65, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:59.230Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678794850797, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789850797, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 1678749850797, - "size": 92, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678739850797, - "size": 100, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678799850797, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 1678849850797, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678869850797, - "size": 84, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:59.256Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915517872, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74875517872, - "size": 92, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:32:59.304Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564192, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74958811955, - "size": 60, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74908811955, - "size": 98, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74868811955, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 74858811955, - "size": 29, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74968811955, - "size": 99, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75008811955, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 75058811955, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 75088811955, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 75138811955, - "size": 69, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.371Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80045310840, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80010310840, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79970310840, - "size": 27, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79920310840, - "size": 20, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79890310840, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 79840310840, - "size": 47, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80080310840, - "size": 73, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80110310840, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80160310840, - "size": 90, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80180310840, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80210310840, - "size": 47, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:59.454Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564194, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189647619956, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 189617619956, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 189587619956, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 189567619956, - "size": 96, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189547619956, - "size": 89, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189667619956, - "size": 13, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189717619956, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 189747619956, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 189787619956, - "size": 52, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.484Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490035205, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823445035205, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823405035205, - "size": 10, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823535035205, - "size": 53, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823545035205, - "size": 85, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:59.521Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564196, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189818444503, - "size": 26, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189788444503, - "size": 17, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189738444503, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 189708444503, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 189698444503, - "size": 78, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189858444503, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 189878444503, - "size": 70, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:59.585Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873701123, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678863701123, - "size": 94, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.595Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564198, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74987066716, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 74937066716, - "size": 92, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74927066716, - "size": 64, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75057066716, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75077066716, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75127066716, - "size": 36, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75157066716, - "size": 46, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75197066716, - "size": 48, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:59.677Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564199, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823470239484, - "size": 2, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823460239484, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 4823430239484, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 4823380239484, - "size": 35, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823570239484, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 4823590239484, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823630239484, - "size": 23, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823640239484, - "size": 56, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:59.763Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495015943, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465015943, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 4823435015943, - "size": 87, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:32:59.813Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977856688, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79962856688, - "size": 83, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.873Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678722879587, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678687879587, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678757879587, - "size": 99, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678777879587, - "size": 53, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678807879587, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 1678837879587, - "size": 47, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:32:59.954Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797789398, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189782789398, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 189732789398, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 189722789398, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 189702789398, - "size": 100, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189812789398, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 189852789398, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 189882789398, - "size": 60, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189932789398, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189982789398, - "size": 77, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:59.991Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823404688362, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 4823354688362, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 4823314688362, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823294688362, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823284688362, - "size": 50, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823464688362, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823474688362, - "size": 92, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823494688362, - "size": 73, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.003Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564205, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349938358769, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 349898358769, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 349888358769, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 349848358769, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349838358769, - "size": 35, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349988358769, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 349998358769, - "size": 62, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.076Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778912444, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678758912444, - "size": 85, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:00.160Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981297527, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971297527, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 74961297527, - "size": 47, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74921297527, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 74901297527, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 74891297527, - "size": 85, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74991297527, - "size": 29, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75031297527, - "size": 48, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75051297527, - "size": 69, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75061297527, - "size": 85, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.209Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564208, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75049589335, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 75019589335, - "size": 62, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75149589335, - "size": 60, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75169589335, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75199589335, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 75249589335, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 75279589335, - "size": 40, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.275Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564209, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189657205881, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189637205881, - "size": 47, - "orderCount": 14 - }, - { - "priceNanos": 189587205881, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189567205881, - "size": 72, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189687205881, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 189697205881, - "size": 60, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189707205881, - "size": 2, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189737205881, - "size": 73, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189747205881, - "size": 77, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:00.289Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054405443, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75074405443, - "size": 87, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75094405443, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 75104405443, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75124405443, - "size": 59, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.315Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75041109422, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.330Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082289956, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220072289956, - "size": 20, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.358Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189776097859, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189736097859, - "size": 64, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189706097859, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189666097859, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 189646097859, - "size": 95, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189816097859, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 189866097859, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 189876097859, - "size": 97, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.370Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970216651, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79925216651, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 79905216651, - "size": 53, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015216651, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 80045216651, - "size": 35, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80085216651, - "size": 75, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.399Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564215, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75031203211, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75011203211, - "size": 24, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75001203211, - "size": 2, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.449Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350061627895, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 350041627895, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 350011627895, - "size": 81, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349991627895, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 349941627895, - "size": 68, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350131627895, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 350151627895, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 350191627895, - "size": 3, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350231627895, - "size": 56, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.494Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564217, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678850342778, - "size": 87, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:00.568Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564218, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220073933625, - "size": 42, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220103933625, - "size": 94, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220153933625, - "size": 96, - "orderCount": 2 - }, - { - "priceNanos": 220163933625, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 220183933625, - "size": 16, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.598Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417774274, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823367774274, - "size": 30, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823467774274, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 4823507774274, - "size": 34, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.656Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956255737, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349931255737, - "size": 54, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349981255737, - "size": 30, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:00.733Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470465255, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465465255, - "size": 45, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823415465255, - "size": 100, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823395465255, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 4823375465255, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 4823325465255, - "size": 28, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823475465255, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823525465255, - "size": 91, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823575465255, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 4823585465255, - "size": 85, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:00.808Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564222, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071814699, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75031814699, - "size": 71, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75011814699, - "size": 3, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75001814699, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 74981814699, - "size": 40, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75111814699, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 75161814699, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 75201814699, - "size": 54, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75231814699, - "size": 20, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:00.819Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349920393269, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910393269, - "size": 62, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349930393269, - "size": 55, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:00.880Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80037480261, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80032480261, - "size": 84, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:00.949Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832687952, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678782687952, - "size": 99, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678732687952, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678722687952, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678712687952, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 1678702687952, - "size": 46, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678882687952, - "size": 3, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:01.048Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096859201, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75106859201, - "size": 99, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75156859201, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 75196859201, - "size": 73, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.145Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349938479481, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349908479481, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 349878479481, - "size": 93, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349968479481, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 350018479481, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350058479481, - "size": 55, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.161Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220037988753, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219997988753, - "size": 51, - "orderCount": 12 - }, - { - "priceNanos": 219947988753, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219937988753, - "size": 49, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220077988753, - "size": 35, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.249Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698704045, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189653704045, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 189643704045, - "size": 37, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189593704045, - "size": 98, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189583704045, - "size": 7, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189743704045, - "size": 65, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189773704045, - "size": 44, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.310Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564230, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75040170285, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75030170285, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 75010170285, - "size": 100, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75140170285, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 75190170285, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 75220170285, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 75270170285, - "size": 93, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.350Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564231, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:01.426Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80006244810, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80001244810, - "size": 51, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80011244810, - "size": 74, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80051244810, - "size": 52, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80071244810, - "size": 62, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80091244810, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.451Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564233, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79882735879, - "size": 51, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79852735879, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79822735879, - "size": 12, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79792735879, - "size": 70, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79742735879, - "size": 50, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79972735879, - "size": 37, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80012735879, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80062735879, - "size": 94, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.518Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350039909630, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349994909630, - "size": 39, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349954909630, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 349914909630, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 349904909630, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.593Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088194691, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220078194691, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 220058194691, - "size": 16, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220048194691, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 220018194691, - "size": 95, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219998194691, - "size": 20, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098194691, - "size": 90, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220138194691, - "size": 2, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220188194691, - "size": 92, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:01.655Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962896503, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219927896503, - "size": 33, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.730Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564237, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678872200586, - "size": 66, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678822200586, - "size": 87, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678792200586, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 1678782200586, - "size": 41, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678742200586, - "size": 27, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678912200586, - "size": 88, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:01.777Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564238, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79858782263, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 79808782263, - "size": 11, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948782263, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 79988782263, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 79998782263, - "size": 27, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:01.839Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219918414965, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219913414965, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 219893414965, - "size": 93, - "orderCount": 11 - }, - { - "priceNanos": 219883414965, - "size": 9, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219923414965, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 219973414965, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 220023414965, - "size": 9, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:01.905Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80001576587, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79976576587, - "size": 48, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79956576587, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 79936576587, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79916576587, - "size": 8, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.002Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886166650, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678846166650, - "size": 1, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678826166650, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678806166650, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 1678796166650, - "size": 70, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678926166650, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 1678946166650, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 1678996166650, - "size": 98, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:02.099Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74916288589, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74911288589, - "size": 59, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74891288589, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74841288589, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 74831288589, - "size": 63, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74791288589, - "size": 65, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74921288589, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 74941288589, - "size": 12, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74961288589, - "size": 54, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:02.118Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564243, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:02.196Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564244, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74989356718, - "size": 1, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.263Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564245, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678746518883, - "size": 100, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678696518883, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 1678656518883, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 1678646518883, - "size": 70, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678776518883, - "size": 34, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.351Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735171022, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705171022, - "size": 90, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678765171022, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678785171022, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 1678835171022, - "size": 92, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.423Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564247, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678848694078, - "size": 52, - "orderCount": 12 - }, - { - "priceNanos": 1678808694078, - "size": 6, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678768694078, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678758694078, - "size": 52, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678878694078, - "size": 4, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678888694078, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 1678928694078, - "size": 76, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678938694078, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 1678948694078, - "size": 65, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.456Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74905216562, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74875216562, - "size": 91, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74835216562, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74785216562, - "size": 7, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74935216562, - "size": 1, - "orderCount": 6 - }, - { - "priceNanos": 74985216562, - "size": 81, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:02.532Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564249, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80024954265, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79994954265, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 79954954265, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 79924954265, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 79884954265, - "size": 90, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104954265, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 80114954265, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80124954265, - "size": 87, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.542Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564250, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189638266558, - "size": 97, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189708266558, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 189748266558, - "size": 72, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:02.579Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564251, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:02.618Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219925177744, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219920177744, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 219890177744, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219880177744, - "size": 30, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219840177744, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 219790177744, - "size": 79, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219930177744, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219970177744, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:02.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678846879208, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678801879208, - "size": 48, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678781879208, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 1678751879208, - "size": 32, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678891879208, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 1678941879208, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 1678961879208, - "size": 41, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.691Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564254, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936828494, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74926828494, - "size": 49, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74946828494, - "size": 63, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74996828494, - "size": 32, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823540672787, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823525672787, - "size": 91, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823555672787, - "size": 29, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:02.807Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783902292, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189738902292, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189728902292, - "size": 62, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189698902292, - "size": 62, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189828902292, - "size": 15, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:02.846Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79931652467, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79981652467, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80021652467, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 80061652467, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 80101652467, - "size": 89, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:02.924Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564258, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678743144907, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678698144907, - "size": 1, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:02.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564259, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678682505115, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 1678652505115, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 1678632505115, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 1678592505115, - "size": 80, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678582505115, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678752505115, - "size": 67, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.022Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564260, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220072515458, - "size": 15, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220052515458, - "size": 27, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220122515458, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 220132515458, - "size": 33, - "orderCount": 18 - }, - { - "priceNanos": 220182515458, - "size": 86, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:03.112Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80046341354, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80036341354, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 79986341354, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79966341354, - "size": 43, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:03.136Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564262, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189852803669, - "size": 50, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:03.225Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564263, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868722320, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678838722320, - "size": 86, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678828722320, - "size": 75, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678898722320, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678948722320, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 1678968722320, - "size": 24, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.276Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082342546, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80057342546, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 80047342546, - "size": 78, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80107342546, - "size": 83, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:03.349Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564265, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678805418895, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845418895, - "size": 99, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678865418895, - "size": 21, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678915418895, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.414Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564266, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678858249927, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678888249927, - "size": 24, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678908249927, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 1678928249927, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 1678978249927, - "size": 53, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.513Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564267, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350023837910, - "size": 52, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350043837910, - "size": 66, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350073837910, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 350103837910, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 350133837910, - "size": 47, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.576Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564268, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066679822, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80061679822, - "size": 14, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80041679822, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 79991679822, - "size": 9, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79971679822, - "size": 66, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80071679822, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 80091679822, - "size": 36, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.653Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678898998325, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678873998325, - "size": 13, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678923998325, - "size": 32, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678973998325, - "size": 18, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:03.681Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564270, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219992732597, - "size": 6, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219952732597, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 219912732597, - "size": 4, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220082732597, - "size": 4, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220112732597, - "size": 72, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220142732597, - "size": 26, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:03.776Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564271, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79925606973, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79895606973, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 79845606973, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79825606973, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79795606973, - "size": 42, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.860Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763158491, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678748158491, - "size": 61, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678738158491, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678688158491, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 1678648158491, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 1678628158491, - "size": 35, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778158491, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 1678808158491, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 1678818158491, - "size": 23, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678868158491, - "size": 7, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:03.888Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564273, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678829865671, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678789865671, - "size": 20, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678919865671, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 1678959865671, - "size": 77, - "orderCount": 18 - }, - { - "priceNanos": 1679009865671, - "size": 25, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:03.925Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220015157198, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219995157198, - "size": 91, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219955157198, - "size": 27, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220035157198, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 220055157198, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 220065157198, - "size": 50, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:03.977Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80012777734, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:04.012Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564276, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908061809, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74883061809, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 74853061809, - "size": 51, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74933061809, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 74953061809, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75003061809, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 75023061809, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75043061809, - "size": 78, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:04.025Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564277, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678758396767, - "size": 38, - "orderCount": 6 - }, - { - "priceNanos": 1678718396767, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 1678688396767, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 1678638396767, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678608396767, - "size": 94, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778396767, - "size": 12, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:04.061Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564278, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823438176973, - "size": 57, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823408176973, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823358176973, - "size": 20, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823348176973, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 4823328176973, - "size": 25, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.154Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981662004, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80011662004, - "size": 93, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80041662004, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 80071662004, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:04.219Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927567366, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74897567366, - "size": 15, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.254Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564281, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823464110899, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823414110899, - "size": 93, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.266Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564282, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823487213828, - "size": 21, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823497213828, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 4823547213828, - "size": 68, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823567213828, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823607213828, - "size": 72, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.350Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564283, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350010213990, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 349990213990, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 349970213990, - "size": 27, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350070213990, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 350110213990, - "size": 58, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350130213990, - "size": 18, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350180213990, - "size": 55, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350200213990, - "size": 36, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:04.411Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564284, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79900921558, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79935921558, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 79965921558, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 79995921558, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 80015921558, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 80045921558, - "size": 16, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.446Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963340998, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79928340998, - "size": 23, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.515Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678815535216, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678765535216, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678725535216, - "size": 75, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678865535216, - "size": 42, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678915535216, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678935535216, - "size": 13, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678955535216, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 1678985535216, - "size": 61, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.589Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518349916, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823513349916, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 4823483349916, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 4823433349916, - "size": 27, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823393349916, - "size": 85, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823523349916, - "size": 35, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823573349916, - "size": 20, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823593349916, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 4823623349916, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 4823633349916, - "size": 90, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.666Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949505475, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79944505475, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 79914505475, - "size": 91, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79954505475, - "size": 7, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80004505475, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80054505475, - "size": 40, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:04.738Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059909485, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350014909485, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 349994909485, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 349954909485, - "size": 34, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349934909485, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349904909485, - "size": 79, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:04.798Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74891365544, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74871365544, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 74821365544, - "size": 36, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74981365544, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75001365544, - "size": 11, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.819Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823444564017, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823409564017, - "size": 35, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823399564017, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823369564017, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 4823339564017, - "size": 9, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823479564017, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 4823489564017, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 4823509564017, - "size": 31, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823529564017, - "size": 68, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:04.836Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564292, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75029002055, - "size": 57, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75049002055, - "size": 2, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:04.866Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906199260, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74891199260, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 74851199260, - "size": 54, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74921199260, - "size": 81, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:04.878Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858503492, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678823503492, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678773503492, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 1678763503492, - "size": 50, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678893503492, - "size": 77, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678943503492, - "size": 16, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678983503492, - "size": 97, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:04.947Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:04.960Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350017323700, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007323700, - "size": 73, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350027323700, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 350037323700, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 350077323700, - "size": 3, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:05.012Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564297, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74989773255, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74959773255, - "size": 16, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75049773255, - "size": 51, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.055Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564298, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678808273345, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 1678788273345, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 1678768273345, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678758273345, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 1678708273345, - "size": 22, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678828273345, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678878273345, - "size": 40, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.152Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564299, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74944469513, - "size": 71, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74934469513, - "size": 38, - "orderCount": 6 - }, - { - "priceNanos": 74914469513, - "size": 70, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74874469513, - "size": 75, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75034469513, - "size": 11, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.195Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801933162, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678776933162, - "size": 49, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678746933162, - "size": 35, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678736933162, - "size": 88, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:05.260Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591963714, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823546963714, - "size": 75, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823636963714, - "size": 17, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823656963714, - "size": 55, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:05.301Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088830638, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220138830638, - "size": 93, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220168830638, - "size": 88, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.388Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823581333139, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823541333139, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 4823521333139, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823491333139, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823471333139, - "size": 20, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823441333139, - "size": 73, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823621333139, - "size": 77, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823641333139, - "size": 19, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.462Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75064090801, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.488Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564305, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219938692182, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219888692182, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220028692182, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 220068692182, - "size": 61, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.559Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79975762330, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79960762330, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 79930762330, - "size": 87, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79990762330, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80010762330, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 80030762330, - "size": 84, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.645Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596920121, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823571920121, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 4823531920121, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 4823501920121, - "size": 73, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823621920121, - "size": 63, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823641920121, - "size": 91, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:05.681Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090114077, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80040114077, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79990114077, - "size": 62, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80140114077, - "size": 7, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80170114077, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 80200114077, - "size": 11, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.736Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564309, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.747Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220096423020, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220086423020, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 220046423020, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 220036423020, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220006423020, - "size": 33, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219966423020, - "size": 52, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220106423020, - "size": 98, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220136423020, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220186423020, - "size": 59, - "orderCount": 6 - }, - { - "priceNanos": 220196423020, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 220216423020, - "size": 20, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.820Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502886913, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823467886913, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 4823447886913, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 4823427886913, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 4823417886913, - "size": 50, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823537886913, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 4823587886913, - "size": 47, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.879Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879785326, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678829785326, - "size": 25, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678779785326, - "size": 11, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678929785326, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678939785326, - "size": 96, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678959785326, - "size": 37, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678999785326, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679009785326, - "size": 58, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.933Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564313, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189727800135, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189717800135, - "size": 76, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189707800135, - "size": 76, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189697800135, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189677800135, - "size": 44, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189787800135, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 189797800135, - "size": 47, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189807800135, - "size": 82, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.950Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564314, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678723750217, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 1678743750217, - "size": 99, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:05.966Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564315, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189774597060, - "size": 91, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189744597060, - "size": 71, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:05.977Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885010925, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678865010925, - "size": 34, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678905010925, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 1678935010925, - "size": 86, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678985010925, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679015010925, - "size": 61, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.072Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812298271, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678777298271, - "size": 2, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678847298271, - "size": 45, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678897298271, - "size": 55, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:06.091Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865702079, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678815702079, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 1678795702079, - "size": 19, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.187Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441968454, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823456968454, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 4823476968454, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 4823506968454, - "size": 39, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823516968454, - "size": 50, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:06.202Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823455994466, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823415994466, - "size": 46, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823365994466, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823345994466, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 4823315994466, - "size": 41, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823495994466, - "size": 77, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:06.212Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564321, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74952355109, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74932355109, - "size": 79, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75012355109, - "size": 73, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.264Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068557835, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75038557835, - "size": 65, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75018557835, - "size": 29, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75098557835, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 75118557835, - "size": 37, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.310Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74958019870, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74933019870, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 74903019870, - "size": 33, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 74983019870, - "size": 41, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.392Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564324, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678865407483, - "size": 21, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678885407483, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 1678895407483, - "size": 5, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.423Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349982383378, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349972383378, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349922383378, - "size": 35, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349992383378, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350012383378, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 350052383378, - "size": 65, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.506Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564326, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80020726943, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 79970726943, - "size": 81, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564327, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823488430455, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 4823468430455, - "size": 49, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823438430455, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823388430455, - "size": 85, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823528430455, - "size": 13, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823538430455, - "size": 90, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:06.620Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564328, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823547187302, - "size": 80, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597187302, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 4823617187302, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823667187302, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 4823697187302, - "size": 45, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823747187302, - "size": 72, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:06.658Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564329, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823589595459, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823584595459, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823574595459, - "size": 2, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823534595459, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 4823514595459, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823464595459, - "size": 39, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.714Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564330, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:06.812Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564331, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:06.910Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564332, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79865371404, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 79845371404, - "size": 1, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79965371404, - "size": 72, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79985371404, - "size": 29, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80035371404, - "size": 79, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:06.949Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958760101, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349923760101, - "size": 38, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349873760101, - "size": 70, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349993760101, - "size": 62, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:07.003Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823522219190, - "size": 61, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823492219190, - "size": 55, - "orderCount": 10 - }, - { - "priceNanos": 4823452219190, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823402219190, - "size": 63, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823582219190, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 4823622219190, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 4823632219190, - "size": 38, - "orderCount": 6 - }, - { - "priceNanos": 4823642219190, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 4823682219190, - "size": 36, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:07.026Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564335, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74877162404, - "size": 74, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74867162404, - "size": 26, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937162404, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 74957162404, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 74977162404, - "size": 71, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74997162404, - "size": 43, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:07.088Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097485819, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220062485819, - "size": 33, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220132485819, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 220162485819, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 220212485819, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 220232485819, - "size": 19, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220242485819, - "size": 69, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:07.162Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189840645289, - "size": 66, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.238Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922111808, - "size": 28, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.314Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564339, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953904886, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79918904886, - "size": 3, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79868904886, - "size": 23, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79858904886, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 79818904886, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79768904886, - "size": 37, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79988904886, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 80038904886, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 80068904886, - "size": 20, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80108904886, - "size": 18, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.329Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220060451985, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220095451985, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 220125451985, - "size": 45, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220175451985, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 220215451985, - "size": 18, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.340Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482793552, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823452793552, - "size": 37, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823412793552, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 4823402793552, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 4823352793552, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823332793552, - "size": 93, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823512793552, - "size": 92, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823522793552, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 4823572793552, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823592793552, - "size": 13, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823612793552, - "size": 29, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.385Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986730386, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971730386, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 79941730386, - "size": 24, - "orderCount": 19 - }, - { - "priceNanos": 79931730386, - "size": 16, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79881730386, - "size": 89, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79851730386, - "size": 2, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80001730386, - "size": 24, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80011730386, - "size": 63, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082384151, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80042384151, - "size": 30, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 80002384151, - "size": 5, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80122384151, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 80152384151, - "size": 69, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80192384151, - "size": 90, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.556Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964459264, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79939459264, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 79919459264, - "size": 98, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79989459264, - "size": 60, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80029459264, - "size": 42, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80069459264, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 80119459264, - "size": 82, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.590Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189837415669, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189812415669, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 189802415669, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189772415669, - "size": 26, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189862415669, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189902415669, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 189952415669, - "size": 93, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:07.613Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832208881, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678802208881, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 1678792208881, - "size": 14, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678772208881, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 1678742208881, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 1678712208881, - "size": 16, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862208881, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 1678882208881, - "size": 19, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.707Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564347, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80059511481, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80069511481, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 80079511481, - "size": 30, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:07.803Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75007541330, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74977541330, - "size": 69, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75037541330, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 75057541330, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 75067541330, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 75117541330, - "size": 20, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:07.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481316558, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823441316558, - "size": 84, - "orderCount": 14 - }, - { - "priceNanos": 4823421316558, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 4823381316558, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823331316558, - "size": 25, - "orderCount": 9 - }, - { - "priceNanos": 4823281316558, - "size": 75, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823521316558, - "size": 58, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823541316558, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 4823551316558, - "size": 78, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:07.964Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017364637, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75022364637, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 75052364637, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75092364637, - "size": 42, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.061Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79900851462, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79850851462, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79820851462, - "size": 24, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79950851462, - "size": 73, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.083Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564352, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75035189257, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 74995189257, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 74955189257, - "size": 1, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.135Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868807819, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678823807819, - "size": 90, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678773807819, - "size": 85, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678753807819, - "size": 92, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678723807819, - "size": 17, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.192Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564354, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220050948225, - "size": 6, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220020948225, - "size": 99, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220140948225, - "size": 10, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.244Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75085830142, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75060830142, - "size": 86, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75010830142, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 74970830142, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74930830142, - "size": 79, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75110830142, - "size": 57, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:08.268Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564356, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74977034569, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74957034569, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 74947034569, - "size": 59, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74927034569, - "size": 20, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75007034569, - "size": 40, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:08.315Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564357, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678810724113, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 1678770724113, - "size": 39, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678730724113, - "size": 70, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678830724113, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 1678880724113, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 1678900724113, - "size": 68, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:08.379Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913920987, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79908920987, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79868920987, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 79828920987, - "size": 23, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79918920987, - "size": 83, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79938920987, - "size": 91, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79958920987, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 80008920987, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 80058920987, - "size": 45, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:08.420Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564359, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678768419279, - "size": 49, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:08.432Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80068938325, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80093938325, - "size": 57, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:08.463Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220012205610, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220042205610, - "size": 44, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.493Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220053619768, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220043619768, - "size": 14, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220063619768, - "size": 30, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220093619768, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220123619768, - "size": 98, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.556Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564363, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74969985599, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 74949985599, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74899985599, - "size": 23, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.620Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564364, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349941533762, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349891533762, - "size": 12, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349851533762, - "size": 63, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349991533762, - "size": 10, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350011533762, - "size": 81, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350021533762, - "size": 7, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.633Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910735099, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74950735099, - "size": 21, - "orderCount": 3 - }, - { - "priceNanos": 74990735099, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75000735099, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75040735099, - "size": 66, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75090735099, - "size": 58, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:08.729Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823426903536, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411903536, - "size": 15, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441903536, - "size": 60, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823451903536, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 4823461903536, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 4823491903536, - "size": 64, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823501903536, - "size": 26, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.750Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349935137525, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910137525, - "size": 70, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349960137525, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 349980137525, - "size": 53, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350030137525, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 350080137525, - "size": 1, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.796Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065971206, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220040971206, - "size": 90, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220020971206, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 219980971206, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 219960971206, - "size": 81, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220090971206, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220130971206, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 220150971206, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 220200971206, - "size": 16, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220210971206, - "size": 63, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.861Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219992458979, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219977458979, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 219947458979, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 219907458979, - "size": 90, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219877458979, - "size": 85, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220007458979, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220027458979, - "size": 34, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.908Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059002915, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80049002915, - "size": 14, - "orderCount": 18 - }, - { - "priceNanos": 80009002915, - "size": 90, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80069002915, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 80099002915, - "size": 98, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:08.932Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564371, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041301632, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80021301632, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 79971301632, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79941301632, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 79931301632, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 79881301632, - "size": 49, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:08.998Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564372, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79879226958, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 79869226958, - "size": 38, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79829226958, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79819226958, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 79779226958, - "size": 37, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79979226958, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 80009226958, - "size": 38, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80059226958, - "size": 35, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80109226958, - "size": 31, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.026Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564373, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034178524, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80009178524, - "size": 28, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:09.124Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021106773, - "size": 28, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:09.156Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79995672049, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79980672049, - "size": 25, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80010672049, - "size": 8, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:09.203Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564376, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220026069031, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219986069031, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 219946069031, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 219916069031, - "size": 64, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219876069031, - "size": 44, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220066069031, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 220106069031, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 220136069031, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:09.216Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349923478173, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349883478173, - "size": 95, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 349963478173, - "size": 30, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 349973478173, - "size": 77, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:09.266Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564378, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.322Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564379, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349976446916, - "size": 10, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.399Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564380, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189745797986, - "size": 82, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189825797986, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 189855797986, - "size": 47, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.467Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823605925, - "size": 97, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678863605925, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 1678883605925, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 1678903605925, - "size": 57, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678943605925, - "size": 49, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678973605925, - "size": 20, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.565Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416446269, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823466446269, - "size": 97, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823476446269, - "size": 10, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823486446269, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 4823516446269, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823546446269, - "size": 55, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:09.622Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564383, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189709000933, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 189659000933, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 189639000933, - "size": 27, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:09.676Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564384, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80092218001, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80077218001, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 80027218001, - "size": 4, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79997218001, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79967218001, - "size": 70, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79957218001, - "size": 92, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80107218001, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 80127218001, - "size": 68, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:09.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967574133, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79952574133, - "size": 19, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:09.787Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564386, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350043793009, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350053793009, - "size": 7, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.854Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80025722363, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80005722363, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79995722363, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 79965722363, - "size": 100, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79915722363, - "size": 33, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80045722363, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 80055722363, - "size": 66, - "orderCount": 13 - }, - { - "priceNanos": 80105722363, - "size": 79, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.886Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921008932, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79911008932, - "size": 13, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79901008932, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:09.954Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564389, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823422480718, - "size": 20, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823462480718, - "size": 26, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823512480718, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:10.003Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189705530662, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189665530662, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 189635530662, - "size": 62, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189585530662, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 189545530662, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 189495530662, - "size": 38, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189745530662, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 189775530662, - "size": 79, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189815530662, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189865530662, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.038Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220022469494, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219992469494, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 219962469494, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219912469494, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 219862469494, - "size": 89, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220052469494, - "size": 34, - "orderCount": 17 - }, - { - "priceNanos": 220072469494, - "size": 5, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220102469494, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 220152469494, - "size": 42, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220162469494, - "size": 14, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:10.079Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564392, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80047374416, - "size": 77, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80027374416, - "size": 85, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79987374416, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 79967374416, - "size": 2, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79947374416, - "size": 8, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80117374416, - "size": 66, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80157374416, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80207374416, - "size": 46, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.136Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424236520, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823419236520, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 4823369236520, - "size": 6, - "orderCount": 17 - }, - { - "priceNanos": 4823349236520, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823429236520, - "size": 43, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:10.232Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945495080, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79930495080, - "size": 5, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79910495080, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79880495080, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 79870495080, - "size": 23, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79960495080, - "size": 88, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79990495080, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 80030495080, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80060495080, - "size": 2, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:10.294Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937083626, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219897083626, - "size": 89, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219877083626, - "size": 76, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219867083626, - "size": 86, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219977083626, - "size": 35, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:10.319Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75042734675, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75007734675, - "size": 56, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:10.412Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74986520171, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75011520171, - "size": 40, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:10.459Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564398, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678728224788, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 1678718224788, - "size": 79, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678738224788, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678748224788, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 1678798224788, - "size": 85, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.508Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564399, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219961617569, - "size": 79, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219941617569, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 219931617569, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 219901617569, - "size": 92, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220061617569, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 220071617569, - "size": 70, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.594Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349999089064, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349959089064, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349929089064, - "size": 57, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349899089064, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350039089064, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 350069089064, - "size": 85, - "orderCount": 3 - }, - { - "priceNanos": 350119089064, - "size": 44, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350149089064, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350159089064, - "size": 25, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:10.671Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79906965371, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.754Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564402, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220015334447, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219985334447, - "size": 29, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219945334447, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219915334447, - "size": 16, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220045334447, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 220085334447, - "size": 34, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.786Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823589097306, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823579097306, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 4823549097306, - "size": 13, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823539097306, - "size": 84, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599097306, - "size": 66, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823639097306, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 4823679097306, - "size": 14, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564404, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441224012, - "size": 40, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823391224012, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823371224012, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823331224012, - "size": 26, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.950Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349993137240, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349968137240, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349938137240, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 349908137240, - "size": 29, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350018137240, - "size": 3, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350058137240, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 350088137240, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 350138137240, - "size": 65, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:10.962Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564406, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678864841806, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 1678854841806, - "size": 76, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678844841806, - "size": 74, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678924841806, - "size": 85, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678944841806, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 1678964841806, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678974841806, - "size": 29, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678994841806, - "size": 75, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.054Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564407, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823510126519, - "size": 20, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823560126519, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 4823570126519, - "size": 69, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823590126519, - "size": 29, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:11.114Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75053773161, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75008773161, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74978773161, - "size": 66, - "orderCount": 15 - }, - { - "priceNanos": 74928773161, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 74888773161, - "size": 46, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75098773161, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:11.144Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044976486, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74994976486, - "size": 73, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74944976486, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 74924976486, - "size": 64, - "orderCount": 4 - }, - { - "priceNanos": 74904976486, - "size": 91, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75094976486, - "size": 36, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75104976486, - "size": 75, - "orderCount": 14 - }, - { - "priceNanos": 75124976486, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 75174976486, - "size": 28, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:11.195Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564410, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189865145834, - "size": 25, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.235Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718772035, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678748772035, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 1678788772035, - "size": 55, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678818772035, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 1678838772035, - "size": 24, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:11.326Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564412, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220051699834, - "size": 99, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220011699834, - "size": 85, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220091699834, - "size": 37, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:11.365Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913058529, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219908058529, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 219898058529, - "size": 93, - "orderCount": 16 - }, - { - "priceNanos": 219868058529, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 219838058529, - "size": 71, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219818058529, - "size": 54, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219918058529, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219958058529, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 219968058529, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 220008058529, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220038058529, - "size": 47, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.416Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875592642, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678895592642, - "size": 76, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678945592642, - "size": 78, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678965592642, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 1679005592642, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 1679055592642, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.512Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219972860470, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219952860470, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 219902860470, - "size": 77, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219852860470, - "size": 28, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219992860470, - "size": 47, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220012860470, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220052860470, - "size": 23, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.588Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834173882, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678839173882, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678859173882, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 1678889173882, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 1678929173882, - "size": 77, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678939173882, - "size": 81, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.637Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564417, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018404974, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 79988404974, - "size": 99, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79938404974, - "size": 79, - "orderCount": 19 - }, - { - "priceNanos": 79918404974, - "size": 45, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80038404974, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 80088404974, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 80138404974, - "size": 13, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.666Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512371281, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823477371281, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 4823447371281, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 4823397371281, - "size": 28, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547371281, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 4823577371281, - "size": 32, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823617371281, - "size": 85, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:11.678Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189742792055, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189717792055, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 189687792055, - "size": 55, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189767792055, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 189817792055, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 189867792055, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 189897792055, - "size": 53, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189937792055, - "size": 32, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.732Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917816111, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74902816111, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 74872816111, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 74832816111, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74822816111, - "size": 94, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74812816111, - "size": 10, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74932816111, - "size": 16, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.779Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564421, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75025748267, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75075748267, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 75085748267, - "size": 31, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:11.804Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914569272, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79889569272, - "size": 59, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:11.827Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564423, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:11.864Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090311220, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80100311220, - "size": 97, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80140311220, - "size": 30, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80190311220, - "size": 44, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:11.922Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775807749, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678765807749, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 1678725807749, - "size": 12, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678675807749, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 1678655807749, - "size": 22, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678615807749, - "size": 68, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:11.940Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912784285, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 79872784285, - "size": 99, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79832784285, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79822784285, - "size": 85, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79772784285, - "size": 75, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79972784285, - "size": 89, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79982784285, - "size": 20, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80032784285, - "size": 8, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80072784285, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 80082784285, - "size": 82, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:11.973Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964130687, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74919130687, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 74889130687, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 74879130687, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74829130687, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 74819130687, - "size": 74, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75009130687, - "size": 5, - "orderCount": 9 - }, - { - "priceNanos": 75059130687, - "size": 78, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75079130687, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 75089130687, - "size": 34, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:12.027Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79995120197, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79990120197, - "size": 40, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79940120197, - "size": 98, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80000120197, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80020120197, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80030120197, - "size": 4, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80040120197, - "size": 25, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80070120197, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.123Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564429, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75074643085, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 75034643085, - "size": 100, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:12.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678855799088, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678825799088, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678785799088, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 1678735799088, - "size": 34, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:12.258Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564431, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80019520728, - "size": 78, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79979520728, - "size": 34, - "orderCount": 13 - }, - { - "priceNanos": 79939520728, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79919520728, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 79889520728, - "size": 29, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80089520728, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 80129520728, - "size": 81, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:12.274Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219944116417, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219934116417, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 219914116417, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 219904116417, - "size": 23, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219874116417, - "size": 47, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219834116417, - "size": 60, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.322Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79872373620, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 79862373620, - "size": 80, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79822373620, - "size": 59, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79952373620, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79972373620, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 80012373620, - "size": 47, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80042373620, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 80062373620, - "size": 51, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.359Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564434, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189727922546, - "size": 80, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189707922546, - "size": 87, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189737922546, - "size": 56, - "orderCount": 14 - }, - { - "priceNanos": 189767922546, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 189787922546, - "size": 57, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189817922546, - "size": 25, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.437Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083795857, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75043795857, - "size": 85, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75023795857, - "size": 23, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75123795857, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 75153795857, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 75193795857, - "size": 75, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:12.534Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414632921, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394632921, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 4823354632921, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823334632921, - "size": 19, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823304632921, - "size": 98, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823434632921, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 4823474632921, - "size": 35, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823514632921, - "size": 90, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:12.589Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564437, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220011990821, - "size": 73, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219991990821, - "size": 57, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220071990821, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 220121990821, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 220151990821, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 220161990821, - "size": 75, - "orderCount": 20 - }, - { - "priceNanos": 220211990821, - "size": 73, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.671Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79980842874, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79995842874, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 80005842874, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80055842874, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80085842874, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80095842874, - "size": 53, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.760Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189750905729, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189720905729, - "size": 34, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189690905729, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189680905729, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 189670905729, - "size": 57, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189810905729, - "size": 8, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189850905729, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189860905729, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 189880905729, - "size": 66, - "orderCount": 15 - }, - { - "priceNanos": 189930905729, - "size": 9, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:12.860Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904980283, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74869980283, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 74819980283, - "size": 94, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74939980283, - "size": 93, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.897Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564441, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678733819949, - "size": 29, - "orderCount": 13 - }, - { - "priceNanos": 1678723819949, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678813819949, - "size": 52, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678853819949, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 1678873819949, - "size": 25, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678903819949, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 1678933819949, - "size": 23, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:12.961Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678772349418, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678762349418, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 1678752349418, - "size": 46, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678742349418, - "size": 81, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678782349418, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 1678822349418, - "size": 12, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678862349418, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 1678912349418, - "size": 96, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:12.975Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397637526, - "size": 35, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823377637526, - "size": 38, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823337637526, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 4823297637526, - "size": 78, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823497637526, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 4823547637526, - "size": 64, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:12.993Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564444, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453050661, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823403050661, - "size": 82, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503050661, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 4823513050661, - "size": 34, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823523050661, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 4823563050661, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 4823603050661, - "size": 2, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.013Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423264880, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823383264880, - "size": 69, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823463264880, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 4823503264880, - "size": 19, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823543264880, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823583264880, - "size": 69, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:13.091Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74905612334, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74900612334, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 74880612334, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 74850612334, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74830612334, - "size": 62, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74910612334, - "size": 9, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 74960612334, - "size": 67, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74990612334, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 75030612334, - "size": 92, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:13.166Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823547246358, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497246358, - "size": 10, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823477246358, - "size": 38, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823467246358, - "size": 50, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823417246358, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823367246358, - "size": 33, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597246358, - "size": 37, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.224Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189698156861, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189678156861, - "size": 77, - "orderCount": 10 - }, - { - "priceNanos": 189658156861, - "size": 48, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.322Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189796481328, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189806481328, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189836481328, - "size": 17, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.372Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909229145, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74874229145, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 74834229145, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74804229145, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74764229145, - "size": 100, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74944229145, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74994229145, - "size": 61, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75024229145, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 75034229145, - "size": 13, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:13.437Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456533258, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823436533258, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 4823416533258, - "size": 20, - "orderCount": 12 - }, - { - "priceNanos": 4823366533258, - "size": 45, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:13.490Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891460378, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678841460378, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 1678801460378, - "size": 78, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678941460378, - "size": 12, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678951460378, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678981460378, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 1679031460378, - "size": 62, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1679081460378, - "size": 3, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.554Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75065406276, - "size": 16, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75095406276, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 75105406276, - "size": 26, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75125406276, - "size": 89, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.651Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825594840, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678780594840, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 1678760594840, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 1678750594840, - "size": 94, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678870594840, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 1678880594840, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 1678930594840, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 1678940594840, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:13.719Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564455, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823481743109, - "size": 62, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541743109, - "size": 82, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823591743109, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 4823631743109, - "size": 69, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823681743109, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 4823731743109, - "size": 62, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.765Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996917345, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74956917345, - "size": 37, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74916917345, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 74866917345, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74826917345, - "size": 1, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75036917345, - "size": 46, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:13.790Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564457, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678687522087, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 1678647522087, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 1678627522087, - "size": 88, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678787522087, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 1678837522087, - "size": 47, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:13.870Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350094768077, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 350064768077, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350044768077, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 350004768077, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350104768077, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350154768077, - "size": 14, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350174768077, - "size": 85, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:13.921Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678717024463, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678677024463, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678637024463, - "size": 8, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:14.010Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564460, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678787895322, - "size": 66, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.022Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564461, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79902338333, - "size": 34, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79862338333, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 79842338333, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79932338333, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79982338333, - "size": 36, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80022338333, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80032338333, - "size": 44, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80052338333, - "size": 32, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.082Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564462, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678798018022, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 1678828018022, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 1678858018022, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678878018022, - "size": 59, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.117Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219903320932, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219873320932, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 219863320932, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 219823320932, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 219813320932, - "size": 87, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219763320932, - "size": 73, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 219933320932, - "size": 93, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219963320932, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 220013320932, - "size": 29, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220033320932, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220043320932, - "size": 71, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:14.128Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564464, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823556821096, - "size": 2, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823546821096, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 4823496821096, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 4823466821096, - "size": 33, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823606821096, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 4823626821096, - "size": 10, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.171Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189685366291, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189645366291, - "size": 59, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189625366291, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 189605366291, - "size": 4, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189725366291, - "size": 62, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189775366291, - "size": 96, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189795366291, - "size": 35, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189825366291, - "size": 58, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189845366291, - "size": 79, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:14.263Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678807891144, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678757891144, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 1678707891144, - "size": 71, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678857891144, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 1678877891144, - "size": 58, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678897891144, - "size": 35, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678927891144, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 1678957891144, - "size": 44, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:14.346Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894724394, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.410Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564468, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:14.432Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220075831465, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220100831465, - "size": 92, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220130831465, - "size": 37, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.485Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564470, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417718992, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823437718992, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 4823457718992, - "size": 68, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:14.552Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564471, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75083803855, - "size": 100, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75093803855, - "size": 83, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:14.626Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564472, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74963483351, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 74913483351, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 74903483351, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74883483351, - "size": 58, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013483351, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 75063483351, - "size": 25, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75073483351, - "size": 15, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75093483351, - "size": 44, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.651Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564473, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75002950777, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74972950777, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 74922950777, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74902950777, - "size": 33, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75022950777, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 75052950777, - "size": 49, - "orderCount": 5 - }, - { - "priceNanos": 75062950777, - "size": 62, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75092950777, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 75132950777, - "size": 58, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.666Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219963543646, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:14.737Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189679121214, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189634121214, - "size": 97, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189584121214, - "size": 80, - "orderCount": 4 - }, - { - "priceNanos": 189574121214, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 189534121214, - "size": 97, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189724121214, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 189774121214, - "size": 29, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.832Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564476, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80073624120, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 80063624120, - "size": 82, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80023624120, - "size": 28, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80013624120, - "size": 69, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80103624120, - "size": 9, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80153624120, - "size": 90, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80163624120, - "size": 36, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:14.902Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678897818549, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678867818549, - "size": 38, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678817818549, - "size": 70, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678927818549, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 1678947818549, - "size": 10, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:14.924Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432951812, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823382951812, - "size": 29, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.022Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564479, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79947971018, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 79917971018, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 79897971018, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 79887971018, - "size": 67, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:15.079Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090638442, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75060638442, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 75010638442, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 74980638442, - "size": 83, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74940638442, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 74900638442, - "size": 10, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75120638442, - "size": 73, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75160638442, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 75200638442, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 75210638442, - "size": 92, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75250638442, - "size": 76, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.116Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564481, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823528177295, - "size": 17, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823608177295, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 4823658177295, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823708177295, - "size": 67, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.175Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073625641, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220023625641, - "size": 93, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220123625641, - "size": 9, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.203Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491966708, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823486966708, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 4823446966708, - "size": 55, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496966708, - "size": 87, - "orderCount": 3 - }, - { - "priceNanos": 4823526966708, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 4823556966708, - "size": 60, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:15.298Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220054487917, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220069487917, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220079487917, - "size": 94, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:15.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80031846607, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.453Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783290107, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678773290107, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 1678733290107, - "size": 18, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678793290107, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 1678803290107, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 1678823290107, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 1678833290107, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 1678873290107, - "size": 48, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:15.549Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920145571, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74875145571, - "size": 45, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:15.600Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692625982, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642625982, - "size": 24, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189622625982, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 189602625982, - "size": 72, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189592625982, - "size": 58, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.699Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996654792, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971654792, - "size": 88, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75021654792, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 75071654792, - "size": 12, - "orderCount": 5 - }, - { - "priceNanos": 75101654792, - "size": 74, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75151654792, - "size": 37, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:15.713Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564490, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823507352010, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823487352010, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 4823457352010, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 4823417352010, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 4823407352010, - "size": 61, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823357352010, - "size": 22, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823527352010, - "size": 21, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823557352010, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 4823597352010, - "size": 95, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823607352010, - "size": 62, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.746Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564491, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74979032012, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 74959032012, - "size": 53, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74939032012, - "size": 22, - "orderCount": 10 - }, - { - "priceNanos": 74899032012, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 74889032012, - "size": 81, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75069032012, - "size": 50, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564492, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823508560932, - "size": 58, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823458560932, - "size": 27, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823568560932, - "size": 32, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.862Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564493, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74883111306, - "size": 58, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74843111306, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 74813111306, - "size": 9, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.916Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189784426498, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189749426498, - "size": 55, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189729426498, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189689426498, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 189639426498, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189629426498, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189819426498, - "size": 11, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189869426498, - "size": 24, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189919426498, - "size": 83, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189929426498, - "size": 97, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:15.974Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798696637, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678768696637, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 1678758696637, - "size": 30, - "orderCount": 14 - }, - { - "priceNanos": 1678708696637, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 1678678696637, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 1678638696637, - "size": 23, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678828696637, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 1678838696637, - "size": 72, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.050Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74990598091, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74950598091, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74920598091, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 74880598091, - "size": 73, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74840598091, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 74830598091, - "size": 47, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75030598091, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 75060598091, - "size": 10, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:16.089Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775310717, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678745310717, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 1678705310717, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678685310717, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 1678655310717, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 1678615310717, - "size": 94, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678805310717, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 1678815310717, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678845310717, - "size": 94, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.172Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564498, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920151868, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79900151868, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 79860151868, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 79850151868, - "size": 92, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79940151868, - "size": 44, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79990151868, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 80010151868, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 80060151868, - "size": 96, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80100151868, - "size": 76, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.254Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823461964567, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823511964567, - "size": 33, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.330Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189827028830, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189782028830, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 189732028830, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189872028830, - "size": 68, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.428Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823364216444, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 4823314216444, - "size": 91, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823464216444, - "size": 41, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.467Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564502, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823515786867, - "size": 23, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.487Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564503, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678694732870, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 1678684732870, - "size": 61, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678634732870, - "size": 22, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678764732870, - "size": 35, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678774732870, - "size": 6, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:16.530Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564504, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423173941, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823453173941, - "size": 13, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823483173941, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 4823533173941, - "size": 97, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823553173941, - "size": 7, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.559Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405552879, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823370552879, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 4823330552879, - "size": 10, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823440552879, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 4823490552879, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823500552879, - "size": 67, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.582Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564506, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678749219565, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 1678699219565, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 1678659219565, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 1678639219565, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 1678619219565, - "size": 75, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678779219565, - "size": 50, - "orderCount": 13 - }, - { - "priceNanos": 1678829219565, - "size": 20, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678879219565, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678929219565, - "size": 18, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.606Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564507, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189726804341, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 189706804341, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.628Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515997655, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823470997655, - "size": 32, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823460997655, - "size": 79, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823420997655, - "size": 100, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823560997655, - "size": 85, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.713Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219940792343, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219980792343, - "size": 41, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:16.780Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564510, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79883532174, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79853532174, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 79843532174, - "size": 34, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79953532174, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 80003532174, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 80043532174, - "size": 66, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.814Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564511, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678888391419, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678868391419, - "size": 73, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678828391419, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678788391419, - "size": 49, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678908391419, - "size": 88, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678958391419, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 1678968391419, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 1678988391419, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1679028391419, - "size": 67, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:16.825Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564512, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219888924742, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219838924742, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 219828924742, - "size": 68, - "orderCount": 11 - }, - { - "priceNanos": 219788924742, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 219778924742, - "size": 46, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219928924742, - "size": 92, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219938924742, - "size": 31, - "orderCount": 16 - }, - { - "priceNanos": 219948924742, - "size": 45, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 219958924742, - "size": 4, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.859Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564513, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350007059209, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 349967059209, - "size": 92, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350027059209, - "size": 69, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350077059209, - "size": 62, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350097059209, - "size": 15, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:16.871Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908760154, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74898760154, - "size": 65, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74868760154, - "size": 8, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74828760154, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 74808760154, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 74758760154, - "size": 2, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74918760154, - "size": 27, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:16.929Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189740235062, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:16.953Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350032741535, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007741535, - "size": 69, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349977741535, - "size": 92, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349937741535, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 349897741535, - "size": 78, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349887741535, - "size": 97, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350057741535, - "size": 96, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:17.026Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350021890148, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349996890148, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349956890148, - "size": 80, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350046890148, - "size": 17, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350086890148, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350126890148, - "size": 64, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.106Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564518, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220120360282, - "size": 59, - "orderCount": 9 - }, - { - "priceNanos": 220160360282, - "size": 69, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220180360282, - "size": 62, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:17.137Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564519, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80078336615, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80033336615, - "size": 38, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80123336615, - "size": 82, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80143336615, - "size": 100, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.187Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935334789, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219955334789, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219985334789, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 219995334789, - "size": 99, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220025334789, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220035334789, - "size": 11, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.249Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564521, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189733398711, - "size": 17, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.268Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564522, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349941344057, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349911344057, - "size": 83, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349971344057, - "size": 52, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.288Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189751922627, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189736922627, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 189716922627, - "size": 43, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189666922627, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 189646922627, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 189616922627, - "size": 46, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:17.304Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564524, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823383641129, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 4823353641129, - "size": 30, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823323641129, - "size": 88, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823453641129, - "size": 38, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823463641129, - "size": 58, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823513641129, - "size": 12, - "orderCount": 5 - }, - { - "priceNanos": 4823543641129, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 4823593641129, - "size": 92, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:17.399Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678859517532, - "size": 85, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678809517532, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 1678769517532, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 1678739517532, - "size": 93, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678709517532, - "size": 93, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678919517532, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678929517532, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 1678939517532, - "size": 62, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678959517532, - "size": 95, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.418Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937613575, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219887613575, - "size": 3, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219877613575, - "size": 59, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219987613575, - "size": 18, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.512Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564527, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823525907498, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 4823475907498, - "size": 60, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.589Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527580302, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823502580302, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823492580302, - "size": 35, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823482580302, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 4823442580302, - "size": 45, - "orderCount": 15 - }, - { - "priceNanos": 4823422580302, - "size": 18, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823552580302, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 4823582580302, - "size": 83, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823602580302, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823652580302, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823662580302, - "size": 89, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.686Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976109157, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219926109157, - "size": 96, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219916109157, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219876109157, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 219836109157, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219796109157, - "size": 49, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:17.746Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564530, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220098684716, - "size": 66, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220148684716, - "size": 16, - "orderCount": 16 - }, - { - "priceNanos": 220198684716, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 220248684716, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 220258684716, - "size": 83, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.834Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901448632, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74906448632, - "size": 19, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74956448632, - "size": 11, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74976448632, - "size": 56, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75026448632, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 75076448632, - "size": 35, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:17.862Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564532, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350009696834, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 349979696834, - "size": 3, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350029696834, - "size": 2, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350079696834, - "size": 24, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350099696834, - "size": 16, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350139696834, - "size": 97, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350159696834, - "size": 38, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:17.951Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564533, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823418207006, - "size": 83, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823378207006, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 4823358207006, - "size": 86, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823318207006, - "size": 47, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823488207006, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 4823518207006, - "size": 8, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.026Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564534, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823461336746, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823501336746, - "size": 59, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823541336746, - "size": 35, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:18.082Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80072749847, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80117749847, - "size": 36, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80137749847, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80147749847, - "size": 85, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.112Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495113013, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823475113013, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 4823425113013, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 4823385113013, - "size": 54, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823515113013, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 4823535113013, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 4823565113013, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823615113013, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 4823655113013, - "size": 90, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.202Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823535858344, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823505858344, - "size": 58, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823465858344, - "size": 1, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823565858344, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823595858344, - "size": 17, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823635858344, - "size": 34, - "orderCount": 13 - }, - { - "priceNanos": 4823675858344, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 4823705858344, - "size": 1, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.246Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564538, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349995337841, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 349955337841, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 349945337841, - "size": 43, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350005337841, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 350055337841, - "size": 1, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350085337841, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350115337841, - "size": 26, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.332Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086637572, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75071637572, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75061637572, - "size": 3, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75041637572, - "size": 51, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75021637572, - "size": 10, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75101637572, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 75151637572, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 75181637572, - "size": 22, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.363Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975882922, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349960882922, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 349940882922, - "size": 80, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349890882922, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 349870882922, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 349820882922, - "size": 93, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349990882922, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 350040882922, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 350070882922, - "size": 87, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350080882922, - "size": 82, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.380Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402652646, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823397652646, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 4823357652646, - "size": 87, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823317652646, - "size": 79, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823407652646, - "size": 87, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823457652646, - "size": 60, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.390Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969247018, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349949247018, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349919247018, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349909247018, - "size": 96, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349989247018, - "size": 99, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350029247018, - "size": 31, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350069247018, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350109247018, - "size": 22, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.400Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189751652002, - "size": 42, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189741652002, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 189721652002, - "size": 86, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189671652002, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189651652002, - "size": 65, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189811652002, - "size": 26, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189851652002, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189861652002, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 189901652002, - "size": 49, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189931652002, - "size": 93, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:18.481Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220085317487, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220075317487, - "size": 66, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 220045317487, - "size": 44, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 220005317487, - "size": 48, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219985317487, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 219975317487, - "size": 76, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220095317487, - "size": 51, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.548Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056569092, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80041569092, - "size": 22, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79991569092, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 79971569092, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 79941569092, - "size": 23, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:18.632Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059052275, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80019052275, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 79989052275, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 79959052275, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79919052275, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 79869052275, - "size": 91, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80099052275, - "size": 36, - "orderCount": 20 - }, - { - "priceNanos": 80139052275, - "size": 25, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.713Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903501526, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74858501526, - "size": 79, - "orderCount": 8 - }, - { - "priceNanos": 74808501526, - "size": 40, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74948501526, - "size": 82, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.736Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564548, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823465929267, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823440929267, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 4823400929267, - "size": 72, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823370929267, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 4823360929267, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 4823340929267, - "size": 63, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823490929267, - "size": 7, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:18.755Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941789980, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74921789980, - "size": 18, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961789980, - "size": 64, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74971789980, - "size": 62, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75001789980, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 75041789980, - "size": 64, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:18.793Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017219460, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74972219460, - "size": 1, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74922219460, - "size": 82, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75062219460, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 75092219460, - "size": 50, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75132219460, - "size": 29, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.838Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564551, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678687960689, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 1678637960689, - "size": 38, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678777960689, - "size": 16, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.936Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350061520749, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350036520749, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350086520749, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350126520749, - "size": 27, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:18.988Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936606290, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79901606290, - "size": 37, - "orderCount": 15 - }, - { - "priceNanos": 79851606290, - "size": 76, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79841606290, - "size": 74, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79971606290, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.037Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564554, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80004381363, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 79984381363, - "size": 47, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79954381363, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 79934381363, - "size": 58, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80034381363, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.112Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564555, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220036453443, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220016453443, - "size": 58, - "orderCount": 17 - }, - { - "priceNanos": 219976453443, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 219956453443, - "size": 15, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220126453443, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 220166453443, - "size": 52, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.164Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220085925129, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220060925129, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220110925129, - "size": 35, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220130925129, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 220170925129, - "size": 58, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.185Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564557, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823549401294, - "size": 25, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823569401294, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 4823609401294, - "size": 14, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:19.209Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939979395, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79914979395, - "size": 37, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79874979395, - "size": 98, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79864979395, - "size": 59, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79964979395, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79984979395, - "size": 56, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.261Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564559, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678751024782, - "size": 31, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678801024782, - "size": 34, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:19.313Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564560, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220080805097, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 220050805097, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 220000805097, - "size": 8, - "orderCount": 2 - }, - { - "priceNanos": 219980805097, - "size": 6, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219960805097, - "size": 15, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220090805097, - "size": 26, - "orderCount": 11 - }, - { - "priceNanos": 220140805097, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 220150805097, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220170805097, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 220180805097, - "size": 18, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:19.352Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564561, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734022350, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189714022350, - "size": 18, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189664022350, - "size": 64, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189624022350, - "size": 26, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189754022350, - "size": 75, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.385Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564562, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062822897, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027822897, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79987822897, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 79967822897, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79927822897, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 79887822897, - "size": 35, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80097822897, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 80137822897, - "size": 27, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80187822897, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 80217822897, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 80237822897, - "size": 1, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047437146, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350042437146, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 350022437146, - "size": 37, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350052437146, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 350072437146, - "size": 77, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350082437146, - "size": 26, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350112437146, - "size": 26, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350162437146, - "size": 45, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.562Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678852684651, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678807684651, - "size": 88, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678897684651, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 1678927684651, - "size": 78, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678947684651, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678967684651, - "size": 82, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.644Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189753961632, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189778961632, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189798961632, - "size": 72, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189828961632, - "size": 23, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:19.663Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564566, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:19.761Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564567, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823534572171, - "size": 76, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:19.856Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79991228825, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79946228825, - "size": 17, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79926228825, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 79906228825, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 79876228825, - "size": 36, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79826228825, - "size": 15, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80036228825, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80056228825, - "size": 81, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.913Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678730661949, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678725661949, - "size": 79, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678735661949, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 1678755661949, - "size": 15, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:19.975Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564570, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80045341348, - "size": 16, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80145341348, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 80155341348, - "size": 1, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80165341348, - "size": 32, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80215341348, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 80235341348, - "size": 34, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.023Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548073190, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823508073190, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 4823478073190, - "size": 34, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823588073190, - "size": 1, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823598073190, - "size": 60, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823648073190, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 4823668073190, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 4823688073190, - "size": 64, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.045Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907747956, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219902747956, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 219852747956, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 219832747956, - "size": 74, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 219912747956, - "size": 85, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:20.061Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189745505965, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189780505965, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 189800505965, - "size": 38, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189840505965, - "size": 7, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189860505965, - "size": 54, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.087Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564574, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:20.131Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564575, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220083865454, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 220063865454, - "size": 87, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220053865454, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 220033865454, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220003865454, - "size": 43, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220103865454, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220153865454, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 220163865454, - "size": 52, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.191Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691011660, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189696011660, - "size": 83, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189706011660, - "size": 31, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189716011660, - "size": 75, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189766011660, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189776011660, - "size": 63, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:20.290Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75050306189, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75000306189, - "size": 87, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74950306189, - "size": 91, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74920306189, - "size": 95, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75100306189, - "size": 71, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.352Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189764312742, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189749312742, - "size": 52, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189709312742, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 189669312742, - "size": 80, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189649312742, - "size": 79, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:20.442Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992518430, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79967518430, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 79917518430, - "size": 45, - "orderCount": 1 - }, - { - "priceNanos": 79907518430, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 79867518430, - "size": 90, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80017518430, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 80027518430, - "size": 70, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80067518430, - "size": 44, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80077518430, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 80097518430, - "size": 15, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:20.503Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220038804943, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219988804943, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 219968804943, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 219938804943, - "size": 53, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220088804943, - "size": 61, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220098804943, - "size": 71, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.589Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056721138, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220016721138, - "size": 65, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219996721138, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 219946721138, - "size": 14, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:20.622Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350076345171, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350056345171, - "size": 86, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350096345171, - "size": 37, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:20.711Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564583, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678738260890, - "size": 57, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678798260890, - "size": 69, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678828260890, - "size": 47, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678858260890, - "size": 73, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:20.727Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80073677648, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068677648, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 80018677648, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79988677648, - "size": 83, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80078677648, - "size": 26, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80088677648, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 80118677648, - "size": 66, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80128677648, - "size": 90, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:20.761Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564585, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349959969946, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349929969946, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349919969946, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349879969946, - "size": 87, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349969969946, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349999969946, - "size": 27, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:20.856Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591077705, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823576077705, - "size": 13, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823526077705, - "size": 53, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:20.930Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013072931, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74983072931, - "size": 79, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75043072931, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 75063072931, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 75113072931, - "size": 42, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75133072931, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 75173072931, - "size": 13, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.000Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413955283, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823373955283, - "size": 54, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823453955283, - "size": 21, - "orderCount": 6 - }, - { - "priceNanos": 4823473955283, - "size": 13, - "orderCount": 9 - }, - { - "priceNanos": 4823503955283, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823543955283, - "size": 45, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.061Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497187190, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823477187190, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823457187190, - "size": 89, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.141Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678781450561, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678731450561, - "size": 42, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678721450561, - "size": 92, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678691450561, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678661450561, - "size": 89, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678831450561, - "size": 32, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.237Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051967384, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220011967384, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219961967384, - "size": 7, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219951967384, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 219901967384, - "size": 70, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.300Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678759489496, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678744489496, - "size": 21, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678774489496, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 1678794489496, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 1678824489496, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 1678864489496, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.398Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443372648, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823438372648, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 4823398372648, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 4823388372648, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 4823358372648, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 4823338372648, - "size": 38, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448372648, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823498372648, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823508372648, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 4823518372648, - "size": 50, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823558372648, - "size": 71, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.486Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819480970, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678799480970, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 1678789480970, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 1678769480970, - "size": 24, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678759480970, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 1678739480970, - "size": 64, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678839480970, - "size": 42, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678859480970, - "size": 60, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.509Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678791295405, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678781295405, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678761295405, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678721295405, - "size": 60, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678701295405, - "size": 63, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678801295405, - "size": 70, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678841295405, - "size": 71, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678881295405, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678901295405, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:21.600Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678788391436, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678743391436, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 1678733391436, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 1678683391436, - "size": 95, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678673391436, - "size": 44, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678633391436, - "size": 21, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678833391436, - "size": 65, - "orderCount": 17 - }, - { - "priceNanos": 1678853391436, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 1678863391436, - "size": 77, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:21.645Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564597, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823484044815, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 4823474044815, - "size": 52, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823464044815, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 4823454044815, - "size": 84, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823494044815, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 4823544044815, - "size": 94, - "orderCount": 4 - }, - { - "priceNanos": 4823584044815, - "size": 75, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823624044815, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 4823664044815, - "size": 42, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.672Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907727475, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219872727475, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219822727475, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219772727475, - "size": 98, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219942727475, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 219972727475, - "size": 22, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.744Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693763965, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189688763965, - "size": 34, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189658763965, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 189648763965, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189608763965, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 189568763965, - "size": 76, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189698763965, - "size": 41, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.781Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678893582329, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678853582329, - "size": 52, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678833582329, - "size": 89, - "orderCount": 13 - }, - { - "priceNanos": 1678803582329, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 1678783582329, - "size": 42, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678933582329, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 1678943582329, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 1678983582329, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 1679033582329, - "size": 72, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.863Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564601, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823530033716, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823480033716, - "size": 70, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823540033716, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 4823550033716, - "size": 38, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823570033716, - "size": 96, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823590033716, - "size": 99, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:21.898Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564602, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220017011625, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219987011625, - "size": 97, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219937011625, - "size": 80, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:21.964Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564603, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80067018244, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 80027018244, - "size": 45, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80017018244, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 80007018244, - "size": 76, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80087018244, - "size": 3, - "orderCount": 13 - }, - { - "priceNanos": 80137018244, - "size": 58, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.057Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564604, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823365983012, - "size": 90, - "orderCount": 12 - }, - { - "priceNanos": 4823315983012, - "size": 68, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823285983012, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 4823275983012, - "size": 100, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823455983012, - "size": 32, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823485983012, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 4823505983012, - "size": 95, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.146Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014068852, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79999068852, - "size": 51, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79959068852, - "size": 28, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80029068852, - "size": 58, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80059068852, - "size": 93, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80079068852, - "size": 42, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.167Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564606, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970781792, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74930781792, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74910781792, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 74880781792, - "size": 12, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75030781792, - "size": 72, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.194Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678767943582, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678757943582, - "size": 26, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678747943582, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 1678727943582, - "size": 28, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678697943582, - "size": 49, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678777943582, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678827943582, - "size": 16, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:22.230Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997681905, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74987681905, - "size": 32, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74977681905, - "size": 86, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75007681905, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 75017681905, - "size": 70, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.298Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441573301, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411573301, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823381573301, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 4823351573301, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 4823331573301, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 4823311573301, - "size": 72, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823471573301, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 4823481573301, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 4823501573301, - "size": 20, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.343Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534355855, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823559355855, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823579355855, - "size": 55, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:22.420Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500429195, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823455429195, - "size": 37, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.497Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564612, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678734310883, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 1678714310883, - "size": 46, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678664310883, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678654310883, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.527Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220001932078, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219991932078, - "size": 58, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219951932078, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 219941932078, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.601Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564614, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80044205581, - "size": 73, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80014205581, - "size": 80, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80094205581, - "size": 36, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80114205581, - "size": 83, - "orderCount": 15 - }, - { - "priceNanos": 80154205581, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 80164205581, - "size": 36, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.650Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75032367578, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75077367578, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 75107367578, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 75147367578, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 75197367578, - "size": 24, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75237367578, - "size": 91, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.667Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944602000, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349904602000, - "size": 85, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349874602000, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 349844602000, - "size": 67, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349984602000, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350034602000, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 350064602000, - "size": 94, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350104602000, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.713Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564617, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.806Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564618, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566079038, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823556079038, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823516079038, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 4823496079038, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 4823466079038, - "size": 58, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823576079038, - "size": 59, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823616079038, - "size": 100, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823646079038, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 4823686079038, - "size": 31, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823736079038, - "size": 24, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:22.902Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477272457, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823427272457, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 4823377272457, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823337272457, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 4823327272457, - "size": 63, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:22.917Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220006112415, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219971112415, - "size": 86, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219951112415, - "size": 3, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:22.996Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678853084054, - "size": 30, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678883084054, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 1678933084054, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 1678953084054, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 1678963084054, - "size": 58, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.090Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032648010, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027648010, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79997648010, - "size": 80, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80037648010, - "size": 99, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80087648010, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 80117648010, - "size": 94, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80157648010, - "size": 18, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.158Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423637051, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823383637051, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 4823363637051, - "size": 8, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823463637051, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 4823513637051, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823563637051, - "size": 56, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.232Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522667715, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823517667715, - "size": 45, - "orderCount": 1 - }, - { - "priceNanos": 4823487667715, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823467667715, - "size": 18, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823427667715, - "size": 83, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823377667715, - "size": 55, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:23.245Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189671878434, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.337Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564626, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678809859981, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 1678759859981, - "size": 53, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678709859981, - "size": 46, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678839859981, - "size": 10, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.434Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564627, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80058908673, - "size": 95, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80138908673, - "size": 83, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80188908673, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:23.493Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189602244463, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 189562244463, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 189512244463, - "size": 22, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.549Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564629, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802424431, - "size": 80, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678782424431, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 1678752424431, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 1678712424431, - "size": 92, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862424431, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 1678872424431, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678882424431, - "size": 45, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.588Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564630, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80017810766, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 79997810766, - "size": 68, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.619Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678849394497, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678819394497, - "size": 53, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678789394497, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 1678779394497, - "size": 69, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678749394497, - "size": 23, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:23.712Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219970887325, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220005887325, - "size": 81, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220045887325, - "size": 87, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.786Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944793204, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349934793204, - "size": 55, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349954793204, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 349974793204, - "size": 19, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350024793204, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350034793204, - "size": 82, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:23.840Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890088040, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678865088040, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 1678835088040, - "size": 37, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678825088040, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 1678815088040, - "size": 60, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678915088040, - "size": 63, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678945088040, - "size": 32, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678985088040, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 1679015088040, - "size": 28, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1679035088040, - "size": 69, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:23.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003506935, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74983506935, - "size": 72, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:23.963Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564636, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189814898662, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189824898662, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 189874898662, - "size": 34, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:24.048Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564637, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823378883626, - "size": 4, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823478883626, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823528883626, - "size": 75, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823558883626, - "size": 87, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823578883626, - "size": 80, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.070Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822862129, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678807862129, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678787862129, - "size": 72, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678777862129, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 1678747862129, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 1678707862129, - "size": 91, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.141Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564639, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189632763075, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 189582763075, - "size": 87, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189572763075, - "size": 92, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189562763075, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189542763075, - "size": 98, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189682763075, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 189702763075, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189742763075, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 189792763075, - "size": 27, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189822763075, - "size": 90, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:24.162Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959927828, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74944927828, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 74934927828, - "size": 95, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74974927828, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 75014927828, - "size": 88, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75064927828, - "size": 61, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75114927828, - "size": 63, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.237Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220021613572, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220016613572, - "size": 58, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219986613572, - "size": 66, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220026613572, - "size": 87, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.253Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026249740, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.353Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564643, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678785394865, - "size": 32, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678755394865, - "size": 84, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678705394865, - "size": 38, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845394865, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 1678855394865, - "size": 84, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.375Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189738905725, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189733905725, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189723905725, - "size": 66, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189743905725, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189793905725, - "size": 32, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189843905725, - "size": 44, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.385Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904399849, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74864399849, - "size": 54, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74944399849, - "size": 19, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74994399849, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75014399849, - "size": 39, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75024399849, - "size": 98, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.478Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967956734, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79922956734, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 79892956734, - "size": 88, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79852956734, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 79842956734, - "size": 41, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80012956734, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80022956734, - "size": 45, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.569Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564647, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350012263611, - "size": 65, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350022263611, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 350042263611, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350052263611, - "size": 3, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350062263611, - "size": 10, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.622Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564648, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74937329836, - "size": 79, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.666Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219901048340, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219861048340, - "size": 59, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219831048340, - "size": 39, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219821048340, - "size": 12, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219941048340, - "size": 61, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219971048340, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219991048340, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 220021048340, - "size": 69, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.709Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564650, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80071644588, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 80051644588, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80011644588, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80001644588, - "size": 70, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80091644588, - "size": 19, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80111644588, - "size": 14, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80161644588, - "size": 41, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.799Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823559782745, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823599782745, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 4823619782745, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 4823639782745, - "size": 27, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823669782745, - "size": 94, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:24.809Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564652, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823478462578, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 4823428462578, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823408462578, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823388462578, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823378462578, - "size": 15, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823508462578, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 4823548462578, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823588462578, - "size": 14, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:24.879Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564653, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:24.934Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564654, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79898457874, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 79868457874, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 79848457874, - "size": 64, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79808457874, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 79758457874, - "size": 69, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79988457874, - "size": 3, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.028Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822238087, - "size": 45, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189862238087, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 189872238087, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 189912238087, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189922238087, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:25.107Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564656, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219949680535, - "size": 57, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219939680535, - "size": 36, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219899680535, - "size": 99, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219869680535, - "size": 36, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219999680535, - "size": 81, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220049680535, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 220069680535, - "size": 37, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220079680535, - "size": 23, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.130Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564657, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219953925285, - "size": 43, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219923925285, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 219893925285, - "size": 70, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219883925285, - "size": 94, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220003925285, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 220023925285, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220073925285, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220083925285, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 220133925285, - "size": 49, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.169Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822179899, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189812179899, - "size": 19, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189832179899, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 189882179899, - "size": 76, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:25.213Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084129504, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220049129504, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220039129504, - "size": 53, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220119129504, - "size": 18, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220149129504, - "size": 80, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220169129504, - "size": 41, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.270Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564660, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678807919910, - "size": 51, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678827919910, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564661, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79884849172, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 79864849172, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 79814849172, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 79794849172, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 79774849172, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79924849172, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 79974849172, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 79994849172, - "size": 4, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.403Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928381741, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74918381741, - "size": 1, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74898381741, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 74888381741, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 74868381741, - "size": 37, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.419Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763003713, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678733003713, - "size": 13, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678793003713, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 1678813003713, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 1678843003713, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 1678873003713, - "size": 26, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:25.437Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950924391, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79915924391, - "size": 8, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.479Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564665, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678780596090, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 1678730596090, - "size": 89, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678870596090, - "size": 40, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.509Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564666, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678766607121, - "size": 22, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678796607121, - "size": 52, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:25.560Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741805572, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189701805572, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 189671805572, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189631805572, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 189591805572, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189581805572, - "size": 70, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189781805572, - "size": 48, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:25.638Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74931239966, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74901239966, - "size": 32, - "orderCount": 20 - }, - { - "priceNanos": 74881239966, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74861239966, - "size": 67, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74961239966, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 75011239966, - "size": 72, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.668Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987554612, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952554612, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 74932554612, - "size": 84, - "orderCount": 13 - }, - { - "priceNanos": 74922554612, - "size": 69, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.710Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678746860458, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678706860458, - "size": 48, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678786860458, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 1678826860458, - "size": 14, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.801Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564671, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189776257696, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189766257696, - "size": 55, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189786257696, - "size": 72, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:25.885Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964810072, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79929810072, - "size": 6, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79909810072, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79879810072, - "size": 51, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79999810072, - "size": 77, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:25.918Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936264179, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79911264179, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 79871264179, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 79841264179, - "size": 34, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.931Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847310985, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678842310985, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852310985, - "size": 37, - "orderCount": 15 - }, - { - "priceNanos": 1678882310985, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678922310985, - "size": 11, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:25.974Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564675, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189828580673, - "size": 61, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189818580673, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 189768580673, - "size": 46, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189738580673, - "size": 14, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:25.989Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086443014, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75076443014, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 75056443014, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 75026443014, - "size": 86, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75096443014, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 75106443014, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 75126443014, - "size": 97, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:26.067Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450714639, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823435714639, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465714639, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823505714639, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 4823545714639, - "size": 34, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823585714639, - "size": 17, - "orderCount": 12 - }, - { - "priceNanos": 4823615714639, - "size": 62, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:26.115Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932420825, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79892420825, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 79852420825, - "size": 87, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79822420825, - "size": 50, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79782420825, - "size": 22, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79762420825, - "size": 8, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79972420825, - "size": 77, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.191Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564679, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:26.286Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564680, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678826365876, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678796365876, - "size": 32, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678756365876, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 1678706365876, - "size": 13, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678686365876, - "size": 81, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678856365876, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 1678906365876, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 1678956365876, - "size": 33, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678996365876, - "size": 1, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1679026365876, - "size": 34, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:26.340Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015824490, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74970824490, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 74920824490, - "size": 22, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75060824490, - "size": 86, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75100824490, - "size": 71, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:26.436Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564682, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74933289885, - "size": 26, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013289885, - "size": 17, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75063289885, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75103289885, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 75143289885, - "size": 75, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.490Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564683, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678753075232, - "size": 30, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.582Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564684, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823562456973, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823542456973, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 4823532456973, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823482456973, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 4823472456973, - "size": 52, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823462456973, - "size": 83, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823582456973, - "size": 59, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.673Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678845720322, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678795720322, - "size": 67, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678895720322, - "size": 6, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678945720322, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 1678955720322, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.763Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678700745257, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678650745257, - "size": 87, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678630745257, - "size": 65, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678620745257, - "size": 10, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678750745257, - "size": 70, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678760745257, - "size": 58, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:26.819Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564687, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349917200408, - "size": 3, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.896Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021813595, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80011813595, - "size": 9, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80031813595, - "size": 28, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774568282, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678759568282, - "size": 18, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678789568282, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 1678809568282, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 1678859568282, - "size": 73, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:26.992Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79924961050, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79969961050, - "size": 97, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80009961050, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 80049961050, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80079961050, - "size": 77, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:27.028Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564691, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823568560977, - "size": 16, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823618560977, - "size": 26, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823638560977, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 4823668560977, - "size": 19, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823708560977, - "size": 2, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:27.087Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75055548360, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75050548360, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75020548360, - "size": 94, - "orderCount": 4 - }, - { - "priceNanos": 74970548360, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 74920548360, - "size": 82, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.123Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220076642978, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:27.196Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678841941512, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678866941512, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 1678906941512, - "size": 12, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:27.209Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75070842793, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75045842793, - "size": 47, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74995842793, - "size": 86, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75095842793, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75125842793, - "size": 29, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75165842793, - "size": 53, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.263Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915625636, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74885625636, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74845625636, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74795625636, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 74775625636, - "size": 4, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74755625636, - "size": 79, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.312Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564697, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75015156783, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 74975156783, - "size": 33, - "orderCount": 9 - }, - { - "priceNanos": 74935156783, - "size": 84, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74885156783, - "size": 70, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74865156783, - "size": 43, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75095156783, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 75115156783, - "size": 12, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:27.378Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219945456362, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219940456362, - "size": 3, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219890456362, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219870456362, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219950456362, - "size": 35, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 219970456362, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 219990456362, - "size": 56, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.441Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678767781425, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678742781425, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678732781425, - "size": 1, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.528Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947340960, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79912340960, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 79862340960, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 79842340960, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 79812340960, - "size": 31, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79982340960, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80002340960, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 80052340960, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80062340960, - "size": 15, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.591Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823582883586, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823547883586, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 4823537883586, - "size": 96, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823617883586, - "size": 53, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:27.631Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564702, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350058763836, - "size": 97, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098763836, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 350148763836, - "size": 63, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350188763836, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 350228763836, - "size": 59, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350268763836, - "size": 78, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:27.703Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902503143, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882503143, - "size": 44, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79922503143, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 79932503143, - "size": 33, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.796Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972236201, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74927236201, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 74897236201, - "size": 70, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74847236201, - "size": 30, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74817236201, - "size": 7, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74767236201, - "size": 33, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75017236201, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 75037236201, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 75087236201, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75097236201, - "size": 36, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.881Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564705, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823388959002, - "size": 38, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823378959002, - "size": 31, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823358959002, - "size": 75, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823468959002, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 4823498959002, - "size": 55, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823548959002, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 4823578959002, - "size": 42, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:27.978Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564706, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823390678488, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823340678488, - "size": 83, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823300678488, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 4823270678488, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823260678488, - "size": 74, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823460678488, - "size": 16, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:28.027Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350022246208, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350017246208, - "size": 96, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.055Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564708, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088772545, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220138772545, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 220168772545, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 220188772545, - "size": 34, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.111Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350058884445, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350053884445, - "size": 11, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 350003884445, - "size": 43, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350063884445, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 350083884445, - "size": 44, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350123884445, - "size": 47, - "orderCount": 18 - }, - { - "priceNanos": 350153884445, - "size": 89, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.178Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74944231051, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74924231051, - "size": 92, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74874231051, - "size": 34, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74844231051, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 74824231051, - "size": 100, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74794231051, - "size": 81, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964231051, - "size": 17, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74974231051, - "size": 48, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74994231051, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 75044231051, - "size": 16, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.249Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678784992611, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678744992611, - "size": 81, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678694992611, - "size": 97, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678664992611, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 1678634992611, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678614992611, - "size": 63, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678824992611, - "size": 96, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:28.270Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220002479351, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219992479351, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219962479351, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 219912479351, - "size": 91, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219882479351, - "size": 3, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:28.284Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564713, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220021594811, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 220001594811, - "size": 25, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219991594811, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 219981594811, - "size": 97, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219931594811, - "size": 36, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220081594811, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 220111594811, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 220141594811, - "size": 37, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.380Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741895644, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189716895644, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 189696895644, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189656895644, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 189606895644, - "size": 55, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189766895644, - "size": 4, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189776895644, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189786895644, - "size": 64, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189796895644, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 189806895644, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.451Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350068439281, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350078439281, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 350098439281, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 350148439281, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 350158439281, - "size": 48, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:28.470Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219971499616, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219961499616, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 219951499616, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 219911499616, - "size": 60, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219881499616, - "size": 13, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219831499616, - "size": 49, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219981499616, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220031499616, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 220071499616, - "size": 86, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220111499616, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 220161499616, - "size": 3, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.490Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564717, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003440327, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220033440327, - "size": 89, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:28.578Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502415642, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823497415642, - "size": 42, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823507415642, - "size": 24, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823537415642, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823557415642, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 4823587415642, - "size": 40, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823597415642, - "size": 8, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:28.623Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886028026, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678871028026, - "size": 30, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678851028026, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 1678821028026, - "size": 15, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678801028026, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678901028026, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 1678911028026, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 1678961028026, - "size": 31, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:28.672Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056961063, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80016961063, - "size": 66, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79976961063, - "size": 78, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80096961063, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 80136961063, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 80166961063, - "size": 99, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80186961063, - "size": 5, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80216961063, - "size": 62, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.757Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678766399452, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678756399452, - "size": 14, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678776399452, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678816399452, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 1678836399452, - "size": 88, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678866399452, - "size": 93, - "orderCount": 11 - }, - { - "priceNanos": 1678886399452, - "size": 14, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:28.813Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678874277416, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678849277416, - "size": 26, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678799277416, - "size": 15, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678899277416, - "size": 26, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678939277416, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678989277416, - "size": 12, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.866Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548556123, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823523556123, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823473556123, - "size": 27, - "orderCount": 20 - }, - { - "priceNanos": 4823453556123, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 4823423556123, - "size": 96, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823573556123, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 4823613556123, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823653556123, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 4823703556123, - "size": 28, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.938Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564724, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79904517468, - "size": 23, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934517468, - "size": 63, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:28.982Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084772186, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75044772186, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75034772186, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 75004772186, - "size": 66, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.052Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975037449, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74935037449, - "size": 88, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74885037449, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 74875037449, - "size": 36, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75015037449, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 75065037449, - "size": 86, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75095037449, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 75115037449, - "size": 23, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.082Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769722824, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678744722824, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 1678694722824, - "size": 16, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678684722824, - "size": 97, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678654722824, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678614722824, - "size": 57, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.176Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094114640, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75099114640, - "size": 29, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75129114640, - "size": 18, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75169114640, - "size": 72, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75219114640, - "size": 49, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:29.230Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678833598033, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678878598033, - "size": 39, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:29.319Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969034948, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929034948, - "size": 57, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79919034948, - "size": 78, - "orderCount": 3 - }, - { - "priceNanos": 79869034948, - "size": 90, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79839034948, - "size": 39, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.396Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80058093516, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80008093516, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 79998093516, - "size": 68, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80108093516, - "size": 4, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80138093516, - "size": 24, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:29.493Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564732, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79950266964, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79930266964, - "size": 57, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79900266964, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 79870266964, - "size": 18, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80000266964, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 80050266964, - "size": 50, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80080266964, - "size": 52, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80100266964, - "size": 60, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80130266964, - "size": 94, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:29.567Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073552464, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220038552464, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 220008552464, - "size": 34, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219968552464, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 219938552464, - "size": 85, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219908552464, - "size": 78, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220108552464, - "size": 47, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.656Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020438100, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80010438100, - "size": 89, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80000438100, - "size": 82, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79990438100, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 79970438100, - "size": 26, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80030438100, - "size": 89, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80040438100, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 80080438100, - "size": 2, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.695Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564735, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823574834355, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823544834355, - "size": 52, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823524834355, - "size": 22, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823624834355, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 4823664834355, - "size": 82, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823674834355, - "size": 68, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.771Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564736, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:29.847Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678789065432, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678759065432, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678729065432, - "size": 59, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678709065432, - "size": 20, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678679065432, - "size": 72, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678819065432, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678869065432, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 1678889065432, - "size": 53, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.926Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949298689, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79934298689, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 79924298689, - "size": 33, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79894298689, - "size": 94, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79884298689, - "size": 53, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79964298689, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 79974298689, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 79984298689, - "size": 19, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79994298689, - "size": 3, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80014298689, - "size": 77, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:29.975Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564739, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350050088260, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 350090088260, - "size": 42, - "orderCount": 3 - }, - { - "priceNanos": 350130088260, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 350180088260, - "size": 26, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.010Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834413363, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678829413363, - "size": 44, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.098Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189652106688, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189607106688, - "size": 2, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189567106688, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 189557106688, - "size": 2, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189537106688, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189697106688, - "size": 46, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189717106688, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 189737106688, - "size": 73, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189777106688, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189787106688, - "size": 75, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.190Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564742, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74905321157, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74875321157, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 74865321157, - "size": 62, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74955321157, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 74965321157, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 74985321157, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:30.257Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564743, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832250174, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189827250174, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 189777250174, - "size": 97, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837250174, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 189887250174, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 189917250174, - "size": 30, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189947250174, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 189997250174, - "size": 67, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:30.276Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066613392, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80021613392, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 79971613392, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 79961613392, - "size": 88, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79951613392, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 79921613392, - "size": 85, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111613392, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 80151613392, - "size": 23, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80171613392, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80191613392, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 80211613392, - "size": 93, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:30.334Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564745, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046464103, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220096464103, - "size": 67, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:30.411Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823411607888, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823381607888, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 4823361607888, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 4823351607888, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 4823301607888, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 4823271607888, - "size": 42, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823441607888, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:30.440Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350075907749, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350050907749, - "size": 41, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350000907749, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349990907749, - "size": 55, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:30.478Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564748, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823394131527, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 4823354131527, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 4823334131527, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 4823304131527, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 4823274131527, - "size": 23, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823414131527, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 4823444131527, - "size": 6, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:30.494Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080454693, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75055454693, - "size": 87, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 75045454693, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 75035454693, - "size": 19, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75025454693, - "size": 58, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75105454693, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75155454693, - "size": 21, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75205454693, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75215454693, - "size": 7, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:30.556Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80022951485, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79987951485, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 79977951485, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 79947951485, - "size": 30, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80057951485, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 80097951485, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 80117951485, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 80147951485, - "size": 73, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80167951485, - "size": 86, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:30.607Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913582767, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79873582767, - "size": 17, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79833582767, - "size": 3, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.678Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967667236, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79957667236, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 79917667236, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 79887667236, - "size": 46, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79877667236, - "size": 51, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79977667236, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 80017667236, - "size": 9, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.717Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349913297566, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349873297566, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349823297566, - "size": 58, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349953297566, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 349993297566, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 350043297566, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 350093297566, - "size": 24, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:30.766Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564754, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678822366898, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678842366898, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 1678882366898, - "size": 23, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.820Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564755, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823471801054, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823501801054, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823541801054, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 4823551801054, - "size": 77, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:30.864Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564756, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220066538103, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220056538103, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220046538103, - "size": 61, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220076538103, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220116538103, - "size": 47, - "orderCount": 2 - }, - { - "priceNanos": 220136538103, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 220186538103, - "size": 22, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:30.924Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189835617734, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189825617734, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 189805617734, - "size": 5, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189775617734, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189725617734, - "size": 75, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189845617734, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189875617734, - "size": 86, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:30.943Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564758, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823436553805, - "size": 31, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823456553805, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 4823496553805, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 4823516553805, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 4823546553805, - "size": 18, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:30.978Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564759, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045151931, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75030151931, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75010151931, - "size": 64, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74990151931, - "size": 50, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.067Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74935710019, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74895710019, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74855710019, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74815710019, - "size": 36, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74975710019, - "size": 67, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74995710019, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 75045710019, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 75065710019, - "size": 43, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:31.097Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564761, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349938672548, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349918672548, - "size": 54, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349958672548, - "size": 18, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350008672548, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 350048672548, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350058672548, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 350078672548, - "size": 99, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.140Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564762, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823572163015, - "size": 69, - "orderCount": 12 - }, - { - "priceNanos": 4823532163015, - "size": 42, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823512163015, - "size": 54, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823602163015, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823622163015, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 4823632163015, - "size": 62, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823672163015, - "size": 9, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.223Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220091707066, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220086707066, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 220036707066, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220006707066, - "size": 4, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220096707066, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 220146707066, - "size": 65, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.256Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75007014051, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74962014051, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74912014051, - "size": 38, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:31.266Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564765, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350082661398, - "size": 86, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350032661398, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 350012661398, - "size": 77, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350112661398, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350152661398, - "size": 95, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:31.331Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564766, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74988909237, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 75038909237, - "size": 97, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75068909237, - "size": 99, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75118909237, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75168909237, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:31.362Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189781132493, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189731132493, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 189711132493, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 189691132493, - "size": 91, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189831132493, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 189861132493, - "size": 57, - "orderCount": 15 - }, - { - "priceNanos": 189891132493, - "size": 32, - "orderCount": 6 - }, - { - "priceNanos": 189901132493, - "size": 60, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.451Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782518128, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678767518128, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 1678757518128, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 1678717518128, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 1678707518128, - "size": 86, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678677518128, - "size": 10, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678797518128, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 1678807518128, - "size": 11, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678847518128, - "size": 52, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678887518128, - "size": 42, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.545Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564769, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189792453526, - "size": 20, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:31.622Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80039810238, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80024810238, - "size": 64, - "orderCount": 4 - }, - { - "priceNanos": 79994810238, - "size": 21, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79984810238, - "size": 43, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79964810238, - "size": 13, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79914810238, - "size": 52, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80054810238, - "size": 21, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.692Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564771, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678804686821, - "size": 19, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678794686821, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678764686821, - "size": 49, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678834686821, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 1678884686821, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678934686821, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 1678974686821, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 1679004686821, - "size": 13, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.770Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090742302, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75060742302, - "size": 55, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75120742302, - "size": 32, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:31.781Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219953164416, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948164416, - "size": 59, - "orderCount": 14 - }, - { - "priceNanos": 219908164416, - "size": 25, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219888164416, - "size": 43, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958164416, - "size": 43, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 219978164416, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219998164416, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 220048164416, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:31.870Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564774, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189762662535, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189862662535, - "size": 89, - "orderCount": 11 - }, - { - "priceNanos": 189892662535, - "size": 22, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189942662535, - "size": 75, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189962662535, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189972662535, - "size": 66, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.915Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189814516555, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189789516555, - "size": 87, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189839516555, - "size": 23, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189869516555, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 189919516555, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 189939516555, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 189979516555, - "size": 59, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:31.965Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823578965164, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823538965164, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 4823508965164, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 4823488965164, - "size": 21, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823468965164, - "size": 14, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823618965164, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823628965164, - "size": 56, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823648965164, - "size": 46, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:32.028Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564777, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969044310, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349939044310, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349909044310, - "size": 85, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349999044310, - "size": 94, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350019044310, - "size": 19, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.050Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564778, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823461118344, - "size": 89, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823561118344, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 4823591118344, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 4823631118344, - "size": 84, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823671118344, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 4823721118344, - "size": 17, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:32.146Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564779, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046889015, - "size": 37, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75036889015, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 75026889015, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 74976889015, - "size": 80, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75096889015, - "size": 76, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:32.234Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350071674436, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350041674436, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 350031674436, - "size": 48, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349991674436, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350101674436, - "size": 99, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350111674436, - "size": 88, - "orderCount": 8 - }, - { - "priceNanos": 350121674436, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 350131674436, - "size": 40, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.250Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468986119, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458986119, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 4823428986119, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 4823408986119, - "size": 92, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823478986119, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823498986119, - "size": 7, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823548986119, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 4823588986119, - "size": 80, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.345Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423990956, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398990956, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823378990956, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 4823348990956, - "size": 61, - "orderCount": 19 - }, - { - "priceNanos": 4823318990956, - "size": 97, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448990956, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 4823488990956, - "size": 40, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823508990956, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 4823538990956, - "size": 47, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823568990956, - "size": 42, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:32.428Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564783, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.452Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981579461, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220021579461, - "size": 33, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.497Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823577708534, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823547708534, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823497708534, - "size": 66, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823477708534, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 4823457708534, - "size": 88, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823607708534, - "size": 73, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:32.539Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189773162218, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189768162218, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189758162218, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 189718162218, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 189688162218, - "size": 66, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189668162218, - "size": 56, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189778162218, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 189808162218, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 189828162218, - "size": 54, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.597Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065525898, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80060525898, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 80020525898, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79970525898, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79940525898, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 79920525898, - "size": 57, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80070525898, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.696Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052231295, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75022231295, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 75002231295, - "size": 19, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74992231295, - "size": 5, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74962231295, - "size": 90, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75082231295, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 75092231295, - "size": 30, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75122231295, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 75162231295, - "size": 11, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525187492, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823495187492, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 4823455187492, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 4823445187492, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.800Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564790, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74870281109, - "size": 14, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74820281109, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 74800281109, - "size": 23, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74940281109, - "size": 78, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74960281109, - "size": 75, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:32.871Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564791, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75022672584, - "size": 6, - "orderCount": 17 - }, - { - "priceNanos": 75012672584, - "size": 95, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75002672584, - "size": 24, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102672584, - "size": 31, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.941Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564792, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79993963477, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79943963477, - "size": 7, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79933963477, - "size": 22, - "orderCount": 10 - }, - { - "priceNanos": 79883963477, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79873963477, - "size": 60, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80043963477, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 80083963477, - "size": 76, - "orderCount": 16 - }, - { - "priceNanos": 80093963477, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80143963477, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80163963477, - "size": 28, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:32.974Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564793, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081088914, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75041088914, - "size": 47, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74991088914, - "size": 39, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74981088914, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 74961088914, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 74921088914, - "size": 2, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.041Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988888697, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938888697, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 219908888697, - "size": 14, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220038888697, - "size": 31, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:33.113Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564795, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678826480042, - "size": 63, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.150Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678826170135, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678871170135, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678901170135, - "size": 60, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678941170135, - "size": 1, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.166Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564797, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678832640088, - "size": 93, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678792640088, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 1678772640088, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678722640088, - "size": 21, - "orderCount": 3 - }, - { - "priceNanos": 1678672640088, - "size": 33, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.211Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564798, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:33.225Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564799, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349998031267, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349948031267, - "size": 15, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349918031267, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 349888031267, - "size": 99, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350038031267, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 350058031267, - "size": 7, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350068031267, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 350078031267, - "size": 23, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:33.293Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564800, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902032240, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79897032240, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 79857032240, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 79837032240, - "size": 20, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79907032240, - "size": 23, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79937032240, - "size": 52, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.389Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847441393, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189802441393, - "size": 97, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189752441393, - "size": 91, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189732441393, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 189712441393, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189672441393, - "size": 78, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189892441393, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189902441393, - "size": 51, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189932441393, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 189952441393, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.447Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823420968469, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823370968469, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 4823350968469, - "size": 79, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.500Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928899263, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74923899263, - "size": 78, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74903899263, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74863899263, - "size": 44, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.541Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990043104, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79940043104, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79930043104, - "size": 24, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79900043104, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80040043104, - "size": 12, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80090043104, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80120043104, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 80130043104, - "size": 37, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:33.628Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220090069098, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220060069098, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 220040069098, - "size": 3, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220120069098, - "size": 30, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.676Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564806, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75013253893, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74993253893, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74963253893, - "size": 59, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75073253893, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75123253893, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 75173253893, - "size": 49, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.759Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564807, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046235276, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75026235276, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 74976235276, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74966235276, - "size": 9, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75066235276, - "size": 55, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.797Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678738498199, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678703498199, - "size": 3, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678663498199, - "size": 100, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678633498199, - "size": 5, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678613498199, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678563498199, - "size": 89, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678773498199, - "size": 30, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.862Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564809, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823390884096, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823350884096, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 4823340884096, - "size": 36, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823480884096, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 4823490884096, - "size": 4, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.878Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401275852, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823371275852, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 4823361275852, - "size": 53, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823351275852, - "size": 33, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823341275852, - "size": 40, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823311275852, - "size": 73, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823431275852, - "size": 78, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:33.927Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564811, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79960958654, - "size": 48, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79920958654, - "size": 77, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79890958654, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 79860958654, - "size": 36, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79970958654, - "size": 43, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80010958654, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:33.999Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988197736, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79938197736, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 79888197736, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 79838197736, - "size": 9, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.023Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564813, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74934145345, - "size": 81, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74924145345, - "size": 19, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74914145345, - "size": 91, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74974145345, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 75004145345, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 75034145345, - "size": 54, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75084145345, - "size": 94, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:34.092Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79927307614, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79907307614, - "size": 37, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79867307614, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 79827307614, - "size": 27, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947307614, - "size": 60, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.106Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80004596525, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79964596525, - "size": 14, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79924596525, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 79884596525, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 79854596525, - "size": 20, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80044596525, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 80084596525, - "size": 64, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80124596525, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 80154596525, - "size": 64, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.136Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564816, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75080288465, - "size": 22, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75090288465, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75120288465, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 75140288465, - "size": 41, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75190288465, - "size": 59, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75220288465, - "size": 3, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.174Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564817, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807845686, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189792845686, - "size": 30, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189772845686, - "size": 21, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189822845686, - "size": 73, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189832845686, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 189862845686, - "size": 4, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.231Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943933843, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219913933843, - "size": 51, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219903933843, - "size": 20, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219883933843, - "size": 11, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219973933843, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219993933843, - "size": 79, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:34.255Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922951094, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882951094, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79872951094, - "size": 71, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.278Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564820, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350044107421, - "size": 39, - "orderCount": 20 - }, - { - "priceNanos": 350034107421, - "size": 7, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349994107421, - "size": 16, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349974107421, - "size": 68, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349944107421, - "size": 38, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350124107421, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 350154107421, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 350174107421, - "size": 29, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350184107421, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350234107421, - "size": 23, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:34.315Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057483568, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350032483568, - "size": 80, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350082483568, - "size": 30, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350122483568, - "size": 60, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:34.347Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814702840, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678769702840, - "size": 70, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678759702840, - "size": 61, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678709702840, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 1678699702840, - "size": 72, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.410Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456460874, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823506460874, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823516460874, - "size": 56, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.482Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220079519790, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220034519790, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 220014519790, - "size": 78, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:34.580Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823448092639, - "size": 59, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823488092639, - "size": 38, - "orderCount": 3 - }, - { - "priceNanos": 4823498092639, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823538092639, - "size": 95, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.665Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099347824, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75089347824, - "size": 2, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75059347824, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 75019347824, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 74969347824, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 74959347824, - "size": 68, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75109347824, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 75149347824, - "size": 38, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:34.739Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80038988869, - "size": 78, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80008988869, - "size": 38, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79968988869, - "size": 45, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79938988869, - "size": 100, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80098988869, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80148988869, - "size": 80, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.767Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029292935, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220014292935, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 219964292935, - "size": 8, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220044292935, - "size": 81, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.843Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564829, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189748640638, - "size": 87, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189718640638, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 189668640638, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 189658640638, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189638640638, - "size": 29, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189848640638, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:34.911Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564830, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75038985573, - "size": 75, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75078985573, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 75118985573, - "size": 80, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75138985573, - "size": 62, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75148985573, - "size": 2, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.008Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564831, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350020229857, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349970229857, - "size": 79, - "orderCount": 8 - }, - { - "priceNanos": 349950229857, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 349920229857, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 349870229857, - "size": 96, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350070229857, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 350120229857, - "size": 46, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:35.101Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189690836601, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189660836601, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189650836601, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 189610836601, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189560836601, - "size": 89, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.170Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834036092, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189849036092, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 189879036092, - "size": 36, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189889036092, - "size": 55, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:35.244Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755230291, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678740230291, - "size": 3, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678770230291, - "size": 16, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.338Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349964628645, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 349914628645, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349874628645, - "size": 6, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349824628645, - "size": 33, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350014628645, - "size": 39, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.417Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920443115, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74900443115, - "size": 15, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.503Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564837, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823533848258, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823488848258, - "size": 57, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823448848258, - "size": 69, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823418848258, - "size": 33, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823578848258, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823628848258, - "size": 56, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.592Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741372511, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189701372511, - "size": 23, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189651372511, - "size": 12, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:35.681Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782030639, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678807030639, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678837030639, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 1678867030639, - "size": 8, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.781Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564840, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678714166180, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 1678664166180, - "size": 99, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678734166180, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 1678764166180, - "size": 80, - "orderCount": 8 - }, - { - "priceNanos": 1678774166180, - "size": 64, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:35.827Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564841, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783134736, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189763134736, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 189733134736, - "size": 77, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.898Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703758237, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678698758237, - "size": 97, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678708758237, - "size": 11, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678718758237, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 1678758758237, - "size": 74, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678768758237, - "size": 67, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:35.931Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471049273, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823511049273, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 4823541049273, - "size": 69, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823551049273, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:35.964Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189724146771, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189674146771, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 189654146771, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 189624146771, - "size": 49, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189774146771, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 189814146771, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 189824146771, - "size": 60, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189854146771, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189864146771, - "size": 79, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.033Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189687294039, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189682294039, - "size": 68, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189632294039, - "size": 85, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189692294039, - "size": 53, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:36.046Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564846, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823572105197, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 4823522105197, - "size": 65, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823482105197, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 4823432105197, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 4823402105197, - "size": 11, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823612105197, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823642105197, - "size": 93, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.091Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189721362195, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189701362195, - "size": 9, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189741362195, - "size": 34, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.109Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564848, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402802013, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823372802013, - "size": 58, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823432802013, - "size": 10, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:36.124Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823430087262, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823410087262, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823450087262, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 4823500087262, - "size": 65, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.172Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911577015, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349896577015, - "size": 56, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349926577015, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 349936577015, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 349946577015, - "size": 55, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:36.228Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804089157, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678759089157, - "size": 14, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678719089157, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678699089157, - "size": 25, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678849089157, - "size": 81, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:36.275Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564852, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823458611332, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 4823428611332, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 4823418611332, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823468611332, - "size": 71, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823488611332, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 4823508611332, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 4823518611332, - "size": 50, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:36.294Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926993057, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74961993057, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 74971993057, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 74981993057, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 75001993057, - "size": 2, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75011993057, - "size": 25, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.329Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564854, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050081817, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220095081817, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 220135081817, - "size": 56, - "orderCount": 20 - }, - { - "priceNanos": 220145081817, - "size": 73, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220155081817, - "size": 89, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220205081817, - "size": 64, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.347Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706431203, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696431203, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678716431203, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 1678766431203, - "size": 42, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678806431203, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 1678836431203, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 1678876431203, - "size": 20, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.410Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75032807715, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75002807715, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 74982807715, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74932807715, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74892807715, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 74852807715, - "size": 8, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75062807715, - "size": 56, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.444Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220076069301, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220056069301, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 220006069301, - "size": 54, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219956069301, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219926069301, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 219916069301, - "size": 23, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220096069301, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220146069301, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 220156069301, - "size": 73, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.519Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564858, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:33:36.557Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564859, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970823725, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74955823725, - "size": 44, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74985823725, - "size": 51, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.628Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889703599, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678849703599, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678819703599, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 1678809703599, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 1678799703599, - "size": 16, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678929703599, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 1678979703599, - "size": 78, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679009703599, - "size": 33, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1679029703599, - "size": 74, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.695Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823563860221, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.723Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80098007914, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80128007914, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80158007914, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.791Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698645592, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189693645592, - "size": 4, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189703645592, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 189713645592, - "size": 22, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189743645592, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189783645592, - "size": 36, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:36.882Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349934294461, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349929294461, - "size": 5, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349939294461, - "size": 83, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 349979294461, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 349989294461, - "size": 11, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:36.925Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564865, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349948732044, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 349908732044, - "size": 26, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349878732044, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 349828732044, - "size": 67, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349988732044, - "size": 72, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 349998732044, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350048732044, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 350078732044, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 350098732044, - "size": 29, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:36.938Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564866, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090935217, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80075935217, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 80055935217, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 80045935217, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80025935217, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 80005935217, - "size": 74, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80105935217, - "size": 76, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80155935217, - "size": 32, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80195935217, - "size": 44, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.006Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564867, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80027337392, - "size": 97, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80077337392, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 80107337392, - "size": 44, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80137337392, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80167337392, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80217337392, - "size": 23, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:37.093Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564868, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80019414074, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80009414074, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 79999414074, - "size": 26, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79959414074, - "size": 38, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80029414074, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80039414074, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80089414074, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 80109414074, - "size": 10, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564869, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189805111743, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189795111743, - "size": 83, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189825111743, - "size": 19, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.228Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678850909725, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678820909725, - "size": 54, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678880909725, - "size": 48, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678900909725, - "size": 61, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.244Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006046162, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971046162, - "size": 84, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75041046162, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 75081046162, - "size": 79, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75091046162, - "size": 18, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75121046162, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75151046162, - "size": 84, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.297Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79920334694, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79880334694, - "size": 46, - "orderCount": 3 - }, - { - "priceNanos": 79840334694, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 79830334694, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79790334694, - "size": 6, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80010334694, - "size": 91, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:37.308Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564873, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350009110027, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349969110027, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349939110027, - "size": 47, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349919110027, - "size": 81, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350049110027, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350079110027, - "size": 11, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:37.363Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678799694607, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678749694607, - "size": 38, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678719694607, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 1678699694607, - "size": 8, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678649694607, - "size": 60, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678609694607, - "size": 92, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678849694607, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 1678879694607, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678909694607, - "size": 45, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.419Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859268817, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678834268817, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 1678784268817, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 1678744268817, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678704268817, - "size": 13, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678884268817, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 1678914268817, - "size": 89, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678934268817, - "size": 30, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.505Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564876, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823519054637, - "size": 27, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:37.597Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564877, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678807341851, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 1678757341851, - "size": 81, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678837341851, - "size": 42, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:37.623Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678832441111, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 1678782441111, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 1678742441111, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678702441111, - "size": 83, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852441111, - "size": 73, - "orderCount": 2 - }, - { - "priceNanos": 1678862441111, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 1678892441111, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678922441111, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 1678932441111, - "size": 86, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:37.643Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873607544, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678908607544, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678938607544, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678948607544, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 1678958607544, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1679008607544, - "size": 29, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.704Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564880, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719002110, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678684002110, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 1678674002110, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 1678664002110, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 1678634002110, - "size": 65, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678754002110, - "size": 2, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678774002110, - "size": 76, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678824002110, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 1678834002110, - "size": 58, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:37.803Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019081511, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75014081511, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74994081511, - "size": 85, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75024081511, - "size": 56, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:37.817Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189769797579, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189734797579, - "size": 72, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189804797579, - "size": 73, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:37.853Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081514896, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75061514896, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 75031514896, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 75001514896, - "size": 44, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75101514896, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 75131514896, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75151514896, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75181514896, - "size": 90, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75201514896, - "size": 55, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.942Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057990639, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75037990639, - "size": 99, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75077990639, - "size": 92, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75097990639, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75107990639, - "size": 19, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:37.984Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349909928144, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349874928144, - "size": 51, - "orderCount": 18 - }, - { - "priceNanos": 349854928144, - "size": 70, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.057Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564886, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219941320268, - "size": 47, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219931320268, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219921320268, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 219881320268, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219871320268, - "size": 29, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220021320268, - "size": 81, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220051320268, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220081320268, - "size": 56, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:38.093Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564887, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349972661782, - "size": 85, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349932661782, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 349912661782, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 349892661782, - "size": 61, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350052661782, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350082661782, - "size": 70, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.147Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564888, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79866971266, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 79856971266, - "size": 54, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79826971266, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79786971266, - "size": 56, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79736971266, - "size": 69, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79956971266, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79996971266, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 80006971266, - "size": 13, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80016971266, - "size": 28, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.213Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564889, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80020127033, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 79970127033, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79920127033, - "size": 67, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79900127033, - "size": 65, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.230Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79893507633, - "size": 69, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79923507633, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 79953507633, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 79983507633, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 80003507633, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 80033507633, - "size": 21, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:38.326Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74949167747, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74939167747, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74899167747, - "size": 98, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74859167747, - "size": 78, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74959167747, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74989167747, - "size": 8, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75039167747, - "size": 82, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:38.387Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564892, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719570204, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678699570204, - "size": 58, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678739570204, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 1678779570204, - "size": 38, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678799570204, - "size": 62, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:38.444Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498173526, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458173526, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 4823448173526, - "size": 79, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823538173526, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 4823558173526, - "size": 30, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823568173526, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823618173526, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 4823648173526, - "size": 92, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.509Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678715773388, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678700773388, - "size": 63, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678690773388, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 1678640773388, - "size": 58, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678600773388, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 1678550773388, - "size": 56, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678730773388, - "size": 44, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678780773388, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 1678790773388, - "size": 38, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678810773388, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678840773388, - "size": 73, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.578Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564895, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823452823950, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 4823402823950, - "size": 3, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823392823950, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 4823352823950, - "size": 30, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823542823950, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 4823592823950, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 4823612823950, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 4823642823950, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 4823692823950, - "size": 61, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.590Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564896, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79967540290, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 79947540290, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 79907540290, - "size": 78, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80047540290, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 80097540290, - "size": 60, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80147540290, - "size": 5, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80187540290, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 80207540290, - "size": 37, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.685Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219915889539, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219895889539, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219855889539, - "size": 84, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219845889539, - "size": 38, - "orderCount": 18 - }, - { - "priceNanos": 219835889539, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 219825889539, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:38.756Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093146696, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80063146696, - "size": 9, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80053146696, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 80033146696, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79983146696, - "size": 33, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79933146696, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80123146696, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80133146696, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 80153146696, - "size": 84, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.825Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564899, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823420073485, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823410073485, - "size": 50, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823370073485, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823320073485, - "size": 19, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823310073485, - "size": 21, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823430073485, - "size": 9, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823440073485, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 4823460073485, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 4823480073485, - "size": 2, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823500073485, - "size": 64, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:38.873Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349993265337, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349958265337, - "size": 68, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349928265337, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 349918265337, - "size": 29, - "orderCount": 13 - }, - { - "priceNanos": 349908265337, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349868265337, - "size": 32, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350028265337, - "size": 4, - "orderCount": 5 - }, - { - "priceNanos": 350048265337, - "size": 97, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:38.947Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564901, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189813995073, - "size": 31, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189763995073, - "size": 35, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189843995073, - "size": 82, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189873995073, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 189893995073, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 189903995073, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 189933995073, - "size": 82, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.033Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011139874, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75041139874, - "size": 38, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75061139874, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 75091139874, - "size": 73, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75111139874, - "size": 62, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.065Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564903, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678757809772, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678747809772, - "size": 73, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678767809772, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 1678777809772, - "size": 72, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.089Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099332280, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80089332280, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 80039332280, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 80019332280, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80009332280, - "size": 88, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80109332280, - "size": 46, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80129332280, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 80179332280, - "size": 23, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.151Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560492074, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823555492074, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 4823545492074, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823565492074, - "size": 78, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823595492074, - "size": 46, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.199Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046047387, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75036047387, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 75026047387, - "size": 44, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75056047387, - "size": 81, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75086047387, - "size": 72, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75116047387, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 75146047387, - "size": 70, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75186047387, - "size": 31, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.211Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984356137, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74939356137, - "size": 24, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74909356137, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74879356137, - "size": 8, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74859356137, - "size": 89, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75029356137, - "size": 23, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75059356137, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 75109356137, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 75119356137, - "size": 100, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75159356137, - "size": 44, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.285Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564908, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678709594625, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 1678679594625, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 1678629594625, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678619594625, - "size": 9, - "orderCount": 12 - }, - { - "priceNanos": 1678589594625, - "size": 87, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678759594625, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 1678779594625, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678829594625, - "size": 12, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.296Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050378253, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80035378253, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 80015378253, - "size": 65, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79975378253, - "size": 35, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79955378253, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 79905378253, - "size": 59, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80065378253, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 80115378253, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 80165378253, - "size": 78, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.380Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090622531, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75140622531, - "size": 24, - "orderCount": 17 - }, - { - "priceNanos": 75180622531, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 75220622531, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 75250622531, - "size": 82, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.468Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189757971821, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189722971821, - "size": 42, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189792971821, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189832971821, - "size": 70, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189882971821, - "size": 88, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189922971821, - "size": 50, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.556Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875211128, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678855211128, - "size": 58, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678825211128, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 1678815211128, - "size": 94, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:39.647Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072367677, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75022367677, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74982367677, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74962367677, - "size": 79, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75122367677, - "size": 69, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.697Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564914, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350033523075, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350053523075, - "size": 7, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350083523075, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 350103523075, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 350113523075, - "size": 55, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.787Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096582256, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80056582256, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 80016582256, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 79966582256, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79916582256, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 79866582256, - "size": 72, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:39.861Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564916, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678832360170, - "size": 75, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.916Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564917, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716316726, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189686316726, - "size": 15, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189676316726, - "size": 45, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189636316726, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 189606316726, - "size": 39, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189746316726, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189766316726, - "size": 7, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189796316726, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 189806316726, - "size": 15, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:39.995Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678829110009, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678874110009, - "size": 4, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.035Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678867478505, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678857478505, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 1678827478505, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 1678777478505, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 1678737478505, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 1678727478505, - "size": 95, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678877478505, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.077Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74914446058, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74869446058, - "size": 43, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74859446058, - "size": 89, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74849446058, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 74839446058, - "size": 95, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74959446058, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74989446058, - "size": 77, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.165Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823582359037, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823572359037, - "size": 64, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823562359037, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823552359037, - "size": 19, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823592359037, - "size": 70, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823642359037, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823682359037, - "size": 67, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.199Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564922, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823533689316, - "size": 8, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823633689316, - "size": 10, - "orderCount": 9 - }, - { - "priceNanos": 4823663689316, - "size": 15, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823693689316, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.264Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564923, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349932401220, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 349912401220, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349882401220, - "size": 84, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349862401220, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350012401220, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 350052401220, - "size": 10, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350062401220, - "size": 91, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.290Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699514821, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189649514821, - "size": 45, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189749514821, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 189799514821, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 189809514821, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 189819514821, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 189859514821, - "size": 6, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.306Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842537821, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189837537821, - "size": 70, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189807537821, - "size": 5, - "orderCount": 15 - }, - { - "priceNanos": 189767537821, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 189727537821, - "size": 4, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189847537821, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 189897537821, - "size": 33, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189937537821, - "size": 25, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.401Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564926, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.458Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569572318, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823584572318, - "size": 16, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823624572318, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 4823674572318, - "size": 77, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:40.471Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564928, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823557507747, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823527507747, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823477507747, - "size": 1, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823587507747, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 4823627507747, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 4823677507747, - "size": 23, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823727507747, - "size": 37, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.485Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832217618, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678797217618, - "size": 39, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678787217618, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 1678757217618, - "size": 24, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678737217618, - "size": 6, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678867217618, - "size": 41, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.530Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564930, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988298096, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79958298096, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 79908298096, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 79898298096, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79878298096, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 79858298096, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80018298096, - "size": 4, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80058298096, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80088298096, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:40.544Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564931, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74963534521, - "size": 48, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74923534521, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 74903534521, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 74883534521, - "size": 50, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74973534521, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 74993534521, - "size": 51, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75003534521, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 75023534521, - "size": 5, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.642Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942951322, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79907951322, - "size": 62, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79977951322, - "size": 8, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564933, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75062323609, - "size": 42, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75032323609, - "size": 78, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75022323609, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 74982323609, - "size": 37, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75132323609, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75182323609, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75222323609, - "size": 50, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.753Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564934, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189753928045, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 189713928045, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189693928045, - "size": 64, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189763928045, - "size": 39, - "orderCount": 20 - }, - { - "priceNanos": 189813928045, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 189833928045, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 189863928045, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 189873928045, - "size": 19, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.781Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510825530, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465825530, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823445825530, - "size": 52, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823395825530, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 4823375825530, - "size": 17, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823555825530, - "size": 22, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823605825530, - "size": 11, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823645825530, - "size": 35, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823665825530, - "size": 81, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.866Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046433511, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220021433511, - "size": 55, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.914Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189660668303, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:40.945Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436490736, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823431490736, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 4823391490736, - "size": 95, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823371490736, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 4823341490736, - "size": 28, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823441490736, - "size": 70, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:40.985Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75058703927, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75103703927, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 75133703927, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75143703927, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75173703927, - "size": 56, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.035Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564940, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350059432708, - "size": 25, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350039432708, - "size": 34, - "orderCount": 20 - }, - { - "priceNanos": 350029432708, - "size": 32, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349989432708, - "size": 33, - "orderCount": 18 - }, - { - "priceNanos": 349949432708, - "size": 59, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350099432708, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 350109432708, - "size": 56, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350119432708, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 350169432708, - "size": 70, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.089Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564941, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678729525636, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 1678679525636, - "size": 19, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:41.180Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975191427, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349925191427, - "size": 6, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349885191427, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349875191427, - "size": 14, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350025191427, - "size": 70, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:41.234Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024498260, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74979498260, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 74929498260, - "size": 91, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75069498260, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 75119498260, - "size": 46, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:41.261Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219977882084, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219987882084, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 220037882084, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220087882084, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220127882084, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220157882084, - "size": 27, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.305Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349978174994, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349928174994, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349898174994, - "size": 98, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350028174994, - "size": 56, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350068174994, - "size": 57, - "orderCount": 9 - }, - { - "priceNanos": 350078174994, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 350088174994, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350108174994, - "size": 4, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:41.363Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564946, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397790619, - "size": 28, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823367790619, - "size": 23, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823487790619, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 4823507790619, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823557790619, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:41.413Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564947, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189743910045, - "size": 61, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189723910045, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 189683910045, - "size": 95, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.445Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564948, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189699760954, - "size": 47, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:41.479Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80006412697, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79961412697, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 79931412697, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 79911412697, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79871412697, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 79831412697, - "size": 58, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80051412697, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80091412697, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80101412697, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 80121412697, - "size": 2, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.542Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564950, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189697097882, - "size": 93, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189797097882, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 189847097882, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 189857097882, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189887097882, - "size": 95, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.566Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823473001419, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823438001419, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 4823408001419, - "size": 47, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823508001419, - "size": 91, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823518001419, - "size": 33, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823548001419, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823568001419, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823578001419, - "size": 22, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:41.624Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038152507, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80018152507, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 80008152507, - "size": 64, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80058152507, - "size": 5, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80078152507, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 80128152507, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 80158152507, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80178152507, - "size": 18, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:41.705Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564953, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75049788027, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 75039788027, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75029788027, - "size": 8, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75119788027, - "size": 22, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75129788027, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 75179788027, - "size": 64, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75199788027, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 75249788027, - "size": 80, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.786Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219915423633, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219940423633, - "size": 5, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.840Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835395483, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678820395483, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 1678770395483, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 1678750395483, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 1678730395483, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678710395483, - "size": 60, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678850395483, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 1678860395483, - "size": 53, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.897Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678728120448, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.961Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74979113981, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74964113981, - "size": 74, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74994113981, - "size": 97, - "orderCount": 5 - }, - { - "priceNanos": 75014113981, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75054113981, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 75064113981, - "size": 98, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75114113981, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:41.975Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564958, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:41.988Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000169210, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219960169210, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 219940169210, - "size": 23, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220040169210, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 220070169210, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220090169210, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 220120169210, - "size": 64, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:42.058Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706057492, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189671057492, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189641057492, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 189601057492, - "size": 39, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189741057492, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 189751057492, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189771057492, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 189781057492, - "size": 60, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.084Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349939639657, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349979639657, - "size": 14, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350009639657, - "size": 15, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350039639657, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 350059639657, - "size": 74, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:42.126Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564962, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350017444222, - "size": 92, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 350007444222, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349967444222, - "size": 96, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077444222, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 350107444222, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350117444222, - "size": 30, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350167444222, - "size": 4, - "orderCount": 5 - }, - { - "priceNanos": 350197444222, - "size": 30, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.189Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189737100455, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189697100455, - "size": 26, - "orderCount": 10 - }, - { - "priceNanos": 189687100455, - "size": 4, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189777100455, - "size": 45, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.213Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062928194, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75037928194, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 75007928194, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74997928194, - "size": 35, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74987928194, - "size": 93, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74937928194, - "size": 33, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75087928194, - "size": 47, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75137928194, - "size": 9, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75187928194, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 75227928194, - "size": 22, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:42.240Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439355841, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 4823409355841, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 4823389355841, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 4823339355841, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823299355841, - "size": 91, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823499355841, - "size": 47, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823519355841, - "size": 62, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.309Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773454665, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678723454665, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 1678673454665, - "size": 77, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678823454665, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 1678833454665, - "size": 99, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.329Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189826803379, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189831803379, - "size": 82, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:42.400Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349904874398, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349864874398, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 349834874398, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 349804874398, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349754874398, - "size": 70, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.436Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678861021314, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678851021314, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 1678821021314, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 1678791021314, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 1678781021314, - "size": 30, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678731021314, - "size": 86, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678871021314, - "size": 8, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678901021314, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 1678921021314, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678931021314, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 1678941021314, - "size": 17, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:42.503Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949945142, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79909945142, - "size": 27, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79869945142, - "size": 78, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:42.531Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564971, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79987430714, - "size": 63, - "orderCount": 1 - }, - { - "priceNanos": 79947430714, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 79897430714, - "size": 75, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79997430714, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80007430714, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80017430714, - "size": 14, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:42.621Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878081476, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678843081476, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 1678833081476, - "size": 49, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678803081476, - "size": 57, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678753081476, - "size": 21, - "orderCount": 3 - }, - { - "priceNanos": 1678723081476, - "size": 50, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678913081476, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 1678963081476, - "size": 47, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.711Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74978724409, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74958724409, - "size": 95, - "orderCount": 6 - }, - { - "priceNanos": 74948724409, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 74898724409, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74878724409, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 74858724409, - "size": 45, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74998724409, - "size": 59, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.770Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564974, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823529651764, - "size": 15, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823599651764, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 4823629651764, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 4823649651764, - "size": 34, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.839Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564975, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678870865478, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678910865478, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 1678960865478, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 1679010865478, - "size": 78, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1679020865478, - "size": 34, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:42.884Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350049204440, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350009204440, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 349999204440, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 349989204440, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 349959204440, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 349929204440, - "size": 46, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350089204440, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 350119204440, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350149204440, - "size": 5, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:42.929Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564977, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74985187697, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 75035187697, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75065187697, - "size": 59, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:43.000Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189738099848, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 189718099848, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 189668099848, - "size": 97, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189758099848, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 189808099848, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 189818099848, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 189868099848, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.017Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969402124, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349944402124, - "size": 40, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349994402124, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 350044402124, - "size": 35, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.033Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984564980, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189736094487, - "size": 51, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189786094487, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 189806094487, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189856094487, - "size": 67, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:43.045Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020561963, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80000561963, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79960561963, - "size": 53, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79950561963, - "size": 3, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80040561963, - "size": 80, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:43.098Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564982, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823431272928, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 4823391272928, - "size": 22, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823361272928, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 4823311272928, - "size": 56, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823461272928, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 4823491272928, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 4823531272928, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.122Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564983, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957806955, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927806955, - "size": 89, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219887806955, - "size": 75, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219837806955, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 219827806955, - "size": 87, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 219987806955, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 220027806955, - "size": 74, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:43.136Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984564984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968840036, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938840036, - "size": 47, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219918840036, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 219898840036, - "size": 25, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219878840036, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 219838840036, - "size": 83, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219998840036, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 220018840036, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 220048840036, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:43.213Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823409783843, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823384783843, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 4823364783843, - "size": 7, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823434783843, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823454783843, - "size": 15, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823494783843, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823534783843, - "size": 47, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823584783843, - "size": 23, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:43.301Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542887795, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823522887795, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 4823512887795, - "size": 10, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823562887795, - "size": 24, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823602887795, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 4823642887795, - "size": 47, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823692887795, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823732887795, - "size": 53, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.317Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847523027, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678832523027, - "size": 43, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862523027, - "size": 66, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:43.339Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528725097, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823478725097, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 4823428725097, - "size": 63, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823408725097, - "size": 33, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823368725097, - "size": 12, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823578725097, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 4823598725097, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 4823608725097, - "size": 53, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:43.380Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594557002, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823599557002, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 4823619557002, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823659557002, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 4823709557002, - "size": 87, - "orderCount": 13 - }, - { - "priceNanos": 4823749557002, - "size": 81, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:43.408Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959702182, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929702182, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79879702182, - "size": 77, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79989702182, - "size": 24, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80009702182, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 80039702182, - "size": 95, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.453Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485953570, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823475953570, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 4823465953570, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 4823415953570, - "size": 3, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.512Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451377564, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823401377564, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 4823391377564, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823351377564, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 4823321377564, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 4823271377564, - "size": 98, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823501377564, - "size": 74, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:43.593Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884710113, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678869710113, - "size": 5, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678899710113, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678919710113, - "size": 35, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.609Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984564994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997966192, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74972966192, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74922966192, - "size": 19, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74882966192, - "size": 34, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.682Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484991062, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823449991062, - "size": 94, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823419991062, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 4823409991062, - "size": 100, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823519991062, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 4823559991062, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 4823609991062, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 4823629991062, - "size": 85, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.722Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984564996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350055454287, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350050454287, - "size": 92, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350060454287, - "size": 58, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.787Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984564997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823583620728, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823578620728, - "size": 38, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823528620728, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 4823478620728, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 4823458620728, - "size": 83, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.813Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984564998, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678790033403, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 1678760033403, - "size": 26, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678740033403, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 1678710033403, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 1678670033403, - "size": 98, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.845Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984564999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80085078934, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80055078934, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 80035078934, - "size": 84, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80005078934, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 79965078934, - "size": 87, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80115078934, - "size": 3, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.858Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565000, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790551842, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678750551842, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 1678720551842, - "size": 27, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678690551842, - "size": 34, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678830551842, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678840551842, - "size": 53, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678890551842, - "size": 40, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678900551842, - "size": 25, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678920551842, - "size": 31, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.905Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678842366857, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 1678822366857, - "size": 11, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678792366857, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 1678782366857, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 1678772366857, - "size": 90, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678872366857, - "size": 65, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678912366857, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 1678942366857, - "size": 80, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.940Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594305238, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823574305238, - "size": 19, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823614305238, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 4823664305238, - "size": 47, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:43.968Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957349924, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219942349924, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 219932349924, - "size": 88, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219912349924, - "size": 18, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219892349924, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 219852349924, - "size": 91, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219972349924, - "size": 30, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220012349924, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 220062349924, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 220072349924, - "size": 84, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220122349924, - "size": 57, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.039Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565004, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416407678, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411407678, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823401407678, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 4823351407678, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 4823311407678, - "size": 25, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823271407678, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823421407678, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 4823471407678, - "size": 62, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823481407678, - "size": 75, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.130Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666679382, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189656679382, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 189616679382, - "size": 99, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189566679382, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 189556679382, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189536679382, - "size": 5, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189676679382, - "size": 10, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189726679382, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 189766679382, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 189816679382, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 189856679382, - "size": 3, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.147Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693332110, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189643332110, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 189623332110, - "size": 55, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189613332110, - "size": 34, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.230Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565007, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810209178, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189795209178, - "size": 64, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189825209178, - "size": 92, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:44.250Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565008, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350050689624, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350060689624, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 350110689624, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350160689624, - "size": 95, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350170689624, - "size": 90, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350190689624, - "size": 31, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.283Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858929667, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678843929667, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678803929667, - "size": 31, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678783929667, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 1678743929667, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 1678713929667, - "size": 35, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678873929667, - "size": 57, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678883929667, - "size": 8, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.342Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74972055246, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 74962055246, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74912055246, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74902055246, - "size": 83, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75032055246, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 75042055246, - "size": 11, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75052055246, - "size": 12, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75072055246, - "size": 17, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.359Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565011, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917005235, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74882005235, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 74832005235, - "size": 71, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74822005235, - "size": 26, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74952005235, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 74992005235, - "size": 90, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.423Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769502315, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678754502315, - "size": 24, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678724502315, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678684502315, - "size": 89, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678784502315, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678834502315, - "size": 11, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678854502315, - "size": 45, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.444Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983476374, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79953476374, - "size": 49, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79943476374, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79913476374, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 79883476374, - "size": 42, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80013476374, - "size": 25, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80023476374, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 80073476374, - "size": 88, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.478Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565014, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823578165601, - "size": 31, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.575Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565015, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189750033053, - "size": 2, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189720033053, - "size": 56, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.636Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948065105, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74928065105, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74918065105, - "size": 30, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74908065105, - "size": 13, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74968065105, - "size": 97, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74988065105, - "size": 56, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.723Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431904138, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823476904138, - "size": 18, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823506904138, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823526904138, - "size": 6, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.756Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823589763644, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823579763644, - "size": 36, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823569763644, - "size": 10, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823549763644, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823529763644, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 4823509763644, - "size": 69, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599763644, - "size": 83, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823629763644, - "size": 77, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823649763644, - "size": 60, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823679763644, - "size": 22, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.773Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565019, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350049180638, - "size": 93, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350079180638, - "size": 57, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350129180638, - "size": 34, - "orderCount": 13 - }, - { - "priceNanos": 350179180638, - "size": 80, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:44.852Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522359154, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823507359154, - "size": 13, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823497359154, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 4823487359154, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 4823477359154, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 4823467359154, - "size": 20, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823537359154, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823567359154, - "size": 47, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:44.928Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565021, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79974497085, - "size": 31, - "orderCount": 20 - }, - { - "priceNanos": 79934497085, - "size": 2, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79924497085, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 79884497085, - "size": 22, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80024497085, - "size": 11, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.014Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565022, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349914012318, - "size": 77, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349884012318, - "size": 71, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349924012318, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 349934012318, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 349984012318, - "size": 6, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.035Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189756996040, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189716996040, - "size": 45, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189796996040, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 189826996040, - "size": 85, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189856996040, - "size": 89, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189886996040, - "size": 50, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:45.081Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402807910, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823357807910, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 4823347807910, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 4823297807910, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823277807910, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 4823247807910, - "size": 16, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:45.171Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823475093980, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823450093980, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 4823440093980, - "size": 45, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823420093980, - "size": 12, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823500093980, - "size": 24, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823530093980, - "size": 92, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823570093980, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 4823610093980, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 4823620093980, - "size": 26, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.247Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565026, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79953352575, - "size": 97, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79983352575, - "size": 9, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80003352575, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.325Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091258300, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80066258300, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80056258300, - "size": 96, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80026258300, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 80016258300, - "size": 56, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:45.374Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678869325390, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.388Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219933043639, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219923043639, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 219903043639, - "size": 46, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219863043639, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 219823043639, - "size": 72, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219943043639, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 219973043639, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:45.431Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082075315, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80077075315, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80027075315, - "size": 39, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79987075315, - "size": 6, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80087075315, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 80127075315, - "size": 82, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80137075315, - "size": 82, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:45.530Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900368079, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74895368079, - "size": 37, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74885368079, - "size": 9, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74905368079, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 74935368079, - "size": 2, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74975368079, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 75015368079, - "size": 13, - "orderCount": 8 - }, - { - "priceNanos": 75045368079, - "size": 66, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.583Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189749714726, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189734714726, - "size": 49, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189684714726, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 189644714726, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189624714726, - "size": 11, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189764714726, - "size": 90, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:45.643Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500870678, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823535870678, - "size": 28, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:45.735Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189744773471, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189719773471, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189669773471, - "size": 22, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189769773471, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 189789773471, - "size": 60, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:45.820Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565035, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79946196156, - "size": 52, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79966196156, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 79996196156, - "size": 64, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.848Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010267060, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219975267060, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219955267060, - "size": 42, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219945267060, - "size": 45, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220045267060, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 220065267060, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220095267060, - "size": 30, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.909Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783456085, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678733456085, - "size": 48, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678833456085, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 1678863456085, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678873456085, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:45.948Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678855595479, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678835595479, - "size": 14, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678875595479, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 1678905595479, - "size": 25, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678915595479, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 1678955595479, - "size": 98, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.041Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350071549656, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350041549656, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350021549656, - "size": 66, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350011549656, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 350001549656, - "size": 42, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350101549656, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 350131549656, - "size": 83, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.081Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556722015, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823516722015, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 4823466722015, - "size": 80, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823456722015, - "size": 18, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823596722015, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823606722015, - "size": 13, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823626722015, - "size": 17, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.166Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220054458902, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220039458902, - "size": 2, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220019458902, - "size": 55, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220069458902, - "size": 70, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:46.225Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678853203254, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678843203254, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 1678793203254, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 1678773203254, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 1678753203254, - "size": 12, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863203254, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 1678893203254, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678923203254, - "size": 56, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:46.236Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565043, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80072001311, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80112001311, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 80142001311, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 80182001311, - "size": 93, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.310Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565044, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678767203797, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 1678717203797, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 1678667203797, - "size": 61, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678867203797, - "size": 79, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.360Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565045, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091011297, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80076011297, - "size": 90, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80046011297, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80106011297, - "size": 12, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80156011297, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80196011297, - "size": 18, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:46.420Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936523070, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.489Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015389926, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005389926, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 74975389926, - "size": 33, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74965389926, - "size": 72, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75025389926, - "size": 44, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.507Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080869416, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75070869416, - "size": 57, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75040869416, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 75010869416, - "size": 79, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75090869416, - "size": 18, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75110869416, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 75150869416, - "size": 93, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75200869416, - "size": 26, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.581Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565049, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219907044988, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219867044988, - "size": 73, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219947044988, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 219997044988, - "size": 53, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220047044988, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.666Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481781851, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.706Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859157129, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678899157129, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 1678919157129, - "size": 33, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:46.757Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678754367619, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678709367619, - "size": 38, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678689367619, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 1678669367619, - "size": 72, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678629367619, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678579367619, - "size": 7, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.776Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219921656625, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219901656625, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219861656625, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 219841656625, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219791656625, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219741656625, - "size": 85, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219941656625, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 219961656625, - "size": 83, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220011656625, - "size": 12, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220061656625, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 220091656625, - "size": 93, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521873460, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823536873460, - "size": 45, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:46.852Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951608029, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79946608029, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 79936608029, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 79886608029, - "size": 62, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:46.886Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189723869193, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189678869193, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189658869193, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 189618869193, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 189608869193, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189768869193, - "size": 22, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189818869193, - "size": 29, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189828869193, - "size": 58, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189848869193, - "size": 70, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:46.962Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065362488, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80030362488, - "size": 94, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79980362488, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 79940362488, - "size": 50, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79930362488, - "size": 13, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79890362488, - "size": 25, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80100362488, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80110362488, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80160362488, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80200362488, - "size": 56, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:47.049Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565058, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.095Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565059, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80022126123, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 79972126123, - "size": 48, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.169Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565060, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80046619685, - "size": 17, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80116619685, - "size": 11, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.189Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565061, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189778550381, - "size": 96, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189828550381, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 189858550381, - "size": 28, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189888550381, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189928550381, - "size": 62, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:47.199Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565062, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350016579053, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 349996579053, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349966579053, - "size": 21, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349956579053, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 349926579053, - "size": 100, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350116579053, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 350146579053, - "size": 92, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350186579053, - "size": 86, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:47.261Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678785344976, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678740344976, - "size": 69, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678830344976, - "size": 44, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678850344976, - "size": 90, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678870344976, - "size": 93, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.337Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906236364, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349866236364, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 349856236364, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 349846236364, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 349816236364, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 349776236364, - "size": 90, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.431Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220038117781, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220018117781, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 219968117781, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 219948117781, - "size": 63, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219908117781, - "size": 48, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220058117781, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 220088117781, - "size": 18, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.453Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189821390930, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189786390930, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 189756390930, - "size": 84, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189856390930, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 189876390930, - "size": 74, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.506Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565067, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959278514, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79919278514, - "size": 13, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79999278514, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80049278514, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 80089278514, - "size": 26, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.544Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865999747, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678815999747, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 1678775999747, - "size": 16, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678755999747, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 1678725999747, - "size": 71, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678675999747, - "size": 91, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:47.604Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037385626, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007385626, - "size": 28, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350067385626, - "size": 77, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.675Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565070, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74963804817, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 74913804817, - "size": 39, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74873804817, - "size": 26, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75043804817, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75053804817, - "size": 35, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:47.743Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189688540579, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189653540579, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 189623540579, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 189583540579, - "size": 41, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189533540579, - "size": 46, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189723540579, - "size": 41, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.784Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546924432, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:47.830Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565073, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189807700662, - "size": 22, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189787700662, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 189737700662, - "size": 5, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837700662, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 189847700662, - "size": 69, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189857700662, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189867700662, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 189907700662, - "size": 62, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:47.928Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565074, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74924460640, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 74904460640, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 74864460640, - "size": 50, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74984460640, - "size": 97, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75014460640, - "size": 54, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:48.003Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350029360911, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350069360911, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 350109360911, - "size": 80, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350149360911, - "size": 79, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350199360911, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 350209360911, - "size": 53, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:48.053Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566159820, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823536159820, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 4823516159820, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823496159820, - "size": 95, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823596159820, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 4823646159820, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823656159820, - "size": 44, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.134Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471403094, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823516403094, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823556403094, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823586403094, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 4823626403094, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 4823636403094, - "size": 24, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:48.185Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565078, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678791031662, - "size": 54, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678761031662, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 1678741031662, - "size": 23, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678721031662, - "size": 51, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678711031662, - "size": 57, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678861031662, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 1678871031662, - "size": 63, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:48.271Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456123547, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823446123547, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823426123547, - "size": 13, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823376123547, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823326123547, - "size": 46, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823466123547, - "size": 69, - "orderCount": 15 - }, - { - "priceNanos": 4823516123547, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 4823556123547, - "size": 20, - "orderCount": 12 - }, - { - "priceNanos": 4823596123547, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 4823636123547, - "size": 25, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.332Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350075392437, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350060392437, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350030392437, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 350000392437, - "size": 43, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350090392437, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350100392437, - "size": 18, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350140392437, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 350150392437, - "size": 91, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350170392437, - "size": 6, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:48.351Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920661165, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79895661165, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 79875661165, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 79845661165, - "size": 30, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79945661165, - "size": 12, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79985661165, - "size": 37, - "orderCount": 9 - }, - { - "priceNanos": 80025661165, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80055661165, - "size": 58, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:48.439Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350068556539, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350073556539, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 350123556539, - "size": 49, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350143556539, - "size": 13, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350163556539, - "size": 66, - "orderCount": 15 - }, - { - "priceNanos": 350193556539, - "size": 31, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.496Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565083, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219932846782, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219902846782, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 219872846782, - "size": 3, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219842846782, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 219792846782, - "size": 46, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219992846782, - "size": 35, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.586Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565084, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678746023524, - "size": 100, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678776023524, - "size": 1, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678816023524, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 1678826023524, - "size": 98, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.685Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036178076, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74991178076, - "size": 76, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75081178076, - "size": 19, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75101178076, - "size": 73, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:48.776Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823532933919, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823522933919, - "size": 54, - "orderCount": 16 - }, - { - "priceNanos": 4823512933919, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823462933919, - "size": 79, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823542933919, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 4823592933919, - "size": 64, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823632933919, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823662933919, - "size": 55, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:48.840Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565087, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220047931597, - "size": 81, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219997931597, - "size": 45, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220097931597, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220147931597, - "size": 63, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220157931597, - "size": 62, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220207931597, - "size": 85, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220217931597, - "size": 24, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.907Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565088, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678729547478, - "size": 78, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678779547478, - "size": 19, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678809547478, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678819547478, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678849547478, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 1678889547478, - "size": 39, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:48.964Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565089, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439574678, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823429574678, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823379574678, - "size": 34, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823339574678, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 4823289574678, - "size": 83, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823499574678, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823539574678, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 4823569574678, - "size": 5, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.030Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678864040718, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678874040718, - "size": 50, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.045Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565091, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74966421439, - "size": 77, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74936421439, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 74926421439, - "size": 67, - "orderCount": 10 - }, - { - "priceNanos": 74916421439, - "size": 94, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74906421439, - "size": 59, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74996421439, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 75006421439, - "size": 7, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75056421439, - "size": 83, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75086421439, - "size": 47, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.129Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565092, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712823421, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678662823421, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 1678632823421, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678592823421, - "size": 13, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678542823421, - "size": 82, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678762823421, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678792823421, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 1678842823421, - "size": 10, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678862823421, - "size": 11, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678912823421, - "size": 95, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.211Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565093, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80106006075, - "size": 38, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80156006075, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 80196006075, - "size": 41, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.264Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565094, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350080102587, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350100102587, - "size": 42, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350140102587, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 350190102587, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350220102587, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 350270102587, - "size": 29, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:49.345Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74945496215, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74905496215, - "size": 16, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74895496215, - "size": 66, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74875496215, - "size": 63, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74985496215, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 75015496215, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75025496215, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 75065496215, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.405Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565096, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189813103516, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 189803103516, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 189793103516, - "size": 85, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189843103516, - "size": 85, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189853103516, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189863103516, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 189883103516, - "size": 89, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:49.429Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219920994991, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219890994991, - "size": 69, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219870994991, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 219830994991, - "size": 88, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219950994991, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 219970994991, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220000994991, - "size": 93, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220020994991, - "size": 91, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:49.526Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189767343557, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189777343557, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 189807343557, - "size": 9, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189817343557, - "size": 13, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:49.586Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526436630, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823506436630, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 4823466436630, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823416436630, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 4823366436630, - "size": 84, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823546436630, - "size": 54, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823576436630, - "size": 8, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:49.667Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565100, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922594916, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79872594916, - "size": 35, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79822594916, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79972594916, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.766Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350054363253, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350019363253, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 349969363253, - "size": 54, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349929363253, - "size": 75, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349919363253, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349879363253, - "size": 81, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350089363253, - "size": 37, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350119363253, - "size": 56, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350129363253, - "size": 24, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350169363253, - "size": 87, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:49.824Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565102, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189718464360, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189698464360, - "size": 58, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189688464360, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189658464360, - "size": 77, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189618464360, - "size": 63, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738464360, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 189748464360, - "size": 1, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189788464360, - "size": 25, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189818464360, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 189848464360, - "size": 28, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.844Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565103, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79885353802, - "size": 33, - "orderCount": 7 - }, - { - "priceNanos": 79855353802, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 79835353802, - "size": 14, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79795353802, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 79755353802, - "size": 80, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79965353802, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 79985353802, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 80005353802, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 80025353802, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80065353802, - "size": 8, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:49.871Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349937571517, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349892571517, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 349882571517, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 349872571517, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 349832571517, - "size": 46, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 349982571517, - "size": 39, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:49.953Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565105, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350092647313, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350087647313, - "size": 18, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350097647313, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350107647313, - "size": 87, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350127647313, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.030Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565106, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189730387449, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189750387449, - "size": 28, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189780387449, - "size": 14, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189800387449, - "size": 39, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189830387449, - "size": 4, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.079Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79971295601, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79981295601, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80001295601, - "size": 17, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:50.123Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565108, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802522229, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 1678792522229, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678762522229, - "size": 70, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678742522229, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678712522229, - "size": 40, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678822522229, - "size": 85, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678862522229, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 1678872522229, - "size": 62, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.196Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565109, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74959877118, - "size": 70, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74999877118, - "size": 7, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.286Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565110, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823555114106, - "size": 23, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.306Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75039971324, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75004971324, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74984971324, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 74934971324, - "size": 42, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75074971324, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 75104971324, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 75124971324, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 75134971324, - "size": 38, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.406Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811901994, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189776901994, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 189756901994, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189716901994, - "size": 77, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.495Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565113, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74958261684, - "size": 23, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74978261684, - "size": 56, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.590Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219980487965, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219945487965, - "size": 61, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220015487965, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 220065487965, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:50.679Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909206073, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74884206073, - "size": 39, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74934206073, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74944206073, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565116, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076952471, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75031952471, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 75001952471, - "size": 97, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74961952471, - "size": 95, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74921952471, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74881952471, - "size": 54, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.813Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003035765, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219963035765, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 219923035765, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219913035765, - "size": 74, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219883035765, - "size": 76, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220043035765, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 220073035765, - "size": 60, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.880Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838560425, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678828560425, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 1678798560425, - "size": 69, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678748560425, - "size": 54, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678848560425, - "size": 93, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678868560425, - "size": 94, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678908560425, - "size": 76, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.930Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075697884, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80060697884, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 80040697884, - "size": 21, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80030697884, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 80020697884, - "size": 70, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79970697884, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80090697884, - "size": 37, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80140697884, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80170697884, - "size": 50, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:50.984Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863572585, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678848572585, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678828572585, - "size": 45, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678818572585, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 1678788572585, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 1678768572585, - "size": 38, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878572585, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 1678928572585, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 1678968572585, - "size": 4, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678978572585, - "size": 68, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1679028572585, - "size": 11, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:50.996Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907055571, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79882055571, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 79842055571, - "size": 8, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79932055571, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79942055571, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79992055571, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 80012055571, - "size": 33, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.027Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565122, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79997327779, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 79947327779, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 79907327779, - "size": 33, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80047327779, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 80097327779, - "size": 85, - "orderCount": 4 - }, - { - "priceNanos": 80147327779, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 80177327779, - "size": 65, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.115Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565123, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219940293518, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 219900293518, - "size": 49, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220010293518, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 220050293518, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 220080293518, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 220110293518, - "size": 4, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220150293518, - "size": 92, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596163256, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823561163256, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 4823551163256, - "size": 38, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823541163256, - "size": 22, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823521163256, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 4823481163256, - "size": 99, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823631163256, - "size": 12, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.172Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030471908, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005471908, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 74965471908, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 74955471908, - "size": 24, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75055471908, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 75095471908, - "size": 32, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.247Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089089627, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350044089627, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349994089627, - "size": 83, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350134089627, - "size": 68, - "orderCount": 14 - }, - { - "priceNanos": 350144089627, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 350164089627, - "size": 30, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.275Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823455262933, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823470262933, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 4823500262933, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 4823540262933, - "size": 68, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.344Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565128, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678720192272, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678700192272, - "size": 10, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:51.371Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525888085, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823475888085, - "size": 3, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823575888085, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823625888085, - "size": 8, - "orderCount": 20 - }, - { - "priceNanos": 4823675888085, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 4823715888085, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 4823725888085, - "size": 1, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.439Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565130, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823575565506, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823550565506, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 4823500565506, - "size": 19, - "orderCount": 16 - }, - { - "priceNanos": 4823480565506, - "size": 3, - "orderCount": 10 - }, - { - "priceNanos": 4823440565506, - "size": 8, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823600565506, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 4823650565506, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823660565506, - "size": 41, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:51.489Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79984879038, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 79954879038, - "size": 72, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80054879038, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80064879038, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80084879038, - "size": 31, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.564Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80085483940, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80040483940, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79990483940, - "size": 67, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79940483940, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80130483940, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 80160483940, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 80180483940, - "size": 37, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80200483940, - "size": 73, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.641Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067824298, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80062824298, - "size": 87, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80072824298, - "size": 80, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:51.735Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219916240666, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219906240666, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219856240666, - "size": 64, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219836240666, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 219806240666, - "size": 44, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219926240666, - "size": 41, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 219946240666, - "size": 43, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.769Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702710043, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678682710043, - "size": 34, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678662710043, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 1678652710043, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 1678632710043, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678612710043, - "size": 95, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678722710043, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 1678732710043, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 1678762710043, - "size": 28, - "orderCount": 14 - }, - { - "priceNanos": 1678812710043, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 1678842710043, - "size": 21, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.780Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716828322, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189671828322, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 189661828322, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 189631828322, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189591828322, - "size": 22, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189761828322, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 189801828322, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 189851828322, - "size": 35, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:51.867Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823514553062, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823504553062, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823454553062, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 4823404553062, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823354553062, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823334553062, - "size": 75, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.910Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189736566180, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189731566180, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 189711566180, - "size": 7, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189701566180, - "size": 38, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189741566180, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189771566180, - "size": 4, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189801566180, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 189831566180, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189851566180, - "size": 6, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:51.980Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693679494, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189678679494, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 189638679494, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189588679494, - "size": 28, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189708679494, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 189758679494, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189788679494, - "size": 27, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189818679494, - "size": 95, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.014Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565140, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74966829459, - "size": 81, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75016829459, - "size": 78, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75056829459, - "size": 15, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:52.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909461615, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74954461615, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 74984461615, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 75004461615, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 75044461615, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 75094461615, - "size": 82, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:52.094Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960746032, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79930746032, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79880746032, - "size": 17, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79990746032, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80020746032, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 80050746032, - "size": 83, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.174Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081302718, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75071302718, - "size": 75, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75061302718, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75021302718, - "size": 72, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091302718, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 75101302718, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 75111302718, - "size": 39, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.198Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020884306, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75010884306, - "size": 88, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75030884306, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75040884306, - "size": 28, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:52.268Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565145, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79959124520, - "size": 76, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79949124520, - "size": 73, - "orderCount": 8 - }, - { - "priceNanos": 79909124520, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79869124520, - "size": 6, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80049124520, - "size": 56, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80099124520, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80139124520, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 80189124520, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 80209124520, - "size": 30, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.293Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528312838, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823488312838, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 4823468312838, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 4823448312838, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 4823428312838, - "size": 39, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823568312838, - "size": 17, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823598312838, - "size": 70, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823628312838, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 4823668312838, - "size": 85, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.376Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565147, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678824989005, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 1678834989005, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 1678844989005, - "size": 100, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:52.469Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565148, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678736384549, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678686384549, - "size": 10, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678766384549, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678816384549, - "size": 94, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:52.532Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811714258, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189801714258, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 189791714258, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189771714258, - "size": 18, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189821714258, - "size": 83, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189851714258, - "size": 83, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189861714258, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 189871714258, - "size": 99, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:52.571Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438697132, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823433697132, - "size": 19, - "orderCount": 15 - }, - { - "priceNanos": 4823393697132, - "size": 71, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823443697132, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 4823493697132, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 4823523697132, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823543697132, - "size": 94, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:52.601Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565151, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823455532202, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 4823465532202, - "size": 88, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.618Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349943308598, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:52.718Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565153, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79903582871, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79918582871, - "size": 43, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.810Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847851734, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678822851734, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678782851734, - "size": 9, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678762851734, - "size": 2, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678872851734, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 1678892851734, - "size": 48, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:52.847Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680763513, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189630763513, - "size": 47, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189590763513, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 189560763513, - "size": 94, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189550763513, - "size": 45, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189730763513, - "size": 45, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189740763513, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 189750763513, - "size": 27, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:52.898Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565156, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678886861616, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 1678876861616, - "size": 99, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906861616, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 1678956861616, - "size": 55, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678996861616, - "size": 33, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679016861616, - "size": 94, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:52.934Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523208481, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823473208481, - "size": 2, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823433208481, - "size": 55, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823393208481, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823383208481, - "size": 97, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823573208481, - "size": 22, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.006Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80040094317, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79990094317, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 79950094317, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79920094317, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 79910094317, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80090094317, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80100094317, - "size": 6, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:53.018Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711207163, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678661207163, - "size": 69, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678761207163, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678801207163, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678821207163, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678861207163, - "size": 51, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.085Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565160, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220043850857, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 220003850857, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220053850857, - "size": 2, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.109Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442584461, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823427584461, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 4823377584461, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823357584461, - "size": 88, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823317584461, - "size": 51, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457584461, - "size": 42, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.160Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536491326, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823546491326, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 4823576491326, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823586491326, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 4823616491326, - "size": 64, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.200Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978584215, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79963584215, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 79943584215, - "size": 41, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79923584215, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79893584215, - "size": 76, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79993584215, - "size": 63, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.239Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565164, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678734872084, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678729872084, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 1678709872084, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678669872084, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 1678649872084, - "size": 70, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678739872084, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 1678749872084, - "size": 44, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:53.334Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703058497, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678693058497, - "size": 78, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678643058497, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 1678623058497, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 1678613058497, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 1678583058497, - "size": 38, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678713058497, - "size": 44, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678723058497, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678733058497, - "size": 55, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678783058497, - "size": 59, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:53.345Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189764905703, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189739905703, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 189689905703, - "size": 69, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189789905703, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 189819905703, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 189839905703, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189879905703, - "size": 11, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189929905703, - "size": 62, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:53.383Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75097145576, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75067145576, - "size": 80, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75017145576, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 74977145576, - "size": 100, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75127145576, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75137145576, - "size": 74, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:53.467Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527469310, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823577469310, - "size": 69, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.486Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066261645, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75061261645, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 75051261645, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 75001261645, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 74991261645, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74941261645, - "size": 16, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75071261645, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 75111261645, - "size": 75, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75131261645, - "size": 45, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.544Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940152004, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74925152004, - "size": 79, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 74955152004, - "size": 42, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:53.567Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565171, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350046168758, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 349996168758, - "size": 26, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350066168758, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 350076168758, - "size": 51, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.591Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565172, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050347794, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80045347794, - "size": 66, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80055347794, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 80065347794, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 80115347794, - "size": 43, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80135347794, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 80155347794, - "size": 42, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.636Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565173, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220020488281, - "size": 44, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219990488281, - "size": 55, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220120488281, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 220160488281, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 220200488281, - "size": 37, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189664177957, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189649177957, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 189619177957, - "size": 60, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189679177957, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 189719177957, - "size": 55, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189729177957, - "size": 18, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189739177957, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 189769177957, - "size": 35, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:53.743Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991712832, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349976712832, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 349946712832, - "size": 10, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349926712832, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349896712832, - "size": 55, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349846712832, - "size": 3, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350006712832, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 350016712832, - "size": 47, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.785Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565176, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75024830131, - "size": 18, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75044830131, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 75094830131, - "size": 90, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.851Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011988795, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349966988795, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 349926988795, - "size": 98, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350056988795, - "size": 38, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.870Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095880723, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220060880723, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 220020880723, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 219970880723, - "size": 29, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219930880723, - "size": 10, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220130880723, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 220180880723, - "size": 69, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.886Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565179, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80025932104, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79985932104, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79965932104, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 79935932104, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 79915932104, - "size": 14, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80065932104, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 80105932104, - "size": 31, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:53.976Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932215950, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882215950, - "size": 42, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79852215950, - "size": 98, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79832215950, - "size": 54, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:53.995Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565181, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189621156189, - "size": 12, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189611156189, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189571156189, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 189541156189, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189521156189, - "size": 64, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189711156189, - "size": 84, - "orderCount": 4 - }, - { - "priceNanos": 189731156189, - "size": 61, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189741156189, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189781156189, - "size": 97, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.033Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823509999351, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823489999351, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 4823439999351, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 4823389999351, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 4823379999351, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823349999351, - "size": 37, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823529999351, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 4823539999351, - "size": 100, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823579999351, - "size": 22, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.125Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436551271, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823456551271, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 4823476551271, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 4823496551271, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 4823506551271, - "size": 57, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.194Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773192977, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678793192977, - "size": 35, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678843192977, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 1678883192977, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 1678933192977, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 1678973192977, - "size": 74, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.205Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565185, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80063441670, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 80073441670, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 80093441670, - "size": 63, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:54.226Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839342480, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678829342480, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 1678809342480, - "size": 39, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678759342480, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 1678729342480, - "size": 58, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678849342480, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 1678859342480, - "size": 70, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.252Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565187, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030298630, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015298630, - "size": 6, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80045298630, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 80065298630, - "size": 80, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80095298630, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80115298630, - "size": 67, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.311Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565188, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:54.348Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80073535732, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068535732, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 80038535732, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80018535732, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 79968535732, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 79938535732, - "size": 89, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.419Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79973445619, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79938445619, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 79888445619, - "size": 5, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80008445619, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 80028445619, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80078445619, - "size": 13, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80108445619, - "size": 7, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80138445619, - "size": 24, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.499Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088456088, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350128456088, - "size": 63, - "orderCount": 16 - }, - { - "priceNanos": 350138456088, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 350148456088, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 350158456088, - "size": 95, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.576Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565192, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349917158293, - "size": 24, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349987158293, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350037158293, - "size": 25, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:54.641Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565193, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189759513888, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 189769513888, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 189779513888, - "size": 11, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.698Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996830089, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74951830089, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 74931830089, - "size": 89, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74921830089, - "size": 67, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75041830089, - "size": 49, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:54.794Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051907672, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220016907672, - "size": 80, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219976907672, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 219966907672, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 219936907672, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219916907672, - "size": 77, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220086907672, - "size": 28, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220116907672, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 220136907672, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220156907672, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 220196907672, - "size": 87, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.856Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565196, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678879484719, - "size": 84, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678919484719, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 1678959484719, - "size": 37, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678969484719, - "size": 10, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.910Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565197, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79917650542, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79867650542, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79837650542, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79787650542, - "size": 43, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79937650542, - "size": 14, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79957650542, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 80007650542, - "size": 40, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.923Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974614871, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219924614871, - "size": 82, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220024614871, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 220074614871, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220124614871, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 220154614871, - "size": 12, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220184614871, - "size": 26, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.934Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033448881, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75043448881, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 75063448881, - "size": 47, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75083448881, - "size": 38, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:54.993Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220006108703, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220056108703, - "size": 25, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220076108703, - "size": 83, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.089Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923516346, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74948516346, - "size": 2, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74968516346, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74998516346, - "size": 27, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75038516346, - "size": 52, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75048516346, - "size": 92, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:55.170Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095308650, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220065308650, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 220055308650, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 220005308650, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 219955308650, - "size": 96, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220125308650, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220175308650, - "size": 98, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.249Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678797748315, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678822748315, - "size": 80, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678872748315, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678922748315, - "size": 2, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.264Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74871002666, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 74841002666, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 74821002666, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 74771002666, - "size": 71, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74971002666, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 75021002666, - "size": 3, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.295Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069394219, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80044394219, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 80034394219, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 80014394219, - "size": 89, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79974394219, - "size": 80, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79924394219, - "size": 56, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80094394219, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 80114394219, - "size": 16, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80144394219, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 80154394219, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 80174394219, - "size": 57, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.357Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544163878, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823524163878, - "size": 97, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823564163878, - "size": 85, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:55.368Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565207, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79969988227, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79999988227, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80009988227, - "size": 100, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80039988227, - "size": 53, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.389Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969735065, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75014735065, - "size": 67, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:55.450Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565209, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678859663522, - "size": 81, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678909663522, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 1678949663522, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 1678989663522, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 1679019663522, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 1679069663522, - "size": 51, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:55.541Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823579964783, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823529964783, - "size": 43, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823519964783, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 4823469964783, - "size": 59, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.553Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049804269, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80004804269, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 79994804269, - "size": 51, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79974804269, - "size": 99, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79924804269, - "size": 44, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80094804269, - "size": 87, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80114804269, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80134804269, - "size": 92, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80154804269, - "size": 24, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80184804269, - "size": 16, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:55.614Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759399937, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189749399937, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 189739399937, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189729399937, - "size": 67, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189769399937, - "size": 66, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:55.680Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565213, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349930261663, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 349910261663, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 349890261663, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 349880261663, - "size": 38, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349850261663, - "size": 73, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350030261663, - "size": 1, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350060261663, - "size": 30, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350110261663, - "size": 77, - "orderCount": 15 - }, - { - "priceNanos": 350140261663, - "size": 57, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.738Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948789365, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219908789365, - "size": 3, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219988789365, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 219998789365, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 220048789365, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220058789365, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 220098789365, - "size": 99, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.785Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936158848, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:55.812Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79979373019, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 79989373019, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 80029373019, - "size": 75, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.868Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565217, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79957649626, - "size": 7, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79937649626, - "size": 47, - "orderCount": 18 - }, - { - "priceNanos": 79927649626, - "size": 93, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80017649626, - "size": 63, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80027649626, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80067649626, - "size": 2, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80077649626, - "size": 65, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:55.957Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565218, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349997691196, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349957691196, - "size": 13, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349907691196, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 349887691196, - "size": 63, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350037691196, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 350067691196, - "size": 34, - "orderCount": 18 - }, - { - "priceNanos": 350107691196, - "size": 89, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350117691196, - "size": 78, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.057Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565219, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823448188510, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 4823468188510, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823488188510, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 4823538188510, - "size": 76, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:56.067Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565220, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350030590699, - "size": 21, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350000590699, - "size": 95, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349950590699, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 349930590699, - "size": 38, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350040590699, - "size": 12, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350090590699, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 350120590699, - "size": 24, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.111Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80047392575, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80022392575, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 79982392575, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79932392575, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 79882392575, - "size": 10, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80072392575, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.165Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565222, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080473878, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80055473878, - "size": 36, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80105473878, - "size": 91, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.230Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565223, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678665775075, - "size": 59, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678765775075, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678785775075, - "size": 94, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.270Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823581067807, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823556067807, - "size": 12, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823536067807, - "size": 29, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823606067807, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 4823626067807, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823676067807, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 4823706067807, - "size": 17, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.362Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823570176505, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823580176505, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823610176505, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 4823640176505, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823690176505, - "size": 76, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.385Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796295674, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678816295674, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678856295674, - "size": 53, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678876295674, - "size": 26, - "orderCount": 13 - }, - { - "priceNanos": 1678896295674, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678946295674, - "size": 31, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.459Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916292750, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79881292750, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79841292750, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 79811292750, - "size": 63, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:56.538Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952563331, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79942563331, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 79902563331, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 79852563331, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 79842563331, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 79832563331, - "size": 75, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962563331, - "size": 16, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80012563331, - "size": 96, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80022563331, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80032563331, - "size": 93, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80042563331, - "size": 33, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:56.576Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678760369778, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678735369778, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 1678685369778, - "size": 15, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678675369778, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 1678625369778, - "size": 89, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:56.646Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565230, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678761786492, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 1678741786492, - "size": 77, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678861786492, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:56.731Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565231, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349931525407, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 349881525407, - "size": 76, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349851525407, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 349811525407, - "size": 41, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349951525407, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 349961525407, - "size": 48, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:56.829Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823555859322, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823520859322, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 4823500859322, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823480859322, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 4823430859322, - "size": 22, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823590859322, - "size": 48, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823640859322, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 4823660859322, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 4823710859322, - "size": 99, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.878Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565233, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189661299090, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 189611299090, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189581299090, - "size": 16, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189531299090, - "size": 2, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189501299090, - "size": 22, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:56.919Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044732569, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80029732569, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 79999732569, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 79979732569, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79949732569, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 79919732569, - "size": 37, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:56.993Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80076159612, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80066159612, - "size": 27, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80036159612, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 80016159612, - "size": 5, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79966159612, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 79936159612, - "size": 84, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80086159612, - "size": 12, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80126159612, - "size": 91, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.035Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220069032591, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220059032591, - "size": 82, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220029032591, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 220019032591, - "size": 50, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219969032591, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219949032591, - "size": 77, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220079032591, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 220089032591, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 220119032591, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 220149032591, - "size": 73, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.105Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678823510181, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678833510181, - "size": 86, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678853510181, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.115Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565238, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349989159418, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349959159418, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350039159418, - "size": 60, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.143Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75047515186, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74997515186, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 74977515186, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74937515186, - "size": 85, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74887515186, - "size": 39, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:57.201Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565240, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74878967365, - "size": 94, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74858967365, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 74808967365, - "size": 84, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74968967365, - "size": 43, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:57.264Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565241, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350098876738, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 350148876738, - "size": 4, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:57.345Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565242, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349945309814, - "size": 45, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349915309814, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 349885309814, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349845309814, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349805309814, - "size": 20, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350025309814, - "size": 79, - "orderCount": 1 - }, - { - "priceNanos": 350065309814, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 350085309814, - "size": 40, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350135309814, - "size": 5, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.397Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565243, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350092029365, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350122029365, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350172029365, - "size": 43, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350192029365, - "size": 76, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350212029365, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 350232029365, - "size": 3, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.427Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189737282536, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189692282536, - "size": 60, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189782282536, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 189792282536, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 189812282536, - "size": 61, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:57.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350008502313, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349963502313, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 349943502313, - "size": 92, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:57.551Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74985358128, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74955358128, - "size": 41, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.646Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901487158, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74881487158, - "size": 24, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74921487158, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 74951487158, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 74961487158, - "size": 49, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75001487158, - "size": 39, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.698Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565248, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75000746744, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74990746744, - "size": 18, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75030746744, - "size": 78, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75060746744, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 75080746744, - "size": 30, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.741Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978351995, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80008351995, - "size": 14, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80058351995, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 80108351995, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80148351995, - "size": 92, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:57.817Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565250, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678838678668, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 1678808678668, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678768678668, - "size": 46, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678888678668, - "size": 69, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678918678668, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 1678928678668, - "size": 78, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678948678668, - "size": 21, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.854Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349969994711, - "size": 62, - "orderCount": 10 - }, - { - "priceNanos": 349919994711, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349909994711, - "size": 81, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349869994711, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 349839994711, - "size": 98, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350009994711, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 350059994711, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350079994711, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 350119994711, - "size": 84, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74977421460, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74967421460, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 74917421460, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 74897421460, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74857421460, - "size": 60, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74817421460, - "size": 8, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:57.933Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189756042465, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189731042465, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 189701042465, - "size": 50, - "orderCount": 17 - }, - { - "priceNanos": 189691042465, - "size": 77, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189661042465, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189631042465, - "size": 52, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189781042465, - "size": 62, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:57.956Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349989674564, - "size": 76, - "orderCount": 16 - }, - { - "priceNanos": 349949674564, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 349929674564, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349879674564, - "size": 90, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350079674564, - "size": 23, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:58.003Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565255, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79978019657, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 79958019657, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 79948019657, - "size": 22, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80058019657, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80078019657, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 80098019657, - "size": 90, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80128019657, - "size": 99, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.078Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565256, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823487484165, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823467484165, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823447484165, - "size": 5, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823427484165, - "size": 72, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:58.158Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059880978, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034880978, - "size": 54, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80084880978, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 80094880978, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 80124880978, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80174880978, - "size": 20, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80204880978, - "size": 79, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:33:58.250Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565258, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964419580, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80009419580, - "size": 34, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80019419580, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 80029419580, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 80069419580, - "size": 65, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.275Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955277852, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79920277852, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 79900277852, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79870277852, - "size": 83, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79990277852, - "size": 100, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.340Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060099176, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75045099176, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 75015099176, - "size": 50, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:58.371Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565261, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79884146291, - "size": 17, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79834146291, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 79814146291, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79804146291, - "size": 35, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79984146291, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 80004146291, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80014146291, - "size": 25, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.427Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349902246757, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349857246757, - "size": 50, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349947246757, - "size": 36, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.492Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565263, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080074849, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80040074849, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80000074849, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79990074849, - "size": 80, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80120074849, - "size": 35, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80160074849, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80170074849, - "size": 98, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:58.582Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948065495, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219968065495, - "size": 54, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220018065495, - "size": 11, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.647Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565265, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349997316147, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349987316147, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 349937316147, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349907316147, - "size": 30, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350007316147, - "size": 8, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.696Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74985057591, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74980057591, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 74940057591, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 74910057591, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 74880057591, - "size": 8, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990057591, - "size": 94, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.728Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565267, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678736002656, - "size": 41, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678816002656, - "size": 63, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678866002656, - "size": 93, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.777Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75013348839, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 75003348839, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 74953348839, - "size": 33, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:58.844Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350004264780, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349984264780, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 349934264780, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349904264780, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349884264780, - "size": 90, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350024264780, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 350064264780, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 350104264780, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 350144264780, - "size": 64, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:33:58.877Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349965737883, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349960737883, - "size": 21, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349970737883, - "size": 34, - "orderCount": 20 - }, - { - "priceNanos": 350010737883, - "size": 70, - "orderCount": 16 - }, - { - "priceNanos": 350050737883, - "size": 77, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:58.965Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565271, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349881864592, - "size": 5, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349851864592, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 349831864592, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 349811864592, - "size": 50, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349941864592, - "size": 98, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 349961864592, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:58.999Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909315864, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74889315864, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 74839315864, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74799315864, - "size": 33, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74929315864, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 74979315864, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 74999315864, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 75049315864, - "size": 3, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.052Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565273, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220004849667, - "size": 39, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.115Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565274, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189747488284, - "size": 63, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189697488284, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 189677488284, - "size": 26, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189657488284, - "size": 48, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189797488284, - "size": 47, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189827488284, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 189847488284, - "size": 34, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189877488284, - "size": 35, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:33:59.167Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498711061, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823448711061, - "size": 6, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823398711061, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 4823388711061, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823358711061, - "size": 38, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823308711061, - "size": 100, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823548711061, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 4823578711061, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 4823608711061, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 4823648711061, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 4823658711061, - "size": 6, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.208Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350121062531, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 350131062531, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 350161062531, - "size": 96, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350211062531, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 350241062531, - "size": 5, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.292Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565277, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219877488966, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 219847488966, - "size": 19, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219797488966, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 219747488966, - "size": 4, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219967488966, - "size": 27, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.372Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565278, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189601183484, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 189581183484, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189541183484, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 189501183484, - "size": 4, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189701183484, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 189731183484, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 189771183484, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 189801183484, - "size": 93, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189841183484, - "size": 94, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.391Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565279, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220025295737, - "size": 55, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220045295737, - "size": 66, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.445Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350067228572, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350037228572, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 350027228572, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 350007228572, - "size": 1, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350097228572, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 350117228572, - "size": 75, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.523Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565281, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983518345, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74953518345, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 74903518345, - "size": 57, - "orderCount": 9 - }, - { - "priceNanos": 74853518345, - "size": 77, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013518345, - "size": 10, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75023518345, - "size": 97, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75043518345, - "size": 42, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.564Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565282, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74957832312, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 74937832312, - "size": 22, - "orderCount": 10 - }, - { - "priceNanos": 74907832312, - "size": 90, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75027832312, - "size": 90, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75077832312, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 75097832312, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75117832312, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.632Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424134123, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823469134123, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 4823499134123, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823539134123, - "size": 39, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823589134123, - "size": 93, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.654Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565284, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75020977705, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 74970977705, - "size": 85, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74950977705, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 74920977705, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 74890977705, - "size": 79, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75070977705, - "size": 70, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.742Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349986629281, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349936629281, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349916629281, - "size": 10, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:33:59.820Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565286, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.897Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74947472438, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74897472438, - "size": 46, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74997472438, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 75047472438, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.934Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565288, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823052032, - "size": 13, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678843052032, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 1678893052032, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 1678933052032, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678983052032, - "size": 83, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:33:59.999Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189763781616, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189758781616, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 189748781616, - "size": 72, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189768781616, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 189818781616, - "size": 80, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189848781616, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189888781616, - "size": 60, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.089Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565290, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063855513, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80058855513, - "size": 77, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80008855513, - "size": 38, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80068855513, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 80108855513, - "size": 35, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80158855513, - "size": 26, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.133Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935683612, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79930683612, - "size": 92, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79900683612, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79850683612, - "size": 25, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79830683612, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 79810683612, - "size": 25, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79940683612, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.204Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349924367861, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349899367861, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 349859367861, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 349849367861, - "size": 59, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349829367861, - "size": 89, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349949367861, - "size": 37, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.267Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565293, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189651724049, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 189641724049, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 189591724049, - "size": 42, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189551724049, - "size": 79, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189701724049, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 189721724049, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 189771724049, - "size": 89, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.307Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219995970500, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219980970500, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219940970500, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219930970500, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 219920970500, - "size": 53, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219870970500, - "size": 14, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220010970500, - "size": 84, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220030970500, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 220050970500, - "size": 66, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220070970500, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220090970500, - "size": 13, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:00.394Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349956235037, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349916235037, - "size": 4, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349866235037, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 349816235037, - "size": 14, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 349986235037, - "size": 85, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.440Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431530763, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823381530763, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823481530763, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823521530763, - "size": 59, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:00.536Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940364888, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74890364888, - "size": 34, - "orderCount": 17 - }, - { - "priceNanos": 74880364888, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74850364888, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74830364888, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 74810364888, - "size": 12, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74990364888, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 75010364888, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 75040364888, - "size": 75, - "orderCount": 6 - }, - { - "priceNanos": 75080364888, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 75120364888, - "size": 8, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:00.572Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349960998085, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349995998085, - "size": 25, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350005998085, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 350015998085, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 350045998085, - "size": 95, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.631Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773680095, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678823680095, - "size": 64, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.728Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565300, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74977915818, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 74957915818, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 74937915818, - "size": 49, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75067915818, - "size": 27, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75097915818, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75107915818, - "size": 17, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.803Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976574343, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219981574343, - "size": 46, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220011574343, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 220021574343, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 220031574343, - "size": 18, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.846Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565302, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823436583420, - "size": 75, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823506583420, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 4823556583420, - "size": 74, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823566583420, - "size": 64, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.944Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574184467, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823549184467, - "size": 8, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823599184467, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 4823629184467, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 4823669184467, - "size": 50, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823699184467, - "size": 97, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823709184467, - "size": 61, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:00.961Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565304, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349947412707, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 349907412707, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 349897412707, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 349857412707, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350047412707, - "size": 23, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350057412707, - "size": 81, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350087412707, - "size": 72, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350107412707, - "size": 90, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.036Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565305, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349996208272, - "size": 80, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349946208272, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 349926208272, - "size": 2, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350026208272, - "size": 51, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350036208272, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350056208272, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 350086208272, - "size": 77, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:01.075Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565306, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823392498851, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 4823372498851, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823332498851, - "size": 72, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823282498851, - "size": 53, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823462498851, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 4823472498851, - "size": 52, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823502498851, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823532498851, - "size": 21, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:01.130Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755202275, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678745202275, - "size": 32, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.196Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406487355, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823396487355, - "size": 98, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823416487355, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 4823466487355, - "size": 60, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823516487355, - "size": 14, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.211Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807359236, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189782359236, - "size": 23, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189732359236, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 189692359236, - "size": 59, - "orderCount": 1 - }, - { - "priceNanos": 189652359236, - "size": 36, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189832359236, - "size": 39, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189842359236, - "size": 95, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:01.260Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565310, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189885657078, - "size": 75, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.325Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926452657, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74901452657, - "size": 20, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:01.342Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093570888, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068570888, - "size": 78, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80118570888, - "size": 11, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80158570888, - "size": 47, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80208570888, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 80238570888, - "size": 43, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.388Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067437866, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80092437866, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:01.432Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073674782, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350033674782, - "size": 27, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349983674782, - "size": 75, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:01.465Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709942980, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678684942980, - "size": 15, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678654942980, - "size": 78, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678734942980, - "size": 40, - "orderCount": 5 - }, - { - "priceNanos": 1678744942980, - "size": 80, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.523Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832317011, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189812317011, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 189772317011, - "size": 68, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189732317011, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189702317011, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 189662317011, - "size": 1, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189852317011, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189902317011, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189922317011, - "size": 92, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.605Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189715514875, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189700514875, - "size": 49, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189660514875, - "size": 14, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189640514875, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 189610514875, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189580514875, - "size": 48, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189730514875, - "size": 57, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189750514875, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 189780514875, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 189820514875, - "size": 96, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837420818, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678812420818, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 1678772420818, - "size": 63, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678742420818, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678732420818, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678692420818, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678862420818, - "size": 95, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678912420818, - "size": 6, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678962420818, - "size": 11, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:01.672Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79938033323, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79978033323, - "size": 17, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79998033323, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.731Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565320, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80069666768, - "size": 78, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80039666768, - "size": 51, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80079666768, - "size": 24, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.759Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438362358, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403362358, - "size": 52, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823363362358, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 4823343362358, - "size": 9, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823473362358, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823493362358, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 4823503362358, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 4823513362358, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823533362358, - "size": 30, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.787Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889214882, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678859214882, - "size": 42, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678809214882, - "size": 30, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678789214882, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 1678759214882, - "size": 74, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678919214882, - "size": 15, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678929214882, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678959214882, - "size": 46, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.841Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565323, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823511596758, - "size": 36, - "orderCount": 12 - }, - { - "priceNanos": 4823551596758, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823581596758, - "size": 56, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.884Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565324, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75089157193, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 75059157193, - "size": 72, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75099157193, - "size": 83, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:01.957Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723077041, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678713077041, - "size": 95, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678663077041, - "size": 95, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678623077041, - "size": 90, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678733077041, - "size": 1, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:02.025Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093109463, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350068109463, - "size": 96, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350038109463, - "size": 24, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350118109463, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350168109463, - "size": 30, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350178109463, - "size": 18, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350188109463, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350198109463, - "size": 27, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:02.063Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565327, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74929986498, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74949986498, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 74959986498, - "size": 11, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75009986498, - "size": 61, - "orderCount": 15 - }, - { - "priceNanos": 75039986498, - "size": 34, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:02.084Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189749727771, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189754727771, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189794727771, - "size": 72, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:02.115Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565329, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189805327404, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189760327404, - "size": 85, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189740327404, - "size": 41, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189850327404, - "size": 22, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189900327404, - "size": 10, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:02.207Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479524514, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823434524514, - "size": 56, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823524524514, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823544524514, - "size": 28, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:02.270Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823540698786, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823515698786, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 4823495698786, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 4823485698786, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 4823475698786, - "size": 8, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823565698786, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 4823595698786, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:02.362Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565332, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79872872126, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 79852872126, - "size": 10, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79942872126, - "size": 11, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.446Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189660539540, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189620539540, - "size": 66, - "orderCount": 18 - }, - { - "priceNanos": 189610539540, - "size": 34, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189600539540, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 189570539540, - "size": 53, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189700539540, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.539Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565334, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74977192692, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75017192692, - "size": 50, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75037192692, - "size": 95, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75057192692, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 75087192692, - "size": 94, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75137192692, - "size": 69, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.624Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693093652, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.691Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565336, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80089060744, - "size": 66, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80039060744, - "size": 34, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80099060744, - "size": 55, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80109060744, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 80129060744, - "size": 12, - "orderCount": 7 - }, - { - "priceNanos": 80139060744, - "size": 62, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.783Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678700691117, - "size": 74, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678650691117, - "size": 66, - "orderCount": 9 - }, - { - "priceNanos": 1678620691117, - "size": 20, - "orderCount": 11 - }, - { - "priceNanos": 1678580691117, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 1678570691117, - "size": 77, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.806Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79918427118, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79913427118, - "size": 67, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79923427118, - "size": 72, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79953427118, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 79973427118, - "size": 16, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.820Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565339, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823405950034, - "size": 72, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823355950034, - "size": 6, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823505950034, - "size": 67, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.910Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565340, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189645197091, - "size": 52, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189745197091, - "size": 9, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189785197091, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 189805197091, - "size": 66, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.944Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546117093, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823541117093, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823511117093, - "size": 35, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823551117093, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823601117093, - "size": 58, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823631117093, - "size": 9, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:02.988Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814351767, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678764351767, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 1678724351767, - "size": 18, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678704351767, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 1678664351767, - "size": 9, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678864351767, - "size": 69, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678884351767, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 1678904351767, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678954351767, - "size": 31, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.045Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565343, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350050465836, - "size": 83, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350030465836, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350010465836, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 349960465836, - "size": 69, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350140465836, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350190465836, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350230465836, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 350270465836, - "size": 13, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.084Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220054428560, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220049428560, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 219999428560, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219969428560, - "size": 85, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219949428560, - "size": 75, - "orderCount": 6 - }, - { - "priceNanos": 219939428560, - "size": 94, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220059428560, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 220109428560, - "size": 74, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220119428560, - "size": 20, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220169428560, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 220179428560, - "size": 49, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.117Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960767725, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74945767725, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74935767725, - "size": 45, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74915767725, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 74885767725, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 74835767725, - "size": 62, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.162Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565346, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79860305133, - "size": 58, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79960305133, - "size": 68, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.227Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565347, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678807167499, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 1678757167499, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 1678717167499, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 1678687167499, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 1678637167499, - "size": 36, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678907167499, - "size": 39, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:03.319Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220004010563, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219999010563, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 219989010563, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 219949010563, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219919010563, - "size": 50, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.383Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823529591097, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823504591097, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 4823494591097, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 4823484591097, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823464591097, - "size": 81, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823554591097, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 4823564591097, - "size": 60, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823574591097, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823604591097, - "size": 47, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907077201, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74882077201, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 74862077201, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74842077201, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74832077201, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 74792077201, - "size": 100, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.446Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450962543, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823400962543, - "size": 80, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823500962543, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 4823530962543, - "size": 45, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.494Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75021982436, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75001982436, - "size": 42, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75041982436, - "size": 84, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:03.527Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565353, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350047563582, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350037563582, - "size": 99, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350007563582, - "size": 94, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077563582, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350087563582, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 350137563582, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350157563582, - "size": 12, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:03.608Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565354, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678770050576, - "size": 68, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678790050576, - "size": 15, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.676Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565355, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79938377989, - "size": 30, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80028377989, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 80068377989, - "size": 10, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80118377989, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 80128377989, - "size": 76, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:03.748Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565356, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878652329, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678888652329, - "size": 59, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.844Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565357, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765992235, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678760992235, - "size": 18, - "orderCount": 14 - }, - { - "priceNanos": 1678740992235, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 1678720992235, - "size": 35, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678690992235, - "size": 98, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678770992235, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 1678810992235, - "size": 24, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.942Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189755321673, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189730321673, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 189700321673, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 189650321673, - "size": 85, - "orderCount": 1 - }, - { - "priceNanos": 189630321673, - "size": 33, - "orderCount": 8 - }, - { - "priceNanos": 189610321673, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189780321673, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 189790321673, - "size": 68, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:03.980Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927102403, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349887102403, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 349867102403, - "size": 45, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349817102403, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 349767102403, - "size": 5, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349967102403, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349987102403, - "size": 22, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350017102403, - "size": 28, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350057102403, - "size": 90, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:03.991Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565360, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74969524824, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 74949524824, - "size": 63, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74989524824, - "size": 76, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.055Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75098625325, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75048625325, - "size": 30, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75038625325, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 75028625325, - "size": 15, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75148625325, - "size": 4, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:04.071Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914802767, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79864802767, - "size": 40, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79854802767, - "size": 58, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79964802767, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:04.100Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796375031, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678781375031, - "size": 66, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678811375031, - "size": 69, - "orderCount": 10 - }, - { - "priceNanos": 1678861375031, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 1678891375031, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678941375031, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 1678971375031, - "size": 81, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:04.155Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80029629912, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79999629912, - "size": 85, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79949629912, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 79899629912, - "size": 61, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80129629912, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 80149629912, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80159629912, - "size": 49, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.225Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526040636, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823486040636, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 4823476040636, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 4823456040636, - "size": 2, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823566040636, - "size": 45, - "orderCount": 19 - }, - { - "priceNanos": 4823616040636, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 4823626040636, - "size": 5, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.246Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456372903, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823421372903, - "size": 75, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:04.328Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350061714697, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350021714697, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 350011714697, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350001714697, - "size": 17, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350101714697, - "size": 66, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.366Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219984033236, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219974033236, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219924033236, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219914033236, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219894033236, - "size": 67, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219994033236, - "size": 68, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220014033236, - "size": 27, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:04.443Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565369, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:04.533Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565370, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189715694106, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 189695694106, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 189665694106, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 189625694106, - "size": 79, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189785694106, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 189825694106, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189865694106, - "size": 91, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:04.606Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565371, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74964076294, - "size": 49, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74954076294, - "size": 37, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74904076294, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74864076294, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74844076294, - "size": 22, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74974076294, - "size": 100, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75004076294, - "size": 51, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75054076294, - "size": 83, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:04.702Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565372, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350052730261, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 350072730261, - "size": 71, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350102730261, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 350132730261, - "size": 10, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.786Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565373, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219909351998, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219904351998, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219874351998, - "size": 40, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219914351998, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.847Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220041387996, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220001387996, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 219981387996, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 219971387996, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219941387996, - "size": 99, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:04.912Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050775266, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80030775266, - "size": 52, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79990775266, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 79970775266, - "size": 39, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80070775266, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80120775266, - "size": 5, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:04.983Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565376, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932964344, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74897964344, - "size": 100, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74877964344, - "size": 9, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74847964344, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 74827964344, - "size": 24, - "orderCount": 19 - }, - { - "priceNanos": 74817964344, - "size": 97, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74967964344, - "size": 86, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74987964344, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 75007964344, - "size": 91, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75037964344, - "size": 95, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.065Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565377, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678742598211, - "size": 53, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678762598211, - "size": 21, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.110Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565378, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189712284462, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189692284462, - "size": 2, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189682284462, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 189662284462, - "size": 20, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189732284462, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189762284462, - "size": 73, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189772284462, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 189792284462, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 189832284462, - "size": 66, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.144Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350067995126, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350017995126, - "size": 40, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349997995126, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349987995126, - "size": 14, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350117995126, - "size": 36, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350147995126, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 350167995126, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 350207995126, - "size": 100, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.155Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678700610696, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678690610696, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678670610696, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 1678640610696, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678600610696, - "size": 17, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:05.217Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220017586174, - "size": 53, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 220007586174, - "size": 1, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220037586174, - "size": 20, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220047586174, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 220077586174, - "size": 21, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.275Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220091679907, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220071679907, - "size": 48, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220051679907, - "size": 40, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 220041679907, - "size": 55, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220021679907, - "size": 77, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220111679907, - "size": 73, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220131679907, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220141679907, - "size": 97, - "orderCount": 17 - }, - { - "priceNanos": 220161679907, - "size": 41, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.337Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783507259, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678733507259, - "size": 18, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678713507259, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 1678703507259, - "size": 94, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678683507259, - "size": 74, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678833507259, - "size": 79, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678873507259, - "size": 43, - "orderCount": 16 - }, - { - "priceNanos": 1678923507259, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:05.436Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565384, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220043374170, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220003374170, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 219983374170, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 219933374170, - "size": 49, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220083374170, - "size": 2, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.505Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491088835, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823481088835, - "size": 4, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:05.558Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823457518291, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823452518291, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 4823432518291, - "size": 14, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823422518291, - "size": 63, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823462518291, - "size": 49, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823512518291, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 4823532518291, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 4823542518291, - "size": 19, - "orderCount": 1 - }, - { - "priceNanos": 4823572518291, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.610Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565387, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678839367658, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 1678799367658, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 1678769367658, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 1678719367658, - "size": 84, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678669367658, - "size": 63, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678909367658, - "size": 80, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678959367658, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 1678989367658, - "size": 13, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679019367658, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 1679059367658, - "size": 96, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:05.624Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565388, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349950410251, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 349940410251, - "size": 36, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349990410251, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 350020410251, - "size": 22, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350070410251, - "size": 89, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350100410251, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 350120410251, - "size": 40, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:05.705Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823503095969, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823508095969, - "size": 5, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.788Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565390, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220017371308, - "size": 9, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220047371308, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 220077371308, - "size": 22, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220127371308, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:05.819Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823480716747, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465716747, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823425716747, - "size": 83, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823405716747, - "size": 75, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823495716747, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 4823505716747, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 4823535716747, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 4823545716747, - "size": 26, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.887Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825950634, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678815950634, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 1678785950634, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678745950634, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678705950634, - "size": 85, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678835950634, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678845950634, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 1678895950634, - "size": 47, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678905950634, - "size": 27, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678945950634, - "size": 82, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:05.932Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026793902, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80076793902, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80096793902, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 80106793902, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 80156793902, - "size": 21, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80196793902, - "size": 47, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:06.014Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937927624, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79912927624, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79862927624, - "size": 55, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79812927624, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79802927624, - "size": 35, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962927624, - "size": 28, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80012927624, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 80032927624, - "size": 13, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.080Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026472351, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80001472351, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79971472351, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 79941472351, - "size": 93, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80051472351, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 80061472351, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 80081472351, - "size": 17, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:06.159Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565396, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220027045799, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 219977045799, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 219967045799, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 219917045799, - "size": 75, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220057045799, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220087045799, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 220137045799, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220157045799, - "size": 8, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.176Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565397, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80001492919, - "size": 25, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.272Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565398, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987552104, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79962552104, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79922552104, - "size": 12, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79912552104, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 79892552104, - "size": 11, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80012552104, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80022552104, - "size": 5, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.338Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907881307, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219882881307, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 219862881307, - "size": 54, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219932881307, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 219972881307, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 220012881307, - "size": 1, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220032881307, - "size": 57, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:06.429Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565400, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678839623866, - "size": 36, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678799623866, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 1678759623866, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 1678719623866, - "size": 21, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678669623866, - "size": 100, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678939623866, - "size": 3, - "orderCount": 17 - }, - { - "priceNanos": 1678969623866, - "size": 13, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678999623866, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679009623866, - "size": 3, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.439Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065088555, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220095088555, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220115088555, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 220125088555, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220165088555, - "size": 50, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.462Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565402, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742695469, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678722695469, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678682695469, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 1678642695469, - "size": 3, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678762695469, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 1678792695469, - "size": 4, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.498Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74943972378, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74918972378, - "size": 90, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74898972378, - "size": 2, - "orderCount": 17 - }, - { - "priceNanos": 74848972378, - "size": 53, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74968972378, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 74988972378, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75008972378, - "size": 2, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:06.516Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714531533, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189679531533, - "size": 49, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189749531533, - "size": 8, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189759531533, - "size": 90, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.529Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865574819, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678855574819, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 1678845574819, - "size": 83, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678835574819, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 1678795574819, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 1678755574819, - "size": 95, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678875574819, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 1678925574819, - "size": 9, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678965574819, - "size": 65, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1679015574819, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 1679045574819, - "size": 4, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:06.607Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565406, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219956793031, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 219916793031, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 219876793031, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 219846793031, - "size": 81, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220056793031, - "size": 36, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.626Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565407, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678694495366, - "size": 45, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678764495366, - "size": 93, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678784495366, - "size": 27, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:06.685Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858545751, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678878545751, - "size": 4, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678908545751, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:06.724Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189747922595, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189742922595, - "size": 44, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189752922595, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 189762922595, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 189772922595, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 189812922595, - "size": 74, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:06.774Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79948827667, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79993827667, - "size": 30, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80013827667, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 80063827667, - "size": 22, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:06.829Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987106529, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79937106529, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 79897106529, - "size": 70, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79887106529, - "size": 99, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79837106529, - "size": 99, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79827106529, - "size": 22, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80037106529, - "size": 28, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:06.882Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565412, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79851751037, - "size": 44, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79951751037, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79991751037, - "size": 87, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80001751037, - "size": 51, - "orderCount": 12 - }, - { - "priceNanos": 80021751037, - "size": 27, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.904Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189786649306, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189771649306, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 189751649306, - "size": 55, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189801649306, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 189851649306, - "size": 73, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189871649306, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 189891649306, - "size": 31, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:06.966Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568144629, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548144629, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 4823508144629, - "size": 12, - "orderCount": 5 - }, - { - "priceNanos": 4823458144629, - "size": 41, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823588144629, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 4823598144629, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823648144629, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823688144629, - "size": 4, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.010Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565415, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75022859019, - "size": 36, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:07.047Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972227615, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350002227615, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350052227615, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 350062227615, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 350092227615, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 350112227615, - "size": 48, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.104Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904642416, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74894642416, - "size": 43, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74864642416, - "size": 49, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74854642416, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74844642416, - "size": 69, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74914642416, - "size": 43, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74954642416, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 75004642416, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 75054642416, - "size": 1, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.157Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950452632, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79935452632, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 79905452632, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 79895452632, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 79845452632, - "size": 2, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79965452632, - "size": 39, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.211Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349978738301, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349958738301, - "size": 63, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349948738301, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 349918738301, - "size": 65, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349998738301, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350028738301, - "size": 87, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350078738301, - "size": 99, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.228Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061042827, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75041042827, - "size": 76, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:07.320Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349950811382, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349930811382, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 349900811382, - "size": 8, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349970811382, - "size": 25, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.415Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565422, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678863440464, - "size": 13, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678833440464, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678803440464, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678773440464, - "size": 73, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678883440464, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 1678893440464, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 1678903440464, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 1678933440464, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.439Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219955632741, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219920632741, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 219910632741, - "size": 8, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219990632741, - "size": 66, - "orderCount": 9 - }, - { - "priceNanos": 220000632741, - "size": 27, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.503Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565424, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970056057, - "size": 26, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74930056057, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 74880056057, - "size": 46, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74860056057, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74830056057, - "size": 97, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.539Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795670913, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678745670913, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 1678695670913, - "size": 88, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678675670913, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 1678625670913, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678595670913, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845670913, - "size": 5, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678865670913, - "size": 46, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.601Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565426, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711936360, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678681936360, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 1678651936360, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 1678611936360, - "size": 82, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678741936360, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678781936360, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 1678811936360, - "size": 87, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.645Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721019985, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678711019985, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 1678661019985, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 1678611019985, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678571019985, - "size": 42, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678731019985, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678781019985, - "size": 49, - "orderCount": 5 - }, - { - "priceNanos": 1678831019985, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 1678871019985, - "size": 57, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678911019985, - "size": 44, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:07.717Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565428, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220069344382, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 220019344382, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 219999344382, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 219959344382, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219929344382, - "size": 63, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220119344382, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 220129344382, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 220149344382, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 220179344382, - "size": 79, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:07.816Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830501276, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678845501276, - "size": 69, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678875501276, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 1678905501276, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 1678945501276, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 1678995501276, - "size": 63, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.885Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565430, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823494638052, - "size": 4, - "orderCount": 20 - }, - { - "priceNanos": 4823474638052, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823434638052, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 4823414638052, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 4823374638052, - "size": 38, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504638052, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823534638052, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 4823584638052, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823594638052, - "size": 15, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823624638052, - "size": 1, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.954Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74914364120, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74879364120, - "size": 64, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74829364120, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 74819364120, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74799364120, - "size": 43, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74769364120, - "size": 92, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:07.987Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75097691565, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75072691565, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75022691565, - "size": 45, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75122691565, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 75172691565, - "size": 30, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75192691565, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 75232691565, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 75282691565, - "size": 93, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:08.066Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565433, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219947093463, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219922093463, - "size": 87, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219872093463, - "size": 14, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219832093463, - "size": 2, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219792093463, - "size": 35, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219972093463, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219982093463, - "size": 10, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220032093463, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 220062093463, - "size": 45, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.092Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565434, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75064551996, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 75044551996, - "size": 77, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75084551996, - "size": 62, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75134551996, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 75154551996, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 75174551996, - "size": 37, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.173Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093326016, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350073326016, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 350043326016, - "size": 10, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 350033326016, - "size": 53, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.273Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814256369, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678769256369, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678719256369, - "size": 79, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678679256369, - "size": 44, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678649256369, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678619256369, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678859256369, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 1678889256369, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 1678939256369, - "size": 19, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.313Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565437, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75071601426, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75061601426, - "size": 6, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75041601426, - "size": 67, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.363Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000405856, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220025405856, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 220075405856, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 220125405856, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 220165405856, - "size": 25, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.391Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565439, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350052368223, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350022368223, - "size": 43, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350012368223, - "size": 29, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349962368223, - "size": 65, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349922368223, - "size": 2, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350082368223, - "size": 12, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350092368223, - "size": 92, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.486Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565440, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189643968522, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 189603968522, - "size": 24, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.576Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565441, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189825647881, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189795647881, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189765647881, - "size": 9, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189715647881, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189705647881, - "size": 22, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189835647881, - "size": 69, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.622Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415149514, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823455149514, - "size": 58, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823495149514, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 4823525149514, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823535149514, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823585149514, - "size": 36, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.648Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565443, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219995078350, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219975078350, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 219945078350, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 219915078350, - "size": 92, - "orderCount": 1 - }, - { - "priceNanos": 219895078350, - "size": 93, - "orderCount": 7 - }, - { - "priceNanos": 219855078350, - "size": 23, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220015078350, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 220065078350, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 220105078350, - "size": 7, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:08.694Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565444, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726198731, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678706198731, - "size": 63, - "orderCount": 7 - }, - { - "priceNanos": 1678656198731, - "size": 43, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:08.781Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75018179642, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:08.796Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219940962479, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219945962479, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 219985962479, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 219995962479, - "size": 47, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220035962479, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 220085962479, - "size": 78, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.848Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877643483, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678847643483, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 1678817643483, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 1678797643483, - "size": 90, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678777643483, - "size": 8, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678907643483, - "size": 94, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678927643483, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 1678937643483, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 1678967643483, - "size": 36, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.934Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219891304092, - "size": 73, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219921304092, - "size": 65, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219941304092, - "size": 12, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219981304092, - "size": 37, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:08.946Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968915216, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219958915216, - "size": 3, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219978915216, - "size": 92, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220028915216, - "size": 51, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:08.990Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063266574, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80013266574, - "size": 7, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80113266574, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80143266574, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 80163266574, - "size": 77, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80173266574, - "size": 47, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.052Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565451, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79967029933, - "size": 38, - "orderCount": 6 - }, - { - "priceNanos": 79927029933, - "size": 25, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.125Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054470506, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009470506, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74959470506, - "size": 65, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74929470506, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 74889470506, - "size": 98, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75099470506, - "size": 56, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75109470506, - "size": 28, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75119470506, - "size": 6, - "orderCount": 15 - }, - { - "priceNanos": 75159470506, - "size": 95, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.183Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79968500212, - "size": 83, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79958500212, - "size": 79, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.218Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823439737241, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823419737241, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 4823409737241, - "size": 76, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823379737241, - "size": 75, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823349737241, - "size": 91, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823459737241, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823479737241, - "size": 59, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823529737241, - "size": 88, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.297Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565455, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189661328928, - "size": 27, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189651328928, - "size": 30, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:09.337Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678828336813, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678868336813, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 1678908336813, - "size": 13, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678918336813, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 1678928336813, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678948336813, - "size": 7, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.378Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349990849412, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349970849412, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 349930849412, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 349900849412, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 349850849412, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 349820849412, - "size": 32, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:09.451Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565458, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755336935, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705336935, - "size": 38, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678805336935, - "size": 19, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565459, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349939014610, - "size": 31, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349889014610, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 349859014610, - "size": 41, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349989014610, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:09.577Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053527387, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350018527387, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 350008527387, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 349988527387, - "size": 46, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349968527387, - "size": 87, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:09.677Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485814237, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823460814237, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 4823450814237, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823410814237, - "size": 10, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823400814237, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823380814237, - "size": 45, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823510814237, - "size": 55, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:09.721Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565462, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823421710559, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823376710559, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 4823346710559, - "size": 16, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823306710559, - "size": 56, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823466710559, - "size": 34, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823516710559, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823526710559, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823566710559, - "size": 76, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:09.738Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75028813734, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75003813734, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 74983813734, - "size": 59, - "orderCount": 6 - }, - { - "priceNanos": 74953813734, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75053813734, - "size": 23, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75083813734, - "size": 43, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75093813734, - "size": 25, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:09.817Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74986859364, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74976859364, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74936859364, - "size": 34, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74996859364, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75006859364, - "size": 19, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:09.861Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975007169, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74970007169, - "size": 69, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74960007169, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 74910007169, - "size": 98, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74980007169, - "size": 30, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74990007169, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 75020007169, - "size": 8, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75050007169, - "size": 81, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:09.934Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350061515421, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350021515421, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 349981515421, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349961515421, - "size": 58, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350101515421, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 350141515421, - "size": 22, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:10.011Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189757788987, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189742788987, - "size": 46, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189772788987, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189802788987, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 189812788987, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 189862788987, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 189912788987, - "size": 45, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.024Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565468, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219969944400, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 219939944400, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 219899944400, - "size": 17, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219869944400, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 219849944400, - "size": 94, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220009944400, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 220039944400, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 220059944400, - "size": 72, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.074Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565469, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678876289397, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678886289397, - "size": 42, - "orderCount": 20 - }, - { - "priceNanos": 1678936289397, - "size": 64, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678986289397, - "size": 4, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.096Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565470, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:10.183Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007844758, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79992844758, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 79972844758, - "size": 97, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80022844758, - "size": 14, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80072844758, - "size": 84, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:10.253Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565472, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350007420831, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349987420831, - "size": 2, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349977420831, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 349957420831, - "size": 12, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350107420831, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350147420831, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 350157420831, - "size": 5, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:10.325Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467472411, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432472411, - "size": 30, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823382472411, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 4823372472411, - "size": 14, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823502472411, - "size": 77, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823522472411, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 4823572472411, - "size": 47, - "orderCount": 14 - }, - { - "priceNanos": 4823602472411, - "size": 46, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.386Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823480633643, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823445633643, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 4823425633643, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 4823405633643, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823385633643, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823335633643, - "size": 36, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823515633643, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 4823525633643, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 4823555633643, - "size": 49, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:10.410Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847324303, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678867324303, - "size": 81, - "orderCount": 20 - }, - { - "priceNanos": 1678877324303, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 1678897324303, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:10.478Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219972402706, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219942402706, - "size": 61, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219932402706, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 219882402706, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 219832402706, - "size": 69, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:10.503Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565477, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79930344930, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 79920344930, - "size": 37, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.603Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565478, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823416744534, - "size": 70, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823436744534, - "size": 44, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.696Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565479, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823432647453, - "size": 11, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823382647453, - "size": 98, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823452647453, - "size": 96, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823472647453, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823492647453, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 4823512647453, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 4823552647453, - "size": 100, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.751Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565480, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823445128300, - "size": 70, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823475128300, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 4823525128300, - "size": 91, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.817Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565481, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350002180268, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 349992180268, - "size": 61, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349942180268, - "size": 16, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.874Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890414633, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678850414633, - "size": 50, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678840414633, - "size": 36, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:10.920Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515217980, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823530217980, - "size": 76, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823540217980, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 4823590217980, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 4823600217980, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 4823630217980, - "size": 62, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:10.958Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838156177, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678808156177, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 1678798156177, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 1678778156177, - "size": 17, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678868156177, - "size": 72, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.032Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80078635086, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068635086, - "size": 2, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:11.067Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74963996588, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74933996588, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 74883996588, - "size": 58, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74993996588, - "size": 18, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75023996588, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 75063996588, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 75093996588, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 75133996588, - "size": 67, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.160Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678752467879, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678762467879, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678772467879, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:11.223Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79985109575, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79960109575, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 79920109575, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79870109575, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79830109575, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 79800109575, - "size": 36, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80010109575, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 80020109575, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 80030109575, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 80040109575, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80090109575, - "size": 90, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:11.299Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025801480, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74990801480, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 74980801480, - "size": 64, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75060801480, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.341Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565490, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350112065675, - "size": 31, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350122065675, - "size": 86, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350172065675, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350202065675, - "size": 84, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:11.375Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910615106, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74870615106, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 74830615106, - "size": 86, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74950615106, - "size": 91, - "orderCount": 11 - }, - { - "priceNanos": 75000615106, - "size": 43, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:11.456Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565492, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80006493846, - "size": 23, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79976493846, - "size": 88, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79936493846, - "size": 48, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80096493846, - "size": 33, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.524Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565493, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79983944984, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79943944984, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 79933944984, - "size": 67, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80013944984, - "size": 68, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.553Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429959895, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823404959895, - "size": 26, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823454959895, - "size": 22, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.577Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565495, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79927365179, - "size": 91, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:11.598Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189752320792, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189747320792, - "size": 39, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189717320792, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 189707320792, - "size": 27, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189657320792, - "size": 62, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189757320792, - "size": 87, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189767320792, - "size": 19, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.682Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189767480537, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189727480537, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 189677480537, - "size": 25, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189647480537, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 189607480537, - "size": 89, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189577480537, - "size": 24, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189807480537, - "size": 26, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189847480537, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 189867480537, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 189917480537, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.728Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565498, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678818841445, - "size": 27, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678838841445, - "size": 18, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.819Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019844366, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80004844366, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 79954844366, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79944844366, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79914844366, - "size": 97, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80034844366, - "size": 56, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80044844366, - "size": 79, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.901Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189651589100, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189611589100, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 189581589100, - "size": 20, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189561589100, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 189521589100, - "size": 31, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189691589100, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189711589100, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189751589100, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189761589100, - "size": 70, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:11.929Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80126565526, - "size": 25, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80166565526, - "size": 71, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:11.964Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565502, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823465015519, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:11.997Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466617694, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:12.083Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565504, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75069884747, - "size": 5, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75109884747, - "size": 24, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75159884747, - "size": 93, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:12.146Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565505, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.189Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023354010, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79993354010, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79953354010, - "size": 20, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79903354010, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 79883354010, - "size": 52, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80053354010, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 80103354010, - "size": 19, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80123354010, - "size": 79, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.256Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522239324, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823557239324, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 4823577239324, - "size": 99, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823607239324, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823627239324, - "size": 53, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:12.295Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981176185, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79956176185, - "size": 30, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80006176185, - "size": 22, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.335Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565509, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74891283111, - "size": 78, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961283111, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 74971283111, - "size": 29, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.398Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565510, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823479261238, - "size": 11, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823439261238, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 4823409261238, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 4823379261238, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 4823369261238, - "size": 79, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823569261238, - "size": 88, - "orderCount": 9 - }, - { - "priceNanos": 4823589261238, - "size": 51, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:12.435Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565511, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405162292, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823380162292, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823340162292, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823330162292, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 4823320162292, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 4823310162292, - "size": 25, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823430162292, - "size": 46, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.527Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189776899760, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189771899760, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 189761899760, - "size": 2, - "orderCount": 20 - }, - { - "priceNanos": 189751899760, - "size": 82, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189781899760, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 189821899760, - "size": 24, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.618Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565513, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678652700729, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 1678632700729, - "size": 51, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678582700729, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678572700729, - "size": 43, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678542700729, - "size": 94, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678752700729, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 1678762700729, - "size": 25, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.684Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189765388593, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189755388593, - "size": 61, - "orderCount": 19 - }, - { - "priceNanos": 189735388593, - "size": 2, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189725388593, - "size": 10, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189775388593, - "size": 73, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.730Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678845959689, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678870959689, - "size": 97, - "orderCount": 10 - }, - { - "priceNanos": 1678890959689, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 1678910959689, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678920959689, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 1678940959689, - "size": 91, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:12.783Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823533067222, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823493067222, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823463067222, - "size": 25, - "orderCount": 9 - }, - { - "priceNanos": 4823423067222, - "size": 27, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823393067222, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823353067222, - "size": 60, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.879Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75005031985, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74960031985, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 74940031985, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 74930031985, - "size": 60, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75050031985, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 75090031985, - "size": 29, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:12.966Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972615247, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74927615247, - "size": 66, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75017615247, - "size": 29, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75057615247, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 75067615247, - "size": 12, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75087615247, - "size": 24, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75097615247, - "size": 100, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:13.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565519, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703454451, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678713454451, - "size": 47, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678733454451, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 1678773454451, - "size": 46, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:13.074Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006304380, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.095Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565521, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349982774532, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 349942774532, - "size": 4, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349992774532, - "size": 88, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350032774532, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350052774532, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 350082774532, - "size": 7, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.126Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866393098, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678831393098, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678821393098, - "size": 83, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678781393098, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 1678751393098, - "size": 96, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678901393098, - "size": 85, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.198Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037917934, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350032917934, - "size": 93, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349992917934, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 349942917934, - "size": 55, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.246Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412187602, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823372187602, - "size": 15, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823332187602, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 4823282187602, - "size": 6, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823272187602, - "size": 1, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.295Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219931699131, - "size": 32, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220011699131, - "size": 63, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:13.349Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020527093, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79985527093, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79945527093, - "size": 100, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79895527093, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 79845527093, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 79805527093, - "size": 40, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80055527093, - "size": 50, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.380Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220066531188, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220061531188, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 220021531188, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 220011531188, - "size": 22, - "orderCount": 6 - }, - { - "priceNanos": 220001531188, - "size": 96, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220071531188, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 220111531188, - "size": 27, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:13.418Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219967106687, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219952106687, - "size": 84, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219982106687, - "size": 9, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219992106687, - "size": 30, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.504Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470654691, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823425654691, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823405654691, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823395654691, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823515654691, - "size": 41, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823555654691, - "size": 10, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823585654691, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 4823625654691, - "size": 76, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:13.567Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565530, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349850453354, - "size": 100, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349800453354, - "size": 99, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349950453354, - "size": 51, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349980453354, - "size": 32, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350020453354, - "size": 47, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350030453354, - "size": 39, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:13.603Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565531, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75001429045, - "size": 51, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74951429045, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 74931429045, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 74881429045, - "size": 25, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.672Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089141309, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350079141309, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350049141309, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350099141309, - "size": 77, - "orderCount": 19 - }, - { - "priceNanos": 350149141309, - "size": 38, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.719Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080086056, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80035086056, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 79995086056, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79965086056, - "size": 8, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79955086056, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 79905086056, - "size": 30, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80125086056, - "size": 22, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80135086056, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80145086056, - "size": 6, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80155086056, - "size": 82, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80175086056, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.798Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74916107211, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74876107211, - "size": 52, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74866107211, - "size": 85, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74976107211, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 75026107211, - "size": 71, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:13.846Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948486115, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74918486115, - "size": 62, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74978486115, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 75008486115, - "size": 15, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75018486115, - "size": 45, - "orderCount": 5 - }, - { - "priceNanos": 75068486115, - "size": 33, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.892Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565536, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823490984247, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 4823480984247, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 4823470984247, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 4823440984247, - "size": 75, - "orderCount": 3 - }, - { - "priceNanos": 4823410984247, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823590984247, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 4823640984247, - "size": 42, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823650984247, - "size": 29, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:13.947Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912114198, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349877114198, - "size": 57, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349837114198, - "size": 15, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349947114198, - "size": 3, - "orderCount": 10 - }, - { - "priceNanos": 349967114198, - "size": 17, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:14.011Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422346078, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412346078, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 4823372346078, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823362346078, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 4823342346078, - "size": 38, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823322346078, - "size": 14, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823432346078, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823442346078, - "size": 3, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.071Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565539, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219856007635, - "size": 100, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219836007635, - "size": 81, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219826007635, - "size": 60, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219786007635, - "size": 39, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219756007635, - "size": 15, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219946007635, - "size": 37, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219986007635, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 220006007635, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 220016007635, - "size": 52, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.126Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349973521285, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349963521285, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 349943521285, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 349913521285, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 349863521285, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349823521285, - "size": 65, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349983521285, - "size": 15, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.145Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565541, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79885664378, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 79875664378, - "size": 95, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79865664378, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 79815664378, - "size": 79, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79985664378, - "size": 28, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960799075, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79940799075, - "size": 90, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79930799075, - "size": 63, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79910799075, - "size": 8, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79980799075, - "size": 41, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.203Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678825461391, - "size": 67, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678875461391, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 1678925461391, - "size": 12, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:14.251Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565544, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764484347, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 1678714484347, - "size": 49, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678844484347, - "size": 31, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678894484347, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678924484347, - "size": 98, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.291Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80052687080, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80017687080, - "size": 57, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79967687080, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 79917687080, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 79907687080, - "size": 60, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80087687080, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 80127687080, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 80177687080, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 80227687080, - "size": 95, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80277687080, - "size": 20, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.311Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823403932572, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398932572, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 4823388932572, - "size": 91, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823408932572, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823418932572, - "size": 59, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823468932572, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:14.387Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565547, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823548640240, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 4823598640240, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823638640240, - "size": 7, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.472Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565548, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798964956, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189763964956, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 189753964956, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 189713964956, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189673964956, - "size": 68, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189833964956, - "size": 39, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189873964956, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 189893964956, - "size": 65, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565549, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823509245303, - "size": 74, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:14.584Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031991300, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349981991300, - "size": 37, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349971991300, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.681Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678760249891, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:14.739Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759396170, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189744396170, - "size": 62, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189724396170, - "size": 41, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189774396170, - "size": 9, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189824396170, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 189834396170, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 189874396170, - "size": 20, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.825Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350012093374, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350047093374, - "size": 66, - "orderCount": 13 - }, - { - "priceNanos": 350097093374, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 350107093374, - "size": 5, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.884Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678720514394, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678685514394, - "size": 56, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678755514394, - "size": 75, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678805514394, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 1678855514394, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 1678865514394, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:14.897Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823514018161, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823499018161, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823469018161, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 4823419018161, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823379018161, - "size": 58, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823529018161, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 4823569018161, - "size": 93, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:14.972Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565556, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79991839850, - "size": 96, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80021839850, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80031839850, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80041839850, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80051839850, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.043Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565557, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467027494, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823437027494, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 4823407027494, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823387027494, - "size": 7, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823337027494, - "size": 87, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823327027494, - "size": 1, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823497027494, - "size": 6, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823547027494, - "size": 43, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.117Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349926621826, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349896621826, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 349866621826, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 349826621826, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 349776621826, - "size": 76, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.144Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565559, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79944464910, - "size": 14, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79904464910, - "size": 69, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79884464910, - "size": 53, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79984464910, - "size": 26, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.160Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565560, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79916235469, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 79866235469, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79836235469, - "size": 31, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:15.199Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565561, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74963241743, - "size": 81, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.244Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565562, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.280Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189788990106, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189763990106, - "size": 21, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189813990106, - "size": 61, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:15.303Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557448515, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823517448515, - "size": 72, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823487448515, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 4823457448515, - "size": 95, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823417448515, - "size": 64, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823397448515, - "size": 68, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823597448515, - "size": 60, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823617448515, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 4823657448515, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 4823707448515, - "size": 21, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823747448515, - "size": 11, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.318Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349938651883, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349963651883, - "size": 58, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.336Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678817974322, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678797974322, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 1678777974322, - "size": 6, - "orderCount": 5 - }, - { - "priceNanos": 1678757974322, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 1678717974322, - "size": 95, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678697974322, - "size": 60, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:15.387Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469589920, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823444589920, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 4823404589920, - "size": 47, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823374589920, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 4823344589920, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 4823324589920, - "size": 55, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823494589920, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 4823524589920, - "size": 56, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:15.431Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565568, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75041215129, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 75021215129, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 74971215129, - "size": 89, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74951215129, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74911215129, - "size": 88, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75101215129, - "size": 28, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.444Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495802419, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823480802419, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823470802419, - "size": 57, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823510802419, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 4823520802419, - "size": 13, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.474Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565570, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74886241686, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 74846241686, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74816241686, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 74806241686, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74936241686, - "size": 5, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:15.494Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678722157773, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678697157773, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 1678667157773, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 1678647157773, - "size": 32, - "orderCount": 6 - }, - { - "priceNanos": 1678597157773, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 1678577157773, - "size": 69, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747157773, - "size": 27, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.527Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565572, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189698009125, - "size": 99, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189658009125, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 189638009125, - "size": 77, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189618009125, - "size": 81, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189598009125, - "size": 30, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189758009125, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.538Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097847994, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80057847994, - "size": 50, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80017847994, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79997847994, - "size": 69, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80137847994, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80167847994, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 80177847994, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 80197847994, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 80217847994, - "size": 92, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:15.593Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565574, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025980201, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74975980201, - "size": 79, - "orderCount": 8 - }, - { - "priceNanos": 74945980201, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 74915980201, - "size": 4, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74865980201, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 74855980201, - "size": 18, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75075980201, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75125980201, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75145980201, - "size": 5, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:15.603Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936910306, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219966910306, - "size": 70, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220006910306, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 220016910306, - "size": 48, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:15.657Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972963390, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349952963390, - "size": 63, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349932963390, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 349912963390, - "size": 97, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349882963390, - "size": 16, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349832963390, - "size": 86, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349992963390, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.673Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565577, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678663920293, - "size": 79, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678643920293, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 1678633920293, - "size": 54, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678593920293, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 1678583920293, - "size": 24, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.731Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80004166712, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79974166712, - "size": 90, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.819Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349905549721, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349865549721, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 349835549721, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 349795549721, - "size": 77, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349745549721, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349945549721, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 349985549721, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 350025549721, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 350045549721, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 350075549721, - "size": 17, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.856Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804265613, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678759265613, - "size": 99, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678719265613, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678699265613, - "size": 75, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.899Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490368501, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823470368501, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823430368501, - "size": 27, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823410368501, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 4823360368501, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823310368501, - "size": 70, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823510368501, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 4823550368501, - "size": 78, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823590368501, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 4823610368501, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823630368501, - "size": 31, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:15.968Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837303428, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678817303428, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678767303428, - "size": 39, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678857303428, - "size": 87, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678887303428, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 1678917303428, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 1678937303428, - "size": 89, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:16.023Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220058467285, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220008467285, - "size": 58, - "orderCount": 6 - }, - { - "priceNanos": 219998467285, - "size": 4, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.105Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863438828, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833438828, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 1678823438828, - "size": 24, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678893438828, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 1678903438828, - "size": 16, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678923438828, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 1678973438828, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 1678983438828, - "size": 49, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.146Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220086247096, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220041247096, - "size": 6, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220131247096, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 220181247096, - "size": 26, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.210Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565586, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80089556543, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 80119556543, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 80169556543, - "size": 72, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.252Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74949927247, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74929927247, - "size": 7, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74969927247, - "size": 21, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74989927247, - "size": 13, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.325Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189739385361, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189734385361, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 189714385361, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 189674385361, - "size": 17, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189744385361, - "size": 52, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189754385361, - "size": 8, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:16.349Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003882241, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80033882241, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 80083882241, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 80103882241, - "size": 75, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80113882241, - "size": 39, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.421Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539720668, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823514720668, - "size": 25, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823484720668, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823434720668, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 4823384720668, - "size": 31, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823564720668, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 4823614720668, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 4823664720668, - "size": 88, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.433Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959828299, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74939828299, - "size": 92, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74889828299, - "size": 23, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74979828299, - "size": 71, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74999828299, - "size": 46, - "orderCount": 5 - }, - { - "priceNanos": 75019828299, - "size": 36, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.504Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220040850839, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220020850839, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219970850839, - "size": 19, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220060850839, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 220070850839, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.523Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933474570, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79923474570, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 79903474570, - "size": 96, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.572Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349950489314, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349910489314, - "size": 55, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349990489314, - "size": 48, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.632Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565595, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75039166224, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 75029166224, - "size": 22, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74989166224, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 74949166224, - "size": 96, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75119166224, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 75149166224, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 75159166224, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 75169166224, - "size": 28, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:16.712Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481369092, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823436369092, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823416369092, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 4823396369092, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823356369092, - "size": 86, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823526369092, - "size": 26, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823556369092, - "size": 60, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823606369092, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 4823626369092, - "size": 4, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:16.736Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565597, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350074892462, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 350044892462, - "size": 33, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350004892462, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 349954892462, - "size": 46, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350094892462, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350144892462, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 350154892462, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350174892462, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 350204892462, - "size": 65, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.785Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911168839, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349876168839, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 349836168839, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 349816168839, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 349776168839, - "size": 45, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349946168839, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 349986168839, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349996168839, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:16.831Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526754828, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823496754828, - "size": 37, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:16.907Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565600, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562764766, - "size": 92, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823522764766, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 4823472764766, - "size": 8, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823422764766, - "size": 85, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823592764766, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 4823612764766, - "size": 89, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823652764766, - "size": 83, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823692764766, - "size": 76, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:16.998Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424052802, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.056Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824905134, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678794905134, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 1678744905134, - "size": 69, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678714905134, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678704905134, - "size": 50, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854905134, - "size": 42, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.069Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565603, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75049617106, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 75019617106, - "size": 32, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74969617106, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 74919617106, - "size": 1, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74909617106, - "size": 2, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75099617106, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75129617106, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 75139617106, - "size": 95, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75159617106, - "size": 68, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:17.079Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678843465592, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678793465592, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 1678743465592, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 1678693465592, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 1678673465592, - "size": 99, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678643465592, - "size": 76, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678893465592, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678933465592, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 1678963465592, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678993465592, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 1679013465592, - "size": 12, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:17.113Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488273801, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823448273801, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823438273801, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823408273801, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 4823398273801, - "size": 27, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823528273801, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 4823538273801, - "size": 23, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823588273801, - "size": 21, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:17.196Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678842619954, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812619954, - "size": 10, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678872619954, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678922619954, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 1678952619954, - "size": 93, - "orderCount": 15 - }, - { - "priceNanos": 1678972619954, - "size": 45, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:17.228Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901571006, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74921571006, - "size": 45, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.316Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79917614271, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79887614271, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 79877614271, - "size": 6, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947614271, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 79957614271, - "size": 40, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:17.341Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74994571297, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74944571297, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74894571297, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74874571297, - "size": 68, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75044571297, - "size": 11, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75064571297, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 75094571297, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 75104571297, - "size": 35, - "orderCount": 4 - }, - { - "priceNanos": 75134571297, - "size": 6, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:17.363Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925763115, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895763115, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 79865763115, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 79845763115, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79835763115, - "size": 75, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79955763115, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 80005763115, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80045763115, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 80065763115, - "size": 25, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.411Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913160042, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219928160042, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 219978160042, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 220028160042, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 220078160042, - "size": 28, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220118160042, - "size": 93, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.440Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059759008, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350094759008, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350124759008, - "size": 37, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350164759008, - "size": 78, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.508Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565613, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678858993932, - "size": 20, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678808993932, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 1678778993932, - "size": 3, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678938993932, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 1678948993932, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.527Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083362767, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220068362767, - "size": 58, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220098362767, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 220108362767, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 220148362767, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 220198362767, - "size": 87, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:17.557Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088022006, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350038022006, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 350028022006, - "size": 8, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350138022006, - "size": 9, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.591Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565616, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189694842422, - "size": 99, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189684842422, - "size": 85, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189654842422, - "size": 60, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189644842422, - "size": 74, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189724842422, - "size": 28, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189754842422, - "size": 31, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189774842422, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189794842422, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 189804842422, - "size": 9, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.638Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220063394540, - "size": 45, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220093394540, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 220133394540, - "size": 53, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220153394540, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 220163394540, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 220203394540, - "size": 7, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:17.686Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349949451501, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 349999451501, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 350009451501, - "size": 72, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350059451501, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:17.699Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996496826, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971496826, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 79951496826, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 79921496826, - "size": 81, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79891496826, - "size": 86, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:17.796Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518003731, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823493003731, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823463003731, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823453003731, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 4823403003731, - "size": 31, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823543003731, - "size": 97, - "orderCount": 10 - }, - { - "priceNanos": 4823553003731, - "size": 76, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823603003731, - "size": 82, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:17.863Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565621, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349920885006, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349955885006, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 349985885006, - "size": 60, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:17.894Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079652961, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75029652961, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:17.949Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349936847042, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349931847042, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 349891847042, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 349861847042, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 349841847042, - "size": 86, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 349941847042, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 349991847042, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.018Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565624, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823402947696, - "size": 59, - "orderCount": 14 - }, - { - "priceNanos": 4823382947696, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 4823372947696, - "size": 51, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823482947696, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 4823522947696, - "size": 76, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.097Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920263441, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74910263441, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 74890263441, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74860263441, - "size": 63, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74820263441, - "size": 21, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74930263441, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 74960263441, - "size": 1, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.129Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500406565, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823495406565, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 4823475406565, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 4823435406565, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 4823405406565, - "size": 67, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823505406565, - "size": 15, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823535406565, - "size": 19, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823555406565, - "size": 32, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823565406565, - "size": 45, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.214Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889996496, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678874996496, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 1678864996496, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 1678834996496, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 1678814996496, - "size": 19, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678794996496, - "size": 30, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678904996496, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678934996496, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 1678984996496, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 1679024996496, - "size": 39, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.309Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823418008769, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 4823378008769, - "size": 45, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823358008769, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 4823308008769, - "size": 80, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823298008769, - "size": 95, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823448008769, - "size": 78, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.397Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565629, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219974921995, - "size": 40, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220004921995, - "size": 97, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.465Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721031276, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678686031276, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 1678666031276, - "size": 43, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678626031276, - "size": 84, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678616031276, - "size": 46, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678596031276, - "size": 35, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678756031276, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 1678776031276, - "size": 89, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:18.531Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565631, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79982318224, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 79952318224, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79922318224, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 79902318224, - "size": 92, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80032318224, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80082318224, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 80092318224, - "size": 90, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80142318224, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80162318224, - "size": 43, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:18.575Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026789663, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80011789663, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 79971789663, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 79961789663, - "size": 40, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80041789663, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 80091789663, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 80141789663, - "size": 82, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:18.597Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565633, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678658918917, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678628918917, - "size": 19, - "orderCount": 16 - }, - { - "priceNanos": 1678578918917, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678568918917, - "size": 22, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678758918917, - "size": 73, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678778918917, - "size": 82, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.649Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189705544228, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189675544228, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 189635544228, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 189585544228, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 189545544228, - "size": 6, - "orderCount": 5 - }, - { - "priceNanos": 189535544228, - "size": 50, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.709Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808316161, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678783316161, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 1678733316161, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678693316161, - "size": 94, - "orderCount": 9 - }, - { - "priceNanos": 1678653316161, - "size": 43, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678833316161, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678873316161, - "size": 88, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:18.772Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902300304, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74882300304, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74852300304, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74822300304, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 74782300304, - "size": 11, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74922300304, - "size": 73, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74952300304, - "size": 63, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74992300304, - "size": 95, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:18.790Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775908765, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678740908765, - "size": 95, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678810908765, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 1678840908765, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 1678890908765, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 1678910908765, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 1678960908765, - "size": 75, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:18.869Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937981825, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79907981825, - "size": 30, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79877981825, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 79857981825, - "size": 97, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79967981825, - "size": 64, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80007981825, - "size": 47, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80047981825, - "size": 34, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:18.890Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402778493, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823352778493, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823332778493, - "size": 88, - "orderCount": 8 - }, - { - "priceNanos": 4823312778493, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823282778493, - "size": 3, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823272778493, - "size": 17, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:18.960Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220042079320, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:18.988Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010337836, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349960337836, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349940337836, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349900337836, - "size": 65, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349890337836, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 349840337836, - "size": 59, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350060337836, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 350100337836, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 350130337836, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 350160337836, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350200337836, - "size": 66, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.052Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565642, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562554563, - "size": 85, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823512554563, - "size": 24, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823612554563, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 4823632554563, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823642554563, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 4823662554563, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 4823672554563, - "size": 92, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:19.127Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565643, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046172997, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75026172997, - "size": 61, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75066172997, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75106172997, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 75156172997, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 75206172997, - "size": 90, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.207Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565644, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189605516726, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 189565516726, - "size": 74, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189705516726, - "size": 74, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.249Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927995712, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349912995712, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 349902995712, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349892995712, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 349842995712, - "size": 3, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349792995712, - "size": 10, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:19.323Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450328621, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823440328621, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 4823390328621, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 4823340328621, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 4823320328621, - "size": 15, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823460328621, - "size": 59, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.342Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565647, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350062863598, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350052863598, - "size": 78, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350072863598, - "size": 82, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350102863598, - "size": 9, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.404Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80084268955, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034268955, - "size": 33, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80014268955, - "size": 56, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79984268955, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 79974268955, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 79924268955, - "size": 88, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80134268955, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80184268955, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 80204268955, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 80234268955, - "size": 70, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.477Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350007189164, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349997189164, - "size": 51, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350017189164, - "size": 20, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350037189164, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 350057189164, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 350107189164, - "size": 85, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350127189164, - "size": 31, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:19.512Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077592093, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220052592093, - "size": 57, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220012592093, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219982592093, - "size": 47, - "orderCount": 18 - }, - { - "priceNanos": 219952592093, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219932592093, - "size": 56, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:19.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565651, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823489468729, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823439468729, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 4823409468729, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823359468729, - "size": 63, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823319468729, - "size": 97, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823559468729, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 4823609468729, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 4823629468729, - "size": 99, - "orderCount": 1 - }, - { - "priceNanos": 4823679468729, - "size": 51, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.655Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220030380885, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219990380885, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 219980380885, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 219960380885, - "size": 12, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220070380885, - "size": 34, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220120380885, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220130380885, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 220160380885, - "size": 27, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:19.678Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827547333, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678812547333, - "size": 37, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678782547333, - "size": 39, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678732547333, - "size": 55, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678842547333, - "size": 20, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:19.769Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565654, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189772776914, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 189722776914, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 189702776914, - "size": 2, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189822776914, - "size": 40, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189842776914, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189862776914, - "size": 45, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189892776914, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 189942776914, - "size": 89, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:19.792Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565655, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350073508839, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350113508839, - "size": 43, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:19.815Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927212177, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349922212177, - "size": 19, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:19.902Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678751157895, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678721157895, - "size": 39, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678671157895, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 1678661157895, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678651157895, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678601157895, - "size": 28, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781157895, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 1678801157895, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 1678841157895, - "size": 64, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:19.974Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80028444128, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80008444128, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79968444128, - "size": 95, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79928444128, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79908444128, - "size": 73, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80048444128, - "size": 11, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80068444128, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 80118444128, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678772273849, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678747273849, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 1678707273849, - "size": 79, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678657273849, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 1678637273849, - "size": 47, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:20.058Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565660, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921581044, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79961581044, - "size": 90, - "orderCount": 20 - }, - { - "priceNanos": 80011581044, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 80051581044, - "size": 73, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.129Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565661, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678805913721, - "size": 12, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678855913721, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678895913721, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 1678935913721, - "size": 32, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.166Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901780317, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349856780317, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349806780317, - "size": 65, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349766780317, - "size": 82, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349946780317, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 349976780317, - "size": 98, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.205Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066596608, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75036596608, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75006596608, - "size": 60, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74986596608, - "size": 49, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75096596608, - "size": 66, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75136596608, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 75156596608, - "size": 26, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75186596608, - "size": 75, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75236596608, - "size": 10, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.275Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565664, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678781987192, - "size": 71, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678751987192, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 1678731987192, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 1678721987192, - "size": 87, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678821987192, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678861987192, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 1678871987192, - "size": 52, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.325Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565665, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678731290997, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 1678681290997, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678631290997, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678591290997, - "size": 33, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678561290997, - "size": 20, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678791290997, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678821290997, - "size": 67, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.400Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558249650, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823513249650, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 4823483249650, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 4823463249650, - "size": 39, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823453249650, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 4823443249650, - "size": 82, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.489Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964606487, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74939606487, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 74899606487, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74859606487, - "size": 7, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74989606487, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 75029606487, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 75039606487, - "size": 95, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75049606487, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75069606487, - "size": 66, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:20.544Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75029363287, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75004363287, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 74994363287, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74984363287, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 74964363287, - "size": 56, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74924363287, - "size": 76, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.562Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937702224, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79917702224, - "size": 75, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79877702224, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 79837702224, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79787702224, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 79777702224, - "size": 73, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79957702224, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 79967702224, - "size": 82, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79997702224, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 80037702224, - "size": 76, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80077702224, - "size": 68, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.601Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79995585677, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79980585677, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79930585677, - "size": 6, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79900585677, - "size": 40, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80010585677, - "size": 9, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80040585677, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 80050585677, - "size": 46, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80090585677, - "size": 19, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:20.621Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565671, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350079506599, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350074506599, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 350034506599, - "size": 62, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350014506599, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 349994506599, - "size": 41, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349954506599, - "size": 20, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.692Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580049182, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823565049182, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 4823525049182, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 4823495049182, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 4823475049182, - "size": 49, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823595049182, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823635049182, - "size": 86, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.702Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565673, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823500890696, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 4823470890696, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 4823460890696, - "size": 97, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823580890696, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823610890696, - "size": 73, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:20.779Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084944637, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75059944637, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75019944637, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75009944637, - "size": 87, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75109944637, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 75129944637, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75169944637, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 75209944637, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 75249944637, - "size": 61, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.850Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843222050, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189868222050, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 189918222050, - "size": 63, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.871Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565676, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74976529720, - "size": 89, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74936529720, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74896529720, - "size": 83, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75036529720, - "size": 67, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.906Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678871752530, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678856752530, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678826752530, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678786752530, - "size": 22, - "orderCount": 18 - }, - { - "priceNanos": 1678736752530, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 1678716752530, - "size": 84, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678886752530, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 1678926752530, - "size": 28, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678976752530, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 1679006752530, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 1679046752530, - "size": 79, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:20.940Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565678, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678782029911, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678742029911, - "size": 37, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842029911, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 1678882029911, - "size": 98, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:20.999Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565679, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678741491771, - "size": 64, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678721491771, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 1678691491771, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678651491771, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678621491771, - "size": 13, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678811491771, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 1678841491771, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678861491771, - "size": 19, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.080Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565680, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80012093908, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 79982093908, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 79962093908, - "size": 67, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80052093908, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 80072093908, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 80102093908, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 80152093908, - "size": 17, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.099Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780575516, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678735575516, - "size": 9, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678825575516, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 1678845575516, - "size": 54, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:21.118Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565682, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350072293564, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350032293564, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 350022293564, - "size": 10, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350112293564, - "size": 33, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350132293564, - "size": 60, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350172293564, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 350202293564, - "size": 33, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:21.160Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220043621832, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220033621832, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 219983621832, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 219963621832, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 219953621832, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 219933621832, - "size": 32, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220053621832, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220063621832, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 220113621832, - "size": 74, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220133621832, - "size": 29, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.184Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74993545554, - "size": 57, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:21.199Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096276157, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80056276157, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 80046276157, - "size": 65, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80016276157, - "size": 46, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79976276157, - "size": 4, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79946276157, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80136276157, - "size": 27, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80156276157, - "size": 57, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80206276157, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80226276157, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80266276157, - "size": 28, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:21.284Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899430222, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678879430222, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 1678839430222, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678819430222, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 1678799430222, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678779430222, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678919430222, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 1678939430222, - "size": 82, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678969430222, - "size": 3, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.302Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486633476, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823491633476, - "size": 54, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823501633476, - "size": 32, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:21.381Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565688, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046595280, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 75036595280, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 75016595280, - "size": 29, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.471Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565689, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74953469029, - "size": 89, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74983469029, - "size": 99, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:21.488Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505718462, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823500718462, - "size": 51, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823510718462, - "size": 74, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.565Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565691, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189624622448, - "size": 21, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189714622448, - "size": 57, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189734622448, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 189744622448, - "size": 9, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.648Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014470255, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74974470255, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 74964470255, - "size": 2, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75054470255, - "size": 38, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.704Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899640174, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678874640174, - "size": 17, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678924640174, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 1678974640174, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1679014640174, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 1679064640174, - "size": 63, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.746Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416134224, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823391134224, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 4823361134224, - "size": 45, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441134224, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 4823451134224, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 4823501134224, - "size": 27, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823531134224, - "size": 57, - "orderCount": 15 - }, - { - "priceNanos": 4823581134224, - "size": 94, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.829Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095472633, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220055472633, - "size": 45, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220045472633, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 220025472633, - "size": 87, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219995472633, - "size": 14, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219975472633, - "size": 86, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220135472633, - "size": 21, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220145472633, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 220185472633, - "size": 32, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220235472633, - "size": 43, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.847Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350029867099, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349989867099, - "size": 54, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349969867099, - "size": 2, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350069867099, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 350089867099, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350099867099, - "size": 66, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:21.874Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565697, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219973551618, - "size": 27, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219963551618, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 219913551618, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 219873551618, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 219863551618, - "size": 68, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220023551618, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 220073551618, - "size": 78, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220083551618, - "size": 32, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:21.936Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823540393126, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823510393126, - "size": 85, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823490393126, - "size": 46, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823570393126, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823580393126, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 4823620393126, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823630393126, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 4823670393126, - "size": 60, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:21.954Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599811562, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823549811562, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823519811562, - "size": 20, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823649811562, - "size": 50, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.967Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565700, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79897835311, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 79887835311, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 79837835311, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 79827835311, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 79807835311, - "size": 90, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79957835311, - "size": 31, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:21.985Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349923454602, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349898454602, - "size": 79, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.007Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678810566979, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678795566979, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 1678765566979, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 1678725566979, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 1678685566979, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678675566979, - "size": 16, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825566979, - "size": 63, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678865566979, - "size": 50, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678875566979, - "size": 12, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.030Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565703, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74927055685, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 74917055685, - "size": 15, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74877055685, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 74847055685, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 74817055685, - "size": 43, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74957055685, - "size": 1, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74977055685, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 75017055685, - "size": 49, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.055Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721813864, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701813864, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 1678661813864, - "size": 30, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678741813864, - "size": 47, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678781813864, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 1678831813864, - "size": 90, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:22.139Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565705, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74996795206, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 74966795206, - "size": 63, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:22.204Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189775559713, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.288Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847663900, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189822663900, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189812663900, - "size": 43, - "orderCount": 20 - }, - { - "priceNanos": 189772663900, - "size": 33, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:22.359Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565708, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219950710805, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219935710805, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219885710805, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 219835710805, - "size": 59, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219965710805, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 220015710805, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220065710805, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 220105710805, - "size": 15, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.442Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74925067128, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74880067128, - "size": 61, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74850067128, - "size": 29, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74970067128, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 74990067128, - "size": 24, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.457Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678826913742, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678776913742, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 1678746913742, - "size": 43, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678876913742, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 1678906913742, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 1678956913742, - "size": 67, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1679006913742, - "size": 43, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.543Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902280533, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79862280533, - "size": 93, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79942280533, - "size": 39, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.600Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350021345039, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349971345039, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349961345039, - "size": 34, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349931345039, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349891345039, - "size": 28, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:22.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823576412980, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823556412980, - "size": 93, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823596412980, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823626412980, - "size": 40, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823676412980, - "size": 97, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:22.657Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082638254, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220072638254, - "size": 3, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 220022638254, - "size": 91, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220012638254, - "size": 75, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220002638254, - "size": 83, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220092638254, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 220132638254, - "size": 73, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:22.733Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916496277, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79901496277, - "size": 64, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79861496277, - "size": 22, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79831496277, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 79791496277, - "size": 86, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79931496277, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79971496277, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 79981496277, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 80011496277, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 80061496277, - "size": 41, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.771Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565716, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189771193410, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 189761193410, - "size": 68, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189851193410, - "size": 23, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189871193410, - "size": 11, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189911193410, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 189951193410, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189991193410, - "size": 28, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.782Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565717, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350033795233, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 349993795233, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 349983795233, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 349933795233, - "size": 64, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349903795233, - "size": 47, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350123795233, - "size": 48, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350143795233, - "size": 7, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:22.816Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090755597, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350060755597, - "size": 76, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350010755597, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 349980755597, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 349960755597, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 349950755597, - "size": 95, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350120755597, - "size": 83, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.894Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350075481523, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350050481523, - "size": 84, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350100481523, - "size": 72, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350130481523, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 350160481523, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 350200481523, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 350220481523, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:22.991Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565720, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:23.042Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903241946, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74868241946, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 74838241946, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 74828241946, - "size": 100, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74938241946, - "size": 36, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:23.082Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983229996, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74963229996, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 74943229996, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 74913229996, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74863229996, - "size": 7, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74813229996, - "size": 37, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75003229996, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 75053229996, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75063229996, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 75093229996, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 75133229996, - "size": 89, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.164Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565723, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79906281174, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 79886281174, - "size": 83, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79856281174, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 79826281174, - "size": 36, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79976281174, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 79996281174, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80046281174, - "size": 58, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80076281174, - "size": 92, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80116281174, - "size": 3, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.204Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349999876670, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349979876670, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 349959876670, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349929876670, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 349879876670, - "size": 59, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350019876670, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 350059876670, - "size": 6, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350099876670, - "size": 12, - "orderCount": 7 - }, - { - "priceNanos": 350119876670, - "size": 73, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.295Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844462758, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189819462758, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189779462758, - "size": 88, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189869462758, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 189889462758, - "size": 95, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.338Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065110662, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220075110662, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220115110662, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 220165110662, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220175110662, - "size": 46, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:23.400Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189721250824, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189696250824, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 189646250824, - "size": 82, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189596250824, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 189546250824, - "size": 49, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189496250824, - "size": 60, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189746250824, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189766250824, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 189816250824, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 189846250824, - "size": 76, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189886250824, - "size": 80, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349936626571, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349921626571, - "size": 81, - "orderCount": 16 - }, - { - "priceNanos": 349871626571, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 349861626571, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 349831626571, - "size": 71, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349951626571, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 349961626571, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350011626571, - "size": 6, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350031626571, - "size": 100, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.567Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565729, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678692486326, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 1678682486326, - "size": 56, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678672486326, - "size": 23, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678712486326, - "size": 11, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678752486326, - "size": 34, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678782486326, - "size": 36, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.643Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096755255, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75071755255, - "size": 60, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75121755255, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75141755255, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75181755255, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75231755255, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 75281755255, - "size": 77, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:23.701Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565731, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678887871342, - "size": 71, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.731Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565732, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823510894114, - "size": 58, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.827Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219995817490, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219955817490, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 219945817490, - "size": 42, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220035817490, - "size": 22, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220055817490, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 220105817490, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 220155817490, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220205817490, - "size": 55, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.915Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74962811807, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74957811807, - "size": 12, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74907811807, - "size": 37, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:23.973Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405510923, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823375510923, - "size": 8, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823365510923, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823435510923, - "size": 27, - "orderCount": 11 - }, - { - "priceNanos": 4823445510923, - "size": 65, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:24.049Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565736, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189668705402, - "size": 35, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.071Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801722510, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678761722510, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 1678751722510, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 1678741722510, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 1678701722510, - "size": 78, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678671722510, - "size": 71, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678841722510, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 1678891722510, - "size": 7, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678901722510, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.102Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534968874, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823494968874, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 4823444968874, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823434968874, - "size": 18, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823574968874, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 4823594968874, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 4823634968874, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 4823684968874, - "size": 100, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823694968874, - "size": 44, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:24.197Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953276283, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74963276283, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75003276283, - "size": 1, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:24.295Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955936932, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79925936932, - "size": 50, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79915936932, - "size": 15, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79865936932, - "size": 76, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79985936932, - "size": 6, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:24.365Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189813961980, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189788961980, - "size": 32, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189768961980, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189718961980, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189708961980, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 189698961980, - "size": 49, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189838961980, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 189848961980, - "size": 14, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189888961980, - "size": 75, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:24.438Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729507675, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678704507675, - "size": 71, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678754507675, - "size": 6, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.458Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565743, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913940247, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219903940247, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219853940247, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 219823940247, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 219773940247, - "size": 39, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219753940247, - "size": 33, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219923940247, - "size": 96, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219933940247, - "size": 77, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219983940247, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 220003940247, - "size": 97, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:24.483Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597681497, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823562681497, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 4823542681497, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 4823502681497, - "size": 53, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823462681497, - "size": 13, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823632681497, - "size": 47, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.557Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565745, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678755388603, - "size": 80, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678795388603, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.584Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565746, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350019682284, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 349979682284, - "size": 56, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350059682284, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 350099682284, - "size": 56, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350149682284, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350189682284, - "size": 12, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:24.628Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565747, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350068395602, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 350038395602, - "size": 47, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098395602, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350128395602, - "size": 69, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:24.710Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565748, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220039852912, - "size": 47, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219999852912, - "size": 2, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219989852912, - "size": 57, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220049852912, - "size": 45, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.742Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976104359, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931104359, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 74901104359, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 74891104359, - "size": 98, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75021104359, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 75041104359, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 75081104359, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 75111104359, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 75151104359, - "size": 43, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:24.814Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565750, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219929377992, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 219909377992, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 219899377992, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 219869377992, - "size": 13, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219979377992, - "size": 52, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:24.860Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220020462596, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220050462596, - "size": 2, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:24.873Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80060647126, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80020647126, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 79980647126, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79950647126, - "size": 60, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79900647126, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 79850647126, - "size": 28, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80100647126, - "size": 55, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:24.902Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933501454, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79928501454, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 79918501454, - "size": 23, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79938501454, - "size": 77, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79968501454, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 79988501454, - "size": 45, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:24.992Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349995847752, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349985847752, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349955847752, - "size": 96, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349915847752, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349865847752, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 349845847752, - "size": 61, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350005847752, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 350045847752, - "size": 35, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:25.041Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565755, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79918905505, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 79868905505, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 79858905505, - "size": 37, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79988905505, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 80018905505, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 80068905505, - "size": 45, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.081Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565756, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.123Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953229514, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.146Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565758, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823409265313, - "size": 67, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823389265313, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823349265313, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823329265313, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 4823309265313, - "size": 97, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823499265313, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 4823539265313, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823579265313, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 4823619265313, - "size": 3, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:25.178Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189674692131, - "size": 1, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189704692131, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 189724692131, - "size": 40, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.236Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678896125009, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678876125009, - "size": 15, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678866125009, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 1678836125009, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678786125009, - "size": 19, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678736125009, - "size": 64, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678916125009, - "size": 90, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678926125009, - "size": 39, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678966125009, - "size": 26, - "orderCount": 13 - }, - { - "priceNanos": 1679016125009, - "size": 44, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.310Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565761, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678728560869, - "size": 66, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678688560869, - "size": 25, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678678560869, - "size": 63, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678788560869, - "size": 63, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678838560869, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 1678878560869, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 1678888560869, - "size": 11, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.382Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901093079, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.453Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865444393, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678840444393, - "size": 24, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678810444393, - "size": 36, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678890444393, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678930444393, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 1678980444393, - "size": 72, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679000444393, - "size": 18, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:25.481Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79982796808, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79967796808, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79927796808, - "size": 11, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79997796808, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 80027796808, - "size": 82, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80037796808, - "size": 83, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80047796808, - "size": 8, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80077796808, - "size": 27, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.537Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565765, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076634719, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75031634719, - "size": 82, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75121634719, - "size": 65, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75151634719, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.570Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565766, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79911412266, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 79901412266, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 79871412266, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 79821412266, - "size": 26, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80001412266, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80021412266, - "size": 53, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:25.611Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79917358644, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79922358644, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 79942358644, - "size": 55, - "orderCount": 20 - }, - { - "priceNanos": 79992358644, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 80022358644, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 80062358644, - "size": 40, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:25.658Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823541335919, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823491335919, - "size": 78, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823591335919, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 4823621335919, - "size": 95, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823641335919, - "size": 30, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823671335919, - "size": 66, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.686Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719334948, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189754334948, - "size": 12, - "orderCount": 5 - }, - { - "priceNanos": 189764334948, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 189814334948, - "size": 57, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.744Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565770, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219898225136, - "size": 18, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219848225136, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 219808225136, - "size": 88, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219798225136, - "size": 71, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219788225136, - "size": 85, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219968225136, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220008225136, - "size": 98, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.839Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565771, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972570073, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349962570073, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 349912570073, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 349872570073, - "size": 64, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349842570073, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 349832570073, - "size": 87, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 349982570073, - "size": 90, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.856Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972134354, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74932134354, - "size": 64, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75012134354, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 75042134354, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 75092134354, - "size": 3, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.908Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350030723642, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349990723642, - "size": 97, - "orderCount": 10 - }, - { - "priceNanos": 349970723642, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 349940723642, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 349920723642, - "size": 99, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350070723642, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 350090723642, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 350120723642, - "size": 77, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:25.974Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565774, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74925461898, - "size": 52, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74905461898, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 74885461898, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74865461898, - "size": 16, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74975461898, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75025461898, - "size": 79, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.017Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823541916080, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823521916080, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 4823501916080, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823471916080, - "size": 58, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823561916080, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 4823601916080, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823651916080, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 4823671916080, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.115Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565776, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74909451040, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 74899451040, - "size": 70, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74999451040, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75049451040, - "size": 92, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.194Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565777, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219985858351, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219960858351, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219940858351, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 219930858351, - "size": 99, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:26.232Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565778, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:26.260Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565779, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502365503, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823472365503, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 4823442365503, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 4823412365503, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823392365503, - "size": 71, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.286Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189826129368, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189801129368, - "size": 81, - "orderCount": 13 - }, - { - "priceNanos": 189771129368, - "size": 47, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189741129368, - "size": 41, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189731129368, - "size": 96, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189851129368, - "size": 7, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:26.325Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565781, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027813415, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 74987813415, - "size": 44, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75087813415, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75137813415, - "size": 49, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:26.404Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565782, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823499370576, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 4823459370576, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 4823439370576, - "size": 52, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823569370576, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 4823589370576, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:26.496Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565783, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:26.541Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349946658148, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349951658148, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 349971658148, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 349991658148, - "size": 96, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.617Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936977704, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219916977704, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 219866977704, - "size": 86, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219826977704, - "size": 98, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219956977704, - "size": 12, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.709Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75026706753, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75021706753, - "size": 16, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75031706753, - "size": 14, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75061706753, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75101706753, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 75141706753, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 75171706753, - "size": 89, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.801Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80098205493, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068205493, - "size": 69, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80048205493, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 79998205493, - "size": 61, - "orderCount": 4 - }, - { - "priceNanos": 79978205493, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 79968205493, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80128205493, - "size": 67, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80158205493, - "size": 100, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80178205493, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 80218205493, - "size": 74, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80248205493, - "size": 77, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.873Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990365793, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79965365793, - "size": 91, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79915365793, - "size": 79, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015365793, - "size": 82, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:26.969Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960402531, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74940402531, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 74900402531, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 74860402531, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 74850402531, - "size": 9, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74840402531, - "size": 26, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74980402531, - "size": 17, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75000402531, - "size": 19, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75030402531, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 75040402531, - "size": 71, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.057Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565790, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219860953033, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 219830953033, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219780953033, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219750953033, - "size": 95, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219710953033, - "size": 90, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219960953033, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 220000953033, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 220040953033, - "size": 91, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.155Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975751375, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74930751375, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 74900751375, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 74870751375, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74860751375, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74820751375, - "size": 36, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75020751375, - "size": 53, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:27.167Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565792, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189709580987, - "size": 36, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189699580987, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 189689580987, - "size": 92, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189759580987, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 189789580987, - "size": 9, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:27.216Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565793, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823524052863, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823494052863, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823484052863, - "size": 75, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823434052863, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 4823404052863, - "size": 23, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823564052863, - "size": 46, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.268Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565794, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189666738574, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 189616738574, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189596738574, - "size": 16, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189726738574, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 189766738574, - "size": 90, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189786738574, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 189816738574, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 189826738574, - "size": 63, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:27.337Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75082638887, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75077638887, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75057638887, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75007638887, - "size": 53, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75087638887, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 75137638887, - "size": 48, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:27.434Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987020900, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80002020900, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 80042020900, - "size": 37, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.513Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565797, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823410657870, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823370657870, - "size": 76, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823320657870, - "size": 2, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823450657870, - "size": 31, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823490657870, - "size": 62, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:27.539Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565798, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79949531970, - "size": 26, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79959531970, - "size": 36, - "orderCount": 12 - }, - { - "priceNanos": 79999531970, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 80019531970, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 80029531970, - "size": 2, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80049531970, - "size": 22, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:27.586Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996725546, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74956725546, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74936725546, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74916725546, - "size": 40, - "orderCount": 14 - }, - { - "priceNanos": 74866725546, - "size": 28, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75036725546, - "size": 46, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75076725546, - "size": 26, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:27.673Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565800, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823489739629, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 4823469739629, - "size": 13, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823439739629, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823419739629, - "size": 37, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823369739629, - "size": 35, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.749Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350087908799, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350082908799, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 350052908799, - "size": 50, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350092908799, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 350122908799, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 350172908799, - "size": 24, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:27.804Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79904060253, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79949060253, - "size": 26, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:27.844Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565803, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678669273960, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 1678629273960, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 1678579273960, - "size": 9, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678539273960, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678499273960, - "size": 98, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678759273960, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678779273960, - "size": 35, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:27.928Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053593907, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350043593907, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350023593907, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 350003593907, - "size": 43, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350063593907, - "size": 95, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350073593907, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 350093593907, - "size": 66, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350113593907, - "size": 83, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.004Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002100111, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349982100111, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 349972100111, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 349962100111, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 349952100111, - "size": 53, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:28.102Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80072501214, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80042501214, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80002501214, - "size": 90, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79952501214, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79922501214, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 79912501214, - "size": 77, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.157Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678818741458, - "size": 31, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:28.170Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954913801, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74914913801, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 74884913801, - "size": 38, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74844913801, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 74834913801, - "size": 63, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74994913801, - "size": 69, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.206Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349945024834, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910024834, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 349860024834, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349850024834, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 349820024834, - "size": 33, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349980024834, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350000024834, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 350040024834, - "size": 5, - "orderCount": 19 - }, - { - "priceNanos": 350060024834, - "size": 40, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.275Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565810, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678716667408, - "size": 59, - "orderCount": 4 - }, - { - "priceNanos": 1678696667408, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 1678686667408, - "size": 63, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678666667408, - "size": 67, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678766667408, - "size": 4, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.306Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565811, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:28.384Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823507346501, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823482346501, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823432346501, - "size": 26, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823532346501, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 4823582346501, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 4823612346501, - "size": 5, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823652346501, - "size": 30, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.483Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565813, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823589645035, - "size": 95, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823539645035, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 4823499645035, - "size": 63, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599645035, - "size": 36, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823619645035, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 4823639645035, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 4823659645035, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823669645035, - "size": 35, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.514Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565814, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79998179507, - "size": 28, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79988179507, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 79978179507, - "size": 14, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79958179507, - "size": 50, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80038179507, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 80048179507, - "size": 94, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80078179507, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80098179507, - "size": 35, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80148179507, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:28.559Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741159895, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189691159895, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189681159895, - "size": 4, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189791159895, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189831159895, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 189841159895, - "size": 6, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:28.611Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736369621, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678761369621, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 1678811369621, - "size": 88, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:28.668Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565817, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466854748, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823431854748, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 4823411854748, - "size": 11, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823361854748, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 4823311854748, - "size": 50, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823271854748, - "size": 85, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823501854748, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823521854748, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 4823531854748, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 4823561854748, - "size": 84, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.740Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565818, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74897999427, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 74867999427, - "size": 92, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74827999427, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 74807999427, - "size": 25, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74757999427, - "size": 61, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:28.760Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084425561, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220064425561, - "size": 98, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220104425561, - "size": 90, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:28.846Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083695381, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75108695381, - "size": 61, - "orderCount": 20 - }, - { - "priceNanos": 75148695381, - "size": 9, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:28.919Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565821, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189803201160, - "size": 33, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189753201160, - "size": 27, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189723201160, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 189693201160, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189653201160, - "size": 15, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189873201160, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189923201160, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 189953201160, - "size": 86, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:28.986Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565822, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678867325412, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 1678857325412, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678827325412, - "size": 80, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:29.038Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565823, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74900527097, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74850527097, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 74800527097, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.086Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565824, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823472118475, - "size": 19, - "orderCount": 16 - }, - { - "priceNanos": 4823452118475, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823422118475, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 4823412118475, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 4823372118475, - "size": 49, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:29.166Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565825, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825487063, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189840487063, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 189850487063, - "size": 2, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189860487063, - "size": 61, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:29.216Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220023783110, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219998783110, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219988783110, - "size": 80, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219948783110, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 219938783110, - "size": 34, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.301Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219989499401, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219959499401, - "size": 14, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220019499401, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 220059499401, - "size": 61, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220089499401, - "size": 2, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220139499401, - "size": 71, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220149499401, - "size": 52, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.380Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909226220, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79899226220, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 79889226220, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79859226220, - "size": 79, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79809226220, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 79789226220, - "size": 42, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79919226220, - "size": 75, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:29.411Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565829, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189793613776, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189773613776, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189733613776, - "size": 22, - "orderCount": 1 - }, - { - "priceNanos": 189703613776, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 189663613776, - "size": 90, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189873613776, - "size": 24, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189893613776, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 189923613776, - "size": 52, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189953613776, - "size": 98, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:29.441Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565830, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046143603, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 75036143603, - "size": 23, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74986143603, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 74956143603, - "size": 15, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076143603, - "size": 94, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75086143603, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75096143603, - "size": 61, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75136143603, - "size": 80, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.538Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565831, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74915882708, - "size": 49, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74905882708, - "size": 16, - "orderCount": 7 - }, - { - "priceNanos": 74885882708, - "size": 9, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74985882708, - "size": 50, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.631Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082820122, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220037820122, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220007820122, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 219977820122, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 219927820122, - "size": 48, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220127820122, - "size": 82, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220177820122, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 220187820122, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 220217820122, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 220227820122, - "size": 12, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.670Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894461574, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678889461574, - "size": 31, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678839461574, - "size": 25, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678819461574, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 1678769461574, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678739461574, - "size": 79, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:29.704Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987037730, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74967037730, - "size": 24, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75007037730, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.784Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823454510240, - "size": 33, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504510240, - "size": 35, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823544510240, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823584510240, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:29.846Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907328385, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79862328385, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 79822328385, - "size": 80, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79952328385, - "size": 32, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79982328385, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 80032328385, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80082328385, - "size": 25, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:29.895Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823402938060, - "size": 37, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823422938060, - "size": 64, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:29.951Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565838, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74887497108, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 74867497108, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74847497108, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 74827497108, - "size": 82, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74957497108, - "size": 2, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:29.994Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220021523035, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220071523035, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 220101523035, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 220111523035, - "size": 42, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220141523035, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 220171523035, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.069Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565840, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74938292983, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 74888292983, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74868292983, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74848292983, - "size": 70, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75008292983, - "size": 5, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75048292983, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 75078292983, - "size": 65, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75108292983, - "size": 47, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:30.131Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565841, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024733970, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74974733970, - "size": 92, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74954733970, - "size": 32, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75074733970, - "size": 66, - "orderCount": 13 - }, - { - "priceNanos": 75094733970, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 75124733970, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 75144733970, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 75154733970, - "size": 4, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.211Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848284386, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678808284386, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 1678758284386, - "size": 42, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678728284386, - "size": 53, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678718284386, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678688284386, - "size": 88, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:30.224Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565843, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:30.289Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565844, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:30.358Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442186023, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823402186023, - "size": 2, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823352186023, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 4823312186023, - "size": 12, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823292186023, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 4823262186023, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823482186023, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823492186023, - "size": 54, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823502186023, - "size": 13, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.396Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349955348213, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349905348213, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 349875348213, - "size": 100, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349855348213, - "size": 73, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350005348213, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 350045348213, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 350065348213, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 350075348213, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.486Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438683558, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398683558, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 4823348683558, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 4823318683558, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 4823288683558, - "size": 51, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823478683558, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 4823498683558, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823508683558, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823558683558, - "size": 20, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.550Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565848, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678822692355, - "size": 3, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678802692355, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678762692355, - "size": 17, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678742692355, - "size": 75, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678832692355, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 1678852692355, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 1678882692355, - "size": 97, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.578Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80098029492, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80073029492, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 80033029492, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 79993029492, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 79973029492, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 79963029492, - "size": 22, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80123029492, - "size": 70, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:30.617Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189801376389, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189791376389, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 189781376389, - "size": 88, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189741376389, - "size": 45, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189811376389, - "size": 19, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189851376389, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 189881376389, - "size": 64, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189901376389, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 189951376389, - "size": 70, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:30.711Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79997840256, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80037840256, - "size": 37, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:30.794Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75021224011, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74981224011, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 74931224011, - "size": 50, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061224011, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 75091224011, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 75131224011, - "size": 1, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75141224011, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 75171224011, - "size": 74, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.822Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189826066120, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189871066120, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189921066120, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189931066120, - "size": 91, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.906Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565854, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818867782, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678813867782, - "size": 87, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823867782, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 1678863867782, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678893867782, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 1678913867782, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 1678963867782, - "size": 45, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.921Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922576127, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79952576127, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 80002576127, - "size": 62, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:30.940Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75058426336, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75043426336, - "size": 78, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:30.979Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835327393, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678800327393, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 1678780327393, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 1678750327393, - "size": 38, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678720327393, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678670327393, - "size": 40, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678870327393, - "size": 93, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678910327393, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 1678940327393, - "size": 30, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678990327393, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679010327393, - "size": 71, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.065Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349903022889, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 349893022889, - "size": 68, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349943022889, - "size": 94, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349983022889, - "size": 29, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.078Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565859, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219986569998, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 220026569998, - "size": 17, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220056569998, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220076569998, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220106569998, - "size": 58, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:31.099Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349953531047, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349923531047, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 349883531047, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 349863531047, - "size": 60, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349983531047, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 350033531047, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 350063531047, - "size": 31, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.180Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79912577657, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79902577657, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79852577657, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79802577657, - "size": 82, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79772577657, - "size": 51, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79922577657, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 79932577657, - "size": 86, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79982577657, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 80002577657, - "size": 39, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.197Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220030914352, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.228Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220001326763, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219986326763, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219976326763, - "size": 51, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219956326763, - "size": 71, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:31.243Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915885576, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79865885576, - "size": 63, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79845885576, - "size": 44, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79965885576, - "size": 46, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79985885576, - "size": 42, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:31.338Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565865, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80020004368, - "size": 72, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79980004368, - "size": 4, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79940004368, - "size": 62, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80120004368, - "size": 94, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:31.433Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565866, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219991587003, - "size": 75, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220041587003, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 220091587003, - "size": 5, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:31.505Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560408013, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823580408013, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823600408013, - "size": 45, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.596Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819954659, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678789954659, - "size": 55, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678779954659, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678749954659, - "size": 92, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.625Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678867226625, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822226625, - "size": 91, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678912226625, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 1678952226625, - "size": 22, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.701Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565870, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219885479674, - "size": 50, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219915479674, - "size": 46, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:31.739Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219983946059, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219953946059, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219903946059, - "size": 13, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220013946059, - "size": 34, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.838Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678713125605, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 1678703125605, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 1678653125605, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678623125605, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 1678573125605, - "size": 12, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678803125605, - "size": 41, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678813125605, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678863125605, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 1678883125605, - "size": 100, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.876Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565873, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011497162, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001497162, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 74991497162, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 74971497162, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74921497162, - "size": 29, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75021497162, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75071497162, - "size": 59, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75091497162, - "size": 76, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75101497162, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75131497162, - "size": 55, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.953Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678794474808, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678749474808, - "size": 69, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678729474808, - "size": 44, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678719474808, - "size": 3, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678689474808, - "size": 36, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678839474808, - "size": 24, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678879474808, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 1678909474808, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678949474808, - "size": 99, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:31.976Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189809566472, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189839566472, - "size": 72, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189889566472, - "size": 94, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189899566472, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189939566472, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 189989566472, - "size": 28, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:32.060Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401100637, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823361100637, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441100637, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823451100637, - "size": 86, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.115Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565877, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79964922610, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 79924922610, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79894922610, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79854922610, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 79844922610, - "size": 64, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80054922610, - "size": 23, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80094922610, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 80134922610, - "size": 69, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.126Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565878, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938547018, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.211Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74978028991, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74973028991, - "size": 88, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74983028991, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 75013028991, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 75033028991, - "size": 60, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75083028991, - "size": 78, - "orderCount": 13 - }, - { - "priceNanos": 75103028991, - "size": 97, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.233Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565880, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412543186, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823407543186, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 4823397543186, - "size": 62, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823357543186, - "size": 19, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823417543186, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 4823437543186, - "size": 6, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:32.274Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565881, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219980956109, - "size": 9, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220030956109, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 220040956109, - "size": 51, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.337Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414109424, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394109424, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 4823354109424, - "size": 75, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823434109424, - "size": 95, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823444109424, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 4823464109424, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 4823504109424, - "size": 88, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.421Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823533546114, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823483546114, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823443546114, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 4823413546114, - "size": 6, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823393546114, - "size": 94, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823583546114, - "size": 53, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:32.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565884, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:32.478Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518874937, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823468874937, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 4823438874937, - "size": 91, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823408874937, - "size": 5, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823568874937, - "size": 75, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823608874937, - "size": 91, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.524Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038848832, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80028848832, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 79998848832, - "size": 80, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79948848832, - "size": 73, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80048848832, - "size": 3, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.565Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565887, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823524212783, - "size": 18, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:32.631Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350030871899, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350035871899, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350055871899, - "size": 92, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350065871899, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 350115871899, - "size": 93, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.658Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189813706465, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189793706465, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 189763706465, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 189743706465, - "size": 66, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:32.712Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823494403159, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 4823474403159, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 4823444403159, - "size": 35, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823564403159, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 4823584403159, - "size": 88, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:32.739Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678720722463, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678690722463, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 1678670722463, - "size": 69, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678750722463, - "size": 97, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:32.809Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565892, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75018379386, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 74968379386, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 74918379386, - "size": 74, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75098379386, - "size": 87, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:32.865Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565893, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439839279, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823409839279, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823379839279, - "size": 13, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823529839279, - "size": 53, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.896Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189802106157, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189767106157, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 189757106157, - "size": 11, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189737106157, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 189697106157, - "size": 48, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837106157, - "size": 49, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189857106157, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189887106157, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 189927106157, - "size": 87, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:32.993Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565895, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75043250859, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 75023250859, - "size": 38, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75113250859, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 75163250859, - "size": 80, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75213250859, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75243250859, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 75283250859, - "size": 22, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.045Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565896, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678723948975, - "size": 36, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678693948975, - "size": 81, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678663948975, - "size": 59, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823948975, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 1678873948975, - "size": 7, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678893948975, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678923948975, - "size": 87, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.083Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542078647, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:33.115Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565898, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74861441142, - "size": 31, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74951441142, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74961441142, - "size": 47, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75001441142, - "size": 75, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75041441142, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 75091441142, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.181Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565899, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472780269, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823447780269, - "size": 90, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823497780269, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 4823527780269, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823567780269, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823587780269, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823627780269, - "size": 73, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.257Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565900, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219877477876, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 219847477876, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 219827477876, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219817477876, - "size": 53, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.327Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565901, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74909383799, - "size": 37, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74879383799, - "size": 52, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74989383799, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 75039383799, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75059383799, - "size": 52, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75069383799, - "size": 2, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.363Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565902, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80050005261, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80000005261, - "size": 75, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79960005261, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80130005261, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 80160005261, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 80190005261, - "size": 39, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80220005261, - "size": 68, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80230005261, - "size": 43, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:33.425Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565903, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712487859, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678662487859, - "size": 78, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678762487859, - "size": 41, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.516Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950744029, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79910744029, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79890744029, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 79850744029, - "size": 71, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79810744029, - "size": 68, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79780744029, - "size": 80, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79990744029, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.615Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75010556490, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75000556490, - "size": 46, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74990556490, - "size": 49, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74980556490, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 74930556490, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 74900556490, - "size": 22, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75020556490, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 75040556490, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 75070556490, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75100556490, - "size": 13, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75150556490, - "size": 100, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:33.685Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189831849594, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189796849594, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 189746849594, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 189726849594, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 189716849594, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 189706849594, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189866849594, - "size": 22, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189886849594, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189916849594, - "size": 60, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189956849594, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 189996849594, - "size": 24, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.713Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75027161890, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74977161890, - "size": 5, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75077161890, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 75087161890, - "size": 22, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.729Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565908, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823540700862, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 4823500700862, - "size": 18, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823490700862, - "size": 87, - "orderCount": 3 - }, - { - "priceNanos": 4823460700862, - "size": 97, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823560700862, - "size": 25, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823580700862, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 4823600700862, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823650700862, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823670700862, - "size": 41, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:33.752Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565909, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823528925528, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823478925528, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823428925528, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823398925528, - "size": 6, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823538925528, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823568925528, - "size": 44, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823608925528, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 4823658925528, - "size": 83, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.834Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467844932, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452844932, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 4823422844932, - "size": 95, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.864Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823478268898, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823508268898, - "size": 62, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823538268898, - "size": 26, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823558268898, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823588268898, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 4823598268898, - "size": 89, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:33.902Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933750998, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79888750998, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 79838750998, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 79808750998, - "size": 22, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79978750998, - "size": 51, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80018750998, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 80058750998, - "size": 32, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80088750998, - "size": 50, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80108750998, - "size": 99, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:33.944Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424823053, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823419823053, - "size": 97, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823429823053, - "size": 91, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:34.028Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565914, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75081183886, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 75121183886, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 75131183886, - "size": 51, - "orderCount": 5 - }, - { - "priceNanos": 75181183886, - "size": 38, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75201183886, - "size": 95, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.067Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808137773, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678788137773, - "size": 80, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678828137773, - "size": 68, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.110Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678752845607, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678712845607, - "size": 48, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678682845607, - "size": 38, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.192Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565917, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350055533402, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350030533402, - "size": 8, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 350000533402, - "size": 90, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349960533402, - "size": 25, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349950533402, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 349900533402, - "size": 100, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350080533402, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350090533402, - "size": 58, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350120533402, - "size": 33, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350170533402, - "size": 22, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:34.274Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706162696, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189661162696, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 189621162696, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189751162696, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 189771162696, - "size": 36, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.287Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557178654, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823507178654, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 4823487178654, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 4823467178654, - "size": 18, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823417178654, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 4823407178654, - "size": 75, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823607178654, - "size": 18, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823657178654, - "size": 63, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823707178654, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 4823757178654, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 4823807178654, - "size": 58, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.353Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900775542, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74865775542, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74825775542, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 74795775542, - "size": 44, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74775775542, - "size": 28, - "orderCount": 8 - }, - { - "priceNanos": 74725775542, - "size": 11, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74935775542, - "size": 74, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.444Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79954286528, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79904286528, - "size": 13, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79894286528, - "size": 68, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80004286528, - "size": 58, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:34.515Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565922, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219900605958, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219875605958, - "size": 64, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219825605958, - "size": 82, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219925605958, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219945605958, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 219965605958, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 220005605958, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 220035605958, - "size": 58, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.603Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565923, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74913744441, - "size": 27, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:34.648Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220060040865, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220065040865, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 220105040865, - "size": 98, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220145040865, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220175040865, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 220205040865, - "size": 72, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.706Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565925, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678862128304, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 1678832128304, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678822128304, - "size": 51, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678882128304, - "size": 27, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678902128304, - "size": 43, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678932128304, - "size": 36, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678962128304, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 1678992128304, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:34.756Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565926, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220009515878, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 219969515878, - "size": 29, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220029515878, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 220049515878, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 220089515878, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220109515878, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 220129515878, - "size": 95, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:34.838Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075853952, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80035853952, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80115853952, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 80165853952, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 80215853952, - "size": 98, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80265853952, - "size": 41, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:34.851Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565928, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678760157000, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 1678750157000, - "size": 64, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678790157000, - "size": 13, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678800157000, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 1678840157000, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 1678890157000, - "size": 59, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:34.925Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020511073, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80015511073, - "size": 83, - "orderCount": 11 - }, - { - "priceNanos": 79965511073, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 79925511073, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 79895511073, - "size": 80, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80025511073, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 80045511073, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 80085511073, - "size": 39, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80135511073, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 80165511073, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:34.944Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565930, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007422853, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79987422853, - "size": 21, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:34.998Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565931, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80003684540, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79983684540, - "size": 2, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80013684540, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 80063684540, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 80073684540, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 80113684540, - "size": 98, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:35.028Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061993974, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80051993974, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80021993974, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80011993974, - "size": 37, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80071993974, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 80101993974, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 80151993974, - "size": 86, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80181993974, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 80231993974, - "size": 82, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.079Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776721480, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678731721480, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 1678721721480, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 1678691721480, - "size": 98, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678821721480, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 1678831721480, - "size": 93, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.135Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565934, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349941743219, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349891743219, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 349841743219, - "size": 75, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350031743219, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 350041743219, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 350071743219, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 350091743219, - "size": 51, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:35.163Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565935, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678846072935, - "size": 64, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678836072935, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 1678786072935, - "size": 61, - "orderCount": 4 - }, - { - "priceNanos": 1678736072935, - "size": 7, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678856072935, - "size": 48, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.231Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350049405138, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350029405138, - "size": 50, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:35.285Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189730559468, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189715559468, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 189685559468, - "size": 23, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189655559468, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 189645559468, - "size": 53, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189745559468, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 189765559468, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 189815559468, - "size": 23, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.307Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565938, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189653736613, - "size": 61, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189673736613, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 189723736613, - "size": 48, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.323Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565939, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678707626125, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 1678697626125, - "size": 44, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678787626125, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.409Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565940, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189716366955, - "size": 52, - "orderCount": 11 - }, - { - "priceNanos": 189686366955, - "size": 80, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189646366955, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 189636366955, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 189606366955, - "size": 37, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189796366955, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 189846366955, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 189886366955, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 189906366955, - "size": 39, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:35.467Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048805033, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80013805033, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79993805033, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 79983805033, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 79933805033, - "size": 34, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80083805033, - "size": 33, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80093805033, - "size": 57, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80133805033, - "size": 57, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.528Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091212345, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75056212345, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 75026212345, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 75016212345, - "size": 35, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74976212345, - "size": 1, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74926212345, - "size": 65, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75126212345, - "size": 57, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75156212345, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75206212345, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 75216212345, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75226212345, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:35.559Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565943, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678831603893, - "size": 9, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678881603893, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 1678911603893, - "size": 77, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.627Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565944, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349948470904, - "size": 61, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349938470904, - "size": 10, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349888470904, - "size": 54, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349858470904, - "size": 14, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349958470904, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 349978470904, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 349998470904, - "size": 6, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.651Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891345152, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678861345152, - "size": 44, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678851345152, - "size": 22, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678821345152, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 1678811345152, - "size": 91, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678921345152, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 1678961345152, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 1679011345152, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1679051345152, - "size": 83, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:35.675Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485159204, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823445159204, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 4823435159204, - "size": 70, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823525159204, - "size": 54, - "orderCount": 3 - }, - { - "priceNanos": 4823545159204, - "size": 16, - "orderCount": 7 - }, - { - "priceNanos": 4823575159204, - "size": 93, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:35.754Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517065016, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823472065016, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823442065016, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 4823412065016, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 4823392065016, - "size": 71, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823562065016, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 4823602065016, - "size": 70, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.810Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75098501611, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75063501611, - "size": 32, - "orderCount": 17 - }, - { - "priceNanos": 75053501611, - "size": 40, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75133501611, - "size": 37, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:35.822Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74998527462, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988527462, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 74948527462, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74938527462, - "size": 55, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:35.901Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401292931, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823386292931, - "size": 32, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823416292931, - "size": 30, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823446292931, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823496292931, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 4823516292931, - "size": 98, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:35.959Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219996660376, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219946660376, - "size": 79, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219906660376, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219886660376, - "size": 94, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220046660376, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 220076660376, - "size": 58, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220106660376, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 220116660376, - "size": 68, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220156660376, - "size": 98, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:35.993Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350001487322, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349981487322, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349971487322, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349941487322, - "size": 38, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350021487322, - "size": 35, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.015Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716924059, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189691924059, - "size": 62, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189661924059, - "size": 55, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189741924059, - "size": 3, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189761924059, - "size": 41, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189791924059, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.063Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922800131, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79872800131, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79832800131, - "size": 17, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79972800131, - "size": 87, - "orderCount": 3 - }, - { - "priceNanos": 79982800131, - "size": 81, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80012800131, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 80032800131, - "size": 47, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.095Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565955, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823519460085, - "size": 38, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823489460085, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 4823449460085, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 4823429460085, - "size": 91, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823389460085, - "size": 42, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823529460085, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 4823539460085, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 4823559460085, - "size": 67, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823599460085, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 4823619460085, - "size": 71, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.155Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948823763, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74913823763, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74863823763, - "size": 58, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74983823763, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 75033823763, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 75043823763, - "size": 1, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75063823763, - "size": 33, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:36.244Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75004109771, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74959109771, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74919109771, - "size": 39, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75049109771, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75089109771, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 75139109771, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75189109771, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 75199109771, - "size": 60, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.258Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678797844609, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678782844609, - "size": 86, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678752844609, - "size": 6, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678812844609, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 1678862844609, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678902844609, - "size": 32, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678912844609, - "size": 29, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.304Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565959, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80028008270, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79988008270, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 79958008270, - "size": 73, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80038008270, - "size": 61, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80058008270, - "size": 9, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:36.354Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706034319, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678666034319, - "size": 22, - "orderCount": 10 - }, - { - "priceNanos": 1678616034319, - "size": 68, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678576034319, - "size": 38, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678566034319, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678526034319, - "size": 66, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678746034319, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 1678766034319, - "size": 70, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678806034319, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 1678816034319, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 1678846034319, - "size": 46, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.451Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74951695369, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74996695369, - "size": 67, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75026695369, - "size": 86, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.510Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189766866083, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189756866083, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 189716866083, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 189706866083, - "size": 94, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189776866083, - "size": 50, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.546Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423590777, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398590777, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 4823378590777, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 4823368590777, - "size": 89, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.641Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565964, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219977170788, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 219927170788, - "size": 100, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219887170788, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 219857170788, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 219837170788, - "size": 29, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.657Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565965, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823446158445, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823436158445, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 4823396158445, - "size": 52, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823356158445, - "size": 74, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823336158445, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823296158445, - "size": 94, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823456158445, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 4823476158445, - "size": 31, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823526158445, - "size": 56, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.667Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565966, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046453770, - "size": 80, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75006453770, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 74996453770, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75136453770, - "size": 72, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.726Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095106224, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220050106224, - "size": 50, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220010106224, - "size": 51, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220140106224, - "size": 8, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220150106224, - "size": 78, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.773Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79924507941, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79899507941, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79849507941, - "size": 49, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79949507941, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 79979507941, - "size": 50, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:36.813Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544191085, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823539191085, - "size": 45, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823549191085, - "size": 85, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823589191085, - "size": 36, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.880Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75070204519, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75025204519, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 75005204519, - "size": 32, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74985204519, - "size": 41, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74945204519, - "size": 87, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75115204519, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 75155204519, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75185204519, - "size": 93, - "orderCount": 18 - }, - { - "priceNanos": 75195204519, - "size": 49, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:36.934Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565971, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189765493919, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189745493919, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 189705493919, - "size": 32, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189675493919, - "size": 25, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189785493919, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 189795493919, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 189825493919, - "size": 90, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:36.981Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220007085568, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219962085568, - "size": 67, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219922085568, - "size": 26, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220052085568, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220102085568, - "size": 16, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220132085568, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 220152085568, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 220192085568, - "size": 75, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.075Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565973, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823478730224, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 4823448730224, - "size": 49, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823418730224, - "size": 1, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.137Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848610816, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833610816, - "size": 48, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678803610816, - "size": 11, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863610816, - "size": 34, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678903610816, - "size": 100, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678923610816, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678943610816, - "size": 70, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.170Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678844969491, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678834969491, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 1678784969491, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 1678744969491, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 1678694969491, - "size": 81, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678644969491, - "size": 21, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854969491, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 1678904969491, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 1678954969491, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 1678994969491, - "size": 91, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679004969491, - "size": 37, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:37.187Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565976, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189723677787, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 189773677787, - "size": 35, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.226Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565977, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703143845, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678673143845, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 1678653143845, - "size": 92, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678623143845, - "size": 50, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678593143845, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678563143845, - "size": 11, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:37.319Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565978, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859230403, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.394Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565979, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79901523216, - "size": 33, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79861523216, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 79811523216, - "size": 35, - "orderCount": 12 - }, - { - "priceNanos": 79791523216, - "size": 82, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79961523216, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 79991523216, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 80041523216, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 80071523216, - "size": 54, - "orderCount": 3 - }, - { - "priceNanos": 80081523216, - "size": 72, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:37.447Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565980, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801734999, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678791734999, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 1678741734999, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 1678691734999, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 1678641734999, - "size": 58, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678601734999, - "size": 49, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:37.502Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910288821, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74955288821, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74985288821, - "size": 46, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75025288821, - "size": 16, - "orderCount": 5 - }, - { - "priceNanos": 75055288821, - "size": 64, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:37.567Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993845759, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74988845759, - "size": 78, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74938845759, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 74888845759, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74998845759, - "size": 40, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:37.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984565983, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350043369257, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 350093369257, - "size": 66, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.618Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565984, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219995178630, - "size": 85, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219975178630, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 219945178630, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 219925178630, - "size": 54, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220055178630, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 220095178630, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 220145178630, - "size": 11, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.703Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798914566, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678768914566, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678748914566, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678718914566, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 1678688914566, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678658914566, - "size": 26, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678828914566, - "size": 65, - "orderCount": 11 - }, - { - "priceNanos": 1678868914566, - "size": 99, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678918914566, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 1678948914566, - "size": 96, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:37.757Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417013334, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823387013334, - "size": 65, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823337013334, - "size": 36, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823317013334, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 4823287013334, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 4823247013334, - "size": 12, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823447013334, - "size": 29, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823467013334, - "size": 30, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:37.799Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984565987, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79874831450, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 79834831450, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79804831450, - "size": 93, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79954831450, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 79974831450, - "size": 92, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.869Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565988, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189696086824, - "size": 25, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189706086824, - "size": 51, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.908Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427436770, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823382436770, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 4823372436770, - "size": 48, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823472436770, - "size": 57, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823502436770, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 4823532436770, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823582436770, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:37.923Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064148946, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220019148946, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 219999148946, - "size": 53, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219949148946, - "size": 49, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219919148946, - "size": 93, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219889148946, - "size": 51, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.934Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818833479, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678843833479, - "size": 17, - "orderCount": 12 - }, - { - "priceNanos": 1678853833479, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 1678863833479, - "size": 96, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678883833479, - "size": 49, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678913833479, - "size": 24, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.972Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565992, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823401739769, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823371739769, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 4823361739769, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 4823341739769, - "size": 25, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823491739769, - "size": 51, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:37.999Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984565993, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189754064044, - "size": 25, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189724064044, - "size": 61, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.070Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984565994, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74904969223, - "size": 18, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74884969223, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 74854969223, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 74804969223, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 74764969223, - "size": 95, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964969223, - "size": 88, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74984969223, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 75034969223, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 75064969223, - "size": 1, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.147Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565995, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678806481862, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 1678796481862, - "size": 86, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678866481862, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 1678876481862, - "size": 23, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.238Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984565996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219933907096, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219908907096, - "size": 35, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958907096, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220008907096, - "size": 10, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.293Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721656289, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678671656289, - "size": 7, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678771656289, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678811656289, - "size": 21, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.392Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984565998, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452082322, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823407082322, - "size": 70, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823497082322, - "size": 85, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:38.425Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984565999, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678664993914, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678644993914, - "size": 61, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678594993914, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 1678554993914, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 1678524993914, - "size": 78, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678744993914, - "size": 88, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678784993914, - "size": 26, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678834993914, - "size": 96, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678864993914, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678914993914, - "size": 67, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.453Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566000, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678795356324, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 1678765356324, - "size": 4, - "orderCount": 19 - }, - { - "priceNanos": 1678755356324, - "size": 100, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678735356324, - "size": 79, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678865356324, - "size": 16, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678895356324, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 1678915356324, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678955356324, - "size": 79, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:38.529Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79967404664, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 79947404664, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79917404664, - "size": 93, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79887404664, - "size": 57, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79837404664, - "size": 75, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.607Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823555669430, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823505669430, - "size": 69, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823605669430, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823625669430, - "size": 81, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823665669430, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 4823695669430, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823745669430, - "size": 93, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:38.617Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80060327250, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80055327250, - "size": 21, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80035327250, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80015327250, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79985327250, - "size": 41, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80065327250, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 80095327250, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80115327250, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 80125327250, - "size": 50, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.701Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566004, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504511693, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464511693, - "size": 50, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823544511693, - "size": 43, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823554511693, - "size": 79, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823604511693, - "size": 95, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823614511693, - "size": 47, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:38.788Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972135565, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74937135565, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 74887135565, - "size": 63, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.823Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544114634, - "size": 40, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823584114634, - "size": 84, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823604114634, - "size": 17, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823654114634, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 4823674114634, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823714114634, - "size": 35, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:38.890Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566007, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349944749468, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349924749468, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 349904749468, - "size": 5, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349854749468, - "size": 33, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350004749468, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350024749468, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 350034749468, - "size": 77, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350084749468, - "size": 87, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.920Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:38.998Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052960851, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75032960851, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75012960851, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 75002960851, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74952960851, - "size": 51, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75072960851, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:39.022Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566010, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349987005592, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349952005592, - "size": 14, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350022005592, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 350052005592, - "size": 63, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.105Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566011, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349881346258, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 349841346258, - "size": 21, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349951346258, - "size": 82, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.147Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566012, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219900144532, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219880144532, - "size": 97, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219840144532, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 219810144532, - "size": 28, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219790144532, - "size": 58, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 219940144532, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 219990144532, - "size": 42, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.239Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566013, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79978309226, - "size": 92, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80018309226, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 80028309226, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 80048309226, - "size": 8, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80098309226, - "size": 32, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:39.285Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930327514, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74965327514, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 75015327514, - "size": 2, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75035327514, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75055327514, - "size": 3, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:39.380Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350016209125, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350021209125, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 350061209125, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350081209125, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350131209125, - "size": 11, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:39.453Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956232719, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349951232719, - "size": 64, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349961232719, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 349991232719, - "size": 41, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350001232719, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 350051232719, - "size": 26, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350061232719, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.548Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220070478220, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220075478220, - "size": 58, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:39.606Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350097894615, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350092894615, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 350062894615, - "size": 92, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350102894615, - "size": 21, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350122894615, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 350132894615, - "size": 65, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.634Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035704199, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005704199, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 74995704199, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 74965704199, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 74935704199, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 74925704199, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:39.699Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953449155, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74988449155, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 75008449155, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 75058449155, - "size": 53, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:39.768Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566021, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75085743697, - "size": 61, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75075743697, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 75065743697, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75045743697, - "size": 90, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75095743697, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 75105743697, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75115743697, - "size": 37, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75145743697, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 75175743697, - "size": 86, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:39.817Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084934966, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220059934966, - "size": 23, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220109934966, - "size": 89, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:39.876Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75074116725, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75054116725, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75004116725, - "size": 50, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75094116725, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 75134116725, - "size": 81, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75144116725, - "size": 24, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:39.935Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566024, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349924412446, - "size": 31, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349894412446, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349874412446, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349864412446, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 349814412446, - "size": 23, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350004412446, - "size": 36, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.006Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678746427203, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696427203, - "size": 45, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678796427203, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 1678816427203, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 1678856427203, - "size": 42, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.054Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996642835, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74951642835, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 74931642835, - "size": 44, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:40.149Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566027, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678726809764, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 1678706809764, - "size": 27, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678666809764, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678656809764, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678616809764, - "size": 60, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.204Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678807304648, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678757304648, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678717304648, - "size": 85, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678857304648, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 1678907304648, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678957304648, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 1678997304648, - "size": 83, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:40.229Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566029, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219914534767, - "size": 12, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219924534767, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 219954534767, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 219984534767, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 220004534767, - "size": 30, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220014534767, - "size": 92, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:40.308Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566030, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349883848222, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349833848222, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349783848222, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 349763848222, - "size": 29, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349713848222, - "size": 56, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349963848222, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 349983848222, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 350013848222, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 350033848222, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 350073848222, - "size": 99, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:40.407Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947854716, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79912854716, - "size": 75, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79982854716, - "size": 25, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79992854716, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 80022854716, - "size": 72, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.489Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80011763976, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79976763976, - "size": 48, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80046763976, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 80096763976, - "size": 33, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:40.539Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707650738, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678687650738, - "size": 46, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678637650738, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 1678627650738, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678727650738, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 1678767650738, - "size": 45, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678817650738, - "size": 11, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678867650738, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.573Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936368451, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219906368451, - "size": 70, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219896368451, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 219886368451, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219836368451, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219806368451, - "size": 80, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219966368451, - "size": 43, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.599Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349925425518, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349885425518, - "size": 73, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349855425518, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349845425518, - "size": 33, - "orderCount": 8 - }, - { - "priceNanos": 349795425518, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349775425518, - "size": 21, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349965425518, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 350015425518, - "size": 39, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350055425518, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 350065425518, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350075425518, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.612Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80011167829, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79991167829, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79971167829, - "size": 58, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80031167829, - "size": 3, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80081167829, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80131167829, - "size": 14, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.693Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823587949819, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823542949819, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 4823512949819, - "size": 27, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.779Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566038, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678878446759, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 1678908446759, - "size": 43, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678958446759, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 1678998446759, - "size": 5, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.849Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350041463145, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350071463145, - "size": 73, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350101463145, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 350121463145, - "size": 61, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:40.909Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566040, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80030124589, - "size": 66, - "orderCount": 4 - }, - { - "priceNanos": 79980124589, - "size": 49, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79930124589, - "size": 58, - "orderCount": 17 - }, - { - "priceNanos": 79890124589, - "size": 9, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80090124589, - "size": 11, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:40.973Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566041, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219977082974, - "size": 67, - "orderCount": 10 - }, - { - "priceNanos": 219967082974, - "size": 13, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:41.027Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666571100, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189636571100, - "size": 6, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189696571100, - "size": 49, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189706571100, - "size": 70, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:41.082Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566043, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542617349, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823527617349, - "size": 91, - "orderCount": 11 - }, - { - "priceNanos": 4823477617349, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 4823447617349, - "size": 46, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823557617349, - "size": 85, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823567617349, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 4823587617349, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823627617349, - "size": 48, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:41.146Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349979837571, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349974837571, - "size": 81, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349984837571, - "size": 11, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:41.234Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566045, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80103413601, - "size": 97, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:41.279Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847594653, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678807594653, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 1678797594653, - "size": 59, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678887594653, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 1678917594653, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 1678957594653, - "size": 25, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.356Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566047, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80081259378, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 80041259378, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 80021259378, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 79981259378, - "size": 16, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80101259378, - "size": 69, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.375Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189722905348, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189767905348, - "size": 46, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189787905348, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189827905348, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 189847905348, - "size": 74, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.438Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566049, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:41.508Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091229583, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80071229583, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 80041229583, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 80021229583, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 79971229583, - "size": 33, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79931229583, - "size": 31, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111229583, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 80141229583, - "size": 51, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80151229583, - "size": 54, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.591Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80087868624, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80052868624, - "size": 82, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80002868624, - "size": 24, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.685Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189713611437, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189763611437, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 189773611437, - "size": 21, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189783611437, - "size": 81, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.704Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350005737161, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349995737161, - "size": 7, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.772Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065732069, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80040732069, - "size": 21, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.824Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062831389, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75032831389, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 75012831389, - "size": 32, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75092831389, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 75122831389, - "size": 55, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75172831389, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75192831389, - "size": 79, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:41.916Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870957894, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678835957894, - "size": 24, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678905957894, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 1678925957894, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 1678975957894, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1679015957894, - "size": 79, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:41.997Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847182139, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678807182139, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678757182139, - "size": 3, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678737182139, - "size": 4, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678697182139, - "size": 83, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678887182139, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678917182139, - "size": 96, - "orderCount": 2 - }, - { - "priceNanos": 1678947182139, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678997182139, - "size": 78, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:42.063Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566058, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484800296, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823469800296, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 4823449800296, - "size": 18, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823499800296, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823549800296, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 4823589800296, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 4823609800296, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 4823649800296, - "size": 97, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:42.158Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566059, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036024138, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75011024138, - "size": 81, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74961024138, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 74951024138, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 74901024138, - "size": 9, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061024138, - "size": 75, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.211Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566060, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189729738979, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 189679738979, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 189639738979, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.246Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566061, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75039130240, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75014130240, - "size": 80, - "orderCount": 8 - }, - { - "priceNanos": 74984130240, - "size": 97, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74974130240, - "size": 19, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74954130240, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 74924130240, - "size": 72, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75064130240, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75084130240, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 75094130240, - "size": 15, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.276Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783402357, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189748402357, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 189738402357, - "size": 97, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189818402357, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 189858402357, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189908402357, - "size": 70, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.296Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866085609, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678826085609, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 1678776085609, - "size": 72, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678756085609, - "size": 60, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906085609, - "size": 41, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678926085609, - "size": 15, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678936085609, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 1678956085609, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678996085609, - "size": 93, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.385Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678746431773, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678771431773, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 1678781431773, - "size": 92, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:42.413Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970163104, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79930163104, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 79900163104, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79890163104, - "size": 63, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80010163104, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 80020163104, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 80030163104, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 80080163104, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80100163104, - "size": 40, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:42.500Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678828663215, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678823663215, - "size": 65, - "orderCount": 2 - }, - { - "priceNanos": 1678783663215, - "size": 20, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678833663215, - "size": 90, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678883663215, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 1678903663215, - "size": 10, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:42.545Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75069002038, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75059002038, - "size": 59, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.616Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761651959, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678711651959, - "size": 90, - "orderCount": 12 - }, - { - "priceNanos": 1678671651959, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 1678631651959, - "size": 59, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678621651959, - "size": 46, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678811651959, - "size": 29, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678841651959, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 1678851651959, - "size": 64, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:42.679Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349904659214, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349854659214, - "size": 39, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349954659214, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 349974659214, - "size": 97, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.722Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566070, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902145842, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74897145842, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 74887145842, - "size": 44, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74857145842, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 74837145842, - "size": 49, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74907145842, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 74927145842, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 74967145842, - "size": 84, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:42.798Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943600235, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938600235, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 219888600235, - "size": 94, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219948600235, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 219988600235, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220028600235, - "size": 63, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220038600235, - "size": 76, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.816Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566072, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678828813232, - "size": 50, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678818813232, - "size": 93, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678898813232, - "size": 39, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.831Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479642001, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823519642001, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 4823529642001, - "size": 97, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823549642001, - "size": 41, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823559642001, - "size": 47, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823579642001, - "size": 36, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.856Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566074, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75045814244, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75035814244, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75005814244, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 74955814244, - "size": 33, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.948Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220005276642, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:42.993Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566076, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75006395620, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 74966395620, - "size": 46, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74936395620, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 74906395620, - "size": 31, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75086395620, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 75096395620, - "size": 72, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.008Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574098274, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823559098274, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823519098274, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823499098274, - "size": 55, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823479098274, - "size": 41, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823449098274, - "size": 32, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823589098274, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 4823609098274, - "size": 45, - "orderCount": 15 - }, - { - "priceNanos": 4823619098274, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823659098274, - "size": 53, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.045Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79940865111, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79920865111, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 79910865111, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 79890865111, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 79880865111, - "size": 52, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79960865111, - "size": 6, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:43.117Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566079, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189734361858, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 189724361858, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189714361858, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 189684361858, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 189644361858, - "size": 58, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189764361858, - "size": 43, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189804361858, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189824361858, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189834361858, - "size": 63, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:43.174Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566080, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219934376613, - "size": 63, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.263Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566081, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823437256814, - "size": 84, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823407256814, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 4823367256814, - "size": 48, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823527256814, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 4823557256814, - "size": 67, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823607256814, - "size": 95, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:43.305Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887745349, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678882745349, - "size": 61, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678832745349, - "size": 49, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678782745349, - "size": 97, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678892745349, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 1678942745349, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 1678962745349, - "size": 4, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678972745349, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678982745349, - "size": 44, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.331Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566083, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74993884074, - "size": 98, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75073884074, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 75113884074, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75133884074, - "size": 60, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:43.364Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566084, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678781207681, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678741207681, - "size": 54, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678821207681, - "size": 25, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678871207681, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 1678881207681, - "size": 1, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678911207681, - "size": 73, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:43.390Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219959523424, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219979523424, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 219999523424, - "size": 87, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:43.432Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823457620889, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823417620889, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 4823367620889, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823337620889, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 4823287620889, - "size": 56, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823497620889, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 4823547620889, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 4823577620889, - "size": 48, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:43.455Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517341085, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823512341085, - "size": 89, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823522341085, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 4823552341085, - "size": 29, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.504Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566088, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189630631567, - "size": 16, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189700631567, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 189710631567, - "size": 52, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.578Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566089, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189642126936, - "size": 86, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189672126936, - "size": 62, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189722126936, - "size": 2, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.667Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429849001, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394849001, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 4823384849001, - "size": 26, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823334849001, - "size": 90, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823464849001, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 4823514849001, - "size": 66, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:43.685Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566091, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:43.729Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80076046580, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 80086046580, - "size": 94, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80126046580, - "size": 20, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.756Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083980276, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75033980276, - "size": 88, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74993980276, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 74963980276, - "size": 50, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75133980276, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 75153980276, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 75203980276, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 75213980276, - "size": 66, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.824Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566094, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678682531969, - "size": 36, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678732531969, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 1678742531969, - "size": 66, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:43.892Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566095, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219927866641, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 219877866641, - "size": 83, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219857866641, - "size": 52, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 219957866641, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 219977866641, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 219987866641, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:43.975Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566096, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956302637, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74931302637, - "size": 56, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74981302637, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 75011302637, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 75061302637, - "size": 2, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75101302637, - "size": 56, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.030Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566097, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349879693140, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 349839693140, - "size": 41, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.105Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823547984938, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823532984938, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 4823492984938, - "size": 3, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.170Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219972295116, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219967295116, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 219957295116, - "size": 43, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219977295116, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 220027295116, - "size": 74, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220047295116, - "size": 61, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220087295116, - "size": 66, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.201Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566100, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:44.246Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596770774, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823646770774, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823686770774, - "size": 99, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:44.301Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566102, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732094548, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678712094548, - "size": 63, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678692094548, - "size": 51, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678672094548, - "size": 14, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678752094548, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 1678762094548, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 1678792094548, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 1678802094548, - "size": 93, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.313Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040110113, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74990110113, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 74960110113, - "size": 60, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74920110113, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74880110113, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74870110113, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75090110113, - "size": 99, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75100110113, - "size": 73, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75110110113, - "size": 33, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:44.350Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566104, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678773535397, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 1678763535397, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 1678743535397, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678733535397, - "size": 91, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863535397, - "size": 82, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678893535397, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 1678943535397, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 1678963535397, - "size": 47, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:44.420Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566105, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086663613, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75061663613, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 75051663613, - "size": 19, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75041663613, - "size": 14, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75011663613, - "size": 12, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74981663613, - "size": 86, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75111663613, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75121663613, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 75171663613, - "size": 3, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75201663613, - "size": 42, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75231663613, - "size": 96, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.519Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349960716055, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910716055, - "size": 93, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350010716055, - "size": 45, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:44.609Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75070704688, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75040704688, - "size": 53, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75100704688, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 75140704688, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 75150704688, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 75160704688, - "size": 51, - "orderCount": 8 - }, - { - "priceNanos": 75190704688, - "size": 3, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.636Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917775279, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74947775279, - "size": 6, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:44.668Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842883662, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189812883662, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189782883662, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 189732883662, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 189692883662, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 189682883662, - "size": 45, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189872883662, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 189912883662, - "size": 16, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.732Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020916331, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75070916331, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75110916331, - "size": 71, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75140916331, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 75150916331, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 75170916331, - "size": 68, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:44.783Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566111, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349982907517, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 349942907517, - "size": 28, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350052907517, - "size": 83, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350062907517, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 350102907517, - "size": 97, - "orderCount": 5 - }, - { - "priceNanos": 350122907517, - "size": 58, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:44.877Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057547990, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80052547990, - "size": 43, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80042547990, - "size": 48, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80012547990, - "size": 3, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80062547990, - "size": 77, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80112547990, - "size": 93, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80162547990, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:44.935Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093122497, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220043122497, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 220003122497, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 219973122497, - "size": 39, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.015Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939110443, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79919110443, - "size": 33, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79959110443, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 80009110443, - "size": 96, - "orderCount": 15 - }, - { - "priceNanos": 80019110443, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80059110443, - "size": 6, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.111Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042788493, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80037788493, - "size": 49, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79997788493, - "size": 64, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80047788493, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 80057788493, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80067788493, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80107788493, - "size": 10, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.141Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566116, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536409152, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823486409152, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 4823446409152, - "size": 19, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823396409152, - "size": 6, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823586409152, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 4823596409152, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 4823646409152, - "size": 7, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823696409152, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.196Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566117, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79939161572, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 79889161572, - "size": 50, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79859161572, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79819161572, - "size": 9, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:45.217Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062727055, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027727055, - "size": 36, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79987727055, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79957727055, - "size": 88, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79937727055, - "size": 38, - "orderCount": 3 - }, - { - "priceNanos": 79917727055, - "size": 66, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80097727055, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 80107727055, - "size": 10, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.246Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678807614335, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678757614335, - "size": 94, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678857614335, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 1678887614335, - "size": 44, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678917614335, - "size": 3, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.303Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566120, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349994293169, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349944293169, - "size": 23, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349914293169, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 349904293169, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 349874293169, - "size": 29, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350004293169, - "size": 13, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350044293169, - "size": 58, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.340Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566121, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219896845251, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 219876845251, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219986845251, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219996845251, - "size": 48, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220036845251, - "size": 29, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.418Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823592209979, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823542209979, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823532209979, - "size": 35, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823642209979, - "size": 42, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.450Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189664167768, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189694167768, - "size": 34, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.463Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566124, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189628483502, - "size": 30, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189588483502, - "size": 54, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189718483502, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 189758483502, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 189808483502, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 189828483502, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 189858483502, - "size": 12, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.545Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713092290, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678678092290, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678668092290, - "size": 45, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678748092290, - "size": 12, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678758092290, - "size": 97, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678778092290, - "size": 77, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.583Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566126, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189725367791, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 189755367791, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 189805367791, - "size": 100, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.657Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566127, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678671526064, - "size": 45, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678751526064, - "size": 2, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:45.734Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886004716, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678871004716, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678821004716, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678791004716, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 1678761004716, - "size": 30, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678731004716, - "size": 27, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678901004716, - "size": 18, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678931004716, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678951004716, - "size": 28, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:45.814Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806835862, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678826835862, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678866835862, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 1678896835862, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 1678916835862, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678936835862, - "size": 62, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:45.864Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566130, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220057775114, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220032775114, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 219982775114, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 219962775114, - "size": 20, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220082775114, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 220102775114, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 220132775114, - "size": 63, - "orderCount": 11 - }, - { - "priceNanos": 220142775114, - "size": 75, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:45.937Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79951267645, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 79981267645, - "size": 89, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80031267645, - "size": 27, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.001Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071844515, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80061844515, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 80041844515, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 80011844515, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79961844515, - "size": 50, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80081844515, - "size": 14, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:46.050Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825196093, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189820196093, - "size": 38, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189830196093, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 189850196093, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189890196093, - "size": 37, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.091Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350001117489, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349986117489, - "size": 26, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350016117489, - "size": 63, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.188Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830851924, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678825851924, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 1678815851924, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678765851924, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 1678725851924, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678715851924, - "size": 20, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678835851924, - "size": 96, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678855851924, - "size": 94, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678875851924, - "size": 17, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.226Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075094923, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80070094923, - "size": 63, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80050094923, - "size": 6, - "orderCount": 6 - }, - { - "priceNanos": 80020094923, - "size": 4, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79970094923, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 79960094923, - "size": 92, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:46.247Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566137, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678655778056, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 1678615778056, - "size": 47, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678755778056, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 1678805778056, - "size": 47, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:46.330Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960290076, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79930290076, - "size": 73, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79920290076, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 79890290076, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 79840290076, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 79820290076, - "size": 14, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79990290076, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 80010290076, - "size": 80, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80060290076, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 80070290076, - "size": 88, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.357Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566139, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678681052285, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678651052285, - "size": 45, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678751052285, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678771052285, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 1678791052285, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 1678821052285, - "size": 51, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:46.407Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065640588, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80035640588, - "size": 66, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.483Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067501579, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75052501579, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 75022501579, - "size": 80, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.542Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038789337, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80063789337, - "size": 25, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80113789337, - "size": 62, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80123789337, - "size": 31, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.567Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566143, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219976818230, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219936818230, - "size": 31, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219906818230, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 219886818230, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219866818230, - "size": 17, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220036818230, - "size": 20, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220046818230, - "size": 30, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.600Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566144, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220020709602, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 220060709602, - "size": 95, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:46.669Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877940132, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678842940132, - "size": 49, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678912940132, - "size": 41, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678952940132, - "size": 8, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:46.701Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678754039492, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678744039492, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 1678734039492, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678704039492, - "size": 54, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678674039492, - "size": 21, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678764039492, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 1678784039492, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 1678794039492, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 1678824039492, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:46.742Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678724488056, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678674488056, - "size": 58, - "orderCount": 17 - }, - { - "priceNanos": 1678644488056, - "size": 51, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678624488056, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678584488056, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 1678564488056, - "size": 72, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678774488056, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 1678794488056, - "size": 31, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.752Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566148, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219945918504, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219910918504, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 219870918504, - "size": 83, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219850918504, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 219830918504, - "size": 89, - "orderCount": 13 - }, - { - "priceNanos": 219780918504, - "size": 60, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219980918504, - "size": 22, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220030918504, - "size": 32, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.793Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75042692978, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75002692978, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 74952692978, - "size": 83, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74902692978, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74892692978, - "size": 93, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74872692978, - "size": 58, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:46.878Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560456184, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823535456184, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 4823495456184, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 4823445456184, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823585456184, - "size": 25, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823595456184, - "size": 48, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823635456184, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 4823685456184, - "size": 34, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:46.929Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566151, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79927648224, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79907648224, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 79887648224, - "size": 16, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79847648224, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 79807648224, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947648224, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 79967648224, - "size": 56, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:46.950Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566152, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219909117569, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:46.993Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566153, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74936119217, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74886119217, - "size": 93, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.020Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566154, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75052294766, - "size": 84, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.099Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516324292, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823501324292, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 4823481324292, - "size": 90, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823471324292, - "size": 38, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.151Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566156, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678852154740, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 1678832154740, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 1678812154740, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678772154740, - "size": 24, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678722154740, - "size": 82, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:47.234Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516838341, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823501838341, - "size": 34, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823481838341, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 4823451838341, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 4823411838341, - "size": 1, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823531838341, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 4823571838341, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823581838341, - "size": 57, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:47.291Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060879397, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75040879397, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75010879397, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75000879397, - "size": 44, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74980879397, - "size": 4, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74960879397, - "size": 50, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75080879397, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 75090879397, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 75140879397, - "size": 46, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.322Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917976374, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74872976374, - "size": 64, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74862976374, - "size": 59, - "orderCount": 4 - }, - { - "priceNanos": 74822976374, - "size": 23, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74962976374, - "size": 25, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.391Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189667327102, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189627327102, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 189617327102, - "size": 75, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189707327102, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 189737327102, - "size": 98, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.419Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822492157, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189807492157, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 189787492157, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 189737492157, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189687492157, - "size": 8, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189657492157, - "size": 53, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189837492157, - "size": 11, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189887492157, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 189937492157, - "size": 77, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189957492157, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 189977492157, - "size": 80, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:47.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988163801, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79953163801, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 79933163801, - "size": 68, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79923163801, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 79913163801, - "size": 4, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80023163801, - "size": 36, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:47.522Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698491299, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189678491299, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 189648491299, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 189638491299, - "size": 89, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189718491299, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 189748491299, - "size": 91, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189798491299, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189808491299, - "size": 65, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566164, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350011050846, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 349971050846, - "size": 21, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350061050846, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350111050846, - "size": 54, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:47.647Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987827034, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74997827034, - "size": 25, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75027827034, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 75037827034, - "size": 79, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75047827034, - "size": 17, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75067827034, - "size": 63, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.661Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75028809582, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75023809582, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74973809582, - "size": 46, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75033809582, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 75063809582, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75073809582, - "size": 74, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:47.743Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566167, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220066735665, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 220016735665, - "size": 32, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220096735665, - "size": 27, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.828Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023589599, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80013589599, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 79973589599, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 79943589599, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 79913589599, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 79863589599, - "size": 59, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80033589599, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 80063589599, - "size": 16, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80073589599, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 80113589599, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80133589599, - "size": 38, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.863Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566169, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220086147854, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 220046147854, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 220006147854, - "size": 73, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220106147854, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 220156147854, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 220206147854, - "size": 40, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220226147854, - "size": 61, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.943Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79979773128, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79954773128, - "size": 73, - "orderCount": 8 - }, - { - "priceNanos": 79904773128, - "size": 38, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80004773128, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 80014773128, - "size": 55, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80054773128, - "size": 79, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:47.970Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747621134, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678742621134, - "size": 63, - "orderCount": 18 - }, - { - "priceNanos": 1678692621134, - "size": 28, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678652621134, - "size": 29, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678752621134, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 1678762621134, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 1678802621134, - "size": 29, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678822621134, - "size": 3, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678832621134, - "size": 62, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.010Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566172, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823356856722, - "size": 79, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823456856722, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 4823496856722, - "size": 16, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.074Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189677359591, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189632359591, - "size": 79, - "orderCount": 8 - }, - { - "priceNanos": 189612359591, - "size": 4, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189562359591, - "size": 54, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189722359591, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189732359591, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189742359591, - "size": 90, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.129Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566174, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349921639107, - "size": 11, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350021639107, - "size": 56, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350051639107, - "size": 31, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350071639107, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 350121639107, - "size": 96, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.200Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566175, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678854660591, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 1678834660591, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 1678784660591, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 1678774660591, - "size": 1, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678734660591, - "size": 31, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678864660591, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.256Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75002545691, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74967545691, - "size": 82, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74917545691, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 74877545691, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 74827545691, - "size": 1, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75037545691, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 75067545691, - "size": 93, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75097545691, - "size": 76, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75117545691, - "size": 96, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75167545691, - "size": 15, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.315Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024612821, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75019612821, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 74979612821, - "size": 34, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75029612821, - "size": 72, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75039612821, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 75049612821, - "size": 34, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:48.373Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219940165932, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219910165932, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219860165932, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 219810165932, - "size": 17, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219760165932, - "size": 70, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219970165932, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 219990165932, - "size": 72, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.413Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490224626, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823465224626, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 4823435224626, - "size": 20, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823395224626, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 4823375224626, - "size": 81, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823515224626, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823565224626, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 4823615224626, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 4823655224626, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 4823705224626, - "size": 22, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.506Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491775785, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823536775785, - "size": 71, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:48.536Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566181, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219920359710, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219890359710, - "size": 53, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219950359710, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 219960359710, - "size": 62, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220000359710, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 220030359710, - "size": 91, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220070359710, - "size": 17, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:48.618Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510855445, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823535855445, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 4823545855445, - "size": 60, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.670Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189763828427, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189753828427, - "size": 27, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189713828427, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 189683828427, - "size": 78, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189773828427, - "size": 73, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189803828427, - "size": 16, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189833828427, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 189843828427, - "size": 10, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189893828427, - "size": 43, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.747Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775157305, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678730157305, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 1678690157305, - "size": 87, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678820157305, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 1678860157305, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 1678890157305, - "size": 94, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:48.769Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034792000, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79989792000, - "size": 4, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80079792000, - "size": 10, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80089792000, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 80109792000, - "size": 30, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80159792000, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80189792000, - "size": 53, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.839Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220074784723, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:48.867Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566187, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349950315451, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 349930315451, - "size": 75, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349900315451, - "size": 64, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349850315451, - "size": 98, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:48.928Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987422567, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79942422567, - "size": 91, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79932422567, - "size": 72, - "orderCount": 11 - }, - { - "priceNanos": 79882422567, - "size": 56, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80032422567, - "size": 77, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80082422567, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 80112422567, - "size": 79, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:48.955Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220035769013, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:48.977Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80070501772, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80035501772, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 80015501772, - "size": 74, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79975501772, - "size": 89, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80105501772, - "size": 7, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:48.988Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566191, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350019100204, - "size": 74, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350009100204, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349989100204, - "size": 44, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350109100204, - "size": 4, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.030Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566192, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495372143, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823480372143, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823460372143, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 4823410372143, - "size": 53, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823370372143, - "size": 78, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823510372143, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823550372143, - "size": 21, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823580372143, - "size": 38, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.043Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219917375139, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219907375139, - "size": 40, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219877375139, - "size": 81, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219857375139, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 219827375139, - "size": 92, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:49.122Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79931030549, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79921030549, - "size": 37, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79881030549, - "size": 53, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.159Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189776352588, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189726352588, - "size": 69, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.192Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220074591520, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220024591520, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219974591520, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 219924591520, - "size": 59, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220124591520, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 220134591520, - "size": 49, - "orderCount": 5 - }, - { - "priceNanos": 220184591520, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 220214591520, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 220224591520, - "size": 34, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:49.214Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823458707371, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823428707371, - "size": 25, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823378707371, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823338707371, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 4823288707371, - "size": 26, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823488707371, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 4823498707371, - "size": 49, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.231Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566198, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74968260825, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74958260825, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 74938260825, - "size": 92, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74888260825, - "size": 59, - "orderCount": 14 - }, - { - "priceNanos": 74858260825, - "size": 39, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74978260825, - "size": 95, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74998260825, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75048260825, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 75088260825, - "size": 43, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.313Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678852721436, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678842721436, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 1678792721436, - "size": 32, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862721436, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678912721436, - "size": 31, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678932721436, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 1678972721436, - "size": 39, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1679022721436, - "size": 28, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.360Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350072337040, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350117337040, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 350127337040, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 350157337040, - "size": 72, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.414Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000794207, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219975794207, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219925794207, - "size": 19, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219905794207, - "size": 28, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220025794207, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 220075794207, - "size": 55, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:49.463Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566202, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220011130720, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220001130720, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 219981130720, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219931130720, - "size": 66, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220101130720, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 220141130720, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 220161130720, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220171130720, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:49.501Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678701419713, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678691419713, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678661419713, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 1678621419713, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 1678571419713, - "size": 59, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.594Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823518665211, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823508665211, - "size": 29, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823458665211, - "size": 58, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823588665211, - "size": 18, - "orderCount": 14 - }, - { - "priceNanos": 4823608665211, - "size": 7, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823628665211, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823638665211, - "size": 20, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:49.689Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548313776, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823513313776, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823503313776, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 4823453313776, - "size": 24, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:49.765Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566206, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018204342, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 79998204342, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79948204342, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 79898204342, - "size": 91, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80068204342, - "size": 41, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.817Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566207, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823423073676, - "size": 12, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823513073676, - "size": 57, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.840Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189787125272, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189737125272, - "size": 95, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189727125272, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 189677125272, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189637125272, - "size": 46, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189627125272, - "size": 27, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837125272, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 189867125272, - "size": 37, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.869Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926664048, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79881664048, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79851664048, - "size": 64, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79971664048, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 80001664048, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 80041664048, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 80081664048, - "size": 98, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80111664048, - "size": 97, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.887Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566210, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823545828397, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 4823555828397, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 4823565828397, - "size": 77, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823585828397, - "size": 2, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:49.963Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79946150346, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79916150346, - "size": 95, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79976150346, - "size": 32, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.033Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566212, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79987731321, - "size": 61, - "orderCount": 20 - }, - { - "priceNanos": 80007731321, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 80027731321, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 80037731321, - "size": 58, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80047731321, - "size": 59, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.118Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566213, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823504549543, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 4823484549543, - "size": 69, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823554549543, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 4823564549543, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 4823584549543, - "size": 78, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823614549543, - "size": 80, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.211Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566214, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189645454484, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 189595454484, - "size": 81, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189715454484, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189735454484, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 189745454484, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 189795454484, - "size": 62, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.225Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038370851, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:50.246Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566216, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842223335, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189807223335, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189797223335, - "size": 24, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189767223335, - "size": 64, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189877223335, - "size": 65, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189917223335, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189927223335, - "size": 11, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:50.258Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016886985, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80001886985, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 79961886985, - "size": 84, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80031886985, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 80051886985, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 80071886985, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 80111886985, - "size": 26, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80151886985, - "size": 97, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:50.299Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566218, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823540625648, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 4823520625648, - "size": 7, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823470625648, - "size": 18, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823590625648, - "size": 63, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823610625648, - "size": 19, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823650625648, - "size": 17, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:50.355Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566219, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349908562962, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 349898562962, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349858562962, - "size": 18, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350008562962, - "size": 5, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.393Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680847813, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189655847813, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 189605847813, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 189575847813, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 189525847813, - "size": 91, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189705847813, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189725847813, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 189755847813, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 189805847813, - "size": 97, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.458Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566221, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678718218682, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678698218682, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 1678668218682, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678748218682, - "size": 67, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678788218682, - "size": 64, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678828218682, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678838218682, - "size": 28, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.519Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566222, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74967843393, - "size": 79, - "orderCount": 14 - }, - { - "priceNanos": 74947843393, - "size": 19, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74977843393, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 75027843393, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75057843393, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 75097843393, - "size": 44, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75117843393, - "size": 15, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.557Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189730861855, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189710861855, - "size": 56, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189750861855, - "size": 23, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189790861855, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189810861855, - "size": 53, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189830861855, - "size": 88, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:50.618Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350083007587, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350038007587, - "size": 96, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349998007587, - "size": 62, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349988007587, - "size": 93, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350128007587, - "size": 33, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350178007587, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350198007587, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350248007587, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 350278007587, - "size": 75, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566225, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189819419352, - "size": 7, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189809419352, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 189789419352, - "size": 21, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:50.699Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868378641, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678853378641, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 1678823378641, - "size": 5, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678813378641, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 1678803378641, - "size": 95, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678783378641, - "size": 9, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678883378641, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 1678923378641, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 1678963378641, - "size": 23, - "orderCount": 4 - }, - { - "priceNanos": 1679013378641, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 1679023378641, - "size": 93, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431570751, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823416570751, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 4823376570751, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823356570751, - "size": 13, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823446570751, - "size": 92, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:50.856Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537305591, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823502305591, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823452305591, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 4823412305591, - "size": 93, - "orderCount": 7 - }, - { - "priceNanos": 4823392305591, - "size": 15, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572305591, - "size": 40, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:50.937Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776917694, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678736917694, - "size": 26, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678816917694, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 1678846917694, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 1678856917694, - "size": 28, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:50.992Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048347235, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80023347235, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 79973347235, - "size": 35, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79953347235, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 79923347235, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 79903347235, - "size": 74, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80073347235, - "size": 15, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80113347235, - "size": 55, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80163347235, - "size": 95, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.051Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566231, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704665098, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678659665098, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 1678639665098, - "size": 49, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678589665098, - "size": 92, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678749665098, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678769665098, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 1678799665098, - "size": 51, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678839665098, - "size": 94, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678869665098, - "size": 5, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.091Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220055562456, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220045562456, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219995562456, - "size": 8, - "orderCount": 4 - }, - { - "priceNanos": 219975562456, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219955562456, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219935562456, - "size": 90, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220065562456, - "size": 65, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220115562456, - "size": 60, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220145562456, - "size": 47, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220165562456, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 220185562456, - "size": 17, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:51.125Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566233, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349922084039, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 349912084039, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 349862084039, - "size": 26, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349852084039, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349842084039, - "size": 57, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349952084039, - "size": 74, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 349982084039, - "size": 55, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 349992084039, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350032084039, - "size": 22, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.139Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566234, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349924196706, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349894196706, - "size": 67, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350004196706, - "size": 67, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350014196706, - "size": 99, - "orderCount": 1 - }, - { - "priceNanos": 350034196706, - "size": 64, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350044196706, - "size": 46, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:51.191Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80001646076, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79956646076, - "size": 33, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79936646076, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79916646076, - "size": 37, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79896646076, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 79856646076, - "size": 45, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80046646076, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 80056646076, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 80106646076, - "size": 33, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:51.216Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566236, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79927690016, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 79947690016, - "size": 21, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:51.314Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189809213846, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189774213846, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 189724213846, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189844213846, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 189874213846, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 189884213846, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 189904213846, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 189914213846, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.404Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566238, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721768028, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678766768028, - "size": 28, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:51.476Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802397716, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678762397716, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678742397716, - "size": 3, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678732397716, - "size": 65, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842397716, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 1678862397716, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 1678902397716, - "size": 9, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:51.573Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219965343647, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219960343647, - "size": 66, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219970343647, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 220000343647, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 220010343647, - "size": 53, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.610Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566241, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220075630929, - "size": 39, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220065630929, - "size": 29, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220045630929, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 220005630929, - "size": 13, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219965630929, - "size": 53, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220095630929, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220125630929, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220135630929, - "size": 56, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:51.704Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967186942, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349947186942, - "size": 54, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349897186942, - "size": 100, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349857186942, - "size": 59, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.768Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566243, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811767793, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189766767793, - "size": 25, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189726767793, - "size": 63, - "orderCount": 1 - }, - { - "priceNanos": 189676767793, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189646767793, - "size": 28, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189626767793, - "size": 93, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189856767793, - "size": 21, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189886767793, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 189926767793, - "size": 100, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:51.855Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349929285483, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349889285483, - "size": 20, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:51.925Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220055357450, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220005357450, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 219955357450, - "size": 67, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:51.964Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566246, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:34:52.010Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189808709351, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189798709351, - "size": 85, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189788709351, - "size": 99, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.042Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189729899302, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189684899302, - "size": 80, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189654899302, - "size": 54, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189644899302, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189624899302, - "size": 6, - "orderCount": 15 - }, - { - "priceNanos": 189594899302, - "size": 59, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189774899302, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 189814899302, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 189834899302, - "size": 52, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189854899302, - "size": 55, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:52.080Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566249, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220005509676, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219975509676, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 219935509676, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219885509676, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219855509676, - "size": 37, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.091Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566250, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189660840449, - "size": 34, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189740840449, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189770840449, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 189810840449, - "size": 72, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189830840449, - "size": 80, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.148Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219923883920, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 219913883920, - "size": 97, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219883883920, - "size": 68, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220013883920, - "size": 30, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220043883920, - "size": 74, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.204Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488356790, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823458356790, - "size": 29, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823418356790, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823378356790, - "size": 14, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823348356790, - "size": 22, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823518356790, - "size": 19, - "orderCount": 16 - }, - { - "priceNanos": 4823568356790, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823598356790, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 4823628356790, - "size": 28, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:52.277Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566253, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220027427380, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 220057427380, - "size": 37, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:52.334Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566254, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350070762478, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350110762478, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 350120762478, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350150762478, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350160762478, - "size": 10, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:52.368Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566255, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220032204244, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220082204244, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.378Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761101996, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678736101996, - "size": 16, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678686101996, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678666101996, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 1678656101996, - "size": 34, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678786101996, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678836101996, - "size": 61, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678856101996, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 1678906101996, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678946101996, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:52.463Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79954532534, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79949532534, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 79899532534, - "size": 46, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79869532534, - "size": 66, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79859532534, - "size": 53, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79959532534, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 79989532534, - "size": 60, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80009532534, - "size": 77, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80019532534, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80029532534, - "size": 1, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:52.518Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566258, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75017592811, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 74987592811, - "size": 79, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75107592811, - "size": 84, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75137592811, - "size": 50, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.538Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534862346, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823579862346, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823599862346, - "size": 59, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823649862346, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823669862346, - "size": 85, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823709862346, - "size": 42, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.610Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349966022432, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349951022432, - "size": 1, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349981022432, - "size": 50, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350011022432, - "size": 59, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.693Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996047557, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80046047557, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 80056047557, - "size": 21, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.769Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566262, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219906366060, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 219876366060, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 219866366060, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 219846366060, - "size": 17, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219836366060, - "size": 11, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219956366060, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 219996366060, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 220026366060, - "size": 45, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:52.838Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566263, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349975341999, - "size": 81, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349955341999, - "size": 57, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:52.927Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823409179965, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823404179965, - "size": 91, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823414179965, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 4823454179965, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 4823464179965, - "size": 59, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:52.945Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842833405, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189822833405, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 189812833405, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189792833405, - "size": 6, - "orderCount": 10 - }, - { - "priceNanos": 189762833405, - "size": 100, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189862833405, - "size": 12, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189912833405, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 189962833405, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 189982833405, - "size": 85, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.002Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832612635, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678812612635, - "size": 73, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.097Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517981147, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823487981147, - "size": 79, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547981147, - "size": 9, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.165Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566268, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350045997141, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350030997141, - "size": 69, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350010997141, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 349960997141, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349940997141, - "size": 49, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.254Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220080803468, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220055803468, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 220015803468, - "size": 60, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220105803468, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 220125803468, - "size": 92, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220135803468, - "size": 3, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.278Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470539932, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823425539932, - "size": 20, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823375539932, - "size": 76, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823345539932, - "size": 36, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823305539932, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823265539932, - "size": 39, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823515539932, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823555539932, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823595539932, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 4823635539932, - "size": 76, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:53.302Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422254966, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823412254966, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823382254966, - "size": 7, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823432254966, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 4823482254966, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 4823492254966, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 4823512254966, - "size": 68, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:53.353Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219908901283, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219873901283, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 219863901283, - "size": 32, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219943901283, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 219993901283, - "size": 77, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.392Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923927003, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74878927003, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 74838927003, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 74828927003, - "size": 25, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74968927003, - "size": 57, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.471Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678725744047, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678685744047, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 1678675744047, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 1678635744047, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678605744047, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 1678555744047, - "size": 66, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678765744047, - "size": 75, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:53.536Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024397309, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79989397309, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 79939397309, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 79919397309, - "size": 25, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79889397309, - "size": 41, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:53.582Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678853932313, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 1678893932313, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678903932313, - "size": 95, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.619Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566277, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014282238, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80034282238, - "size": 67, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80064282238, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80114282238, - "size": 16, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.648Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74939843172, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74934843172, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74914843172, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 74874843172, - "size": 96, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74834843172, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 74804843172, - "size": 69, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74944843172, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74964843172, - "size": 28, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.729Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959781170, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79934781170, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 79894781170, - "size": 5, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79984781170, - "size": 80, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:53.817Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742316304, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678692316304, - "size": 2, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678642316304, - "size": 47, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678792316304, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 1678812316304, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 1678852316304, - "size": 13, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678862316304, - "size": 8, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.881Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566281, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75013513206, - "size": 44, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75003513206, - "size": 82, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74953513206, - "size": 36, - "orderCount": 6 - }, - { - "priceNanos": 74933513206, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 74903513206, - "size": 100, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75073513206, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 75123513206, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75153513206, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 75193513206, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 75213513206, - "size": 10, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:53.932Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566282, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823565705138, - "size": 67, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823525705138, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 4823485705138, - "size": 31, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823585705138, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 4823595705138, - "size": 87, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:53.980Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219949428559, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219934428559, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219904428559, - "size": 65, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964428559, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 219984428559, - "size": 82, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219994428559, - "size": 68, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:54.005Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566284, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189820588842, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189805588842, - "size": 74, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189835588842, - "size": 65, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.061Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566285, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823518440503, - "size": 37, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823578440503, - "size": 70, - "orderCount": 4 - }, - { - "priceNanos": 4823598440503, - "size": 84, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823628440503, - "size": 90, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.088Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566286, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.103Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099964755, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75084964755, - "size": 60, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75034964755, - "size": 56, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75114964755, - "size": 21, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.182Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030368263, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75005368263, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 74955368263, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 74925368263, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74895368263, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74885368263, - "size": 8, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75055368263, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75105368263, - "size": 51, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75145368263, - "size": 85, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75185368263, - "size": 1, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:54.236Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566289, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823566615295, - "size": 27, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823526615295, - "size": 17, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823496615295, - "size": 12, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:54.310Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79978736567, - "size": 42, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79938736567, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79928736567, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79918736567, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 79898736567, - "size": 22, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80068736567, - "size": 27, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80118736567, - "size": 75, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:54.395Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957174578, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219932174578, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 219912174578, - "size": 87, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219982174578, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 220012174578, - "size": 61, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220042174578, - "size": 92, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220052174578, - "size": 6, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:54.413Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189745427038, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189710427038, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 189680427038, - "size": 30, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189650427038, - "size": 54, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189600427038, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189580427038, - "size": 98, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189780427038, - "size": 83, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.424Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350084696186, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350049696186, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349999696186, - "size": 10, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349959696186, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349919696186, - "size": 86, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.502Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566294, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823400080700, - "size": 91, - "orderCount": 17 - }, - { - "priceNanos": 4823370080700, - "size": 97, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823360080700, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823340080700, - "size": 33, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823430080700, - "size": 63, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823480080700, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 4823490080700, - "size": 43, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.538Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823533048048, - "size": 11, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823483048048, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823473048048, - "size": 33, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823593048048, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 4823613048048, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.594Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470693178, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823445693178, - "size": 76, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823495693178, - "size": 91, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.611Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729381655, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678699381655, - "size": 70, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678679381655, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 1678639381655, - "size": 4, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678759381655, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 1678809381655, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 1678849381655, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 1678869381655, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.663Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79940634511, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79930634511, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 79920634511, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 79880634511, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79870634511, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79820634511, - "size": 51, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79950634511, - "size": 55, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79970634511, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80020634511, - "size": 89, - "orderCount": 10 - }, - { - "priceNanos": 80060634511, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80080634511, - "size": 37, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.732Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972013250, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349957013250, - "size": 42, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349927013250, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 349917013250, - "size": 38, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349987013250, - "size": 15, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:54.778Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566300, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74911833391, - "size": 58, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74891833391, - "size": 56, - "orderCount": 14 - }, - { - "priceNanos": 74861833391, - "size": 53, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74921833391, - "size": 57, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.819Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189682920028, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189677920028, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 189657920028, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189647920028, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 189597920028, - "size": 25, - "orderCount": 5 - }, - { - "priceNanos": 189577920028, - "size": 82, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189687920028, - "size": 75, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.885Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795417871, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678745417871, - "size": 25, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678735417871, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 1678685417871, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678675417871, - "size": 43, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678845417871, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 1678885417871, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 1678925417871, - "size": 10, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678965417871, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 1678975417871, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:54.910Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823474258899, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823429258899, - "size": 88, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823379258899, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823339258899, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823319258899, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 4823269258899, - "size": 54, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823519258899, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 4823569258899, - "size": 33, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:54.930Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093765925, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220088765925, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 220038765925, - "size": 68, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219988765925, - "size": 91, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098765925, - "size": 1, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220128765925, - "size": 85, - "orderCount": 4 - }, - { - "priceNanos": 220158765925, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.012Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566305, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823548947399, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823508947399, - "size": 77, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823468947399, - "size": 74, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823428947399, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 4823398947399, - "size": 50, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823598947399, - "size": 92, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823608947399, - "size": 61, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823658947399, - "size": 21, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823688947399, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 4823708947399, - "size": 72, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.084Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189821563288, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189816563288, - "size": 51, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189826563288, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 189836563288, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 189866563288, - "size": 4, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:55.098Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566307, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80007120382, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 79997120382, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 79957120382, - "size": 20, - "orderCount": 1 - }, - { - "priceNanos": 79937120382, - "size": 21, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80057120382, - "size": 14, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80077120382, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 80127120382, - "size": 77, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80167120382, - "size": 13, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80177120382, - "size": 54, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:55.127Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075216116, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80025216116, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 80005216116, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 79965216116, - "size": 68, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80125216116, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 80175216116, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 80215216116, - "size": 75, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.140Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511765747, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823496765747, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 4823476765747, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 4823466765747, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823416765747, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823366765747, - "size": 52, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823526765747, - "size": 85, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823556765747, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 4823606765747, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823626765747, - "size": 27, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.186Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530102429, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823540102429, - "size": 17, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823550102429, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 4823560102429, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823600102429, - "size": 74, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.246Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936713651, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74956713651, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 74996713651, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 75036713651, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 75086713651, - "size": 44, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.302Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926261970, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74876261970, - "size": 12, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74976261970, - "size": 93, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.398Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711775222, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678696775222, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 1678686775222, - "size": 5, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678666775222, - "size": 58, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678636775222, - "size": 19, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678626775222, - "size": 64, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678726775222, - "size": 70, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678756775222, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 1678776775222, - "size": 14, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:55.472Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566314, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349965382665, - "size": 81, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349935382665, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 349895382665, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 349865382665, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349845382665, - "size": 42, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350055382665, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 350095382665, - "size": 7, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.548Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189845633419, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189830633419, - "size": 19, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189790633419, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189760633419, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 189720633419, - "size": 46, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189860633419, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 189870633419, - "size": 65, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189900633419, - "size": 62, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:55.560Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823575029804, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823525029804, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 4823475029804, - "size": 69, - "orderCount": 15 - }, - { - "priceNanos": 4823425029804, - "size": 78, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823385029804, - "size": 46, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823625029804, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823655029804, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 4823705029804, - "size": 68, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.632Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823440119101, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823425119101, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 4823415119101, - "size": 43, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823385119101, - "size": 94, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823455119101, - "size": 51, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823505119101, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 4823515119101, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 4823525119101, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 4823555119101, - "size": 97, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.696Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823455847106, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823405847106, - "size": 47, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823505847106, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 4823535847106, - "size": 51, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823545847106, - "size": 21, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.740Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678857700870, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678812700870, - "size": 71, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678902700870, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 1678942700870, - "size": 37, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678952700870, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 1679002700870, - "size": 91, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1679052700870, - "size": 18, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:55.819Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003025539, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79998025539, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79978025539, - "size": 16, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80008025539, - "size": 36, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80028025539, - "size": 50, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80058025539, - "size": 25, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80088025539, - "size": 39, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:55.864Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878974669, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678838974669, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678818974669, - "size": 45, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678918974669, - "size": 10, - "orderCount": 9 - }, - { - "priceNanos": 1678948974669, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 1678968974669, - "size": 89, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678988974669, - "size": 11, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:55.938Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868131742, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678848131742, - "size": 27, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:55.949Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189775020230, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189730020230, - "size": 37, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189710020230, - "size": 54, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189660020230, - "size": 23, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189820020230, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189860020230, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189890020230, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 189910020230, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 189940020230, - "size": 75, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:56.024Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566324, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858320722, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678813320722, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 1678803320722, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 1678783320722, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 1678773320722, - "size": 61, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:56.102Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486600294, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823456600294, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 4823416600294, - "size": 32, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823386600294, - "size": 18, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823376600294, - "size": 24, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823516600294, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 4823526600294, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823556600294, - "size": 86, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.138Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566326, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678773341538, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678723341538, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678683341538, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 1678673341538, - "size": 16, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678623341538, - "size": 48, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.183Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566327, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219996889925, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220046889925, - "size": 6, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:56.236Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350085766737, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350065766737, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 350045766737, - "size": 16, - "orderCount": 7 - }, - { - "priceNanos": 349995766737, - "size": 93, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566329, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941029720, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74891029720, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 74851029720, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74811029720, - "size": 11, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74991029720, - "size": 71, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75001029720, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75021029720, - "size": 38, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75031029720, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 75051029720, - "size": 82, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.327Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350028581627, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349993581627, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 349953581627, - "size": 27, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349943581627, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 349903581627, - "size": 38, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350063581627, - "size": 21, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350073581627, - "size": 42, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.427Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220098574822, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220073574822, - "size": 31, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350000700818, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349975700818, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 349945700818, - "size": 71, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349905700818, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 349885700818, - "size": 40, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350025700818, - "size": 2, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350035700818, - "size": 95, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.520Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823579933968, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823574933968, - "size": 19, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823554933968, - "size": 5, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823514933968, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 4823504933968, - "size": 15, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823584933968, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 4823604933968, - "size": 88, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823624933968, - "size": 100, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823654933968, - "size": 43, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:56.540Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678774522257, - "size": 85, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.612Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74955588469, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74920588469, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 74910588469, - "size": 83, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990588469, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 75010588469, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75020588469, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 75060588469, - "size": 43, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75070588469, - "size": 73, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.681Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073262561, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220068262561, - "size": 72, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220078262561, - "size": 44, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220088262561, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220138262561, - "size": 37, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220148262561, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 220168262561, - "size": 22, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.728Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566337, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870828615, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678865828615, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678815828615, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 1678795828615, - "size": 58, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678875828615, - "size": 4, - "orderCount": 19 - }, - { - "priceNanos": 1678905828615, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 1678915828615, - "size": 89, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678945828615, - "size": 78, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.812Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739289628, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678694289628, - "size": 93, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678784289628, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 1678834289628, - "size": 23, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678864289628, - "size": 63, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:56.888Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566339, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:56.976Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75029512931, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74989512931, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 74969512931, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 74959512931, - "size": 55, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75069512931, - "size": 90, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75109512931, - "size": 67, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:57.043Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79934674626, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929674626, - "size": 2, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79939674626, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 79989674626, - "size": 39, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79999674626, - "size": 58, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:57.061Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566342, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219951861034, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219901861034, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 219891861034, - "size": 22, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219981861034, - "size": 40, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220011861034, - "size": 15, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220051861034, - "size": 85, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220101861034, - "size": 44, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220151861034, - "size": 18, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.112Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707199183, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678672199183, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678632199183, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 1678602199183, - "size": 31, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678592199183, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678742199183, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678762199183, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 1678782199183, - "size": 96, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:57.203Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773734112, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678738734112, - "size": 84, - "orderCount": 13 - }, - { - "priceNanos": 1678698734112, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 1678688734112, - "size": 30, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808734112, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678838734112, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.215Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566345, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74916811031, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 74896811031, - "size": 92, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74886811031, - "size": 99, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74846811031, - "size": 6, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74796811031, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986811031, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 75036811031, - "size": 23, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.254Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566346, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823501213299, - "size": 97, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.350Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678720876791, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678690876791, - "size": 64, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678680876791, - "size": 76, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678640876791, - "size": 89, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678750876791, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 1678800876791, - "size": 55, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.406Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350032815771, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349982815771, - "size": 15, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350082815771, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 350102815771, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.436Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678745519872, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678735519872, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 1678695519872, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 1678675519872, - "size": 77, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678755519872, - "size": 95, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678795519872, - "size": 20, - "orderCount": 12 - }, - { - "priceNanos": 1678835519872, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678855519872, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 1678865519872, - "size": 31, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:57.529Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798734401, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189748734401, - "size": 74, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189738734401, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 189688734401, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 189648734401, - "size": 60, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:57.587Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566351, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189786376947, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189766376947, - "size": 10, - "orderCount": 9 - }, - { - "priceNanos": 189756376947, - "size": 34, - "orderCount": 18 - }, - { - "priceNanos": 189746376947, - "size": 91, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189716376947, - "size": 82, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189816376947, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189826376947, - "size": 3, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189846376947, - "size": 48, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189896376947, - "size": 22, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.671Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566352, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823494105220, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823444105220, - "size": 38, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823524105220, - "size": 93, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823534105220, - "size": 32, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.704Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566353, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823358856791, - "size": 77, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823328856791, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 4823288856791, - "size": 26, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823448856791, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 4823498856791, - "size": 86, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:57.763Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566354, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678723459020, - "size": 59, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678803459020, - "size": 61, - "orderCount": 20 - }, - { - "priceNanos": 1678843459020, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678863459020, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 1678883459020, - "size": 2, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:57.841Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566355, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74998312731, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 74958312731, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 74938312731, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 74928312731, - "size": 64, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75008312731, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75018312731, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75028312731, - "size": 42, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75078312731, - "size": 53, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75098312731, - "size": 92, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:57.939Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566356, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678785348715, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678780348715, - "size": 83, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678790348715, - "size": 85, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678800348715, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 1678840348715, - "size": 81, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678850348715, - "size": 86, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678870348715, - "size": 75, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:57.958Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566357, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764457503, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678744457503, - "size": 45, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678784457503, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 1678794457503, - "size": 44, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.038Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936409589, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74896409589, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 74846409589, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 74826409589, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 74786409589, - "size": 37, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74976409589, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74986409589, - "size": 35, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.049Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777705244, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678767705244, - "size": 24, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678717705244, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 1678697705244, - "size": 59, - "orderCount": 6 - }, - { - "priceNanos": 1678677705244, - "size": 95, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678787705244, - "size": 76, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678797705244, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678847705244, - "size": 93, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:58.082Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424075803, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823374075803, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823324075803, - "size": 4, - "orderCount": 3 - }, - { - "priceNanos": 4823314075803, - "size": 31, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823284075803, - "size": 79, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823474075803, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823504075803, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 4823524075803, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 4823564075803, - "size": 9, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.175Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035343962, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015343962, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79975343962, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 79945343962, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 79915343962, - "size": 93, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80055343962, - "size": 81, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80105343962, - "size": 66, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80115343962, - "size": 28, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80165343962, - "size": 13, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80205343962, - "size": 76, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:58.239Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566362, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678682204562, - "size": 10, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678642204562, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678622204562, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 1678612204562, - "size": 25, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678752204562, - "size": 90, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.271Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220080279295, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220035279295, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 219995279295, - "size": 63, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219945279295, - "size": 81, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219915279295, - "size": 6, - "orderCount": 7 - }, - { - "priceNanos": 219885279295, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220125279295, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220145279295, - "size": 29, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220185279295, - "size": 86, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:58.314Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80052162549, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 80002162549, - "size": 1, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:58.407Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093773845, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220058773845, - "size": 33, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220128773845, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 220168773845, - "size": 75, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:34:58.492Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566366, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823023752, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 1678773023752, - "size": 16, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678913023752, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 1678963023752, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679003023752, - "size": 84, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.514Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566367, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678792060569, - "size": 8, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678752060569, - "size": 100, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678832060569, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 1678872060569, - "size": 41, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.561Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566368, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678670093963, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 1678650093963, - "size": 42, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678610093963, - "size": 50, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678560093963, - "size": 8, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678730093963, - "size": 87, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678760093963, - "size": 86, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.599Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915138106, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79870138106, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79820138106, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 79800138106, - "size": 60, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79960138106, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 80010138106, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 80050138106, - "size": 28, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80060138106, - "size": 46, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.640Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090855565, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80085855565, - "size": 49, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095855565, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 80115855565, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 80145855565, - "size": 39, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.673Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566371, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189849050655, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189834050655, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189824050655, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 189794050655, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 189764050655, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 189744050655, - "size": 1, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189864050655, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 189874050655, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 189884050655, - "size": 1, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189924050655, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:58.760Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349990254741, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349970254741, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349920254741, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 349880254741, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 349870254741, - "size": 38, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350010254741, - "size": 7, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.770Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.817Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74924406120, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74899406120, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 74869406120, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 74829406120, - "size": 65, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74949406120, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:58.873Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566375, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189661114785, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 189651114785, - "size": 39, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189621114785, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 189581114785, - "size": 100, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189761114785, - "size": 34, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:58.954Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566376, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823379595586, - "size": 67, - "orderCount": 14 - }, - { - "priceNanos": 4823359595586, - "size": 73, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823439595586, - "size": 98, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:34:58.989Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678853689724, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818689724, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678778689724, - "size": 24, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678888689724, - "size": 10, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.020Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566378, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504780955, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823474780955, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823534780955, - "size": 93, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823554780955, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823604780955, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 4823644780955, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 4823664780955, - "size": 44, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.091Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680202205, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189635202205, - "size": 27, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189615202205, - "size": 93, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189575202205, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189565202205, - "size": 29, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189725202205, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189755202205, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:59.181Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900114078, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74855114078, - "size": 41, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74825114078, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 74795114078, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74945114078, - "size": 39, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.233Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566381, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350008232488, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349993232488, - "size": 64, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349973232488, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 349933232488, - "size": 90, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.309Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566382, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823582373487, - "size": 53, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823632373487, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 4823652373487, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 4823672373487, - "size": 32, - "orderCount": 6 - }, - { - "priceNanos": 4823712373487, - "size": 68, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.408Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769309878, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678739309878, - "size": 94, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678799309878, - "size": 22, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678829309878, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 1678849309878, - "size": 43, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.488Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566384, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219955529265, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219940529265, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 219910529265, - "size": 47, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219870529265, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 219860529265, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 219820529265, - "size": 50, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219970529265, - "size": 11, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:34:59.570Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349914640802, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349879640802, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 349829640802, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 349799640802, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 349749640802, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 349729640802, - "size": 96, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349949640802, - "size": 84, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.670Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970186471, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79955186471, - "size": 61, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79985186471, - "size": 9, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80025186471, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 80075186471, - "size": 39, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:34:59.726Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712250820, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678752250820, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 1678802250820, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 1678822250820, - "size": 45, - "orderCount": 5 - }, - { - "priceNanos": 1678862250820, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 1678902250820, - "size": 85, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.736Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566388, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189709747235, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189659747235, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189609747235, - "size": 35, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189569747235, - "size": 60, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.764Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678731694931, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678711694931, - "size": 59, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678701694931, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 1678691694931, - "size": 48, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.854Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723436809, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678698436809, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 1678668436809, - "size": 17, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.891Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349947422674, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349952422674, - "size": 1, - "orderCount": 17 - }, - { - "priceNanos": 349972422674, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 350022422674, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 350072422674, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 350082422674, - "size": 90, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:34:59.927Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566392, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79963978714, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 79923978714, - "size": 6, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79883978714, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79833978714, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80003978714, - "size": 93, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80013978714, - "size": 67, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80023978714, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 80033978714, - "size": 84, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:34:59.982Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872167049, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678842167049, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 1678832167049, - "size": 36, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678822167049, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678802167049, - "size": 61, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678902167049, - "size": 94, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.017Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189819312973, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189769312973, - "size": 51, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189869312973, - "size": 79, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.080Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956275893, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349916275893, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349996275893, - "size": 60, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:00.168Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79940126273, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79910126273, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79970126273, - "size": 86, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80010126273, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 80060126273, - "size": 56, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80080126273, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80120126273, - "size": 91, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.266Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597414196, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823562414196, - "size": 29, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823632414196, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823642414196, - "size": 90, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.329Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566398, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349903117895, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349853117895, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 349843117895, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 349793117895, - "size": 61, - "orderCount": 20 - }, - { - "priceNanos": 349763117895, - "size": 44, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349953117895, - "size": 97, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:00.406Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093812042, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350043812042, - "size": 21, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.462Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678861356041, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678836356041, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678806356041, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 1678796356041, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 1678756356041, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 1678726356041, - "size": 57, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678886356041, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 1678936356041, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 1678966356041, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678986356041, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678996356041, - "size": 24, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:00.533Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936648030, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74886648030, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 74836648030, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 74806648030, - "size": 79, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74986648030, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.598Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566402, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912748023, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74942748023, - "size": 31, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.644Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349916484807, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349891484807, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349841484807, - "size": 95, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349821484807, - "size": 54, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349771484807, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349731484807, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349941484807, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 349991484807, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 350011484807, - "size": 9, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:00.685Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79954016559, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929016559, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 79919016559, - "size": 48, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79979016559, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 80009016559, - "size": 40, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.776Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938319604, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74893319604, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 74853319604, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 74823319604, - "size": 66, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74773319604, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 74723319604, - "size": 99, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74983319604, - "size": 22, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75013319604, - "size": 13, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.861Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566406, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80059236267, - "size": 61, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80019236267, - "size": 6, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80109236267, - "size": 73, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80119236267, - "size": 99, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:00.872Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566407, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099593041, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75064593041, - "size": 72, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75134593041, - "size": 29, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75144593041, - "size": 22, - "orderCount": 6 - }, - { - "priceNanos": 75174593041, - "size": 71, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75184593041, - "size": 100, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:00.971Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219911187367, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219871187367, - "size": 88, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219951187367, - "size": 53, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220001187367, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 220011187367, - "size": 87, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.013Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566409, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349993855740, - "size": 22, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350033855740, - "size": 22, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.074Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005684113, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79985684113, - "size": 25, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79965684113, - "size": 20, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79925684113, - "size": 72, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79885684113, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 79875684113, - "size": 66, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:01.155Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219938068447, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219913068447, - "size": 98, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219863068447, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 219823068447, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 219803068447, - "size": 55, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219963068447, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 219983068447, - "size": 49, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:01.214Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566412, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220034481226, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220069481226, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 220079481226, - "size": 39, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:01.247Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566413, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823451603813, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 4823441603813, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823421603813, - "size": 72, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823471603813, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823501603813, - "size": 52, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823531603813, - "size": 22, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823561603813, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823611603813, - "size": 97, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.269Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189837827411, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189802827411, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 189792827411, - "size": 25, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189872827411, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 189922827411, - "size": 52, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.336Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566415, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189861058363, - "size": 67, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189901058363, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 189931058363, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:01.401Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894105659, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678889105659, - "size": 23, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678869105659, - "size": 100, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678829105659, - "size": 10, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678899105659, - "size": 24, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678939105659, - "size": 49, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678979105659, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 1679029105659, - "size": 78, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:01.433Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080040109, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75035040109, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 74995040109, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74955040109, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 74925040109, - "size": 7, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75125040109, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 75155040109, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 75175040109, - "size": 24, - "orderCount": 19 - }, - { - "priceNanos": 75195040109, - "size": 59, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.491Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074582178, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80044582178, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80024582178, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 80014582178, - "size": 10, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:01.517Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923254796, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219878254796, - "size": 100, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219848254796, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 219828254796, - "size": 93, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219808254796, - "size": 93, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.605Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189670427177, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189655427177, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 189605427177, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189555427177, - "size": 74, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189685427177, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 189715427177, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189725427177, - "size": 47, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.661Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219977057924, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219957057924, - "size": 67, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219947057924, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 219937057924, - "size": 28, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219887057924, - "size": 47, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219847057924, - "size": 74, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219997057924, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220027057924, - "size": 84, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:01.738Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566422, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823565970051, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 4823575970051, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823615970051, - "size": 6, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.762Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711140905, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678686140905, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 1678656140905, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 1678616140905, - "size": 52, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678736140905, - "size": 15, - "orderCount": 20 - }, - { - "priceNanos": 1678786140905, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 1678836140905, - "size": 93, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:01.793Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980441532, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75020441532, - "size": 72, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.874Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220038321080, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220023321080, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 219983321080, - "size": 47, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220053321080, - "size": 14, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.910Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219960488009, - "size": 88, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219950488009, - "size": 22, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219910488009, - "size": 38, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220050488009, - "size": 97, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220060488009, - "size": 11, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220080488009, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220100488009, - "size": 46, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:01.983Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566427, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441967187, - "size": 5, - "orderCount": 14 - }, - { - "priceNanos": 4823401967187, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823381967187, - "size": 96, - "orderCount": 1 - }, - { - "priceNanos": 4823331967187, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823321967187, - "size": 17, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932501492, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74927501492, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 74877501492, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 74847501492, - "size": 65, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74797501492, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 74757501492, - "size": 82, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74937501492, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74967501492, - "size": 23, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74987501492, - "size": 75, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.051Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74982329919, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74957329919, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74947329919, - "size": 15, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75007329919, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 75047329919, - "size": 50, - "orderCount": 20 - }, - { - "priceNanos": 75077329919, - "size": 12, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:02.064Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048349452, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75038349452, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 75028349452, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 74998349452, - "size": 39, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75058349452, - "size": 75, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75098349452, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75128349452, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75178349452, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 75228349452, - "size": 53, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:02.102Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838004153, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678833004153, - "size": 31, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.138Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921751100, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79886751100, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 79856751100, - "size": 68, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79956751100, - "size": 40, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:02.188Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566433, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349962789764, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349942789764, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349892789764, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 349882789764, - "size": 74, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:02.237Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566434, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74993056832, - "size": 42, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75003056832, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75013056832, - "size": 28, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75043056832, - "size": 6, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75063056832, - "size": 82, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.250Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350083573100, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350043573100, - "size": 42, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350003573100, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349983573100, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 349953573100, - "size": 81, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350123573100, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 350143573100, - "size": 54, - "orderCount": 16 - }, - { - "priceNanos": 350153573100, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350193573100, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 350203573100, - "size": 40, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:02.267Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566436, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:02.303Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678731542255, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678761542255, - "size": 94, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678781542255, - "size": 42, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.394Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472102715, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823452102715, - "size": 80, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823492102715, - "size": 93, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823502102715, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 4823552102715, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 4823592102715, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823632102715, - "size": 77, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.446Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566439, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220019875709, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220009875709, - "size": 65, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219969875709, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 219929875709, - "size": 67, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220029875709, - "size": 82, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.507Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968265954, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219958265954, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 219918265954, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219878265954, - "size": 32, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219978265954, - "size": 29, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219988265954, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 219998265954, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 220048265954, - "size": 20, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.555Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220025474481, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220055474481, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 220085474481, - "size": 51, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220115474481, - "size": 94, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220145474481, - "size": 13, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.628Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566442, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349939475970, - "size": 37, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349889475970, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 349869475970, - "size": 45, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:02.699Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566443, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735563040, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678685563040, - "size": 41, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678785563040, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 1678825563040, - "size": 13, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678865563040, - "size": 93, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678915563040, - "size": 10, - "orderCount": 10 - }, - { - "priceNanos": 1678965563040, - "size": 54, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:02.733Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566444, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823410596366, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823400596366, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823360596366, - "size": 10, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823320596366, - "size": 55, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823300596366, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823470596366, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823510596366, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823520596366, - "size": 85, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:02.805Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79928903113, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79878903113, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79848903113, - "size": 19, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79798903113, - "size": 60, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79978903113, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 79998903113, - "size": 44, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:02.838Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219980873356, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219965873356, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 219915873356, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 219895873356, - "size": 27, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219855873356, - "size": 24, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219995873356, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 220005873356, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 220015873356, - "size": 98, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:02.901Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996136289, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:02.959Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566448, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901848558, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74951848558, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 74991848558, - "size": 39, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75021848558, - "size": 36, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.034Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566449, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678908643938, - "size": 17, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678918643938, - "size": 34, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.051Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79966490453, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79956490453, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79936490453, - "size": 83, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79896490453, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 79886490453, - "size": 70, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79976490453, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 80006490453, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 80016490453, - "size": 13, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80036490453, - "size": 14, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80086490453, - "size": 5, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.099Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877603445, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678882603445, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 1678912603445, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 1678932603445, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 1678972603445, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679022603445, - "size": 17, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.190Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823563798591, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823533798591, - "size": 93, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823593798591, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 4823613798591, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 4823623798591, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 4823653798591, - "size": 78, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823683798591, - "size": 10, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.266Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219887369641, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 219877369641, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 219837369641, - "size": 20, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219787369641, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 219747369641, - "size": 92, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219937369641, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 219987369641, - "size": 39, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 219997369641, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220047369641, - "size": 12, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220077369641, - "size": 95, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.278Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823408301554, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403301554, - "size": 39, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:03.366Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189801974132, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189791974132, - "size": 25, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189751974132, - "size": 5, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.456Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484743008, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823474743008, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823434743008, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 4823414743008, - "size": 63, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823404743008, - "size": 70, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823494743008, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823524743008, - "size": 28, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823554743008, - "size": 3, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823604743008, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 4823654743008, - "size": 78, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.544Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971840242, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74921840242, - "size": 75, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75021840242, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 75051840242, - "size": 58, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75101840242, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75121840242, - "size": 90, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:03.630Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349938303292, - "size": 27, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.727Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980398198, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74950398198, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74940398198, - "size": 51, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74890398198, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 74880398198, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 74840398198, - "size": 92, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75010398198, - "size": 48, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75040398198, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75050398198, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 75090398198, - "size": 4, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.795Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566460, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79887618333, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 79847618333, - "size": 55, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79917618333, - "size": 88, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.875Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056112563, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75051112563, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75001112563, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 74981112563, - "size": 91, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061112563, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 75101112563, - "size": 95, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.892Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566462, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981206382, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219971206382, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 219961206382, - "size": 12, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219991206382, - "size": 5, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220001206382, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 220031206382, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 220051206382, - "size": 48, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:03.981Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066671869, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75081671869, - "size": 6, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75091671869, - "size": 34, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75141671869, - "size": 82, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75181671869, - "size": 42, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.039Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045601514, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75010601514, - "size": 56, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74960601514, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74930601514, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 74910601514, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 74900601514, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75080601514, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 75120601514, - "size": 97, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75160601514, - "size": 19, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75190601514, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 75200601514, - "size": 68, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.128Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905351649, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79895351649, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79875351649, - "size": 71, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79915351649, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 79925351649, - "size": 26, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.166Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75098427098, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75053427098, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75033427098, - "size": 53, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75143427098, - "size": 13, - "orderCount": 8 - }, - { - "priceNanos": 75153427098, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678730417569, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678725417569, - "size": 2, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678735417569, - "size": 76, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678775417569, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 1678805417569, - "size": 83, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678835417569, - "size": 19, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678885417569, - "size": 81, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.254Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936686881, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74911686881, - "size": 34, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74891686881, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 74881686881, - "size": 86, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74861686881, - "size": 15, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961686881, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 74981686881, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 74991686881, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 75031686881, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75081686881, - "size": 31, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.333Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517692034, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823502692034, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 4823472692034, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823432692034, - "size": 42, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823532692034, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823562692034, - "size": 85, - "orderCount": 1 - }, - { - "priceNanos": 4823582692034, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 4823622692034, - "size": 62, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.370Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566470, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061724402, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75011724402, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74981724402, - "size": 4, - "orderCount": 3 - }, - { - "priceNanos": 74961724402, - "size": 70, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74931724402, - "size": 29, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75111724402, - "size": 71, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.434Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189731626679, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189701626679, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 189681626679, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 189651626679, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 189611626679, - "size": 95, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189761626679, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 189781626679, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 189811626679, - "size": 63, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189821626679, - "size": 94, - "orderCount": 15 - }, - { - "priceNanos": 189861626679, - "size": 39, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.451Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566472, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873234668, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678843234668, - "size": 36, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678793234668, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678763234668, - "size": 17, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678903234668, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678953234668, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 1678963234668, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 1678993234668, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.509Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350009307119, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349989307119, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 349959307119, - "size": 36, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350029307119, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 350049307119, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 350079307119, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350089307119, - "size": 87, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350119307119, - "size": 74, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:04.547Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678772732195, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678727732195, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 1678687732195, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 1678677732195, - "size": 54, - "orderCount": 13 - }, - { - "priceNanos": 1678637732195, - "size": 1, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678817732195, - "size": 60, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.578Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054715436, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009715436, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74969715436, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 74949715436, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74899715436, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75099715436, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 75149715436, - "size": 47, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75189715436, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 75229715436, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.588Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219979840744, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219964840744, - "size": 78, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 219994840744, - "size": 78, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220034840744, - "size": 96, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220054840744, - "size": 63, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220074840744, - "size": 48, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220094840744, - "size": 66, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.653Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566477, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823419119562, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823379119562, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823329119562, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823299119562, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 4823249119562, - "size": 44, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823439119562, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 4823449119562, - "size": 76, - "orderCount": 16 - }, - { - "priceNanos": 4823479119562, - "size": 3, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:04.707Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74943039940, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74908039940, - "size": 97, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74978039940, - "size": 8, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:04.732Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566479, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678827342279, - "size": 85, - "orderCount": 17 - }, - { - "priceNanos": 1678807342279, - "size": 37, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.775Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350042103120, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350037103120, - "size": 57, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350027103120, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 349977103120, - "size": 54, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350047103120, - "size": 75, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350097103120, - "size": 31, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350107103120, - "size": 3, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:04.813Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566481, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:04.879Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566482, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823413008892, - "size": 23, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503008892, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 4823533008892, - "size": 28, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823583008892, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 4823603008892, - "size": 68, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:04.905Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350060467025, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350035467025, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 350015467025, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 349965467025, - "size": 58, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350085467025, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 350135467025, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 350185467025, - "size": 15, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:04.995Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219975326115, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219930326115, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 219920326115, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 219910326115, - "size": 78, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.083Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566485, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823501295671, - "size": 50, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.108Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832075466, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678872075466, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 1678912075466, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 1678952075466, - "size": 13, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678992075466, - "size": 7, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.199Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566487, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678738684123, - "size": 72, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678708684123, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 1678688684123, - "size": 87, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678778684123, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 1678818684123, - "size": 22, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678828684123, - "size": 15, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.253Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566488, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350092330983, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 350102330983, - "size": 82, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.329Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678869145291, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678839145291, - "size": 67, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678899145291, - "size": 72, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678909145291, - "size": 38, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:05.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566490, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948964683, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74938964683, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74928964683, - "size": 41, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74898964683, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 74888964683, - "size": 70, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74958964683, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74998964683, - "size": 27, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.453Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847060847, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678842060847, - "size": 35, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678852060847, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 1678892060847, - "size": 14, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.504Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566492, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984253594, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74939253594, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75029253594, - "size": 16, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75069253594, - "size": 81, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75079253594, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 75099253594, - "size": 42, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:05.529Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530570574, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823515570574, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 4823505570574, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 4823465570574, - "size": 16, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823435570574, - "size": 52, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823545570574, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823585570574, - "size": 36, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823595570574, - "size": 96, - "orderCount": 2 - }, - { - "priceNanos": 4823635570574, - "size": 61, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:05.611Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938298086, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74903298086, - "size": 79, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74973298086, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 74983298086, - "size": 73, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75003298086, - "size": 7, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75013298086, - "size": 95, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:05.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798183425, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678748183425, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 1678708183425, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 1678678183425, - "size": 40, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678848183425, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 1678898183425, - "size": 87, - "orderCount": 13 - }, - { - "priceNanos": 1678918183425, - "size": 95, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:05.681Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708951866, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189693951866, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 189673951866, - "size": 68, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189653951866, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 189623951866, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189613951866, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189723951866, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 189743951866, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 189753951866, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 189763951866, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 189783951866, - "size": 13, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.727Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80085503107, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80080503107, - "size": 80, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80090503107, - "size": 17, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80110503107, - "size": 30, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80130503107, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 80140503107, - "size": 77, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.768Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566498, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678841321680, - "size": 75, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678821321680, - "size": 64, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678781321680, - "size": 68, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678851321680, - "size": 79, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678881321680, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 1678921321680, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 1678961321680, - "size": 34, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:05.784Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915402138, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79900402138, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79850402138, - "size": 58, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79820402138, - "size": 14, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.839Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442558628, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823417558628, - "size": 44, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823467558628, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 4823517558628, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 4823527558628, - "size": 34, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823567558628, - "size": 44, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:05.914Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566501, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189819864836, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189809864836, - "size": 100, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189799864836, - "size": 84, - "orderCount": 13 - }, - { - "priceNanos": 189759864836, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189729864836, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189699864836, - "size": 4, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:05.977Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566502, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053838744, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.057Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498820246, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823453820246, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 4823413820246, - "size": 58, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823543820246, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823553820246, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 4823593820246, - "size": 32, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823613820246, - "size": 1, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.100Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566504, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74974720663, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74954720663, - "size": 50, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.160Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566505, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823389772179, - "size": 49, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823359772179, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 4823319772179, - "size": 19, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:06.176Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678771288321, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678741288321, - "size": 77, - "orderCount": 18 - }, - { - "priceNanos": 1678731288321, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 1678721288321, - "size": 85, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678801288321, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678851288321, - "size": 21, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678881288321, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678931288321, - "size": 90, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.253Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797045734, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189822045734, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 189862045734, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 189882045734, - "size": 34, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189902045734, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 189912045734, - "size": 4, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:06.339Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566078932, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823541078932, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823511078932, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 4823461078932, - "size": 7, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:06.392Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823459401790, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823449401790, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 4823429401790, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 4823399401790, - "size": 94, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823469401790, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 4823479401790, - "size": 59, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.405Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913127819, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219903127819, - "size": 18, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219923127819, - "size": 62, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219933127819, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 219963127819, - "size": 71, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:06.489Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566511, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907462336, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74872462336, - "size": 6, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74862462336, - "size": 67, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74942462336, - "size": 46, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.557Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933664631, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79928664631, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 79918664631, - "size": 9, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79938664631, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79978664631, - "size": 11, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80008664631, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 80048664631, - "size": 16, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.596Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020794258, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005794258, - "size": 62, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75035794258, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 75055794258, - "size": 18, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:06.654Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823473163211, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823463163211, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 4823413163211, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823373163211, - "size": 67, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823483163211, - "size": 99, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:06.675Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973922699, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74988922699, - "size": 60, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:06.751Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820147386, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678805147386, - "size": 56, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678785147386, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678775147386, - "size": 87, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678745147386, - "size": 37, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678715147386, - "size": 28, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678835147386, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 1678865147386, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 1678905147386, - "size": 48, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678925147386, - "size": 16, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678935147386, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:06.848Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927971485, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74902971485, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 74852971485, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 74812971485, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 74762971485, - "size": 68, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74952971485, - "size": 70, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74992971485, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 75032971485, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 75042971485, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75052971485, - "size": 55, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:06.904Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594644100, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823574644100, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823544644100, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823514644100, - "size": 85, - "orderCount": 1 - }, - { - "priceNanos": 4823464644100, - "size": 1, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823614644100, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 4823634644100, - "size": 12, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:06.938Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566519, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453549232, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823408549232, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 4823368549232, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 4823358549232, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 4823338549232, - "size": 58, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823498549232, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 4823548549232, - "size": 77, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.021Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566520, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019927386, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 74989927386, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 74979927386, - "size": 38, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75039927386, - "size": 9, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75059927386, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75089927386, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 75129927386, - "size": 57, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.057Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566521, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349970102690, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349930102690, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 349920102690, - "size": 41, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349880102690, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 349870102690, - "size": 97, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350000102690, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 350040102690, - "size": 30, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.151Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512829809, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823487829809, - "size": 15, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823477829809, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 4823467829809, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823537829809, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 4823567829809, - "size": 51, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:07.224Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189808129669, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189778129669, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189758129669, - "size": 16, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189838129669, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 189848129669, - "size": 32, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189878129669, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189888129669, - "size": 31, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.306Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870198301, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678830198301, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 1678810198301, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678780198301, - "size": 12, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678760198301, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 1678750198301, - "size": 40, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678910198301, - "size": 31, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678950198301, - "size": 16, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678990198301, - "size": 19, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1679000198301, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679020198301, - "size": 68, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.396Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566525, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678784098233, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678834098233, - "size": 34, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678864098233, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678884098233, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678894098233, - "size": 98, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.419Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566526, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441637398, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823391637398, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 4823351637398, - "size": 74, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823331637398, - "size": 84, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823321637398, - "size": 5, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823541637398, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 4823581637398, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 4823621637398, - "size": 20, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:07.477Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990906103, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79950906103, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79900906103, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 79860906103, - "size": 73, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79820906103, - "size": 69, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.502Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566528, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678834873283, - "size": 69, - "orderCount": 12 - }, - { - "priceNanos": 1678824873283, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 1678784873283, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 1678734873283, - "size": 88, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678704873283, - "size": 32, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854873283, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 1678884873283, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 1678914873283, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 1678954873283, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 1678964873283, - "size": 42, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:07.564Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566529, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189679555133, - "size": 80, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189719555133, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 189729555133, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 189759555133, - "size": 81, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189789555133, - "size": 17, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.592Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566530, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79947529011, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 79967529011, - "size": 58, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79997529011, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80047529011, - "size": 25, - "orderCount": 1 - }, - { - "priceNanos": 80077529011, - "size": 45, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:07.657Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678757125577, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678752125577, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678742125577, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 1678692125577, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 1678672125577, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678762125577, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 1678812125577, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 1678852125577, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 1678892125577, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678942125577, - "size": 8, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:07.667Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350003631353, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350033631353, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350073631353, - "size": 67, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350093631353, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:07.721Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566533, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:07.770Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74982951467, - "size": 59, - "orderCount": 14 - }, - { - "priceNanos": 74932951467, - "size": 94, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75072951467, - "size": 24, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75092951467, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 75112951467, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 75132951467, - "size": 26, - "orderCount": 8 - }, - { - "priceNanos": 75152951467, - "size": 90, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.854Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566535, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189781841686, - "size": 99, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189761841686, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 189711841686, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189661841686, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189631841686, - "size": 33, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189841841686, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 189851841686, - "size": 36, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.931Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539644341, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823519644341, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 4823499644341, - "size": 71, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823559644341, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 4823569644341, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 4823609644341, - "size": 96, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823659644341, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 4823699644341, - "size": 74, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.962Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566537, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823428019100, - "size": 13, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823408019100, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 4823378019100, - "size": 28, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823498019100, - "size": 33, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823548019100, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 4823568019100, - "size": 16, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:07.997Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566538, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79914180873, - "size": 83, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79874180873, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 79824180873, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 79804180873, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 79754180873, - "size": 59, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79924180873, - "size": 17, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.090Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973109122, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74953109122, - "size": 10, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74933109122, - "size": 44, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74893109122, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74873109122, - "size": 42, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.112Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823404960263, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823384960263, - "size": 13, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823424960263, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 4823444960263, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 4823474960263, - "size": 48, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.181Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000069031, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74965069031, - "size": 94, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75035069031, - "size": 19, - "orderCount": 14 - }, - { - "priceNanos": 75075069031, - "size": 34, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:08.268Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991326065, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349976326065, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 349956326065, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 349946326065, - "size": 37, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350006326065, - "size": 21, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:08.360Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823530429554, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 4823540429554, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 4823580429554, - "size": 57, - "orderCount": 18 - }, - { - "priceNanos": 4823620429554, - "size": 89, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823660429554, - "size": 26, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:08.447Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189701220566, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189696220566, - "size": 1, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189676220566, - "size": 55, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.479Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79900325199, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895325199, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 79875325199, - "size": 77, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79905325199, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 79955325199, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 79995325199, - "size": 39, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80045325199, - "size": 93, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.535Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057326549, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75012326549, - "size": 3, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74962326549, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 74942326549, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 74902326549, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 74872326549, - "size": 27, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75102326549, - "size": 31, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.630Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566547, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970499423, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74930499423, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 74920499423, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 74880499423, - "size": 73, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74850499423, - "size": 92, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75060499423, - "size": 21, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75080499423, - "size": 93, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.653Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678755470357, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678715470357, - "size": 53, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678805470357, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678855470357, - "size": 47, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:08.733Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698565450, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189658565450, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 189608565450, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189578565450, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189528565450, - "size": 64, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738565450, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189778565450, - "size": 30, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.833Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823435171974, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823410171974, - "size": 99, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823460171974, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 4823480171974, - "size": 1, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:08.921Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566551, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349984291072, - "size": 52, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350074291072, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 350094291072, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350114291072, - "size": 23, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350144291072, - "size": 65, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:08.982Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984588209, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74939588209, - "size": 26, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74889588209, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 74869588209, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 74859588209, - "size": 11, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.053Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906399639, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349891399639, - "size": 5, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349921399639, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 349971399639, - "size": 38, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 349991399639, - "size": 92, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.066Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484213267, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823479213267, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 4823449213267, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 4823429213267, - "size": 53, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823489213267, - "size": 13, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823529213267, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823549213267, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 4823589213267, - "size": 82, - "orderCount": 5 - }, - { - "priceNanos": 4823609213267, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.166Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75002255164, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74997255164, - "size": 68, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75007255164, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 75027255164, - "size": 92, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75037255164, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 75087255164, - "size": 75, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.197Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566556, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349886969406, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349966969406, - "size": 78, - "orderCount": 2 - }, - { - "priceNanos": 349996969406, - "size": 99, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.222Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566557, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823361811123, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 4823321811123, - "size": 25, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441811123, - "size": 66, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823471811123, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 4823491811123, - "size": 99, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823501811123, - "size": 69, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823531811123, - "size": 41, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:09.274Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189701683324, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189666683324, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 189646683324, - "size": 74, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189596683324, - "size": 46, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189736683324, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189776683324, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 189786683324, - "size": 19, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:09.334Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566559, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678819903036, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678799903036, - "size": 88, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678769903036, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 1678739903036, - "size": 48, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678729903036, - "size": 21, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678859903036, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678899903036, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 1678919903036, - "size": 20, - "orderCount": 4 - }, - { - "priceNanos": 1678959903036, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 1679009903036, - "size": 61, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.412Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566560, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812099129, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189822099129, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 189862099129, - "size": 95, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189902099129, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 189932099129, - "size": 43, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189942099129, - "size": 40, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.426Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566561, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678740597342, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705597342, - "size": 19, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678775597342, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 1678795597342, - "size": 49, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:09.479Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566562, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823470656942, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 4823520656942, - "size": 99, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:09.573Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568092404, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543092404, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 4823493092404, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 4823473092404, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823453092404, - "size": 7, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823433092404, - "size": 54, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823593092404, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 4823643092404, - "size": 34, - "orderCount": 20 - }, - { - "priceNanos": 4823683092404, - "size": 76, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:09.598Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75039609902, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74989609902, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74949609902, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 74899609902, - "size": 5, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74859609902, - "size": 64, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75089609902, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75139609902, - "size": 76, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.652Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038588324, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75033588324, - "size": 74, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74993588324, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 74973588324, - "size": 43, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043588324, - "size": 50, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.703Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80077782087, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80062782087, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80022782087, - "size": 31, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80092782087, - "size": 33, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.748Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79979608222, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80004608222, - "size": 17, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80054608222, - "size": 33, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:09.787Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963322243, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.873Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907965281, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882965281, - "size": 9, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79872965281, - "size": 27, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79932965281, - "size": 6, - "orderCount": 7 - }, - { - "priceNanos": 79942965281, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 79962965281, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 80002965281, - "size": 51, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:09.961Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997393687, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74982393687, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 74932393687, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 74892393687, - "size": 37, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:10.004Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824022808, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678774022808, - "size": 10, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678874022808, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 1678904022808, - "size": 42, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:10.030Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220005456560, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219990456560, - "size": 12, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219960456560, - "size": 50, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220020456560, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 220030456560, - "size": 5, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220080456560, - "size": 31, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:10.120Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990694946, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79970694946, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 79930694946, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79920694946, - "size": 66, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80010694946, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80030694946, - "size": 32, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80040694946, - "size": 31, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.197Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823472650171, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 4823522650171, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 4823572650171, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823592650171, - "size": 64, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566575, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74871038934, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 74861038934, - "size": 13, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74951038934, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74961038934, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74981038934, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 74991038934, - "size": 37, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.325Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189837239482, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189832239482, - "size": 96, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189842239482, - "size": 72, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:10.391Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566577, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.434Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189769415305, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189744415305, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 189724415305, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189674415305, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 189664415305, - "size": 49, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189794415305, - "size": 83, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189814415305, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 189844415305, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 189874415305, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 189884415305, - "size": 31, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:10.458Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566579, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678724200931, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 1678684200931, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 1678654200931, - "size": 2, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678764200931, - "size": 53, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678804200931, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 1678814200931, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 1678854200931, - "size": 74, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678894200931, - "size": 21, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.550Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048729733, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80043729733, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79993729733, - "size": 67, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79953729733, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 79933729733, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 79883729733, - "size": 82, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:10.560Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566581, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046444312, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74996444312, - "size": 90, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75056444312, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 75066444312, - "size": 80, - "orderCount": 2 - }, - { - "priceNanos": 75096444312, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 75136444312, - "size": 26, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75166444312, - "size": 74, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.609Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566582, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349869663164, - "size": 67, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349849663164, - "size": 62, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349809663164, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 349779663164, - "size": 2, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349939663164, - "size": 16, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 349979663164, - "size": 19, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350019663164, - "size": 7, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350069663164, - "size": 91, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350099663164, - "size": 62, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.673Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350077070954, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350052070954, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 350032070954, - "size": 30, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349982070954, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 349932070954, - "size": 2, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350102070954, - "size": 12, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.691Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566584, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80060249346, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 80020249346, - "size": 82, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80010249346, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 79970249346, - "size": 57, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80130249346, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80140249346, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 80180249346, - "size": 26, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:10.737Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566585, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350058860811, - "size": 4, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350088860811, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 350128860811, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350148860811, - "size": 81, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.795Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219999659404, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220014659404, - "size": 63, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:10.876Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823478238207, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823438238207, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 4823408238207, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 4823378238207, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 4823348238207, - "size": 70, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823298238207, - "size": 61, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:10.958Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773381271, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678743381271, - "size": 91, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678803381271, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678823381271, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 1678873381271, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 1678883381271, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678913381271, - "size": 38, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.034Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653190837, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189608190837, - "size": 26, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189588190837, - "size": 75, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189568190837, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189538190837, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 189518190837, - "size": 64, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189698190837, - "size": 85, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.062Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047205117, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350012205117, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349972205117, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 349932205117, - "size": 44, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350082205117, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350102205117, - "size": 51, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350122205117, - "size": 47, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350172205117, - "size": 38, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.099Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75027128085, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74997128085, - "size": 5, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74987128085, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74947128085, - "size": 6, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74927128085, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 74897128085, - "size": 29, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75057128085, - "size": 2, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:11.139Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515718081, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823495718081, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 4823455718081, - "size": 54, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823415718081, - "size": 93, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823535718081, - "size": 59, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823575718081, - "size": 95, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:11.233Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79985925285, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79950925285, - "size": 71, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79900925285, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 79890925285, - "size": 36, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80020925285, - "size": 1, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80030925285, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 80070925285, - "size": 27, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:11.298Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566594, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74892313506, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 74872313506, - "size": 24, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74942313506, - "size": 85, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74962313506, - "size": 37, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74982313506, - "size": 37, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:11.349Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349933773702, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349898773702, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 349858773702, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349838773702, - "size": 100, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349788773702, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 349778773702, - "size": 36, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349968773702, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 350018773702, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:11.385Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75088563381, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75083563381, - "size": 38, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75093563381, - "size": 48, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75133563381, - "size": 93, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:11.469Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713574382, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678693574382, - "size": 22, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678673574382, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 1678653574382, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678633574382, - "size": 79, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678733574382, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 1678783574382, - "size": 57, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.513Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891485082, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678881485082, - "size": 92, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:11.573Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80070963885, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80020963885, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80010963885, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 79990963885, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79980963885, - "size": 12, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80120963885, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 80170963885, - "size": 53, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80210963885, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 80220963885, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80230963885, - "size": 65, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.633Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566600, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349926675638, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 349876675638, - "size": 46, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349956675638, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 349966675638, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 349996675638, - "size": 74, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.716Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350081093984, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350076093984, - "size": 42, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350026093984, - "size": 76, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350086093984, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 350136093984, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 350146093984, - "size": 60, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:11.814Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80029180716, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80014180716, - "size": 50, - "orderCount": 14 - }, - { - "priceNanos": 79984180716, - "size": 38, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79964180716, - "size": 6, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79954180716, - "size": 1, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80044180716, - "size": 36, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80094180716, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 80114180716, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 80164180716, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80214180716, - "size": 99, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:11.862Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566603, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447754275, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823487754275, - "size": 6, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.899Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566604, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350059574304, - "size": 75, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350119574304, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 350129574304, - "size": 100, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350149574304, - "size": 91, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:11.948Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988772932, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219958772932, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 219908772932, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 219888772932, - "size": 58, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220018772932, - "size": 92, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220038772932, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220068772932, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220098772932, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 220138772932, - "size": 85, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.033Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910403412, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74915403412, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 74935403412, - "size": 38, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74945403412, - "size": 57, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:12.075Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666451550, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189656451550, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 189616451550, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189606451550, - "size": 78, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189676451550, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.130Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566608, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74938585181, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74888585181, - "size": 21, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74878585181, - "size": 69, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74868585181, - "size": 42, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74948585181, - "size": 21, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74968585181, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 74978585181, - "size": 30, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74988585181, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 75018585181, - "size": 79, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:12.206Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80037409451, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79992409451, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 79962409451, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79932409451, - "size": 74, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80082409451, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 80092409451, - "size": 39, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80112409451, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 80162409451, - "size": 77, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:12.284Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490697293, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823460697293, - "size": 45, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823440697293, - "size": 80, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823390697293, - "size": 64, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823520697293, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823540697293, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823590697293, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 4823640697293, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 4823660697293, - "size": 47, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.365Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74942690090, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74937690090, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 74907690090, - "size": 86, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74867690090, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 74837690090, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74787690090, - "size": 97, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74947690090, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74977690090, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 75007690090, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75027690090, - "size": 21, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.451Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350063363481, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350018363481, - "size": 87, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349998363481, - "size": 46, - "orderCount": 19 - }, - { - "priceNanos": 349958363481, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349948363481, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 349928363481, - "size": 15, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350108363481, - "size": 15, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350148363481, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350178363481, - "size": 16, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:12.538Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189823705902, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189773705902, - "size": 78, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189873705902, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 189893705902, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 189933705902, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189953705902, - "size": 82, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.569Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566614, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:12.646Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823494494281, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823459494281, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 4823429494281, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 4823379494281, - "size": 78, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.685Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566616, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678774825736, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 1678724825736, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678704825736, - "size": 88, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678674825736, - "size": 41, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854825736, - "size": 44, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678894825736, - "size": 34, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:12.711Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349963686945, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349958686945, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349918686945, - "size": 41, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349898686945, - "size": 75, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349968686945, - "size": 15, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:12.794Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678700633299, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 1678680633299, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678740633299, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678760633299, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 1678770633299, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 1678820633299, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678830633299, - "size": 59, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:12.813Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566619, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678751585831, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 1678731585831, - "size": 59, - "orderCount": 1 - }, - { - "priceNanos": 1678701585831, - "size": 44, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:12.913Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483844991, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823478844991, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 4823448844991, - "size": 59, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823488844991, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 4823508844991, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823518844991, - "size": 47, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.000Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349950395611, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 349940395611, - "size": 37, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349970395611, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 350000395611, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 350010395611, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 350050395611, - "size": 72, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.048Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566622, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.082Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706352203, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678696352203, - "size": 100, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678716352203, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 1678756352203, - "size": 60, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678776352203, - "size": 94, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.173Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820073484, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678775073484, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 1678765073484, - "size": 45, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678865073484, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678875073484, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 1678925073484, - "size": 27, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:13.184Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063575034, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75018575034, - "size": 23, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75108575034, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 75138575034, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75148575034, - "size": 46, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.195Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566626, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349966558767, - "size": 52, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349946558767, - "size": 82, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349926558767, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:13.267Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063754644, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:13.300Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566628, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678841149612, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678821149612, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 1678781149612, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 1678741149612, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678731149612, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678711149612, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678861149612, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678911149612, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 1678931149612, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 1678961149612, - "size": 62, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:13.360Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823572110607, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823527110607, - "size": 80, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823517110607, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 4823477110607, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 4823447110607, - "size": 36, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823617110607, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 4823647110607, - "size": 3, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:13.371Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035329089, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79995329089, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 79985329089, - "size": 59, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79975329089, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79935329089, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 79895329089, - "size": 95, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80075329089, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 80105329089, - "size": 99, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80125329089, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 80165329089, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 80175329089, - "size": 49, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:13.426Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566631, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189774834560, - "size": 43, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.476Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566632, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79993888696, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 79983888696, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 79933888696, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 79903888696, - "size": 18, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80073888696, - "size": 70, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.500Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566633, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349927880159, - "size": 34, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 349967880159, - "size": 78, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.566Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678793421142, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678758421142, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 1678708421142, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 1678678421142, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 1678628421142, - "size": 37, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678618421142, - "size": 76, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678828421142, - "size": 85, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.585Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566635, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678794922260, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 1678784922260, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 1678754922260, - "size": 28, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678854922260, - "size": 99, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678864922260, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 1678874922260, - "size": 60, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.637Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219938642376, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219893642376, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 219883642376, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219873642376, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219843642376, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219803642376, - "size": 6, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219983642376, - "size": 1, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.659Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566637, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678801518959, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 1678761518959, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 1678741518959, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 1678691518959, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 1678641518959, - "size": 32, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678821518959, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 1678841518959, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678861518959, - "size": 60, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.749Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566638, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219941583394, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 219911583394, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220041583394, - "size": 78, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220061583394, - "size": 9, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220091583394, - "size": 37, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.803Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823474787872, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823424787872, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 4823394787872, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 4823384787872, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 4823334787872, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823314787872, - "size": 49, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823524787872, - "size": 25, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823574787872, - "size": 78, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.896Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821888948, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678771888948, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678731888948, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 1678691888948, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 1678641888948, - "size": 18, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678871888948, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 1678921888948, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 1678941888948, - "size": 34, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.963Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056749354, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80011749354, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 80001749354, - "size": 28, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79981749354, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 79971749354, - "size": 20, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80101749354, - "size": 20, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80111749354, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 80151749354, - "size": 27, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:13.975Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659611328, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189644611328, - "size": 88, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189604611328, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189574611328, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 189534611328, - "size": 11, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.030Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566643, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349929176168, - "size": 90, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 349989176168, - "size": 11, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.054Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566644, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823424375911, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 4823414375911, - "size": 97, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:14.083Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716001120, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189686001120, - "size": 67, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189666001120, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 189646001120, - "size": 91, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189626001120, - "size": 14, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189746001120, - "size": 52, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189766001120, - "size": 60, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:14.151Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189800395189, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189765395189, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 189755395189, - "size": 91, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189705395189, - "size": 94, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189695395189, - "size": 17, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189835395189, - "size": 96, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189885395189, - "size": 81, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.250Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566647, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189683894424, - "size": 7, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189673894424, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 189643894424, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 189603894424, - "size": 66, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189733894424, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 189773894424, - "size": 93, - "orderCount": 11 - }, - { - "priceNanos": 189783894424, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 189833894424, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189873894424, - "size": 8, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:14.266Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066011740, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75046011740, - "size": 44, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74996011740, - "size": 61, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74946011740, - "size": 71, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74916011740, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 74866011740, - "size": 2, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75086011740, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 75106011740, - "size": 92, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:14.337Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189704570170, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189664570170, - "size": 95, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189744570170, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 189764570170, - "size": 19, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189794570170, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 189804570170, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 189814570170, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.396Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566650, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678704416015, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678684416015, - "size": 16, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678734416015, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 1678744416015, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 1678774416015, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 1678794416015, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 1678834416015, - "size": 37, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:14.490Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566651, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823488407586, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823448407586, - "size": 71, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823508407586, - "size": 91, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823528407586, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 4823558407586, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823568407586, - "size": 94, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.574Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678746833221, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678696833221, - "size": 94, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678676833221, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678656833221, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 1678636833221, - "size": 4, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678596833221, - "size": 96, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678796833221, - "size": 95, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.652Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678809757094, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678804757094, - "size": 35, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678794757094, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 1678744757094, - "size": 40, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678814757094, - "size": 66, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.735Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566654, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220010925571, - "size": 54, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219980925571, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 219940925571, - "size": 73, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220100925571, - "size": 21, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220130925571, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220150925571, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220160925571, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 220210925571, - "size": 19, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:14.787Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800487156, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678765487156, - "size": 51, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678835487156, - "size": 22, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678885487156, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:14.852Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566656, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823454007783, - "size": 81, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823404007783, - "size": 9, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823384007783, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 4823364007783, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.944Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721063468, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678711063468, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678671063468, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 1678631063468, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678611063468, - "size": 34, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678601063468, - "size": 57, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678731063468, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 1678751063468, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 1678791063468, - "size": 18, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:14.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075741928, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80045741928, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80015741928, - "size": 33, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80005741928, - "size": 90, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79955741928, - "size": 71, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80105741928, - "size": 77, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.062Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80045255668, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015255668, - "size": 77, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79965255668, - "size": 42, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79925255668, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 79895255668, - "size": 15, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79845255668, - "size": 89, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80075255668, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80125255668, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80165255668, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 80185255668, - "size": 46, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.107Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566660, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74983801425, - "size": 34, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:15.197Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350094017749, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350044017749, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 349994017749, - "size": 11, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349944017749, - "size": 17, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349934017749, - "size": 95, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350144017749, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 350154017749, - "size": 60, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:15.269Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79944760129, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79899760129, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79869760129, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 79829760129, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79809760129, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 79759760129, - "size": 88, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79989760129, - "size": 10, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.318Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456384764, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411384764, - "size": 5, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823371384764, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 4823331384764, - "size": 36, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823301384764, - "size": 71, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823501384764, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 4823541384764, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823571384764, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 4823581384764, - "size": 50, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057611960, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027611960, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79987611960, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 79967611960, - "size": 27, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80087611960, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 80117611960, - "size": 81, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80157611960, - "size": 94, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.394Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220085636932, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.453Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823506563567, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823466563567, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 4823436563567, - "size": 70, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823406563567, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 4823376563567, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 4823346563567, - "size": 20, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823546563567, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 4823576563567, - "size": 99, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.522Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566667, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678687563486, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 1678677563486, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 1678627563486, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 1678607563486, - "size": 68, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678787563486, - "size": 41, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678837563486, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 1678867563486, - "size": 37, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.610Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062134549, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80017134549, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 79977134549, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 79937134549, - "size": 64, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79927134549, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79887134549, - "size": 43, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80107134549, - "size": 42, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80127134549, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 80137134549, - "size": 99, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80157134549, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80187134549, - "size": 75, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:15.643Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566669, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823549609035, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 4823529609035, - "size": 21, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823499609035, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823469609035, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823619609035, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 4823649609035, - "size": 31, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823689609035, - "size": 46, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.696Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75041433918, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74996433918, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74966433918, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 74936433918, - "size": 87, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74896433918, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 74866433918, - "size": 48, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75086433918, - "size": 44, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75116433918, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75156433918, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 75186433918, - "size": 14, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:15.782Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79962252744, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 79952252744, - "size": 98, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79982252744, - "size": 61, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80002252744, - "size": 53, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.874Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189752593610, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189722593610, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189702593610, - "size": 63, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189782593610, - "size": 55, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189832593610, - "size": 13, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189862593610, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 189902593610, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189942593610, - "size": 83, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.972Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034460766, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75019460766, - "size": 10, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74989460766, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74939460766, - "size": 97, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75049460766, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 75079460766, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 75119460766, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 75139460766, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75179460766, - "size": 53, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:15.992Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349959727543, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349954727543, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 349904727543, - "size": 23, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349964727543, - "size": 17, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350004727543, - "size": 55, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.021Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927920146, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349912920146, - "size": 26, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349892920146, - "size": 50, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349852920146, - "size": 58, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349942920146, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 349972920146, - "size": 37, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:16.117Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189758658003, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189738658003, - "size": 66, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189778658003, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 189798658003, - "size": 49, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.159Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219909995898, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219879995898, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 219859995898, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 219849995898, - "size": 2, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.238Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516514128, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823491514128, - "size": 39, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823471514128, - "size": 55, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541514128, - "size": 18, - "orderCount": 17 - }, - { - "priceNanos": 4823581514128, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 4823631514128, - "size": 16, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823651514128, - "size": 28, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.296Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026707240, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79986707240, - "size": 34, - "orderCount": 13 - }, - { - "priceNanos": 79946707240, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80066707240, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 80096707240, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80146707240, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 80176707240, - "size": 41, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.337Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566680, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980118133, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350020118133, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 350040118133, - "size": 22, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350060118133, - "size": 10, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.411Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823408887141, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823393887141, - "size": 67, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823343887141, - "size": 50, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823423887141, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 4823433887141, - "size": 26, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823473887141, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 4823523887141, - "size": 31, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823553887141, - "size": 28, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.464Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566682, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.502Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783683433, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678768683433, - "size": 2, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678758683433, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678728683433, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 1678678683433, - "size": 64, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678798683433, - "size": 27, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678848683433, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 1678898683433, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 1678928683433, - "size": 64, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.584Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74951021210, - "size": 41, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74971021210, - "size": 49, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75021021210, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.616Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566685, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75044814744, - "size": 25, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75024814744, - "size": 71, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75084814744, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 75134814744, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75174814744, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.638Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189806370200, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189856370200, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 189866370200, - "size": 65, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189876370200, - "size": 46, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005437767, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80000437767, - "size": 81, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79960437767, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 79910437767, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79870437767, - "size": 74, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:16.772Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967679885, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79962679885, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 79942679885, - "size": 90, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79892679885, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 79842679885, - "size": 40, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79972679885, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 79992679885, - "size": 23, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80032679885, - "size": 22, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80082679885, - "size": 59, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.852Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014173837, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220044173837, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 220084173837, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220124173837, - "size": 95, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220144173837, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220164173837, - "size": 36, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:16.893Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823563042954, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823583042954, - "size": 31, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823633042954, - "size": 62, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:16.977Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823475898390, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465898390, - "size": 85, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823485898390, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 4823535898390, - "size": 88, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823575898390, - "size": 30, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823605898390, - "size": 66, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823635898390, - "size": 99, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.009Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065773264, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80055773264, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 80005773264, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 79955773264, - "size": 79, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80075773264, - "size": 50, - "orderCount": 20 - }, - { - "priceNanos": 80095773264, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 80105773264, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80115773264, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 80165773264, - "size": 92, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.077Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75004008718, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974008718, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74934008718, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74914008718, - "size": 93, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75034008718, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 75044008718, - "size": 90, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75054008718, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75084008718, - "size": 17, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.174Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566694, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935559318, - "size": 70, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79885559318, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79855559318, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 79845559318, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 79835559318, - "size": 13, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015559318, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 80025559318, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:17.209Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922845441, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79892845441, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79872845441, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.279Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678786370509, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678766370509, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 1678746370509, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 1678706370509, - "size": 56, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.373Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566697, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219983563981, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948563981, - "size": 92, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220018563981, - "size": 16, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220038563981, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 220058563981, - "size": 37, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:17.429Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991733603, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349946733603, - "size": 94, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350036733603, - "size": 42, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350066733603, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 350076733603, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 350096733603, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350136733603, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:17.489Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823440940777, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823420940777, - "size": 92, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823410940777, - "size": 47, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823360940777, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823310940777, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823280940777, - "size": 67, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823460940777, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 4823510940777, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.581Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566700, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678838673127, - "size": 9, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678798673127, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 1678758673127, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678708673127, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 1678678673127, - "size": 72, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678938673127, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 1678968673127, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1679018673127, - "size": 77, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.643Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79968624206, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80008624206, - "size": 85, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:17.741Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566702, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219991303056, - "size": 52, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219951303056, - "size": 39, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220021303056, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220061303056, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 220081303056, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 220121303056, - "size": 37, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:17.839Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823446053122, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823396053122, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 4823346053122, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823326053122, - "size": 25, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823496053122, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823526053122, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823546053122, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823596053122, - "size": 49, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823646053122, - "size": 1, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:17.861Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678789684884, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678764684884, - "size": 41, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678814684884, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 1678854684884, - "size": 62, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:17.941Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220045378796, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220020378796, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219990378796, - "size": 70, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219960378796, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 219920378796, - "size": 58, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220070378796, - "size": 35, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220080378796, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 220130378796, - "size": 9, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:18.017Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566706, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80019243588, - "size": 92, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80059243588, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 80079243588, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80129243588, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80169243588, - "size": 96, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80179243588, - "size": 56, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.047Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189745837614, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189725837614, - "size": 54, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189715837614, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 189665837614, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 189655837614, - "size": 23, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189765837614, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189775837614, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 189825837614, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189875837614, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 189925837614, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:18.080Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566708, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79890678759, - "size": 84, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79970678759, - "size": 36, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.161Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954403381, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74934403381, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 74884403381, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 74864403381, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 74854403381, - "size": 80, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:18.192Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566710, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80035329179, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 80005329179, - "size": 87, - "orderCount": 20 - }, - { - "priceNanos": 79965329179, - "size": 4, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80085329179, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 80115329179, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80135329179, - "size": 25, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:18.216Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827415469, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812415469, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 1678772415469, - "size": 70, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678752415469, - "size": 100, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842415469, - "size": 95, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678892415469, - "size": 27, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:18.265Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037527986, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350087527986, - "size": 86, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:18.353Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823598256766, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548256766, - "size": 3, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823538256766, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 4823488256766, - "size": 5, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823468256766, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 4823438256766, - "size": 65, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823648256766, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 4823678256766, - "size": 25, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.376Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566714, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80035669307, - "size": 25, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80015669307, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 79995669307, - "size": 41, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79985669307, - "size": 49, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79965669307, - "size": 38, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80085669307, - "size": 47, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80125669307, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 80145669307, - "size": 88, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:18.401Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033273136, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74983273136, - "size": 6, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74973273136, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 74923273136, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 74883273136, - "size": 1, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75083273136, - "size": 56, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:18.468Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823444402983, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823404402983, - "size": 13, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823484402983, - "size": 26, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:18.484Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566717, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678856640258, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678851640258, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678831640258, - "size": 83, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678861640258, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 1678911640258, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 1678931640258, - "size": 57, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678961640258, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:18.540Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468579832, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823483579832, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 4823523579832, - "size": 19, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823563579832, - "size": 66, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:18.614Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79904341095, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79879341095, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 79829341095, - "size": 85, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79929341095, - "size": 99, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79979341095, - "size": 21, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.683Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566720, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349903600626, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349933600626, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 349953600626, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 350003600626, - "size": 64, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.695Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350058596531, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350023596531, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 349993596531, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349973596531, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 349963596531, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349933596531, - "size": 51, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350093596531, - "size": 89, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.786Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566722, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349874896957, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 349854896957, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 349844896957, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349814896957, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349974896957, - "size": 26, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349984896957, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 350024896957, - "size": 9, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350054896957, - "size": 12, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:18.830Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219951853847, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219936853847, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219926853847, - "size": 64, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.898Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349960443672, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910443672, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 349890443672, - "size": 59, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349870443672, - "size": 33, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350010443672, - "size": 62, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:18.976Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79989580036, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79939580036, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 79919580036, - "size": 98, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79899580036, - "size": 34, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.032Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566726, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79894481703, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 79844481703, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79794481703, - "size": 71, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79774481703, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 79734481703, - "size": 4, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934481703, - "size": 34, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79984481703, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80004481703, - "size": 2, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.125Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566727, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75009331126, - "size": 35, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74969331126, - "size": 35, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74919331126, - "size": 50, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74889331126, - "size": 82, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75039331126, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75089331126, - "size": 56, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.137Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848773217, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833773217, - "size": 72, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678783773217, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678773773217, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 1678723773217, - "size": 32, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678683773217, - "size": 18, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863773217, - "size": 99, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.205Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780828950, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189765828950, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189755828950, - "size": 13, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189795828950, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 189835828950, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 189885828950, - "size": 84, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:19.243Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219994173402, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219984173402, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 219934173402, - "size": 26, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219884173402, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 219854173402, - "size": 2, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220004173402, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 220054173402, - "size": 96, - "orderCount": 1 - }, - { - "priceNanos": 220084173402, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220104173402, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:19.296Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219955635114, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219920635114, - "size": 66, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219990635114, - "size": 17, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:19.334Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566732, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219904056470, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219869056470, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219829056470, - "size": 17, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219939056470, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219959056470, - "size": 26, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220009056470, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 220059056470, - "size": 71, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220099056470, - "size": 79, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:19.424Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349921957484, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349916957484, - "size": 94, - "orderCount": 4 - }, - { - "priceNanos": 349906957484, - "size": 92, - "orderCount": 1 - }, - { - "priceNanos": 349876957484, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349866957484, - "size": 72, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349836957484, - "size": 8, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.464Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189667888452, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189632888452, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 189622888452, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 189582888452, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 189572888452, - "size": 84, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189702888452, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 189742888452, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 189782888452, - "size": 14, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.486Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75089577739, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75064577739, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 75024577739, - "size": 31, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75114577739, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 75154577739, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 75164577739, - "size": 41, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.512Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566736, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831262672, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678821262672, - "size": 87, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678771262672, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 1678741262672, - "size": 78, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678841262672, - "size": 47, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.555Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477800389, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823467800389, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 4823437800389, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 4823397800389, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823387800389, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 4823337800389, - "size": 42, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823487800389, - "size": 31, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823517800389, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823537800389, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 4823567800389, - "size": 55, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.571Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823474787307, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823504787307, - "size": 18, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:19.668Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566739, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823580950522, - "size": 90, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823530950522, - "size": 81, - "orderCount": 20 - }, - { - "priceNanos": 4823480950522, - "size": 59, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.736Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566740, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678869201859, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 1678819201859, - "size": 15, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678899201859, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678939201859, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 1678979201859, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 1679029201859, - "size": 8, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.822Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566741, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80137432595, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 80157432595, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 80177432595, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 80207432595, - "size": 63, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:19.843Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349934025445, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349889025445, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 349879025445, - "size": 83, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349979025445, - "size": 9, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350019025445, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 350059025445, - "size": 30, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350109025445, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350139025445, - "size": 32, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.855Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823521977207, - "size": 25, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823501977207, - "size": 73, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823471977207, - "size": 98, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823431977207, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823391977207, - "size": 4, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823591977207, - "size": 92, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823611977207, - "size": 3, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:19.915Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566744, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823522374173, - "size": 83, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823552374173, - "size": 58, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823582374173, - "size": 28, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:19.997Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566745, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823538307099, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823488307099, - "size": 96, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823468307099, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 4823418307099, - "size": 90, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823548307099, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823578307099, - "size": 52, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.064Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566746, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74941367784, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74971367784, - "size": 22, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75011367784, - "size": 82, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75051367784, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 75091367784, - "size": 73, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.103Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566747, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80014171392, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79964171392, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 79944171392, - "size": 30, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79904171392, - "size": 23, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.137Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350021123687, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349981123687, - "size": 83, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349931123687, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 349881123687, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349851123687, - "size": 90, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350061123687, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 350101123687, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 350111123687, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 350121123687, - "size": 18, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:20.179Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035307975, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75030307975, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 74980307975, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75040307975, - "size": 43, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75090307975, - "size": 2, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75100307975, - "size": 47, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:20.210Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219994874728, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219984874728, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 219974874728, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 219954874728, - "size": 64, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220004874728, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.259Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566751, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678744742944, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 1678694742944, - "size": 85, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678654742944, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 1678614742944, - "size": 96, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678574742944, - "size": 33, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678794742944, - "size": 91, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.341Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500806936, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823465806936, - "size": 43, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823415806936, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 4823405806936, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 4823385806936, - "size": 33, - "orderCount": 9 - }, - { - "priceNanos": 4823375806936, - "size": 51, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823535806936, - "size": 34, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823555806936, - "size": 67, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.402Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349990932387, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349985932387, - "size": 35, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349955932387, - "size": 90, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.490Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220031239470, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220001239470, - "size": 34, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219971239470, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219941239470, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 219921239470, - "size": 64, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220061239470, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220111239470, - "size": 85, - "orderCount": 3 - }, - { - "priceNanos": 220121239470, - "size": 78, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220171239470, - "size": 60, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:20.535Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812153691, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678797153691, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 1678747153691, - "size": 69, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678697153691, - "size": 29, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678827153691, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 1678847153691, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 1678867153691, - "size": 79, - "orderCount": 14 - }, - { - "priceNanos": 1678907153691, - "size": 20, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.598Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566756, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75057496561, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 75047496561, - "size": 42, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75077496561, - "size": 63, - "orderCount": 11 - }, - { - "priceNanos": 75117496561, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 75157496561, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 75207496561, - "size": 48, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.665Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823463625605, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.678Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823524422606, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823509422606, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 4823459422606, - "size": 37, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823539422606, - "size": 45, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823559422606, - "size": 17, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823579422606, - "size": 93, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:20.714Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220027544060, - "size": 32, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220007544060, - "size": 51, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220087544060, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 220117544060, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220147544060, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 220197544060, - "size": 57, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.775Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566760, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79870541385, - "size": 77, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79860541385, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79850541385, - "size": 92, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79840541385, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79830541385, - "size": 38, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79930541385, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 79970541385, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80020541385, - "size": 62, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80070541385, - "size": 20, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.855Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566761, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189819497455, - "size": 26, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:20.948Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349995290438, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349975290438, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 349965290438, - "size": 99, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350015290438, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 350045290438, - "size": 63, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350095290438, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 350135290438, - "size": 87, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:20.972Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566763, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678800498143, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 1678780498143, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678770498143, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 1678730498143, - "size": 44, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678850498143, - "size": 13, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678890498143, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678940498143, - "size": 89, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678980498143, - "size": 67, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.000Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79901471770, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79886471770, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79916471770, - "size": 31, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.098Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566765, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79954329099, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 79904329099, - "size": 25, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79854329099, - "size": 85, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79814329099, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79964329099, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 79984329099, - "size": 82, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79994329099, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 80034329099, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80074329099, - "size": 79, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:21.194Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678856889304, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678806889304, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678766889304, - "size": 36, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678716889304, - "size": 6, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906889304, - "size": 68, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.294Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566767, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678765241722, - "size": 64, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678815241722, - "size": 49, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:21.378Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073829185, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75038829185, - "size": 20, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75108829185, - "size": 74, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75148829185, - "size": 41, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:21.435Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902841411, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79912841411, - "size": 35, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79952841411, - "size": 77, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79962841411, - "size": 9, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.487Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429362371, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823414362371, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 4823374362371, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 4823354362371, - "size": 84, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823334362371, - "size": 35, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823444362371, - "size": 21, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.521Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566771, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993492289, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74943492289, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 74913492289, - "size": 75, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74863492289, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 74843492289, - "size": 63, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043492289, - "size": 22, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75063492289, - "size": 96, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.571Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566772, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220050689629, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 220020689629, - "size": 1, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220100689629, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 220110689629, - "size": 85, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220120689629, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 220140689629, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 220190689629, - "size": 20, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:21.636Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566773, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74947802263, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 74917802263, - "size": 69, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74897802263, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 74877802263, - "size": 41, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74827802263, - "size": 87, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:21.657Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566774, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033135571, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75023135571, - "size": 47, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75003135571, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 74953135571, - "size": 67, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74913135571, - "size": 66, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74893135571, - "size": 3, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043135571, - "size": 34, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:21.695Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566775, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823579661119, - "size": 33, - "orderCount": 18 - }, - { - "priceNanos": 4823559661119, - "size": 85, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.719Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665643869, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189650643869, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189620643869, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 189600643869, - "size": 62, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189680643869, - "size": 27, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.776Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566777, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713285046, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678693285046, - "size": 1, - "orderCount": 11 - }, - { - "priceNanos": 1678663285046, - "size": 30, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678733285046, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 1678743285046, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 1678793285046, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 1678803285046, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 1678853285046, - "size": 93, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:21.824Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566778, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75024880336, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 75014880336, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 75004880336, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 74994880336, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 74944880336, - "size": 60, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75054880336, - "size": 50, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75074880336, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75124880336, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75134880336, - "size": 84, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.883Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566779, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189713849168, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:21.943Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588322778, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543322778, - "size": 6, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823513322778, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 4823503322778, - "size": 63, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823633322778, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 4823673322778, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 4823703322778, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 4823753322778, - "size": 24, - "orderCount": 20 - }, - { - "priceNanos": 4823783322778, - "size": 1, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.974Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189778098364, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189758098364, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189738098364, - "size": 72, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189728098364, - "size": 87, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189678098364, - "size": 6, - "orderCount": 15 - }, - { - "priceNanos": 189638098364, - "size": 85, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189798098364, - "size": 10, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189838098364, - "size": 77, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189848098364, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189878098364, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 189908098364, - "size": 37, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:21.995Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74962908490, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74927908490, - "size": 9, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74897908490, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74997908490, - "size": 15, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75027908490, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75037908490, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 75057908490, - "size": 94, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.028Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566783, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79919624448, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 79959624448, - "size": 42, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:22.103Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566784, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79926997425, - "size": 13, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79946997425, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 79976997425, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79986997425, - "size": 43, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:22.190Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566785, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678825724892, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678815724892, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 1678795724892, - "size": 15, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678755724892, - "size": 80, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.264Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566786, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74903863968, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 74863863968, - "size": 93, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74963863968, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 74983863968, - "size": 26, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75013863968, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 75063863968, - "size": 89, - "orderCount": 3 - }, - { - "priceNanos": 75073863968, - "size": 81, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:22.320Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831015163, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678796015163, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 1678766015163, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 1678756015163, - "size": 1, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678726015163, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678676015163, - "size": 53, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678866015163, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 1678876015163, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678886015163, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 1678936015163, - "size": 49, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.374Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678766574242, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678756574242, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 1678716574242, - "size": 1, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.452Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75097134523, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75067134523, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 75037134523, - "size": 40, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75007134523, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74967134523, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 74957134523, - "size": 74, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75127134523, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 75167134523, - "size": 97, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:22.485Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823578384355, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823588384355, - "size": 41, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.527Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566791, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79918471083, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79888471083, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 79868471083, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79848471083, - "size": 35, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.551Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566792, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932096726, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79927096726, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 79907096726, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 79877096726, - "size": 28, - "orderCount": 8 - }, - { - "priceNanos": 79847096726, - "size": 95, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79937096726, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79987096726, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 79997096726, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80037096726, - "size": 56, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:22.612Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566793, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087139696, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75047139696, - "size": 65, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:22.653Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189725889510, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189720889510, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 189710889510, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 189690889510, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 189650889510, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189730889510, - "size": 51, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189750889510, - "size": 27, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189790889510, - "size": 47, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:22.710Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349998793747, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349978793747, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 349938793747, - "size": 84, - "orderCount": 13 - }, - { - "priceNanos": 349888793747, - "size": 71, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350018793747, - "size": 13, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:22.730Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429810320, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823424810320, - "size": 50, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823404810320, - "size": 20, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823354810320, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 4823314810320, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823304810320, - "size": 46, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823434810320, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 4823444810320, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:22.741Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566797, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678878910714, - "size": 16, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678848910714, - "size": 53, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678798910714, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 1678758910714, - "size": 5, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678888910714, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678918910714, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 1678968910714, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 1679018910714, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1679038910714, - "size": 49, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.768Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922976909, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74882976909, - "size": 20, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74842976909, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74832976909, - "size": 6, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74962976909, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 75002976909, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75032976909, - "size": 85, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75042976909, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75082976909, - "size": 93, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:22.807Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566799, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942017274, - "size": 42, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74932017274, - "size": 22, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74962017274, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75002017274, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 75022017274, - "size": 59, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75052017274, - "size": 53, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.903Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566800, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220054313757, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220024313757, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 219994313757, - "size": 11, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219954313757, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 219914313757, - "size": 39, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220084313757, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 220134313757, - "size": 6, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220154313757, - "size": 48, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220184313757, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:22.918Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407718299, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823377718299, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 4823357718299, - "size": 13, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823437718299, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 4823477718299, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823497718299, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823547718299, - "size": 90, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.003Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678893992502, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678923992502, - "size": 8, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678953992502, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1679003992502, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 1679023992502, - "size": 68, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1679053992502, - "size": 13, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.045Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566803, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678897854184, - "size": 19, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678927854184, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678937854184, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.114Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991673011, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941673011, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 74901673011, - "size": 50, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74871673011, - "size": 42, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75041673011, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 75051673011, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 75071673011, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:23.177Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678717770752, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678757770752, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 1678797770752, - "size": 8, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678817770752, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 1678847770752, - "size": 21, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.231Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566806, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:23.322Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566807, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189778739772, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189793739772, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189823739772, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 189863739772, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189913739772, - "size": 18, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:23.373Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416881642, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823376881642, - "size": 70, - "orderCount": 4 - }, - { - "priceNanos": 4823326881642, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 4823306881642, - "size": 84, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823276881642, - "size": 49, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823236881642, - "size": 92, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823456881642, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823506881642, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 4823516881642, - "size": 40, - "orderCount": 14 - }, - { - "priceNanos": 4823546881642, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 4823576881642, - "size": 5, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:23.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094633095, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75069633095, - "size": 89, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75029633095, - "size": 100, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75119633095, - "size": 70, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:23.497Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566810, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823393777919, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 4823383777919, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823363777919, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 4823343777919, - "size": 76, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823413777919, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 4823453777919, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 4823503777919, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 4823543777919, - "size": 96, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:23.579Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059330764, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350109330764, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 350129330764, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350139330764, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 350159330764, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 350199330764, - "size": 49, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:23.656Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566812, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79961774108, - "size": 33, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80051774108, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 80081774108, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 80101774108, - "size": 21, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80151774108, - "size": 38, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80161774108, - "size": 14, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.753Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969362897, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74924362897, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 74874362897, - "size": 83, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74844362897, - "size": 30, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74834362897, - "size": 17, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74784362897, - "size": 4, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.763Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566814, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219937712926, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 219917712926, - "size": 22, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220037712926, - "size": 31, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220077712926, - "size": 49, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220127712926, - "size": 13, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220137712926, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 220187712926, - "size": 79, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:23.779Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992637451, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79957637451, - "size": 5, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79927637451, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 79907637451, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 79887637451, - "size": 88, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80027637451, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 80077637451, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 80097637451, - "size": 61, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:23.852Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497941036, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823467941036, - "size": 57, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823427941036, - "size": 91, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823417941036, - "size": 27, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823397941036, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823527941036, - "size": 76, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823567941036, - "size": 30, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:23.935Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566817, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823500643397, - "size": 1, - "orderCount": 11 - }, - { - "priceNanos": 4823490643397, - "size": 49, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823460643397, - "size": 74, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823550643397, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823570643397, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 4823600643397, - "size": 18, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.020Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219975398644, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219935398644, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 219925398644, - "size": 36, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219895398644, - "size": 3, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219855398644, - "size": 97, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220015398644, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 220045398644, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220065398644, - "size": 58, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220105398644, - "size": 81, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.068Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189651249236, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189611249236, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189581249236, - "size": 24, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189561249236, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189531249236, - "size": 31, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189691249236, - "size": 59, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:24.115Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522636253, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497636253, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 4823447636253, - "size": 33, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823547636253, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 4823587636253, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 4823597636253, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 4823607636253, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 4823657636253, - "size": 32, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.204Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049819674, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75084819674, - "size": 19, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75114819674, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 75164819674, - "size": 17, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.231Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189662946253, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189652946253, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 189602946253, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 189552946253, - "size": 35, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189532946253, - "size": 82, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189672946253, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189692946253, - "size": 55, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189742946253, - "size": 97, - "orderCount": 5 - }, - { - "priceNanos": 189762946253, - "size": 93, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.327Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046046646, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220026046646, - "size": 38, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219986046646, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 219946046646, - "size": 59, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220066046646, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220116046646, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220156046646, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 220196046646, - "size": 87, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.422Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75026756622, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75021756622, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 75001756622, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 74961756622, - "size": 99, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75031756622, - "size": 92, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75081756622, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 75111756622, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 75161756622, - "size": 71, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75211756622, - "size": 31, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.514Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219976165778, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 219946165778, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 219926165778, - "size": 16, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220056165778, - "size": 45, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:24.570Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219991881115, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220001881115, - "size": 87, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220051881115, - "size": 2, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.650Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566827, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823509044518, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823494044518, - "size": 90, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823484044518, - "size": 36, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823524044518, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823544044518, - "size": 21, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823584044518, - "size": 60, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.738Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790571982, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678810571982, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 1678840571982, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678860571982, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 1678870571982, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 1678910571982, - "size": 32, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:24.791Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566829, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74974454690, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74959454690, - "size": 74, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74989454690, - "size": 38, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.844Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992044393, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79977044393, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79927044393, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 79877044393, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79857044393, - "size": 18, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:24.910Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566831, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780539913, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189745539913, - "size": 23, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189815539913, - "size": 18, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189835539913, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189865539913, - "size": 61, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:24.989Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678871182923, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678846182923, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 1678826182923, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678776182923, - "size": 24, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678896182923, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678946182923, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 1678976182923, - "size": 75, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:25.049Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505914800, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823495914800, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823455914800, - "size": 76, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823515914800, - "size": 96, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.102Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74943715585, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74923715585, - "size": 27, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74873715585, - "size": 2, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74963715585, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74993715585, - "size": 38, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.138Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220057756971, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 220087756971, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220107756971, - "size": 6, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220117756971, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220137756971, - "size": 13, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:25.165Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566836, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79929679038, - "size": 59, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80019679038, - "size": 18, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.201Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79958564442, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79938564442, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 79918564442, - "size": 12, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80048564442, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80078564442, - "size": 41, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.237Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967927633, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79927927633, - "size": 32, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79877927633, - "size": 9, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79867927633, - "size": 37, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80007927633, - "size": 48, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80047927633, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80097927633, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80137927633, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80167927633, - "size": 73, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:25.252Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823448911518, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823493911518, - "size": 40, - "orderCount": 14 - }, - { - "priceNanos": 4823533911518, - "size": 100, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823583911518, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 4823623911518, - "size": 2, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823663911518, - "size": 50, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.342Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566840, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800557737, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678850557737, - "size": 55, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:25.423Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566841, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863843729, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678818843729, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 1678768843729, - "size": 16, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678718843729, - "size": 89, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678908843729, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 1678928843729, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 1678948843729, - "size": 50, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678958843729, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 1678978843729, - "size": 63, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.521Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471200600, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823421200600, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823401200600, - "size": 92, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823521200600, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823561200600, - "size": 32, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.561Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823582206374, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823567206374, - "size": 70, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597206374, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823617206374, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 4823647206374, - "size": 39, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.582Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566844, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678787554736, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 1678757554736, - "size": 39, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678887554736, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 1678937554736, - "size": 67, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678967554736, - "size": 62, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:25.680Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566845, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189663078672, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189653078672, - "size": 13, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189643078672, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 189603078672, - "size": 1, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189573078672, - "size": 49, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.715Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056291770, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80041291770, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80071291770, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 80081291770, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 80131291770, - "size": 31, - "orderCount": 12 - }, - { - "priceNanos": 80171291770, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 80211291770, - "size": 90, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:25.732Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971645167, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349931645167, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 349891645167, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349841645167, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349791645167, - "size": 65, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349751645167, - "size": 20, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350011645167, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 350021645167, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350031645167, - "size": 4, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350051645167, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 350101645167, - "size": 16, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.810Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566848, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678833200102, - "size": 57, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678843200102, - "size": 28, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:25.896Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566849, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189766807672, - "size": 24, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189716807672, - "size": 33, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189806807672, - "size": 60, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189816807672, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 189826807672, - "size": 11, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:25.917Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964891452, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79929891452, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79899891452, - "size": 63, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79869891452, - "size": 21, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79999891452, - "size": 19, - "orderCount": 14 - }, - { - "priceNanos": 80019891452, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80069891452, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80089891452, - "size": 33, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:25.985Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879189463, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678844189463, - "size": 1, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678914189463, - "size": 49, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.074Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823448043446, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823428043446, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 4823378043446, - "size": 75, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823348043446, - "size": 19, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823298043446, - "size": 30, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823468043446, - "size": 61, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.143Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092299596, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220112299596, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 220162299596, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 220192299596, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220242299596, - "size": 11, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.176Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566854, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349992708285, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349987708285, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 349947708285, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 349917708285, - "size": 76, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.250Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566855, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220004011544, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219974011544, - "size": 85, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219964011544, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 219944011544, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 219934011544, - "size": 79, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220024011544, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:26.327Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349920421649, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349895421649, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 349855421649, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 349835421649, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 349815421649, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 349765421649, - "size": 78, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349945421649, - "size": 53, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 349955421649, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 349975421649, - "size": 58, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350015421649, - "size": 83, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:26.383Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219944762234, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219919762234, - "size": 4, - "orderCount": 19 - }, - { - "priceNanos": 219909762234, - "size": 46, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219859762234, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 219839762234, - "size": 76, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219969762234, - "size": 11, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219999762234, - "size": 41, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:26.480Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189693786054, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189673786054, - "size": 66, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189663786054, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189613786054, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 189593786054, - "size": 21, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:26.578Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566859, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678857023735, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678832023735, - "size": 74, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678812023735, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 1678762023735, - "size": 42, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678882023735, - "size": 55, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.620Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678716734099, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701734099, - "size": 93, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678731734099, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678761734099, - "size": 33, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.687Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75008815686, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75013815686, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 75063815686, - "size": 6, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75073815686, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:26.748Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073082819, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:26.845Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566863, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219998553853, - "size": 44, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219988553853, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 219938553853, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 219888553853, - "size": 67, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219878553853, - "size": 93, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220048553853, - "size": 89, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:26.919Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423719601, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823413719601, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 4823393719601, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 4823343719601, - "size": 79, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433719601, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823473719601, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 4823493719601, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823503719601, - "size": 78, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:26.956Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566865, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802882696, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 1678752882696, - "size": 85, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678742882696, - "size": 55, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678702882696, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 1678662882696, - "size": 86, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678842882696, - "size": 69, - "orderCount": 10 - }, - { - "priceNanos": 1678852882696, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 1678872882696, - "size": 14, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:27.028Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566866, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79965055387, - "size": 62, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79915055387, - "size": 16, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80035055387, - "size": 32, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:27.110Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877275141, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678827275141, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678817275141, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 1678777275141, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678727275141, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678717275141, - "size": 44, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678927275141, - "size": 18, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678957275141, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678987275141, - "size": 16, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1679007275141, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.156Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973167648, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74938167648, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74928167648, - "size": 90, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75008167648, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75048167648, - "size": 3, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75058167648, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75068167648, - "size": 68, - "orderCount": 11 - }, - { - "priceNanos": 75088167648, - "size": 98, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:27.187Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678817169014, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.269Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410980225, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823460980225, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 4823470980225, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 4823520980225, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 4823560980225, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 4823600980225, - "size": 37, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.349Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014087661, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219999087661, - "size": 74, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220029087661, - "size": 2, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220049087661, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 220089087661, - "size": 83, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.440Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74986188394, - "size": 67, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.522Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566873, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823538339484, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 4823578339484, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 4823588339484, - "size": 37, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823598339484, - "size": 11, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.608Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525988908, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823485988908, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 4823465988908, - "size": 79, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823565988908, - "size": 82, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:27.618Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903395663, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74908395663, - "size": 23, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74938395663, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 74948395663, - "size": 38, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74958395663, - "size": 89, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:27.709Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050654974, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80040654974, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 80000654974, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79990654974, - "size": 41, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79980654974, - "size": 30, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80060654974, - "size": 90, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:27.762Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566877, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189696669710, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189666669710, - "size": 36, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189656669710, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189626669710, - "size": 96, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189586669710, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189576669710, - "size": 22, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189726669710, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 189776669710, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 189786669710, - "size": 10, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189816669710, - "size": 60, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.806Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566878, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75022973705, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75012973705, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74972973705, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74962973705, - "size": 43, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75032973705, - "size": 17, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:27.829Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189679331001, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189659331001, - "size": 4, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189699331001, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 189709331001, - "size": 44, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189719331001, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 189739331001, - "size": 87, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189769331001, - "size": 76, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:27.847Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79925702304, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79895702304, - "size": 15, - "orderCount": 20 - }, - { - "priceNanos": 79865702304, - "size": 47, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79935702304, - "size": 33, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:27.918Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566881, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80130775776, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 80170775776, - "size": 63, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:27.967Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515128090, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823490128090, - "size": 75, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823540128090, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823570128090, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 4823600128090, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 4823630128090, - "size": 91, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:28.065Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79958386529, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79953386529, - "size": 13, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.135Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424536469, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823374536469, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 4823364536469, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823334536469, - "size": 19, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823474536469, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823524536469, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823534536469, - "size": 81, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:28.221Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350070688186, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350055688186, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 350045688186, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349995688186, - "size": 85, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350085688186, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 350135688186, - "size": 49, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:28.321Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075825467, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80035825467, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80025825467, - "size": 21, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79985825467, - "size": 29, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79955825467, - "size": 73, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80115825467, - "size": 36, - "orderCount": 12 - }, - { - "priceNanos": 80155825467, - "size": 16, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80195825467, - "size": 27, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80215825467, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80235825467, - "size": 42, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.416Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350040405270, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349995405270, - "size": 52, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349955405270, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349905405270, - "size": 51, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349855405270, - "size": 44, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350085405270, - "size": 18, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:28.472Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566888, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823430649959, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 4823480649959, - "size": 27, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.502Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502909427, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823457909427, - "size": 55, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:28.536Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349874416543, - "size": 87, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349864416543, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349854416543, - "size": 15, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 349944416543, - "size": 32, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349984416543, - "size": 49, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.555Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350098441740, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350068441740, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350038441740, - "size": 80, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350128441740, - "size": 48, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.583Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566892, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75073202260, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 75053202260, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75013202260, - "size": 79, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74993202260, - "size": 76, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75083202260, - "size": 44, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:28.617Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037240605, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75022240605, - "size": 87, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74982240605, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 74962240605, - "size": 55, - "orderCount": 20 - }, - { - "priceNanos": 74922240605, - "size": 72, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75052240605, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75092240605, - "size": 17, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75112240605, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 75132240605, - "size": 5, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.668Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030315801, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79985315801, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79975315801, - "size": 100, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80075315801, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 80115315801, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 80155315801, - "size": 26, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80165315801, - "size": 17, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.685Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566895, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823373420388, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 4823333420388, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 4823283420388, - "size": 2, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823243420388, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 4823213420388, - "size": 66, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433420388, - "size": 40, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823443420388, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 4823473420388, - "size": 58, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:28.701Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566896, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678756199326, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678716199326, - "size": 14, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678706199326, - "size": 49, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678786199326, - "size": 59, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678826199326, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 1678866199326, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678916199326, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 1678946199326, - "size": 62, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.787Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512342008, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823472342008, - "size": 11, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823452342008, - "size": 30, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823552342008, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 4823562342008, - "size": 42, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823582342008, - "size": 84, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823632342008, - "size": 50, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823672342008, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.868Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808446745, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678758446745, - "size": 49, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678748446745, - "size": 21, - "orderCount": 6 - }, - { - "priceNanos": 1678728446745, - "size": 47, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678718446745, - "size": 45, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678858446745, - "size": 83, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678878446745, - "size": 75, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678918446745, - "size": 51, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:28.949Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566899, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349945612016, - "size": 74, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349915612016, - "size": 70, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349875612016, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 349825612016, - "size": 26, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350035612016, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 350055612016, - "size": 58, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:29.013Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736007350, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678726007350, - "size": 89, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678746007350, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 1678756007350, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 1678796007350, - "size": 7, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:29.058Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033611942, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74998611942, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 74978611942, - "size": 18, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74938611942, - "size": 88, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75068611942, - "size": 4, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.126Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566902, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74861736383, - "size": 61, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74831736383, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 74821736383, - "size": 29, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74961736383, - "size": 55, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.137Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566903, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219978286077, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 219938286077, - "size": 78, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219908286077, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 219858286077, - "size": 37, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219988286077, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 220028286077, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 220078286077, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 220098286077, - "size": 81, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.167Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219972095246, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219987095246, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219997095246, - "size": 57, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.249Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566905, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970149484, - "size": 22, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74950149484, - "size": 89, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990149484, - "size": 67, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.321Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566906, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74986549771, - "size": 80, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74966549771, - "size": 75, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74916549771, - "size": 95, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.395Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780879708, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678775879708, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678755879708, - "size": 19, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678745879708, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 1678705879708, - "size": 99, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678785879708, - "size": 29, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678835879708, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 1678855879708, - "size": 24, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:29.411Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051881935, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75036881935, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 74986881935, - "size": 91, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74976881935, - "size": 36, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74936881935, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 74886881935, - "size": 17, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75066881935, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75106881935, - "size": 28, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:29.502Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691472276, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189681472276, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 189651472276, - "size": 98, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189701472276, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 189751472276, - "size": 94, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189791472276, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 189821472276, - "size": 48, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.579Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946062097, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931062097, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 74891062097, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74881062097, - "size": 52, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961062097, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 75001062097, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75051062097, - "size": 41, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75101062097, - "size": 16, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.605Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014965089, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79969965089, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 79959965089, - "size": 11, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80059965089, - "size": 3, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80079965089, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 80129965089, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80139965089, - "size": 41, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.616Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887665500, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678927665500, - "size": 29, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678947665500, - "size": 1, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678967665500, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 1678977665500, - "size": 81, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:29.684Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438376848, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823418376848, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 4823378376848, - "size": 21, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823458376848, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 4823508376848, - "size": 5, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:29.733Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566914, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74916945797, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 74876945797, - "size": 35, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74966945797, - "size": 62, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74976945797, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75026945797, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 75036945797, - "size": 55, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:29.813Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042839707, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80082839707, - "size": 68, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80132839707, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 80142839707, - "size": 86, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80172839707, - "size": 83, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:29.911Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983574667, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79933574667, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 79913574667, - "size": 97, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80033574667, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 80063574667, - "size": 47, - "orderCount": 2 - }, - { - "priceNanos": 80073574667, - "size": 10, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:29.990Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350051256408, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350071256408, - "size": 93, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.017Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566918, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80034008474, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80024008474, - "size": 93, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80064008474, - "size": 1, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80104008474, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 80154008474, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 80164008474, - "size": 100, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80184008474, - "size": 63, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:30.063Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349961488824, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349926488824, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349906488824, - "size": 95, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349856488824, - "size": 18, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349996488824, - "size": 77, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.088Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407114471, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823387114471, - "size": 99, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823347114471, - "size": 66, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823427114471, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 4823437114471, - "size": 90, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:30.125Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566921, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189671631410, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189711631410, - "size": 41, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189731631410, - "size": 52, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.155Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566922, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79927975483, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882975483, - "size": 49, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79972975483, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 79982975483, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 79992975483, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:30.238Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566923, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189819777075, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189789777075, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189759777075, - "size": 91, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189729777075, - "size": 27, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189849777075, - "size": 61, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189869777075, - "size": 95, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:30.304Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823400520310, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:30.334Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075040222, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75110040222, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 75160040222, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 75210040222, - "size": 25, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75230040222, - "size": 54, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75270040222, - "size": 94, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.369Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590762355, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823570762355, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823540762355, - "size": 47, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823500762355, - "size": 74, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823490762355, - "size": 70, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823610762355, - "size": 50, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823640762355, - "size": 5, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823680762355, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 4823700762355, - "size": 64, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823710762355, - "size": 35, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:30.453Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447404085, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823402404085, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823362404085, - "size": 98, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823322404085, - "size": 38, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823492404085, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 4823522404085, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823552404085, - "size": 40, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823602404085, - "size": 13, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823642404085, - "size": 25, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.509Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708477395, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189673477395, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189633477395, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 189583477395, - "size": 6, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189743477395, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 189773477395, - "size": 93, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189803477395, - "size": 31, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.586Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067618702, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75062618702, - "size": 44, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75032618702, - "size": 85, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75002618702, - "size": 6, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75072618702, - "size": 34, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75122618702, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 75152618702, - "size": 51, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.634Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566930, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79998841990, - "size": 68, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79988841990, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 79958841990, - "size": 88, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79918841990, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 79898841990, - "size": 69, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.670Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566931, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74929440590, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74879440590, - "size": 30, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75019440590, - "size": 16, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.732Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443916372, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823423916372, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823383916372, - "size": 50, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823373916372, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823333916372, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 4823303916372, - "size": 39, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823463916372, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 4823513916372, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 4823543916372, - "size": 95, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.748Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566933, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:30.822Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483260630, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823438260630, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 4823408260630, - "size": 73, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823368260630, - "size": 4, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528260630, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823578260630, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 4823618260630, - "size": 84, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823638260630, - "size": 14, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.841Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911226807, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349876226807, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349846226807, - "size": 80, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349946226807, - "size": 35, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:30.940Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052727954, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220082727954, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 220132727954, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 220182727954, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 220192727954, - "size": 84, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:30.975Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764784139, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678759784139, - "size": 18, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678769784139, - "size": 69, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:30.999Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566938, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:31.014Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189687498443, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642498443, - "size": 61, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189732498443, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 189752498443, - "size": 92, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189772498443, - "size": 64, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189782498443, - "size": 51, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.032Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566940, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780678046, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678735678046, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 1678695678046, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 1678665678046, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 1678625678046, - "size": 46, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825678046, - "size": 49, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678855678046, - "size": 77, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:31.067Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566941, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678781560521, - "size": 54, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678741560521, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 1678691560521, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 1678681560521, - "size": 5, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678851560521, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 1678891560521, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 1678921560521, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 1678961560521, - "size": 71, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:31.104Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566942, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823507893550, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 4823517893550, - "size": 20, - "orderCount": 14 - }, - { - "priceNanos": 4823567893550, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 4823587893550, - "size": 73, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.189Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566943, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189779269752, - "size": 4, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189749269752, - "size": 81, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189799269752, - "size": 6, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189809269752, - "size": 89, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.241Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966117792, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74921117792, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74911117792, - "size": 49, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75011117792, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 75041117792, - "size": 57, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75051117792, - "size": 76, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75061117792, - "size": 60, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.252Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566945, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79913433812, - "size": 56, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79863433812, - "size": 34, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79833433812, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 79823433812, - "size": 1, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79983433812, - "size": 50, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.263Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566946, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79992643232, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 79972643232, - "size": 92, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79942643232, - "size": 85, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80002643232, - "size": 23, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80042643232, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 80092643232, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80122643232, - "size": 54, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:31.311Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566947, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823552095480, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823532095480, - "size": 62, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823482095480, - "size": 27, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572095480, - "size": 62, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823592095480, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823612095480, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823632095480, - "size": 19, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.334Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823583233513, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823533233513, - "size": 47, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823513233513, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823483233513, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823443233513, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823433233513, - "size": 64, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823633233513, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823683233513, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 4823693233513, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823713233513, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 4823743233513, - "size": 97, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:31.359Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914058024, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79899058024, - "size": 16, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79859058024, - "size": 65, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79929058024, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 79939058024, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 79969058024, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 79979058024, - "size": 49, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.400Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823418121615, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.411Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775683663, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678750683663, - "size": 9, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678700683663, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678660683663, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:31.480Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753447628, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678738447628, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 1678698447628, - "size": 50, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678648447628, - "size": 62, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678768447628, - "size": 4, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:31.580Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566953, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823375501859, - "size": 57, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465501859, - "size": 53, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823515501859, - "size": 94, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.674Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553915900, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823538915900, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 4823518915900, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 4823488915900, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 4823468915900, - "size": 42, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823438915900, - "size": 80, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823568915900, - "size": 61, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823598915900, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823638915900, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 4823648915900, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823688915900, - "size": 21, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.692Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566955, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678738167562, - "size": 90, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.706Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707671297, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678697671297, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 1678687671297, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 1678657671297, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678717671297, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678747671297, - "size": 24, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678777671297, - "size": 76, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:31.745Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978589864, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79958589864, - "size": 7, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79908589864, - "size": 48, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79898589864, - "size": 89, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79998589864, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80038589864, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 80078589864, - "size": 95, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:31.814Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189833344678, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189823344678, - "size": 74, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.837Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220058576507, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220028576507, - "size": 3, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220088576507, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 220138576507, - "size": 49, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220188576507, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220228576507, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 220278576507, - "size": 98, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.900Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534317462, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823484317462, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 4823444317462, - "size": 5, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823584317462, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 4823624317462, - "size": 19, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.974Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092311632, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220057311632, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 220047311632, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220007311632, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219977311632, - "size": 46, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220127311632, - "size": 49, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220167311632, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220197311632, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 220227311632, - "size": 89, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220247311632, - "size": 88, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:31.998Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933851490, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79958851490, - "size": 6, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.072Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735220337, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189700220337, - "size": 61, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189770220337, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 189810220337, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 189850220337, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 189870220337, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189900220337, - "size": 46, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.112Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75001603050, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74981603050, - "size": 57, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74931603050, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 74911603050, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 74881603050, - "size": 54, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75021603050, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75061603050, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 75101603050, - "size": 91, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75151603050, - "size": 64, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.165Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678763934841, - "size": 38, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678813934841, - "size": 73, - "orderCount": 2 - }, - { - "priceNanos": 1678823934841, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 1678863934841, - "size": 95, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.239Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566966, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:32.295Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761495257, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678711495257, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678671495257, - "size": 26, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678631495257, - "size": 90, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678811495257, - "size": 61, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.362Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956334154, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349951334154, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 349931334154, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 349911334154, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349901334154, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 349891334154, - "size": 84, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349961334154, - "size": 56, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:32.415Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573642655, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823553642655, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 4823513642655, - "size": 50, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823473642655, - "size": 23, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:32.465Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566970, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764320661, - "size": 55, - "orderCount": 8 - }, - { - "priceNanos": 1678724320661, - "size": 4, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678704320661, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 1678684320661, - "size": 53, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678804320661, - "size": 28, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:32.492Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566971, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189743595119, - "size": 38, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189703595119, - "size": 26, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189843595119, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 189883595119, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 189923595119, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 189933595119, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 189973595119, - "size": 68, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.567Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693692380, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189683692380, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189673692380, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189663692380, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 189633692380, - "size": 22, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.617Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566973, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189728435999, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 189678435999, - "size": 36, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189668435999, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 189638435999, - "size": 54, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189768435999, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189818435999, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 189858435999, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189908435999, - "size": 55, - "orderCount": 10 - }, - { - "priceNanos": 189938435999, - "size": 18, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:32.683Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666471086, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189616471086, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189606471086, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 189556471086, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 189526471086, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189476471086, - "size": 25, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189716471086, - "size": 84, - "orderCount": 10 - }, - { - "priceNanos": 189726471086, - "size": 84, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.718Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74935222400, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74960222400, - "size": 26, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 74980222400, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 75000222400, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 75020222400, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 75040222400, - "size": 10, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.775Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823559179714, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823514179714, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 4823504179714, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823474179714, - "size": 60, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823604179714, - "size": 23, - "orderCount": 7 - }, - { - "priceNanos": 4823634179714, - "size": 2, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823684179714, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 4823724179714, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 4823754179714, - "size": 24, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.836Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566977, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823430115396, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823395115396, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 4823345115396, - "size": 96, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823315115396, - "size": 24, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823265115396, - "size": 35, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465115396, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823475115396, - "size": 34, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823525115396, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 4823535115396, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 4823555115396, - "size": 66, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:32.869Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349970612647, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 349960612647, - "size": 11, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:32.961Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566979, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823460013353, - "size": 16, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823420013353, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 4823400013353, - "size": 58, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823540013353, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823550013353, - "size": 28, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:32.995Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566980, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957125097, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219907125097, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 219857125097, - "size": 17, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219847125097, - "size": 96, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219797125097, - "size": 41, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219767125097, - "size": 27, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:33.042Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940279845, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74890279845, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 74880279845, - "size": 82, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74830279845, - "size": 81, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990279845, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 75000279845, - "size": 85, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.119Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678779691826, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678749691826, - "size": 95, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678809691826, - "size": 99, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678819691826, - "size": 73, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678859691826, - "size": 99, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678879691826, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 1678909691826, - "size": 52, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.155Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566983, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823424273480, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 4823374273480, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823364273480, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 4823334273480, - "size": 56, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823314273480, - "size": 99, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823434273480, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 4823474273480, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 4823484273480, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823524273480, - "size": 46, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:33.186Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076538533, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75026538533, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 75006538533, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 74986538533, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74936538533, - "size": 97, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75126538533, - "size": 83, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75136538533, - "size": 19, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:33.265Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984566985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759186653, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189739186653, - "size": 35, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189719186653, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189679186653, - "size": 70, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189779186653, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 189829186653, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 189859186653, - "size": 26, - "orderCount": 11 - }, - { - "priceNanos": 189889186653, - "size": 16, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189929186653, - "size": 57, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.301Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075928997, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75025928997, - "size": 91, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75125928997, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75175928997, - "size": 78, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75225928997, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 75245928997, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75295928997, - "size": 63, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:33.382Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051437506, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75091437506, - "size": 14, - "orderCount": 10 - }, - { - "priceNanos": 75131437506, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 75171437506, - "size": 11, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.461Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79923392691, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.504Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219944970987, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219939970987, - "size": 73, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:33.522Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566990, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350060754437, - "size": 25, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350010754437, - "size": 13, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349970754437, - "size": 69, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349930754437, - "size": 51, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350110754437, - "size": 56, - "orderCount": 20 - }, - { - "priceNanos": 350160754437, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 350170754437, - "size": 2, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350210754437, - "size": 73, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350230754437, - "size": 32, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:33.554Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984566991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350022407792, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349977407792, - "size": 9, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349967407792, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349947407792, - "size": 83, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349907407792, - "size": 61, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349887407792, - "size": 77, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350067407792, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350117407792, - "size": 66, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350127407792, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 350147407792, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 350167407792, - "size": 58, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:33.602Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984566992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099205994, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80124205994, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80154205994, - "size": 3, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80164205994, - "size": 22, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.701Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75050552044, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75060552044, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75080552044, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 75100552044, - "size": 35, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.787Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566994, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219945377794, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219915377794, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 219905377794, - "size": 80, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220005377794, - "size": 52, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:33.847Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984566995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219945116367, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219950116367, - "size": 52, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:33.941Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984566996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567805049, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823577805049, - "size": 51, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823587805049, - "size": 61, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:33.957Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566997, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75035498322, - "size": 45, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75015498322, - "size": 39, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74975498322, - "size": 35, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.020Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984566998, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75008850564, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74973850564, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 74963850564, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74913850564, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 74863850564, - "size": 87, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74843850564, - "size": 57, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75043850564, - "size": 33, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:34.055Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984566999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678844646316, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678794646316, - "size": 84, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678894646316, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 1678914646316, - "size": 33, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:34.144Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567000, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935538632, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79900538632, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79870538632, - "size": 57, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79970538632, - "size": 92, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80020538632, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80070538632, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80080538632, - "size": 48, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80110538632, - "size": 67, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.177Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567001, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003133397, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79983133397, - "size": 47, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80023133397, - "size": 13, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80063133397, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 80093133397, - "size": 98, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:34.276Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75028092563, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74993092563, - "size": 56, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74983092563, - "size": 18, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74933092563, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 74883092563, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 74863092563, - "size": 46, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75063092563, - "size": 30, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.294Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823461209078, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823441209078, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 4823391209078, - "size": 48, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823481209078, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823521209078, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 4823541209078, - "size": 68, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823591209078, - "size": 72, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:34.388Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567004, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980188332, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349930188332, - "size": 41, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349880188332, - "size": 70, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349870188332, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 349820188332, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 349790188332, - "size": 54, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350030188332, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 350080188332, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 350120188332, - "size": 66, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.453Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678734342548, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678729342548, - "size": 1, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.498Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019454049, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80004454049, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 79994454049, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79944454049, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 79924454049, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 79894454049, - "size": 84, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80034454049, - "size": 66, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:34.583Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567007, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825962129, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189790962129, - "size": 78, - "orderCount": 6 - }, - { - "priceNanos": 189750962129, - "size": 97, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189860962129, - "size": 91, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:34.615Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567008, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189823939323, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189793939323, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 189763939323, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 189753939323, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189703939323, - "size": 10, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189853939323, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 189863939323, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 189913939323, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 189923939323, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 189933939323, - "size": 94, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.653Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484702129, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464702129, - "size": 37, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823414702129, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 4823374702129, - "size": 25, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504702129, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 4823554702129, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823604702129, - "size": 13, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:34.694Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349896929307, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 349846929307, - "size": 76, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349816929307, - "size": 92, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349776929307, - "size": 38, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349976929307, - "size": 1, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349986929307, - "size": 15, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.752Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567011, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:34.794Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953322317, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79988322317, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 80018322317, - "size": 88, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80038322317, - "size": 89, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:34.893Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75008916197, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74968916197, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 74948916197, - "size": 40, - "orderCount": 2 - }, - { - "priceNanos": 74928916197, - "size": 40, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75048916197, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75078916197, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75098916197, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 75138916197, - "size": 29, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.929Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436001766, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411001766, - "size": 74, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823461001766, - "size": 23, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:34.957Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659640051, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189634640051, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189604640051, - "size": 2, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189584640051, - "size": 3, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189544640051, - "size": 34, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:34.986Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567016, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350039846860, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349989846860, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 349939846860, - "size": 37, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349919846860, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349899846860, - "size": 83, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350099846860, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350119846860, - "size": 7, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:35.026Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567017, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349981825896, - "size": 69, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349971825896, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 349941825896, - "size": 93, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350061825896, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 350101825896, - "size": 53, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:35.102Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932451427, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79917451427, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 79897451427, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 79847451427, - "size": 52, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947451427, - "size": 44, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.185Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678756066866, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678726066866, - "size": 10, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678696066866, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678686066866, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678636066866, - "size": 91, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678786066866, - "size": 56, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678836066866, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 1678846066866, - "size": 59, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.228Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567020, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823433449074, - "size": 40, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823393449074, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823373449074, - "size": 92, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823343449074, - "size": 23, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823293449074, - "size": 94, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823443449074, - "size": 93, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823473449074, - "size": 30, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:35.324Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80039960836, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80009960836, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 79989960836, - "size": 93, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80069960836, - "size": 49, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80089960836, - "size": 87, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80129960836, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80149960836, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 80189960836, - "size": 41, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:35.365Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961188647, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79911188647, - "size": 91, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80011188647, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80061188647, - "size": 13, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.391Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567023, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349922374971, - "size": 35, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349972374971, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 349992374971, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:35.471Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000240432, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219980240432, - "size": 76, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219970240432, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 219920240432, - "size": 26, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.513Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220020260961, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219975260961, - "size": 17, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219955260961, - "size": 39, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219915260961, - "size": 100, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220065260961, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220085260961, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220115260961, - "size": 49, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.561Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567026, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74887944322, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74877944322, - "size": 20, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937944322, - "size": 41, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.618Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003664706, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79988664706, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 79938664706, - "size": 86, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.699Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795724502, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678760724502, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 1678750724502, - "size": 26, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051201926, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001201926, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74951201926, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 74941201926, - "size": 12, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75101201926, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 75121201926, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 75151201926, - "size": 99, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:35.773Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087064150, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.866Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349947102764, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:35.951Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678766350868, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678731350868, - "size": 76, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678801350868, - "size": 100, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.025Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567033, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75070052660, - "size": 63, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:36.117Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512384689, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823547384689, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 4823567384689, - "size": 19, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823597384689, - "size": 93, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.170Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678861539489, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.206Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74978061739, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74928061739, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75028061739, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75038061739, - "size": 1, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:36.293Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065132985, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220085132985, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 220135132985, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 220185132985, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 220215132985, - "size": 20, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:36.328Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567038, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80030085808, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 80010085808, - "size": 54, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80120085808, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80140085808, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80150085808, - "size": 10, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.341Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349984655375, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349939655375, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350029655375, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 350049655375, - "size": 90, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:36.368Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936033540, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219921033540, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 219881033540, - "size": 84, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219831033540, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 219801033540, - "size": 80, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 219951033540, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 220001033540, - "size": 12, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.381Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79946766603, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79921766603, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 79871766603, - "size": 71, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79851766603, - "size": 19, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79831766603, - "size": 56, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79791766603, - "size": 20, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79971766603, - "size": 30, - "orderCount": 14 - }, - { - "priceNanos": 79981766603, - "size": 55, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.473Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349992356037, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349972356037, - "size": 100, - "orderCount": 14 - }, - { - "priceNanos": 349952356037, - "size": 57, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350012356037, - "size": 25, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350052356037, - "size": 68, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:36.485Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567043, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061942154, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75036942154, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 74996942154, - "size": 70, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086942154, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.526Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567044, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220034426812, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220014426812, - "size": 95, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 220004426812, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 219954426812, - "size": 84, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220074426812, - "size": 38, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:36.592Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567045, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74941053813, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 74911053813, - "size": 83, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75011053813, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75021053813, - "size": 83, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75051053813, - "size": 50, - "orderCount": 20 - }, - { - "priceNanos": 75071053813, - "size": 64, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.672Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189747388878, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189707388878, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 189657388878, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 189607388878, - "size": 78, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189787388878, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189797388878, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 189827388878, - "size": 77, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189877388878, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189927388878, - "size": 39, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.749Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349974766048, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349929766048, - "size": 5, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349919766048, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 349869766048, - "size": 8, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350019766048, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 350049766048, - "size": 41, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.806Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219945881880, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219935881880, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219905881880, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219885881880, - "size": 34, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219955881880, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 219995881880, - "size": 89, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.880Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567049, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350043766804, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350013766804, - "size": 70, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:36.907Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567050, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823359355774, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 4823329355774, - "size": 42, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823459355774, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 4823509355774, - "size": 29, - "orderCount": 13 - }, - { - "priceNanos": 4823559355774, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823569355774, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823619355774, - "size": 66, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:36.978Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567051, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75015799911, - "size": 43, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75035799911, - "size": 39, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:37.071Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567052, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823382310914, - "size": 85, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823422310914, - "size": 52, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.100Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678849992155, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678799992155, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 1678769992155, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 1678729992155, - "size": 46, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678899992155, - "size": 90, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.195Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961447313, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74916447313, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74866447313, - "size": 28, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74856447313, - "size": 51, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74816447313, - "size": 35, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75006447313, - "size": 76, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.265Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944467300, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349894467300, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 349874467300, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 349844467300, - "size": 95, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349994467300, - "size": 80, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:37.325Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925043189, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79880043189, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 79870043189, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79820043189, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.361Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567057, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220055706458, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 220005706458, - "size": 14, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220115706458, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 220155706458, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220185706458, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:37.447Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567058, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:37.532Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567059, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469273222, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823454273222, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 4823444273222, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 4823394273222, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823354273222, - "size": 98, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823484273222, - "size": 3, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.555Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928657340, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74883657340, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 74863657340, - "size": 49, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74833657340, - "size": 66, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74973657340, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 75003657340, - "size": 57, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75043657340, - "size": 40, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.624Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567061, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678800393624, - "size": 57, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678850393624, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 1678890393624, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678930393624, - "size": 70, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678980393624, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 1679020393624, - "size": 84, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.681Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567062, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220039180000, - "size": 32, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220029180000, - "size": 95, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219989180000, - "size": 3, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220099180000, - "size": 51, - "orderCount": 7 - }, - { - "priceNanos": 220139180000, - "size": 15, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:37.718Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983021247, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79933021247, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 79923021247, - "size": 65, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79913021247, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 79873021247, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 79853021247, - "size": 81, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80033021247, - "size": 87, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80043021247, - "size": 36, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.808Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567064, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189812764423, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 189762764423, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 189732764423, - "size": 99, - "orderCount": 13 - }, - { - "priceNanos": 189682764423, - "size": 67, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189882764423, - "size": 69, - "orderCount": 6 - }, - { - "priceNanos": 189892764423, - "size": 3, - "orderCount": 20 - }, - { - "priceNanos": 189922764423, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189932764423, - "size": 66, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189962764423, - "size": 70, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.820Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678725016204, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678685016204, - "size": 11, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678675016204, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 1678665016204, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678655016204, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 1678645016204, - "size": 45, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678765016204, - "size": 91, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678815016204, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 1678835016204, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 1678865016204, - "size": 71, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:37.847Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035768582, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75015768582, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 75005768582, - "size": 97, - "orderCount": 17 - }, - { - "priceNanos": 74955768582, - "size": 15, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75055768582, - "size": 96, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:37.900Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80033454931, - "size": 10, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:37.967Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567068, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80105760092, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 80145760092, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 80175760092, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 80195760092, - "size": 18, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.036Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885292848, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678835292848, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 1678815292848, - "size": 36, - "orderCount": 12 - }, - { - "priceNanos": 1678795292848, - "size": 99, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678935292848, - "size": 99, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.057Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567070, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823451720, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 1678773451720, - "size": 88, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678763451720, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 1678743451720, - "size": 88, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678883451720, - "size": 16, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678933451720, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 1678943451720, - "size": 66, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.104Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991029151, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74986029151, - "size": 72, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74996029151, - "size": 8, - "orderCount": 17 - }, - { - "priceNanos": 75026029151, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 75076029151, - "size": 17, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:38.200Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014538289, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219984538289, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219934538289, - "size": 55, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219904538289, - "size": 15, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220044538289, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 220064538289, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 220094538289, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220144538289, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 220154538289, - "size": 77, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:38.239Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567073, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74905848371, - "size": 24, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74855848371, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 74825848371, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74805848371, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 74785848371, - "size": 85, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75005848371, - "size": 50, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75015848371, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 75035848371, - "size": 81, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75065848371, - "size": 36, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.268Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567074, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220125017816, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 220135017816, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.334Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450715173, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823405715173, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 4823365715173, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 4823335715173, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823295715173, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 4823255715173, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.415Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567076, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823417932415, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 4823367932415, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823317932415, - "size": 62, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823287932415, - "size": 5, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823487932415, - "size": 49, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:38.490Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567077, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79975288251, - "size": 28, - "orderCount": 8 - }, - { - "priceNanos": 79935288251, - "size": 22, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79895288251, - "size": 82, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79845288251, - "size": 98, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79985288251, - "size": 73, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:38.518Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567078, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79996259492, - "size": 89, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79986259492, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79976259492, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 79946259492, - "size": 64, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79926259492, - "size": 88, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80066259492, - "size": 67, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:38.571Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842171985, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189812171985, - "size": 88, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189872171985, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 189912171985, - "size": 14, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:38.599Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567080, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823504741207, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 4823494741207, - "size": 44, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823564741207, - "size": 5, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823574741207, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 4823604741207, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 4823634741207, - "size": 42, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.647Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955252036, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79915252036, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 79865252036, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79815252036, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79775252036, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 79755252036, - "size": 39, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79995252036, - "size": 41, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.661Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823426944210, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823416944210, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 4823366944210, - "size": 94, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823436944210, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 4823446944210, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 4823456944210, - "size": 78, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823506944210, - "size": 68, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.717Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189750253277, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189735253277, - "size": 24, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189705253277, - "size": 50, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189765253277, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 189795253277, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189835253277, - "size": 56, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:38.740Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567084, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189667634794, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189707634794, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189737634794, - "size": 39, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189767634794, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 189807634794, - "size": 80, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189857634794, - "size": 13, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:38.751Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708358636, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678668358636, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678628358636, - "size": 74, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678748358636, - "size": 86, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678758358636, - "size": 13, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.840Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189675313764, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189715313764, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189755313764, - "size": 85, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189795313764, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189825313764, - "size": 63, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:38.935Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732583069, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678757583069, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 1678777583069, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 1678787583069, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 1678797583069, - "size": 55, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.009Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831063978, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678816063978, - "size": 72, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:39.033Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823541532330, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823521532330, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 4823511532330, - "size": 92, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823471532330, - "size": 92, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823561532330, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 4823611532330, - "size": 76, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.129Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410507942, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823370507942, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 4823320507942, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 4823280507942, - "size": 89, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823450507942, - "size": 52, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:39.174Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567091, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:39.184Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189730805965, - "size": 70, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189680805965, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189660805965, - "size": 64, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189640805965, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 189630805965, - "size": 8, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189820805965, - "size": 69, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.240Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967356960, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349952356960, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 349912356960, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 349872356960, - "size": 87, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349982356960, - "size": 25, - "orderCount": 5 - }, - { - "priceNanos": 350012356960, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350052356960, - "size": 59, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.302Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567094, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350043869774, - "size": 38, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350123869774, - "size": 75, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350143869774, - "size": 57, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350163869774, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 350173869774, - "size": 60, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350193869774, - "size": 1, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.373Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219946532807, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219931532807, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 219881532807, - "size": 21, - "orderCount": 3 - }, - { - "priceNanos": 219871532807, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 219851532807, - "size": 36, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:39.456Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567096, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953458369, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79928458369, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 79918458369, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 79868458369, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 79818458369, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 79798458369, - "size": 46, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79978458369, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80018458369, - "size": 29, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80058458369, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 80078458369, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 80108458369, - "size": 33, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.497Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567097, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79990174748, - "size": 63, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:39.551Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220078102157, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220093102157, - "size": 59, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.590Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961359730, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79966359730, - "size": 93, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79986359730, - "size": 93, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80036359730, - "size": 29, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80086359730, - "size": 35, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.677Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567100, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75061167073, - "size": 49, - "orderCount": 8 - }, - { - "priceNanos": 75011167073, - "size": 34, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75091167073, - "size": 92, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75111167073, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 75151167073, - "size": 84, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.747Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189717074537, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189677074537, - "size": 43, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189757074537, - "size": 27, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189797074537, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 189807074537, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189847074537, - "size": 24, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:39.794Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567102, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219863266640, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 219853266640, - "size": 23, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219843266640, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 219823266640, - "size": 51, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219943266640, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 219953266640, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 219963266640, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 219993266640, - "size": 70, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220023266640, - "size": 49, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.876Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189658704159, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189613704159, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 189563704159, - "size": 81, - "orderCount": 13 - }, - { - "priceNanos": 189523704159, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189703704159, - "size": 44, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:39.910Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567104, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75036508078, - "size": 15, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75006508078, - "size": 55, - "orderCount": 20 - }, - { - "priceNanos": 74986508078, - "size": 83, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75096508078, - "size": 54, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75106508078, - "size": 6, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:39.976Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567105, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006804331, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:40.000Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523836712, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823483836712, - "size": 86, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823563836712, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 4823613836712, - "size": 100, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823653836712, - "size": 51, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.086Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823434584000, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823404584000, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 4823394584000, - "size": 1, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823464584000, - "size": 78, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823484584000, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 4823494584000, - "size": 57, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.125Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567108, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75013013276, - "size": 62, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043013276, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 75063013276, - "size": 29, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.138Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80051631732, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80046631732, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 80026631732, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80016631732, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 79996631732, - "size": 52, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80056631732, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 80106631732, - "size": 32, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:40.150Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823598366490, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823568366490, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 4823518366490, - "size": 22, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823628366490, - "size": 26, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.238Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567111, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823499491235, - "size": 13, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823479491235, - "size": 30, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823549491235, - "size": 39, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823559491235, - "size": 3, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823569491235, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 4823579491235, - "size": 59, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:40.308Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402325680, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823377325680, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 4823367325680, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 4823357325680, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823337325680, - "size": 37, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823427325680, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 4823467325680, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 4823517325680, - "size": 81, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.349Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052725008, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220062725008, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 220092725008, - "size": 85, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220142725008, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.418Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220047782966, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220027782966, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 219997782966, - "size": 90, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220067782966, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 220097782966, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 220117782966, - "size": 55, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220127782966, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 220147782966, - "size": 55, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.474Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567115, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678664891471, - "size": 76, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678754891471, - "size": 34, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678784891471, - "size": 12, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.546Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567116, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74889667628, - "size": 58, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74849667628, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74809667628, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 74779667628, - "size": 25, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74919667628, - "size": 33, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74969667628, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74999667628, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 75009667628, - "size": 49, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.636Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567117, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74995246163, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 74945246163, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 74915246163, - "size": 46, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74885246163, - "size": 68, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75045246163, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75095246163, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:40.685Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823418848924, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823408848924, - "size": 98, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:40.745Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466444048, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823421444048, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823381444048, - "size": 9, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:40.764Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79928994106, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79963994106, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 79993994106, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80043994106, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 80083994106, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 80103994106, - "size": 14, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.821Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906300154, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74856300154, - "size": 10, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74846300154, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 74826300154, - "size": 8, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74956300154, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 75006300154, - "size": 21, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75016300154, - "size": 56, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75026300154, - "size": 36, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75076300154, - "size": 63, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:40.832Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956779631, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74926779631, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 74876779631, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74836779631, - "size": 32, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74786779631, - "size": 21, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986779631, - "size": 65, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.874Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219946279048, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219931279048, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 219901279048, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219881279048, - "size": 24, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219961279048, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219991279048, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 220001279048, - "size": 37, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.895Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527175242, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823477175242, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823447175242, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 4823437175242, - "size": 90, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823577175242, - "size": 50, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823597175242, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823637175242, - "size": 88, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:40.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567125, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:41.023Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189689940131, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189674940131, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 189664940131, - "size": 52, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189704940131, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189754940131, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 189794940131, - "size": 81, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.123Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530338424, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823490338424, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 4823450338424, - "size": 31, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823400338424, - "size": 95, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823570338424, - "size": 92, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823590338424, - "size": 83, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823610338424, - "size": 60, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.180Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220026448864, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219996448864, - "size": 83, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219966448864, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219916448864, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 219876448864, - "size": 18, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220056448864, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 220076448864, - "size": 68, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.274Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469617052, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823424617052, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823384617052, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 4823344617052, - "size": 16, - "orderCount": 11 - }, - { - "priceNanos": 4823314617052, - "size": 19, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823514617052, - "size": 74, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823554617052, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 4823574617052, - "size": 50, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823614617052, - "size": 77, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:41.334Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567130, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.399Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567131, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516850731, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823506850731, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823486850731, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 4823456850731, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 4823446850731, - "size": 49, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823526850731, - "size": 64, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823566850731, - "size": 8, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:41.430Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567132, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764317309, - "size": 24, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678724317309, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678714317309, - "size": 44, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678674317309, - "size": 9, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678834317309, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 1678884317309, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.482Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350003706813, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349988706813, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 349938706813, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 349928706813, - "size": 8, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349918706813, - "size": 88, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350018706813, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 350058706813, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350108706813, - "size": 91, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.522Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678731705044, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701705044, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 1678671705044, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678641705044, - "size": 92, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678591705044, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 1678541705044, - "size": 1, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678761705044, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 1678791705044, - "size": 83, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678801705044, - "size": 51, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.556Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678717910218, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678672910218, - "size": 23, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678632910218, - "size": 35, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678762910218, - "size": 82, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678772910218, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678802910218, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 1678822910218, - "size": 97, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.629Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998113070, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79988113070, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 79948113070, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 79908113070, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 79878113070, - "size": 75, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.698Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567137, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219888035755, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 219878035755, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 219848035755, - "size": 78, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219968035755, - "size": 29, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.780Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678849410983, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678809410983, - "size": 91, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678889410983, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678929410983, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678939410983, - "size": 51, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:41.803Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567139, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350008026749, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349958026749, - "size": 62, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350068026749, - "size": 65, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:41.901Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811102079, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189776102079, - "size": 35, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189746102079, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 189736102079, - "size": 89, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189846102079, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 189896102079, - "size": 58, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189926102079, - "size": 10, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189956102079, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 190006102079, - "size": 44, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:41.990Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922246400, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79897246400, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 79867246400, - "size": 84, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79857246400, - "size": 91, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79947246400, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 79957246400, - "size": 70, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79987246400, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 80017246400, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.087Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807147879, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189767147879, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189737147879, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 189717147879, - "size": 46, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189687147879, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 189657147879, - "size": 11, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189847147879, - "size": 21, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189897147879, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 189917147879, - "size": 29, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.139Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80087846257, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80062846257, - "size": 12, - "orderCount": 7 - }, - { - "priceNanos": 80052846257, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 80022846257, - "size": 88, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80112846257, - "size": 10, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80152846257, - "size": 76, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80162846257, - "size": 13, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80182846257, - "size": 59, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.176Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823489383082, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823474383082, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 4823464383082, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 4823414383082, - "size": 42, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823384383082, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 4823334383082, - "size": 18, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823504383082, - "size": 37, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:42.215Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79919759028, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79869759028, - "size": 90, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79819759028, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 79809759028, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 79769759028, - "size": 96, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79969759028, - "size": 53, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.235Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843769800, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189823769800, - "size": 29, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189813769800, - "size": 50, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189783769800, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 189733769800, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 189693769800, - "size": 17, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189863769800, - "size": 29, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189893769800, - "size": 94, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.258Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046597699, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220061597699, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 220101597699, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 220121597699, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220141597699, - "size": 99, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.311Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567148, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80095540240, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80130540240, - "size": 81, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567149, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018154160, - "size": 86, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79988154160, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 79958154160, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 79948154160, - "size": 95, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80098154160, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 80118154160, - "size": 25, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80128154160, - "size": 48, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80158154160, - "size": 78, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.397Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219930698543, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219900698543, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219850698543, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 219840698543, - "size": 28, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219960698543, - "size": 51, - "orderCount": 8 - }, - { - "priceNanos": 220000698543, - "size": 82, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220010698543, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220050698543, - "size": 48, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.448Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567151, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961949225, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75011949225, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 75061949225, - "size": 4, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75081949225, - "size": 10, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.467Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678752500341, - "size": 7, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678832500341, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678842500341, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 1678862500341, - "size": 51, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:42.525Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567153, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220086117744, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220066117744, - "size": 17, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220016117744, - "size": 40, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219966117744, - "size": 29, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219936117744, - "size": 77, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220106117744, - "size": 28, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220116117744, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 220146117744, - "size": 36, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220196117744, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 220226117744, - "size": 57, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.546Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567154, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79951658705, - "size": 68, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79941658705, - "size": 18, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79931658705, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 79891658705, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79841658705, - "size": 72, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80001658705, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 80031658705, - "size": 27, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80061658705, - "size": 15, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.639Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189744372635, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189694372635, - "size": 60, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.736Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350052406558, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350027406558, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 349997406558, - "size": 59, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350077406558, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 350117406558, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.807Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567157, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678872220394, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 1678832220394, - "size": 63, - "orderCount": 6 - }, - { - "priceNanos": 1678802220394, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:42.882Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80046216890, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80006216890, - "size": 1, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79976216890, - "size": 88, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80086216890, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 80136216890, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80156216890, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 80166216890, - "size": 66, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:42.958Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486694084, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461694084, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 4823411694084, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 4823371694084, - "size": 93, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823341694084, - "size": 3, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823511694084, - "size": 57, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823541694084, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 4823561694084, - "size": 7, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:43.030Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077851964, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75052851964, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 75042851964, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 74992851964, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 74962851964, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74922851964, - "size": 82, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102851964, - "size": 76, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:43.109Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219999312546, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220009312546, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220059312546, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220079312546, - "size": 44, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.176Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567162, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75101075901, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 75111075901, - "size": 39, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75141075901, - "size": 23, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.240Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79917562667, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79912562667, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79902562667, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 79852562667, - "size": 50, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79922562667, - "size": 64, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:43.333Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567164, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350011581199, - "size": 22, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349981581199, - "size": 66, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350071581199, - "size": 85, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.406Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007605874, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79982605874, - "size": 74, - "orderCount": 10 - }, - { - "priceNanos": 79952605874, - "size": 78, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80032605874, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 80082605874, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80122605874, - "size": 50, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80162605874, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80202605874, - "size": 82, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.443Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567309881, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823532309881, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823492309881, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823442309881, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 4823432309881, - "size": 92, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823602309881, - "size": 73, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823652309881, - "size": 90, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823692309881, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 4823742309881, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823752309881, - "size": 85, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:43.465Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678855602034, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678890602034, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 1678910602034, - "size": 3, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:43.511Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031453832, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350026453832, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 350006453832, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 349996453832, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349976453832, - "size": 48, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350036453832, - "size": 23, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350086453832, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 350106453832, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 350156453832, - "size": 45, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.581Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915602962, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74900602962, - "size": 40, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74860602962, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74820602962, - "size": 57, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74810602962, - "size": 85, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74930602962, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 74940602962, - "size": 33, - "orderCount": 7 - }, - { - "priceNanos": 74980602962, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 75020602962, - "size": 70, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:43.674Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567170, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74913808295, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 74873808295, - "size": 70, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74843808295, - "size": 88, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74963808295, - "size": 95, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.737Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349903909267, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349858909267, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 349848909267, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 349818909267, - "size": 56, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349948909267, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 349998909267, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350038909267, - "size": 76, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350068909267, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350108909267, - "size": 55, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:43.754Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567172, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431366244, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823451366244, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 4823481366244, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 4823501366244, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 4823511366244, - "size": 26, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.800Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189731622129, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189701622129, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189681622129, - "size": 42, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:43.862Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567174, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678867755464, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 1678837755464, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 1678827755464, - "size": 8, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678927755464, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 1678937755464, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678967755464, - "size": 57, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1679017755464, - "size": 53, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.892Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034074111, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75069074111, - "size": 75, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75099074111, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 75119074111, - "size": 48, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:43.959Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069251770, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75044251770, - "size": 66, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75034251770, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75094251770, - "size": 61, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75134251770, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 75184251770, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 75204251770, - "size": 12, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:43.990Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003202046, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80013202046, - "size": 23, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:44.015Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567178, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:44.056Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073679850, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220068679850, - "size": 5, - "orderCount": 9 - }, - { - "priceNanos": 220028679850, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 220008679850, - "size": 67, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220078679850, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 220128679850, - "size": 82, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79908633738, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79888633738, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 79838633738, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79928633738, - "size": 27, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.127Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567181, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823483926267, - "size": 97, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823503926267, - "size": 77, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823533926267, - "size": 90, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823583926267, - "size": 5, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.210Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839123534, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789123534, - "size": 28, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678779123534, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 1678759123534, - "size": 33, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678889123534, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 1678929123534, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 1678949123534, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 1678959123534, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678999123534, - "size": 49, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:44.222Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967784318, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349927784318, - "size": 81, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349887784318, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 349857784318, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 349807784318, - "size": 14, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349787784318, - "size": 8, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350007784318, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 350047784318, - "size": 51, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350057784318, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 350077784318, - "size": 14, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.309Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823465654702, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823415654702, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 4823395654702, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823355654702, - "size": 98, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823315654702, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823265654702, - "size": 40, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.337Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350000596794, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349955596794, - "size": 6, - "orderCount": 5 - }, - { - "priceNanos": 349915596794, - "size": 94, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349905596794, - "size": 14, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350045596794, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 350085596794, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 350095596794, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 350115596794, - "size": 75, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:44.377Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946739758, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74916739758, - "size": 8, - "orderCount": 4 - }, - { - "priceNanos": 74886739758, - "size": 36, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74976739758, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74996739758, - "size": 40, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:44.389Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567187, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79874477209, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79854477209, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79824477209, - "size": 52, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79974477209, - "size": 63, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:44.403Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567188, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678693115505, - "size": 65, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678713115505, - "size": 6, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.490Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189674657239, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189689657239, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 189699657239, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 189719657239, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 189749657239, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 189759657239, - "size": 23, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:44.523Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220041004807, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220026004807, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 220006004807, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219956004807, - "size": 60, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.595Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79944320644, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79979320644, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 80029320644, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80059320644, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 80089320644, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80129320644, - "size": 97, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.671Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567192, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823561960822, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823546960822, - "size": 57, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823576960822, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 4823596960822, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:44.750Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567193, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823522673349, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823572673349, - "size": 2, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823592673349, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 4823642673349, - "size": 31, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823662673349, - "size": 23, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:44.829Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946677402, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931677402, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 74881677402, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 74871677402, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 74831677402, - "size": 53, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:44.911Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984182646, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75014182646, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75024182646, - "size": 45, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75054182646, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 75104182646, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 75144182646, - "size": 44, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.960Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778645929, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678748645929, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 1678718645929, - "size": 89, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678688645929, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678668645929, - "size": 73, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808645929, - "size": 71, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678838645929, - "size": 7, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678878645929, - "size": 85, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678928645929, - "size": 64, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:44.991Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220018786641, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220008786641, - "size": 70, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219998786641, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 219958786641, - "size": 20, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220028786641, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 220048786641, - "size": 13, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220068786641, - "size": 4, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:45.004Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220021227487, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219976227487, - "size": 23, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220066227487, - "size": 75, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220096227487, - "size": 2, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.086Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567199, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349947933472, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 349967933472, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 349987933472, - "size": 9, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:45.145Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902244182, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74857244182, - "size": 48, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74947244182, - "size": 34, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:45.245Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419556523, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394556523, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823344556523, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823324556523, - "size": 11, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823444556523, - "size": 72, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.320Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189709862624, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189674862624, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 189644862624, - "size": 51, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:45.357Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823529350822, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.408Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189748145176, - "size": 94, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.449Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567205, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981953489, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 74961953489, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 74951953489, - "size": 90, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75041953489, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75061953489, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 75081953489, - "size": 20, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:45.494Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823463280392, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823448280392, - "size": 89, - "orderCount": 3 - }, - { - "priceNanos": 4823408280392, - "size": 82, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.546Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967662174, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79982662174, - "size": 15, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:45.640Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872624660, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678852624660, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 1678842624660, - "size": 43, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678802624660, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 1678752624660, - "size": 48, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678892624660, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678922624660, - "size": 87, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678952624660, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1679002624660, - "size": 10, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:45.664Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456079746, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823501079746, - "size": 89, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823511079746, - "size": 29, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823521079746, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 4823531079746, - "size": 45, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.743Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79929468383, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79879468383, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79829468383, - "size": 28, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79819468383, - "size": 56, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79779468383, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 79769468383, - "size": 65, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79979468383, - "size": 99, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79999468383, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80049468383, - "size": 77, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.841Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567211, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678790683222, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 1678740683222, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 1678720683222, - "size": 77, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678880683222, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678900683222, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678950683222, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678990683222, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 1679030683222, - "size": 87, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:45.895Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567212, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:45.943Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064502619, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220019502619, - "size": 63, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219999502619, - "size": 60, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220109502619, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 220119502619, - "size": 89, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:46.012Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083617846, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220048617846, - "size": 29, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220118617846, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 220158617846, - "size": 93, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.106Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567215, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823487699605, - "size": 99, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823477699605, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 4823467699605, - "size": 59, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823447699605, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 4823397699605, - "size": 43, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823557699605, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 4823587699605, - "size": 5, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823627699605, - "size": 17, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823647699605, - "size": 70, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823687699605, - "size": 38, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:46.125Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189654867063, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 189604867063, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 189564867063, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 189524867063, - "size": 69, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189754867063, - "size": 4, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.153Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74963678126, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74923678126, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 74893678126, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74853678126, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 74813678126, - "size": 76, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75003678126, - "size": 32, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:46.237Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567218, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061453549, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220031453549, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 220011453549, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 219961453549, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 219921453549, - "size": 2, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220091453549, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 220141453549, - "size": 67, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.263Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567219, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678720346966, - "size": 39, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678810346966, - "size": 84, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678830346966, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 1678860346966, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 1678890346966, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 1678940346966, - "size": 3, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.318Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987105008, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219972105008, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 219942105008, - "size": 19, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220002105008, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220012105008, - "size": 14, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.342Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735439008, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189715439008, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189695439008, - "size": 4, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189685439008, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 189655439008, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 189635439008, - "size": 44, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189755439008, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 189795439008, - "size": 97, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:46.379Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567222, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219872696428, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 219862696428, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219852696428, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219832696428, - "size": 46, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219972696428, - "size": 46, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.439Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014162499, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75019162499, - "size": 80, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75069162499, - "size": 74, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.528Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75002652530, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74972652530, - "size": 99, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74922652530, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 74902652530, - "size": 45, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74892652530, - "size": 2, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74852652530, - "size": 37, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75032652530, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 75072652530, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 75092652530, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75142652530, - "size": 45, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.585Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567225, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823403444279, - "size": 92, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823443444279, - "size": 92, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350034521248, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349999521248, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349959521248, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 349919521248, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 349899521248, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350069521248, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 350099521248, - "size": 5, - "orderCount": 15 - }, - { - "priceNanos": 350109521248, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 350119521248, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 350149521248, - "size": 5, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.708Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189697809297, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189647809297, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189637809297, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 189627809297, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189587809297, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189547809297, - "size": 50, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189747809297, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 189767809297, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 189807809297, - "size": 26, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:46.802Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075180123, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75090180123, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 75140180123, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 75190180123, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 75220180123, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 75240180123, - "size": 38, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.818Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80078045860, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80033045860, - "size": 28, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80003045860, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79983045860, - "size": 2, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80123045860, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 80133045860, - "size": 57, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:46.911Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74950069857, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74940069857, - "size": 8, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74890069857, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74860069857, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 74840069857, - "size": 32, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74960069857, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74970069857, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 75010069857, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 75040069857, - "size": 38, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.974Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567231, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973061029, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74943061029, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 74903061029, - "size": 1, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74883061029, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 74863061029, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75003061029, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75033061029, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75073061029, - "size": 56, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.986Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912051012, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349907051012, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 349867051012, - "size": 72, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349917051012, - "size": 37, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 349937051012, - "size": 98, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 349947051012, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 349967051012, - "size": 89, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:46.996Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567233, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79999712025, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80049712025, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 80099712025, - "size": 29, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80109712025, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80139712025, - "size": 13, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:47.089Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013621984, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79973621984, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 79923621984, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 79873621984, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79823621984, - "size": 31, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80053621984, - "size": 56, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.111Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678788402721, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678738402721, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 1678718402721, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 1678698402721, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 1678668402721, - "size": 71, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678838402721, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 1678868402721, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 1678888402721, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 1678908402721, - "size": 48, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678928402721, - "size": 2, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.163Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567236, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349865187807, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349825187807, - "size": 39, - "orderCount": 15 - }, - { - "priceNanos": 349795187807, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 349755187807, - "size": 16, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349735187807, - "size": 71, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349965187807, - "size": 92, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:47.263Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086447459, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80076447459, - "size": 93, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80026447459, - "size": 57, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80006447459, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 79976447459, - "size": 71, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80096447459, - "size": 85, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80106447459, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80136447459, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80176447459, - "size": 93, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80226447459, - "size": 81, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:47.282Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567238, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024197571, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79984197571, - "size": 16, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79974197571, - "size": 1, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79924197571, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 79904197571, - "size": 25, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80064197571, - "size": 40, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80104197571, - "size": 3, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80144197571, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 80164197571, - "size": 43, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80204197571, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.342Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739196830, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678689196830, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 1678649196830, - "size": 60, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678789196830, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678829196830, - "size": 16, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678839196830, - "size": 7, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678889196830, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678909196830, - "size": 87, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.407Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349986260495, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349936260495, - "size": 59, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350036260495, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 350086260495, - "size": 12, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.485Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189654766006, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189604766006, - "size": 100, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189554766006, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189544766006, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189514766006, - "size": 57, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189704766006, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189744766006, - "size": 20, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189774766006, - "size": 94, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189794766006, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189824766006, - "size": 78, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:47.550Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032527532, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79982527532, - "size": 98, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79932527532, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 79902527532, - "size": 66, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79872527532, - "size": 35, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80082527532, - "size": 17, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.644Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567243, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189697006853, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189667006853, - "size": 73, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189637006853, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 189617006853, - "size": 75, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189727006853, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189777006853, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189817006853, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189847006853, - "size": 46, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:47.664Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220041805457, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219996805457, - "size": 91, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219956805457, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 219916805457, - "size": 92, - "orderCount": 16 - }, - { - "priceNanos": 219886805457, - "size": 78, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220086805457, - "size": 45, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:47.761Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349907563372, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349897563372, - "size": 45, - "orderCount": 1 - }, - { - "priceNanos": 349867563372, - "size": 10, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349917563372, - "size": 66, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 349927563372, - "size": 19, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349947563372, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 349967563372, - "size": 94, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.814Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522863358, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823557863358, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 4823597863358, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 4823637863358, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 4823687863358, - "size": 88, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823717863358, - "size": 19, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.861Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736130334, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678731130334, - "size": 65, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678741130334, - "size": 38, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.878Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75058757043, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75048757043, - "size": 100, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:47.889Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091870045, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75076870045, - "size": 39, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75106870045, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 75146870045, - "size": 6, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75156870045, - "size": 72, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75186870045, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 75206870045, - "size": 39, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:47.930Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567250, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80081404903, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80061404903, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 80041404903, - "size": 19, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80101404903, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 80121404903, - "size": 29, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.019Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567251, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220094472002, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:48.082Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749740034, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678729740034, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 1678709740034, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 1678699740034, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678649740034, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 1678619740034, - "size": 80, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.171Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011310858, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001310858, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74961310858, - "size": 76, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74921310858, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 74871310858, - "size": 38, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.243Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74888447024, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74858447024, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 74848447024, - "size": 64, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74808447024, - "size": 16, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74958447024, - "size": 85, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:48.311Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349970730162, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349965730162, - "size": 32, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349955730162, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 349915730162, - "size": 100, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349975730162, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 350015730162, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 350025730162, - "size": 45, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350035730162, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350045730162, - "size": 73, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.328Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678727637121, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678702637121, - "size": 100, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678752637121, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 1678782637121, - "size": 80, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.368Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959680327, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74954680327, - "size": 95, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:48.405Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567258, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189858624600, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 189878624600, - "size": 94, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189888624600, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189938624600, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189958624600, - "size": 91, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.467Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014609755, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75039609755, - "size": 90, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.544Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567260, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823490162209, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 4823450162209, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 4823420162209, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823590162209, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 4823620162209, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823660162209, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 4823710162209, - "size": 52, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.588Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74955512187, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74945512187, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 74925512187, - "size": 100, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74965512187, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 75005512187, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 75055512187, - "size": 92, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75075512187, - "size": 7, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75105512187, - "size": 100, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.641Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678756733864, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678791733864, - "size": 32, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678811733864, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 1678831733864, - "size": 48, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:48.724Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567263, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74949217611, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74959217611, - "size": 32, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.787Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093176235, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350088176235, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350058176235, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350048176235, - "size": 93, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350038176235, - "size": 90, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098176235, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 350138176235, - "size": 22, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350188176235, - "size": 57, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.797Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567265, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350029490485, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 349989490485, - "size": 38, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350129490485, - "size": 5, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350159490485, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350199490485, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 350229490485, - "size": 82, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:48.893Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567266, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349873752150, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 349843752150, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349813752150, - "size": 59, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349963752150, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 349983752150, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 350033752150, - "size": 47, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350073752150, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:48.916Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040653097, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75030653097, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 75010653097, - "size": 94, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74970653097, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 74950653097, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 74940653097, - "size": 30, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75050653097, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 75080653097, - "size": 96, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:48.978Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:49.018Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030204807, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80005204807, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79975204807, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 79965204807, - "size": 62, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:49.063Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567270, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678719994351, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 1678709994351, - "size": 30, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678779994351, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 1678829994351, - "size": 90, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678849994351, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678899994351, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 1678929994351, - "size": 68, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.102Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964783699, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79959783699, - "size": 83, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79949783699, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 79909783699, - "size": 20, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79969783699, - "size": 73, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80019783699, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 80039783699, - "size": 93, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.169Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823519008523, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823504008523, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 4823454008523, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 4823444008523, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 4823434008523, - "size": 60, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823534008523, - "size": 65, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823574008523, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 4823614008523, - "size": 7, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:49.222Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567273, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350066389589, - "size": 12, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350086389589, - "size": 94, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:49.269Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80025806721, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80015806721, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 79985806721, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 79965806721, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79915806721, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80035806721, - "size": 41, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:49.287Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499355734, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823469355734, - "size": 42, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823429355734, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823419355734, - "size": 7, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823409355734, - "size": 59, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823529355734, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 4823559355734, - "size": 96, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823599355734, - "size": 80, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:49.323Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567276, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350029626374, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349989626374, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349969626374, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349959626374, - "size": 47, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349919626374, - "size": 60, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349889626374, - "size": 61, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350069626374, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 350119626374, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 350149626374, - "size": 39, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350189626374, - "size": 84, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.401Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567277, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74945149153, - "size": 84, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74975149153, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 74995149153, - "size": 67, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75045149153, - "size": 22, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75075149153, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 75105149153, - "size": 81, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.417Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567278, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74887922228, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 74837922228, - "size": 24, - "orderCount": 18 - }, - { - "priceNanos": 74787922228, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74767922228, - "size": 98, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74747922228, - "size": 94, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937922228, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 74987922228, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 74997922228, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 75027922228, - "size": 5, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75037922228, - "size": 81, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:49.435Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567279, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189728791214, - "size": 69, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189738791214, - "size": 95, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:49.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068950405, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75058950405, - "size": 71, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:49.488Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567281, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064361638, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220059361638, - "size": 87, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220069361638, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 220079361638, - "size": 28, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.578Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189686563666, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189676563666, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 189656563666, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189636563666, - "size": 93, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189696563666, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 189736563666, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 189756563666, - "size": 7, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189796563666, - "size": 90, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.643Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904435582, - "size": 40, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74909435582, - "size": 39, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74959435582, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74969435582, - "size": 11, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75019435582, - "size": 91, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.682Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567284, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501500471, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476500471, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823456500471, - "size": 5, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823426500471, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 4823386500471, - "size": 37, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823526500471, - "size": 93, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:49.748Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567285, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189759730614, - "size": 46, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189849730614, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 189859730614, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 189879730614, - "size": 6, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:49.830Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802764325, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678752764325, - "size": 25, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678742764325, - "size": 23, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:49.917Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567287, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79881086795, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 79851086795, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 79821086795, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 79791086795, - "size": 61, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79931086795, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 79981086795, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 80031086795, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80061086795, - "size": 16, - "orderCount": 6 - }, - { - "priceNanos": 80101086795, - "size": 93, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:49.965Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567288, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189721655147, - "size": 30, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189801655147, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 189831655147, - "size": 73, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189851655147, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189861655147, - "size": 31, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.040Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083351218, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75038351218, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75028351218, - "size": 92, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75008351218, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 74988351218, - "size": 42, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75128351218, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 75158351218, - "size": 82, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75188351218, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75228351218, - "size": 44, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75248351218, - "size": 63, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:50.102Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678833923495, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 1678793923495, - "size": 59, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678743923495, - "size": 33, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678723923495, - "size": 4, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678693923495, - "size": 70, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678913923495, - "size": 100, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678923923495, - "size": 16, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.121Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823595735760, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823580735760, - "size": 66, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823560735760, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 4823520735760, - "size": 18, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823610735760, - "size": 59, - "orderCount": 9 - }, - { - "priceNanos": 4823630735760, - "size": 2, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:50.202Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75047853660, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75007853660, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 74977853660, - "size": 50, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75087853660, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 75127853660, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75167853660, - "size": 57, - "orderCount": 6 - }, - { - "priceNanos": 75197853660, - "size": 35, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.221Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80073031347, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80043031347, - "size": 2, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80103031347, - "size": 96, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.280Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567294, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79862885657, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 79812885657, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 79782885657, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79742885657, - "size": 23, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79942885657, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 79992885657, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 80002885657, - "size": 85, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80042885657, - "size": 89, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.365Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567295, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714054541, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189709054541, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189689054541, - "size": 4, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189679054541, - "size": 68, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189719054541, - "size": 61, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189739054541, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 189779054541, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189799054541, - "size": 4, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189809054541, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:50.381Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416248128, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823391248128, - "size": 41, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823381248128, - "size": 74, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441248128, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 4823451248128, - "size": 57, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823481248128, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 4823491248128, - "size": 92, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.408Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219934073340, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219929073340, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 219919073340, - "size": 75, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219889073340, - "size": 74, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219839073340, - "size": 8, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219939073340, - "size": 60, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219959073340, - "size": 73, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.462Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567298, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350059698441, - "size": 3, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350069698441, - "size": 44, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350079698441, - "size": 81, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.541Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057471706, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350022471706, - "size": 80, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350092471706, - "size": 65, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.583Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838307030, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818307030, - "size": 83, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678788307030, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 1678758307030, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 1678718307030, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678708307030, - "size": 18, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678858307030, - "size": 65, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.652Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220085777308, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220055777308, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 220035777308, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 219995777308, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 219965777308, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 219935777308, - "size": 53, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220115777308, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220155777308, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220195777308, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 220245777308, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220295777308, - "size": 11, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522315668, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823507315668, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 4823457315668, - "size": 73, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823537315668, - "size": 21, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.817Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707996423, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678667996423, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 1678637996423, - "size": 84, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747996423, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 1678797996423, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:50.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928237134, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74908237134, - "size": 3, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74948237134, - "size": 70, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.926Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567305, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75023861853, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 74993861853, - "size": 92, - "orderCount": 16 - }, - { - "priceNanos": 74943861853, - "size": 23, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75033861853, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 75063861853, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75093861853, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 75123861853, - "size": 90, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75133861853, - "size": 4, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:50.983Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349992144589, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349967144589, - "size": 25, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349917144589, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 349867144589, - "size": 88, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350017144589, - "size": 20, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350067144589, - "size": 23, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350087144589, - "size": 74, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350127144589, - "size": 48, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350157144589, - "size": 20, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:51.080Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997271614, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74952271614, - "size": 66, - "orderCount": 18 - }, - { - "priceNanos": 74912271614, - "size": 2, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75042271614, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75092271614, - "size": 48, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75102271614, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 75122271614, - "size": 20, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75172271614, - "size": 44, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.153Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906640806, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349901640806, - "size": 39, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349891640806, - "size": 26, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349841640806, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 349831640806, - "size": 62, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:51.228Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80077492179, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80072492179, - "size": 1, - "orderCount": 11 - }, - { - "priceNanos": 80032492179, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80022492179, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 79992492179, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 79982492179, - "size": 41, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80082492179, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80122492179, - "size": 81, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80142492179, - "size": 42, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.251Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567310, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75079157847, - "size": 53, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75099157847, - "size": 53, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75139157847, - "size": 68, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:51.303Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875023846, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678860023846, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 1678850023846, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678810023846, - "size": 40, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678890023846, - "size": 40, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.320Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889024940, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678874024940, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678864024940, - "size": 32, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678904024940, - "size": 61, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678924024940, - "size": 42, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.382Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005476181, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79965476181, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 79955476181, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 79935476181, - "size": 12, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79885476181, - "size": 4, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80045476181, - "size": 46, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80085476181, - "size": 22, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80135476181, - "size": 90, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.454Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189795454360, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189760454360, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 189740454360, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189690454360, - "size": 18, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189830454360, - "size": 35, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189880454360, - "size": 47, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:51.542Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350064198853, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350089198853, - "size": 6, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:51.586Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74988608906, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74953608906, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 74933608906, - "size": 4, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75023608906, - "size": 47, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75043608906, - "size": 93, - "orderCount": 14 - }, - { - "priceNanos": 75063608906, - "size": 57, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75093608906, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 75123608906, - "size": 82, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.641Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692283045, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189657283045, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 189617283045, - "size": 81, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189567283045, - "size": 58, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189727283045, - "size": 4, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189767283045, - "size": 21, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.710Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567318, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349956320584, - "size": 61, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.730Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031423661, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350026423661, - "size": 54, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350006423661, - "size": 83, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349986423661, - "size": 46, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349946423661, - "size": 40, - "orderCount": 2 - }, - { - "priceNanos": 349936423661, - "size": 65, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350036423661, - "size": 47, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350076423661, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 350086423661, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350096423661, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.800Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834682179, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189784682179, - "size": 64, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189734682179, - "size": 76, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189694682179, - "size": 70, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189884682179, - "size": 20, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189924682179, - "size": 84, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189954682179, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 189994682179, - "size": 21, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.850Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350094413156, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350089413156, - "size": 78, - "orderCount": 14 - }, - { - "priceNanos": 350079413156, - "size": 74, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:51.903Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567322, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678829366292, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678839366292, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678889366292, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 1678909366292, - "size": 16, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678949366292, - "size": 97, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678959366292, - "size": 49, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:51.916Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678745869904, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678750869904, - "size": 12, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:51.986Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567324, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823500942701, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823450942701, - "size": 82, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823520942701, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 4823540942701, - "size": 36, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823580942701, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 4823610942701, - "size": 100, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823660942701, - "size": 15, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:52.034Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823437331115, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823397331115, - "size": 16, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823367331115, - "size": 87, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823337331115, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 4823317331115, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 4823267331115, - "size": 49, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823477331115, - "size": 40, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.093Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567326, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219901774703, - "size": 96, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219981774703, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 220031774703, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 220061774703, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 220081774703, - "size": 35, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.177Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567327, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219924672129, - "size": 72, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219944672129, - "size": 98, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:52.187Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567328, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823404261138, - "size": 75, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823374261138, - "size": 6, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823324261138, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823314261138, - "size": 8, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:52.228Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567329, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678846333350, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678841333350, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678791333350, - "size": 76, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678851333350, - "size": 95, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678881333350, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 1678921333350, - "size": 44, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678951333350, - "size": 5, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:52.305Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090697704, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75095697704, - "size": 90, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75135697704, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 75155697704, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 75185697704, - "size": 46, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.348Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092269515, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220067269515, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220037269515, - "size": 87, - "orderCount": 14 - }, - { - "priceNanos": 220027269515, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 219987269515, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 219937269515, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220117269515, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220137269515, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220167269515, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220177269515, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 220187269515, - "size": 45, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.413Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700386323, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189660386323, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 189610386323, - "size": 49, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189740386323, - "size": 38, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:52.474Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823420831472, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823400831472, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 4823350831472, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 4823310831472, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 4823300831472, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823440831472, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 4823490831472, - "size": 93, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823540831472, - "size": 57, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823550831472, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 4823560831472, - "size": 57, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.487Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567334, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075298046, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75025298046, - "size": 2, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75005298046, - "size": 55, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75125298046, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 75175298046, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 75205298046, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 75225298046, - "size": 55, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:52.546Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80028894231, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80023894231, - "size": 79, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80033894231, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80053894231, - "size": 50, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.581Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567336, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219918471977, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 219908471977, - "size": 98, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.639Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79960367155, - "size": 81, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80040367155, - "size": 44, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.732Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567338, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80025678752, - "size": 10, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:52.754Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567339, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.775Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878449061, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678833449061, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 1678803449061, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 1678763449061, - "size": 9, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678923449061, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 1678953449061, - "size": 64, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678973449061, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 1679003449061, - "size": 8, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.828Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220005289906, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219995289906, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 219975289906, - "size": 16, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219925289906, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 219895289906, - "size": 38, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219855289906, - "size": 96, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220015289906, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220045289906, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.871Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568713347, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823608713347, - "size": 35, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.915Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567343, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189764953868, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 189724953868, - "size": 95, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189824953868, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.959Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033868597, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75003868597, - "size": 87, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75063868597, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75113868597, - "size": 92, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:52.991Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796185239, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678831185239, - "size": 87, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:53.023Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567346, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219989819145, - "size": 38, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220049819145, - "size": 12, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:53.113Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776693400, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678726693400, - "size": 77, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678706693400, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 1678656693400, - "size": 9, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678826693400, - "size": 30, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:53.205Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567348, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80065123927, - "size": 47, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80105123927, - "size": 62, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80145123927, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 80185123927, - "size": 84, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.289Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75004457388, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74989457388, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 74949457388, - "size": 28, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.326Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499473151, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823449473151, - "size": 6, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823549473151, - "size": 55, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.368Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823459761541, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.409Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011325368, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75026325368, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 75056325368, - "size": 15, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:53.443Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678792278371, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678837278371, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.539Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74968066540, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75003066540, - "size": 13, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:53.625Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567355, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678739120179, - "size": 23, - "orderCount": 4 - }, - { - "priceNanos": 1678729120179, - "size": 54, - "orderCount": 15 - }, - { - "priceNanos": 1678699120179, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678659120179, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 1678649120179, - "size": 11, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678799120179, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678819120179, - "size": 51, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678829120179, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 1678879120179, - "size": 7, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.723Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567356, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955959239, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79930959239, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 79890959239, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 79870959239, - "size": 25, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79980959239, - "size": 26, - "orderCount": 10 - }, - { - "priceNanos": 80020959239, - "size": 57, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80040959239, - "size": 49, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80060959239, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 80110959239, - "size": 40, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:53.795Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567357, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678775674452, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 1678735674452, - "size": 42, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678725674452, - "size": 20, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845674452, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 1678855674452, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 1678875674452, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 1678925674452, - "size": 9, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.884Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74990624817, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74940624817, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74930624817, - "size": 1, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75040624817, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 75080624817, - "size": 30, - "orderCount": 11 - }, - { - "priceNanos": 75090624817, - "size": 69, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75100624817, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 75140624817, - "size": 75, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.898Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79984035574, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80029035574, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 80069035574, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 80119035574, - "size": 23, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80149035574, - "size": 26, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:53.924Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087301545, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75057301545, - "size": 7, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75117301545, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 75157301545, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 75207301545, - "size": 48, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.962Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567361, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823554670410, - "size": 51, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823534670410, - "size": 19, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823524670410, - "size": 46, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823514670410, - "size": 76, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823584670410, - "size": 72, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:53.992Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219977826643, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219967826643, - "size": 81, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219957826643, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 219927826643, - "size": 94, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219877826643, - "size": 41, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219987826643, - "size": 84, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220007826643, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 220057826643, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 220067826643, - "size": 52, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.013Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567363, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74867398252, - "size": 49, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74967398252, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75007398252, - "size": 9, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:54.063Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567364, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74986943669, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941943669, - "size": 4, - "orderCount": 20 - }, - { - "priceNanos": 74921943669, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74911943669, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 74881943669, - "size": 51, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74851943669, - "size": 4, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75031943669, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75071943669, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 75101943669, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 75141943669, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 75181943669, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.124Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189831815996, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189821815996, - "size": 67, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189841815996, - "size": 43, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.210Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954704893, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74914704893, - "size": 75, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74874704893, - "size": 97, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74844704893, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 74814704893, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 74764704893, - "size": 53, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74994704893, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75014704893, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 75024704893, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75044704893, - "size": 90, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.220Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567367, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189668212036, - "size": 81, - "orderCount": 13 - }, - { - "priceNanos": 189658212036, - "size": 45, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189748212036, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 189758212036, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189808212036, - "size": 41, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.282Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471041773, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461041773, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 4823411041773, - "size": 54, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823481041773, - "size": 15, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.337Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567369, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:54.355Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567370, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678747647947, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 1678697647947, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678647647947, - "size": 58, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678637647947, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 1678617647947, - "size": 27, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678787647947, - "size": 77, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678827647947, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 1678837647947, - "size": 90, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.393Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567371, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80007061868, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 79977061868, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 79957061868, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 79917061868, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 79897061868, - "size": 10, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80037061868, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80047061868, - "size": 67, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80087061868, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80127061868, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 80177061868, - "size": 60, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:54.415Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220047870069, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220032870069, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 219992870069, - "size": 5, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220062870069, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 220112870069, - "size": 17, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220162870069, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 220192870069, - "size": 50, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:54.500Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678756297999, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678716297999, - "size": 24, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678686297999, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 1678656297999, - "size": 14, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678826297999, - "size": 18, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678846297999, - "size": 24, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:54.513Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469282738, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823459282738, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823409282738, - "size": 83, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823389282738, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 4823339282738, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 4823289282738, - "size": 22, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.609Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878710016, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678838710016, - "size": 89, - "orderCount": 10 - }, - { - "priceNanos": 1678798710016, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678768710016, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678738710016, - "size": 87, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678918710016, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 1678948710016, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678988710016, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1679018710016, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 1679058710016, - "size": 54, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:54.689Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567376, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417991244, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823382991244, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 4823342991244, - "size": 18, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823332991244, - "size": 31, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823452991244, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 4823482991244, - "size": 26, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823522991244, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823552991244, - "size": 51, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.758Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500578261, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823480578261, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823460578261, - "size": 6, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823440578261, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 4823430578261, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823520578261, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823560578261, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 4823610578261, - "size": 43, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.804Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567378, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349986943152, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349951943152, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 349921943152, - "size": 41, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349891943152, - "size": 45, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350021943152, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350041943152, - "size": 84, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350051943152, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350101943152, - "size": 6, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350131943152, - "size": 44, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:54.862Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567379, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823537335983, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823487335983, - "size": 83, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823457335983, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 4823437335983, - "size": 70, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823407335983, - "size": 62, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823597335983, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 4823617335983, - "size": 49, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823637335983, - "size": 33, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823647335983, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.928Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567380, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823534381556, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823504381556, - "size": 53, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823614381556, - "size": 1, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.946Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823474278940, - "size": 3, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823444278940, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823434278940, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 4823384278940, - "size": 27, - "orderCount": 12 - }, - { - "priceNanos": 4823374278940, - "size": 20, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:54.990Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551829095, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823501829095, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823451829095, - "size": 65, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823411829095, - "size": 72, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823601829095, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823641829095, - "size": 91, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:55.028Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097052901, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80067052901, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80017052901, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 79977052901, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 79957052901, - "size": 35, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80127052901, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80147052901, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80187052901, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80227052901, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:55.092Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567384, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80072439155, - "size": 42, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80042439155, - "size": 10, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80012439155, - "size": 47, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80112439155, - "size": 72, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80122439155, - "size": 81, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80132439155, - "size": 89, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.118Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567385, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74922270754, - "size": 58, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74982270754, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 75012270754, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 75062270754, - "size": 62, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.147Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452650152, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823427650152, - "size": 55, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823407650152, - "size": 2, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823397650152, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 4823357650152, - "size": 33, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823477650152, - "size": 75, - "orderCount": 20 - }, - { - "priceNanos": 4823527650152, - "size": 92, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:55.183Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567387, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79859872301, - "size": 83, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79809872301, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79789872301, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 79749872301, - "size": 21, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79949872301, - "size": 97, - "orderCount": 1 - }, - { - "priceNanos": 79959872301, - "size": 17, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79979872301, - "size": 67, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:55.274Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823460743291, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823445743291, - "size": 48, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823475743291, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823515743291, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 4823525743291, - "size": 33, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:55.327Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349982952542, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349952952542, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349902952542, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349892952542, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 349882952542, - "size": 11, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349852952542, - "size": 17, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350012952542, - "size": 55, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350062952542, - "size": 25, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350112952542, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:55.393Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046190179, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75031190179, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 75021190179, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75011190179, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75001190179, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 74981190179, - "size": 12, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061190179, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 75091190179, - "size": 96, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75131190179, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 75161190179, - "size": 85, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.422Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974013615, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219924013615, - "size": 41, - "orderCount": 5 - }, - { - "priceNanos": 219894013615, - "size": 85, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:55.436Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678741624703, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701624703, - "size": 91, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678651624703, - "size": 60, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:55.453Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099453987, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75089453987, - "size": 76, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75069453987, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 75049453987, - "size": 39, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75109453987, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75159453987, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75169453987, - "size": 91, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75179453987, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.498Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920195486, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.592Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220027442837, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220017442837, - "size": 99, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219977442837, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 219967442837, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 219957442837, - "size": 84, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220037442837, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 220047442837, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 220087442837, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 220137442837, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220147442837, - "size": 64, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.636Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350005758361, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349995758361, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 349975758361, - "size": 91, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350015758361, - "size": 57, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350055758361, - "size": 65, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350095758361, - "size": 85, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.646Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416028351, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411028351, - "size": 83, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.691Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567398, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189734355905, - "size": 36, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189694355905, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189824355905, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189874355905, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 189904355905, - "size": 44, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189914355905, - "size": 3, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.747Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823593463642, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823568463642, - "size": 97, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823618463642, - "size": 97, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823668463642, - "size": 33, - "orderCount": 9 - }, - { - "priceNanos": 4823708463642, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 4823728463642, - "size": 96, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:55.789Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567400, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350016454414, - "size": 50, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:55.814Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567401, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79910327590, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79900327590, - "size": 41, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79980327590, - "size": 73, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79990327590, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80000327590, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 80020327590, - "size": 19, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:55.857Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567402, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038627985, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350003627985, - "size": 92, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349973627985, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 349933627985, - "size": 80, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350073627985, - "size": 17, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350123627985, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 350153627985, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 350183627985, - "size": 7, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:55.930Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189818552348, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189778552348, - "size": 32, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189858552348, - "size": 50, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:56.002Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678803608867, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678753608867, - "size": 15, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678733608867, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 1678693608867, - "size": 66, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678673608867, - "size": 93, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.045Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996451145, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79986451145, - "size": 97, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79976451145, - "size": 47, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79926451145, - "size": 61, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80006451145, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 80046451145, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80096451145, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 80136451145, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 80146451145, - "size": 97, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.110Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567406, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692649755, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189677649755, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 189657649755, - "size": 49, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:56.184Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567407, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678796487810, - "size": 83, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678786487810, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678766487810, - "size": 31, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678716487810, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 1678666487810, - "size": 81, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678806487810, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678846487810, - "size": 58, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.262Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512258748, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823472258748, - "size": 20, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823552258748, - "size": 78, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:56.351Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584965449, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823629965449, - "size": 47, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823659965449, - "size": 19, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:56.370Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837566167, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812566167, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 1678762566167, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678732566167, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678702566167, - "size": 46, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678672566167, - "size": 44, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.430Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777968640, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678732968640, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678722968640, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678672968640, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 1678632968640, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 1678602968640, - "size": 16, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678822968640, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 1678832968640, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 1678872968640, - "size": 73, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678922968640, - "size": 34, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678972968640, - "size": 95, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.496Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567412, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80001462217, - "size": 93, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79951462217, - "size": 66, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80061462217, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80101462217, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 80131462217, - "size": 89, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80161462217, - "size": 5, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:56.513Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567413, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189801196377, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189811196377, - "size": 73, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:56.545Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030663728, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75015663728, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 74975663728, - "size": 7, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75045663728, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 75085663728, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 75115663728, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75125663728, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75165663728, - "size": 29, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:56.582Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220035443750, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:56.612Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80012539371, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79972539371, - "size": 2, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79962539371, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 79912539371, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 79892539371, - "size": 45, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80052539371, - "size": 92, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80092539371, - "size": 26, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80142539371, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 80192539371, - "size": 92, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.689Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567417, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79855721062, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79815721062, - "size": 72, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79955721062, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79985721062, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.732Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823465608164, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823485608164, - "size": 54, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.744Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830886346, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678780886346, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 1678730886346, - "size": 19, - "orderCount": 9 - }, - { - "priceNanos": 1678690886346, - "size": 34, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678640886346, - "size": 55, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678880886346, - "size": 61, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.828Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822334488, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777334488, - "size": 52, - "orderCount": 12 - }, - { - "priceNanos": 189727334488, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 189697334488, - "size": 12, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189867334488, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 189877334488, - "size": 80, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189917334488, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189947334488, - "size": 95, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.843Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350058156056, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350008156056, - "size": 92, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350108156056, - "size": 56, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350128156056, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 350168156056, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 350208156056, - "size": 98, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350218156056, - "size": 26, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:56.932Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017662813, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75007662813, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 74997662813, - "size": 78, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75027662813, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75057662813, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 75107662813, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75127662813, - "size": 64, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.017Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678787001448, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678757001448, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 1678747001448, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 1678717001448, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 1678687001448, - "size": 25, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678817001448, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 1678827001448, - "size": 18, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678877001448, - "size": 37, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678887001448, - "size": 42, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678927001448, - "size": 38, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:57.074Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567424, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678844192424, - "size": 40, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678944192424, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 1678994192424, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 1679044192424, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 1679094192424, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679104192424, - "size": 93, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.171Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678793141965, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678753141965, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 1678703141965, - "size": 1, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678663141965, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 1678643141965, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 1678633141965, - "size": 72, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678833141965, - "size": 9, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:57.231Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220037812076, - "size": 13, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220097812076, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 220147812076, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 220187812076, - "size": 98, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:57.249Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219971779954, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219966779954, - "size": 1, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219956779954, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 219946779954, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 219906779954, - "size": 52, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219856779954, - "size": 26, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:57.307Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050529144, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80035529144, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 79985529144, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 79945529144, - "size": 98, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79895529144, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 79845529144, - "size": 15, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80065529144, - "size": 51, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.330Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79985212234, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:57.409Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966859149, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74921859149, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 74911859149, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74861859149, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 74811859149, - "size": 28, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74771859149, - "size": 8, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75011859149, - "size": 82, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.463Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189677503815, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189717503815, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 189747503815, - "size": 67, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189787503815, - "size": 94, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:57.497Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567432, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.594Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219928218468, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 219898218468, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219868218468, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 219858218468, - "size": 18, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219828218468, - "size": 51, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220008218468, - "size": 56, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220028218468, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 220078218468, - "size": 10, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.691Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567434, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220062085609, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220022085609, - "size": 90, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219972085609, - "size": 72, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219922085609, - "size": 9, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220102085609, - "size": 44, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.718Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567435, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220020089197, - "size": 3, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220060089197, - "size": 8, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.759Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823565296494, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823545296494, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823505296494, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823485296494, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 4823435296494, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.859Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948140232, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74943140232, - "size": 75, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74913140232, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 74863140232, - "size": 25, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74823140232, - "size": 84, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:57.925Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051632693, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75026632693, - "size": 92, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74996632693, - "size": 25, - "orderCount": 9 - }, - { - "priceNanos": 74946632693, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 74906632693, - "size": 24, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74876632693, - "size": 93, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75076632693, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75086632693, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75096632693, - "size": 2, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.002Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189764869892, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 189724869892, - "size": 56, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189834869892, - "size": 57, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189884869892, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 189904869892, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189924869892, - "size": 33, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189944869892, - "size": 32, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.068Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189836488475, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189831488475, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 189801488475, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 189791488475, - "size": 23, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.126Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189731177777, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189691177777, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 189641177777, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 189621177777, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 189601177777, - "size": 73, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189771177777, - "size": 44, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189811177777, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189821177777, - "size": 6, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.137Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79933067832, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79918067832, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 79888067832, - "size": 17, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79948067832, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 79968067832, - "size": 56, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.190Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567443, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189784702765, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189774702765, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 189724702765, - "size": 99, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189684702765, - "size": 81, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.240Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567444, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79897984434, - "size": 22, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947984434, - "size": 57, - "orderCount": 9 - }, - { - "priceNanos": 79987984434, - "size": 15, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.307Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80011762777, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79971762777, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 79951762777, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 79931762777, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 79911762777, - "size": 35, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79871762777, - "size": 12, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80051762777, - "size": 46, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80071762777, - "size": 98, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80101762777, - "size": 98, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80151762777, - "size": 11, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80201762777, - "size": 61, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.317Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567446, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823483605576, - "size": 3, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823563605576, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 4823593605576, - "size": 41, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.388Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678751924113, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678721924113, - "size": 40, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678701924113, - "size": 13, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.486Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80016541175, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 79986541175, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 79946541175, - "size": 27, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:58.520Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189663456715, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189633456715, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 189603456715, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189563456715, - "size": 39, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189693456715, - "size": 48, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.597Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024494799, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79974494799, - "size": 89, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80074494799, - "size": 9, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.680Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567451, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:58.718Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79993730260, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79983730260, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 79973730260, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 79923730260, - "size": 28, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79903730260, - "size": 80, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:58.776Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981782581, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 74931782581, - "size": 80, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:58.828Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567454, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.846Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999029596, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74964029596, - "size": 43, - "orderCount": 20 - }, - { - "priceNanos": 74954029596, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74904029596, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 74894029596, - "size": 17, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75034029596, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 75054029596, - "size": 36, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.864Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80018630409, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79993630409, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79973630409, - "size": 79, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80043630409, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 80063630409, - "size": 84, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80083630409, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 80103630409, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.902Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511096105, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823541096105, - "size": 95, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823581096105, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 4823591096105, - "size": 58, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:58.958Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75000016313, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75050016313, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 75070016313, - "size": 12, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:35:59.000Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74962403933, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74927403933, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74897403933, - "size": 42, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74887403933, - "size": 4, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74867403933, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 74827403933, - "size": 10, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74997403933, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75007403933, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 75047403933, - "size": 13, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75067403933, - "size": 59, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.092Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75007113466, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74972113466, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74952113466, - "size": 62, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75042113466, - "size": 55, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.153Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678854335352, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678849335352, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 1678839335352, - "size": 8, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678809335352, - "size": 67, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678859335352, - "size": 16, - "orderCount": 11 - }, - { - "priceNanos": 1678889335352, - "size": 16, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.240Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567462, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097970523, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220092970523, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220072970523, - "size": 12, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220052970523, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 220022970523, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220002970523, - "size": 23, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220102970523, - "size": 33, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.284Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567463, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80064423645, - "size": 90, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80094423645, - "size": 4, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:59.313Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567464, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80064289583, - "size": 38, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80054289583, - "size": 30, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.382Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74982750943, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74972750943, - "size": 73, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74932750943, - "size": 14, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74882750943, - "size": 75, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74832750943, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 74822750943, - "size": 68, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74992750943, - "size": 30, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75042750943, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75052750943, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 75062750943, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 75112750943, - "size": 10, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:35:59.439Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567466, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441102584, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 4823391102584, - "size": 16, - "orderCount": 6 - }, - { - "priceNanos": 4823351102584, - "size": 46, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:59.449Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75016824883, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74991824883, - "size": 16, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75041824883, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 75081824883, - "size": 39, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75091824883, - "size": 8, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75121824883, - "size": 54, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.466Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873125483, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678903125483, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 1678953125483, - "size": 6, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.542Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567469, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:35:59.579Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567470, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823509615792, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 4823479615792, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823589615792, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823609615792, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823659615792, - "size": 53, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823699615792, - "size": 34, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823729615792, - "size": 1, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.651Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220016536495, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220011536495, - "size": 12, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219971536495, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 219921536495, - "size": 74, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219871536495, - "size": 11, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220021536495, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 220041536495, - "size": 46, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220091536495, - "size": 63, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.678Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567472, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030102248, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75080102248, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 75120102248, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75160102248, - "size": 8, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.755Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80053935638, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80013935638, - "size": 16, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.772Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567474, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678850299871, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 1678830299871, - "size": 20, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678900299871, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 1678940299871, - "size": 96, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:35:59.785Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350024159971, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349979159971, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 349959159971, - "size": 100, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350069159971, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 350119159971, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 350159159971, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 350199159971, - "size": 74, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:35:59.840Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567476, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189686924612, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189666924612, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189616924612, - "size": 72, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189696924612, - "size": 58, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189716924612, - "size": 97, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189766924612, - "size": 42, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:59.876Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591227574, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823586227574, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 4823546227574, - "size": 13, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823526227574, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 4823506227574, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823456227574, - "size": 66, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823596227574, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 4823616227574, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823656227574, - "size": 10, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823686227574, - "size": 90, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:35:59.948Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567478, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823474597259, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 4823454597259, - "size": 7, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504597259, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823514597259, - "size": 87, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567479, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678850070933, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678840070933, - "size": 22, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678830070933, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678780070933, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 1678740070933, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678730070933, - "size": 95, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678860070933, - "size": 77, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.059Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698289788, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189683289788, - "size": 57, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189713289788, - "size": 95, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.115Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567481, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349933637696, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349918637696, - "size": 92, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349908637696, - "size": 36, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349878637696, - "size": 90, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349948637696, - "size": 15, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349998637696, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 350038637696, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 350088637696, - "size": 18, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:00.152Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095014274, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220115014274, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 220135014274, - "size": 35, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220185014274, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220215014274, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 220235014274, - "size": 2, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:00.250Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996830531, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79981830531, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 79941830531, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79901830531, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79851830531, - "size": 38, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.335Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567484, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75065463417, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 75025463417, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 75005463417, - "size": 46, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74975463417, - "size": 63, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75105463417, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 75135463417, - "size": 72, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:00.372Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567485, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823503076561, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823463076561, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 4823433076561, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 4823393076561, - "size": 49, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823593076561, - "size": 14, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.394Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220039920952, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220004920952, - "size": 56, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219964920952, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219914920952, - "size": 57, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220074920952, - "size": 22, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220104920952, - "size": 39, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220154920952, - "size": 72, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.492Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80092041130, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80067041130, - "size": 67, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80037041130, - "size": 12, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:00.528Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678828166693, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.623Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567489, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823464836400, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 4823414836400, - "size": 72, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823534836400, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 4823554836400, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823574836400, - "size": 57, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823614836400, - "size": 87, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:00.645Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567490, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678661160195, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678631160195, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678621160195, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 1678601160195, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678561160195, - "size": 15, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678751160195, - "size": 15, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.734Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823462726974, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823442726974, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 4823392726974, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 4823382726974, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 4823362726974, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 4823312726974, - "size": 26, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.767Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567492, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349955045453, - "size": 11, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349945045453, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 349935045453, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349885045453, - "size": 58, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349855045453, - "size": 24, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350025045453, - "size": 40, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:00.845Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823489788985, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823514788985, - "size": 86, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823524788985, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823564788985, - "size": 6, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823604788985, - "size": 95, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.928Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567494, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823563921018, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 4823543921018, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 4823493921018, - "size": 32, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823633921018, - "size": 29, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:00.946Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567495, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823369970709, - "size": 29, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823329970709, - "size": 36, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823449970709, - "size": 34, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:00.967Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780842321, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189800842321, - "size": 59, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:01.054Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087296586, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75077296586, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75067296586, - "size": 26, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75097296586, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:01.114Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567498, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706448965, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678691448965, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 1678661448965, - "size": 42, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678631448965, - "size": 98, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678721448965, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678771448965, - "size": 55, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.140Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536202410, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823531202410, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823521202410, - "size": 99, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823481202410, - "size": 26, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823471202410, - "size": 30, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541202410, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 4823561202410, - "size": 69, - "orderCount": 6 - }, - { - "priceNanos": 4823581202410, - "size": 31, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.238Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935982808, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895982808, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 79855982808, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79805982808, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79755982808, - "size": 3, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79975982808, - "size": 5, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.261Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823582863230, - "size": 7, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823622863230, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 4823662863230, - "size": 7, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.354Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567502, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80045496454, - "size": 3, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80055496454, - "size": 96, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:01.391Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567503, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79981090740, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79991090740, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80011090740, - "size": 76, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.490Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567504, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823592224844, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823597224844, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823617224844, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 4823647224844, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 4823697224844, - "size": 88, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823707224844, - "size": 22, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:01.554Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094305039, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75089305039, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 75059305039, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75049305039, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 74999305039, - "size": 36, - "orderCount": 6 - }, - { - "priceNanos": 74979305039, - "size": 10, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75099305039, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 75129305039, - "size": 73, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75179305039, - "size": 50, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75229305039, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 75279305039, - "size": 66, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:01.609Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711231057, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678686231057, - "size": 88, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678646231057, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 1678616231057, - "size": 3, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678566231057, - "size": 42, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678736231057, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 1678786231057, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 1678836231057, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 1678856231057, - "size": 3, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678896231057, - "size": 62, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.642Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052006315, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220027006315, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 219997006315, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219977006315, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 219967006315, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 219957006315, - "size": 77, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220077006315, - "size": 34, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:01.707Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019819306, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75004819306, - "size": 19, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74984819306, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 74934819306, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 74884819306, - "size": 5, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:01.771Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467422115, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823462422115, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 4823422422115, - "size": 44, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823382422115, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823332422115, - "size": 15, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823472422115, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 4823512422115, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 4823542422115, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823572422115, - "size": 45, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823602422115, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.832Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560714653, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823545714653, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823525714653, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823505714653, - "size": 93, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823575714653, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 4823585714653, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 4823635714653, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 4823675714653, - "size": 72, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823685714653, - "size": 81, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.908Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79950125043, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 79900125043, - "size": 73, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79860125043, - "size": 26, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79820125043, - "size": 7, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80020125043, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 80050125043, - "size": 33, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80090125043, - "size": 67, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80100125043, - "size": 99, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:01.944Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972748208, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79947748208, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79927748208, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 79907748208, - "size": 45, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79857748208, - "size": 87, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79817748208, - "size": 66, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79997748208, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80037748208, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80067748208, - "size": 29, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80117748208, - "size": 66, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:01.985Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567513, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220017432616, - "size": 71, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220007432616, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220087432616, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 220127432616, - "size": 33, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.010Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537082104, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497082104, - "size": 29, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823487082104, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 4823457082104, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 4823437082104, - "size": 68, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823577082104, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:02.109Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859611130, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678834611130, - "size": 3, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678814611130, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 1678794611130, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 1678744611130, - "size": 94, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:02.209Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567516, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018470462, - "size": 72, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80078470462, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 80108470462, - "size": 53, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80158470462, - "size": 69, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80178470462, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 80228470462, - "size": 57, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.267Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011998431, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349971998431, - "size": 14, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350051998431, - "size": 25, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.280Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567518, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80026970532, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80006970532, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79956970532, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80126970532, - "size": 97, - "orderCount": 2 - }, - { - "priceNanos": 80166970532, - "size": 2, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80176970532, - "size": 21, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80196970532, - "size": 19, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80246970532, - "size": 65, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.305Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567519, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574667608, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823524667608, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 4823514667608, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823484667608, - "size": 18, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823624667608, - "size": 74, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823634667608, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 4823674667608, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 4823704667608, - "size": 58, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823724667608, - "size": 62, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:02.317Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567520, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678693869087, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678643869087, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 1678623869087, - "size": 59, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678753869087, - "size": 38, - "orderCount": 6 - }, - { - "priceNanos": 1678783869087, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678833869087, - "size": 17, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678883869087, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 1678893869087, - "size": 89, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.331Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567521, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350069732593, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350029732593, - "size": 72, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350019732593, - "size": 43, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350109732593, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 350129732593, - "size": 95, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350159732593, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350209732593, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 350219732593, - "size": 75, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.377Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350012289712, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007289712, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 349997289712, - "size": 86, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350017289712, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 350047289712, - "size": 45, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350097289712, - "size": 57, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350107289712, - "size": 36, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.400Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436956565, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823426956565, - "size": 27, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823386956565, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823376956565, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823446956565, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823456956565, - "size": 92, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823486956565, - "size": 76, - "orderCount": 10 - }, - { - "priceNanos": 4823536956565, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 4823566956565, - "size": 20, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.492Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678815103267, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678765103267, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 1678755103267, - "size": 94, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678865103267, - "size": 84, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678905103267, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 1678915103267, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 1678965103267, - "size": 68, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:02.585Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189817577307, - "size": 88, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189777577307, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189727577307, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 189697577307, - "size": 79, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189867577307, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 189897577307, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 189927577307, - "size": 65, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.617Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035087451, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80005087451, - "size": 29, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:02.662Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823448320814, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823433320814, - "size": 71, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823383320814, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 4823363320814, - "size": 71, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823323320814, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 4823293320814, - "size": 98, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823463320814, - "size": 21, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.695Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511085871, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823481085871, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 4823441085871, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 4823391085871, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 4823341085871, - "size": 13, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541085871, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 4823561085871, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 4823601085871, - "size": 66, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.743Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79918588194, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79888588194, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 79868588194, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79858588194, - "size": 3, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79808588194, - "size": 61, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79768588194, - "size": 41, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948588194, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79958588194, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 79978588194, - "size": 66, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.762Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567530, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678856157415, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 1678836157415, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 1678796157415, - "size": 50, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906157415, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 1678956157415, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 1678996157415, - "size": 100, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1679006157415, - "size": 8, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.827Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824897265, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189834897265, - "size": 33, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189884897265, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189894897265, - "size": 22, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.901Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823462277645, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823427277645, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 4823387277645, - "size": 21, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823367277645, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 4823357277645, - "size": 12, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823497277645, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 4823547277645, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 4823597277645, - "size": 44, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:02.975Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80081291854, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80076291854, - "size": 47, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:03.001Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75058720967, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75048720967, - "size": 50, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75028720967, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74988720967, - "size": 3, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74948720967, - "size": 59, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75118720967, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 75158720967, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 75178720967, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 75198720967, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 75228720967, - "size": 32, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:03.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567535, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75039649107, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75019649107, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74999649107, - "size": 6, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74989649107, - "size": 43, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74949649107, - "size": 92, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75049649107, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 75089649107, - "size": 42, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.117Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350016298318, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.128Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567537, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798780157, - "size": 58, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678758780157, - "size": 27, - "orderCount": 20 - }, - { - "priceNanos": 1678708780157, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678668780157, - "size": 65, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678658780157, - "size": 36, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878780157, - "size": 41, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678908780157, - "size": 96, - "orderCount": 1 - }, - { - "priceNanos": 1678948780157, - "size": 32, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.209Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951695751, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79921695751, - "size": 35, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79981695751, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 80021695751, - "size": 83, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80071695751, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 80101695751, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 80111695751, - "size": 27, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.244Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035538531, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80005538531, - "size": 25, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80065538531, - "size": 3, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80085538531, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 80095538531, - "size": 8, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80135538531, - "size": 40, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.281Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447950443, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823402950443, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 4823352950443, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823342950443, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 4823332950443, - "size": 56, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:03.337Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189793349124, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189758349124, - "size": 34, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.384Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708417286, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189713417286, - "size": 25, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189763417286, - "size": 92, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.413Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567543, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443822407, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823423822407, - "size": 90, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823383822407, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 4823353822407, - "size": 97, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823463822407, - "size": 4, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823513822407, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 4823533822407, - "size": 72, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.504Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189770098747, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189765098747, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189725098747, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 189685098747, - "size": 82, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189775098747, - "size": 19, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:03.587Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567545, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350052684606, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350132684606, - "size": 9, - "orderCount": 19 - }, - { - "priceNanos": 350172684606, - "size": 48, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350212684606, - "size": 67, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350242684606, - "size": 53, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350262684606, - "size": 21, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:03.645Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189737494989, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189707494989, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189687494989, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 189647494989, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189627494989, - "size": 7, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189767494989, - "size": 50, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.717Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350045349840, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350040349840, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 349990349840, - "size": 12, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349960349840, - "size": 77, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350050349840, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 350100349840, - "size": 19, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350110349840, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 350130349840, - "size": 70, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.772Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823485743856, - "size": 33, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823475743856, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 4823435743856, - "size": 57, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823395743856, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 4823355743856, - "size": 46, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823535743856, - "size": 71, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823565743856, - "size": 48, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823595743856, - "size": 11, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:03.792Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567549, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:03.845Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678716183816, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678686183816, - "size": 49, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678746183816, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678756183816, - "size": 57, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:03.914Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032733814, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80042733814, - "size": 75, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80072733814, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 80082733814, - "size": 30, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:03.978Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053173193, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350023173193, - "size": 70, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350083173193, - "size": 14, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.077Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823493020406, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823488020406, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 4823448020406, - "size": 95, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823418020406, - "size": 4, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823498020406, - "size": 82, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823548020406, - "size": 50, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.089Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567554, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350012128121, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 349962128121, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 349922128121, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 349902128121, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 349852128121, - "size": 57, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350042128121, - "size": 89, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:04.149Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052764526, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220022764526, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219992764526, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219942764526, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 219892764526, - "size": 73, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220082764526, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 220092764526, - "size": 23, - "orderCount": 7 - }, - { - "priceNanos": 220122764526, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 220152764526, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:04.245Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736072789, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678691072789, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678651072789, - "size": 42, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678641072789, - "size": 51, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678591072789, - "size": 62, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678781072789, - "size": 7, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678801072789, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 1678831072789, - "size": 22, - "orderCount": 1 - }, - { - "priceNanos": 1678861072789, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 1678901072789, - "size": 74, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.276Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567557, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349918840881, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349898840881, - "size": 61, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349878840881, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 349848840881, - "size": 55, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349938840881, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 349968840881, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349988840881, - "size": 58, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.343Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567558, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349995537671, - "size": 80, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349985537671, - "size": 88, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350085537671, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350105537671, - "size": 6, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350155537671, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350195537671, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 350235537671, - "size": 6, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:04.408Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567559, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678708382957, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678658382957, - "size": 70, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678608382957, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.484Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567560, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086627659, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75041627659, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 75011627659, - "size": 96, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75131627659, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 75151627659, - "size": 85, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75171627659, - "size": 70, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.535Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567561, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189729301829, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 189719301829, - "size": 97, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189769301829, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 189789301829, - "size": 62, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189809301829, - "size": 34, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:04.603Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567562, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865525643, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.680Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567563, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80032614227, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 80012614227, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79992614227, - "size": 75, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79962614227, - "size": 33, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80112614227, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 80162614227, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 80172614227, - "size": 91, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.749Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567564, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678665250128, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 1678645250128, - "size": 37, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678615250128, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 1678595250128, - "size": 77, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678735250128, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 1678785250128, - "size": 29, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.790Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431822538, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823416822538, - "size": 53, - "orderCount": 1 - }, - { - "priceNanos": 4823396822538, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 4823356822538, - "size": 70, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823446822538, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 4823456822538, - "size": 66, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:04.856Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350004427197, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349989427197, - "size": 54, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349959427197, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 349939427197, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 349909427197, - "size": 52, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350019427197, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 350039427197, - "size": 98, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:04.899Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943938782, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219913938782, - "size": 20, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 219973938782, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 220013938782, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220053938782, - "size": 97, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:04.924Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823400321412, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823355321412, - "size": 74, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823445321412, - "size": 53, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.024Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094660755, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75074660755, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 75034660755, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 75024660755, - "size": 81, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.048Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567570, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678869215286, - "size": 48, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.100Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567571, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678854225938, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 1678814225938, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678794225938, - "size": 78, - "orderCount": 2 - }, - { - "priceNanos": 1678754225938, - "size": 9, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678884225938, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678894225938, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 1678914225938, - "size": 32, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:05.119Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783862661, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189773862661, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 189743862661, - "size": 23, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189793862661, - "size": 93, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189803862661, - "size": 47, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189833862661, - "size": 51, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.157Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414336752, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823379336752, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 4823349336752, - "size": 64, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823449336752, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823479336752, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 4823509336752, - "size": 13, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.221Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823497565710, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 4823467565710, - "size": 82, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.257Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220031343094, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219996343094, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 219986343094, - "size": 91, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219966343094, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 219926343094, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 219896343094, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220066343094, - "size": 34, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220106343094, - "size": 82, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220136343094, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220156343094, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 220206343094, - "size": 4, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.343Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084971257, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75049971257, - "size": 64, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75019971257, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 75009971257, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 74999971257, - "size": 45, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.425Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219942863973, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219907863973, - "size": 42, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219897863973, - "size": 60, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219977863973, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 220027863973, - "size": 74, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.487Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056994560, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75031994560, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 74981994560, - "size": 90, - "orderCount": 20 - }, - { - "priceNanos": 74971994560, - "size": 74, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75081994560, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75091994560, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 75121994560, - "size": 11, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.542Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057222777, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350022222777, - "size": 45, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350092222777, - "size": 78, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350112222777, - "size": 99, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350132222777, - "size": 23, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.576Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859208700, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678854208700, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 1678804208700, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 1678774208700, - "size": 20, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678864208700, - "size": 39, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678874208700, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 1678884208700, - "size": 36, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678904208700, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678934208700, - "size": 16, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.620Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967823403, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79932823403, - "size": 99, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80002823403, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 80032823403, - "size": 67, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80072823403, - "size": 61, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80102823403, - "size": 72, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.643Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79958963029, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79953963029, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79913963029, - "size": 17, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79873963029, - "size": 45, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79823963029, - "size": 68, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:05.721Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438270212, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823448270212, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 4823468270212, - "size": 35, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823518270212, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.756Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970552004, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74955552004, - "size": 87, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74985552004, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 75005552004, - "size": 74, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.767Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749838442, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678759838442, - "size": 3, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:05.787Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419852477, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823394852477, - "size": 43, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:05.868Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999497962, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74969497962, - "size": 22, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.908Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189725239819, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189710239819, - "size": 34, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189700239819, - "size": 69, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189740239819, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 189750239819, - "size": 7, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189770239819, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 189790239819, - "size": 70, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189840239819, - "size": 25, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.964Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902791442, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74892791442, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74872791442, - "size": 60, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:05.988Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013566280, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79998566280, - "size": 76, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79948566280, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 79918566280, - "size": 12, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80028566280, - "size": 92, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.064Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790005328, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189750005328, - "size": 21, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189730005328, - "size": 97, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189830005328, - "size": 52, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.163Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936566510, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79941566510, - "size": 58, - "orderCount": 15 - }, - { - "priceNanos": 79981566510, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:06.241Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567593, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79986922005, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 79976922005, - "size": 76, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80026922005, - "size": 14, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.251Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777800663, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678732800663, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 1678712800663, - "size": 50, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678822800663, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 1678832800663, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678872800663, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 1678892800663, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 1678932800663, - "size": 78, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:06.268Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678710387394, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705387394, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 1678695387394, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678645387394, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 1678615387394, - "size": 2, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678575387394, - "size": 98, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:06.306Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971672982, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349966672982, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 349916672982, - "size": 79, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349976672982, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 349986672982, - "size": 91, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350006672982, - "size": 89, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:06.383Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071018650, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75121018650, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 75161018650, - "size": 93, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.468Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823563767080, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823613767080, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823653767080, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823673767080, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 4823713767080, - "size": 71, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.496Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567599, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219949434717, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 219939434717, - "size": 13, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219959434717, - "size": 31, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220009434717, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220059434717, - "size": 89, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:06.568Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986659122, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79996659122, - "size": 54, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:06.642Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189827766948, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189802766948, - "size": 44, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189782766948, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 189732766948, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189722766948, - "size": 26, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189712766948, - "size": 4, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189852766948, - "size": 28, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189882766948, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 189932766948, - "size": 39, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.691Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79900712392, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79865712392, - "size": 3, - "orderCount": 13 - }, - { - "priceNanos": 79825712392, - "size": 40, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79815712392, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 79805712392, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:06.716Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567603, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832831475, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787831475, - "size": 12, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189757831475, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 189737831475, - "size": 83, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189877831475, - "size": 33, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189897831475, - "size": 37, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:06.766Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823487720998, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452720998, - "size": 14, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823522720998, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823562720998, - "size": 76, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823572720998, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 4823582720998, - "size": 12, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:06.823Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350025426199, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350015426199, - "size": 95, - "orderCount": 6 - }, - { - "priceNanos": 349965426199, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 349955426199, - "size": 33, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350035426199, - "size": 69, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350065426199, - "size": 26, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:06.869Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80076228466, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80111228466, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 80151228466, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80191228466, - "size": 24, - "orderCount": 18 - }, - { - "priceNanos": 80201228466, - "size": 26, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80241228466, - "size": 44, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:06.920Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567607, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823432577598, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 4823402577598, - "size": 10, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823382577598, - "size": 44, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823532577598, - "size": 58, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823542577598, - "size": 63, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823572577598, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 4823582577598, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 4823632577598, - "size": 78, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:06.937Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74979941785, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74939941785, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74899941785, - "size": 54, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75019941785, - "size": 16, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:06.987Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035005948, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74995005948, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 74965005948, - "size": 88, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75075005948, - "size": 82, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:07.027Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567610, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79983423777, - "size": 78, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79943423777, - "size": 87, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79893423777, - "size": 30, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79883423777, - "size": 56, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80023423777, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.111Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088217243, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220078217243, - "size": 7, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220068217243, - "size": 26, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098217243, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220148217243, - "size": 5, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:07.144Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79944883819, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79899883819, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 79889883819, - "size": 21, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79989883819, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80029883819, - "size": 64, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80049883819, - "size": 63, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.182Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402492691, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823397492691, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 4823377492691, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 4823347492691, - "size": 22, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.248Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189795805249, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189745805249, - "size": 12, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189715805249, - "size": 68, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189665805249, - "size": 4, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189845805249, - "size": 93, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:07.312Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74911644604, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74881644604, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 74831644604, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 74801644604, - "size": 90, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74941644604, - "size": 92, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74961644604, - "size": 4, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.390Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567616, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189784624474, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 189734624474, - "size": 47, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189844624474, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 189864624474, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 189894624474, - "size": 65, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189914624474, - "size": 30, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189964624474, - "size": 94, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:07.413Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567617, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823564922982, - "size": 37, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823514922982, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 4823504922982, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 4823464922982, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823434922982, - "size": 12, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823624922982, - "size": 71, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823674922982, - "size": 39, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:07.433Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189792893699, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 189762893699, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 189742893699, - "size": 92, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189702893699, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189872893699, - "size": 14, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189892893699, - "size": 5, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.479Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80079264821, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80064264821, - "size": 23, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80014264821, - "size": 80, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79994264821, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 79954264821, - "size": 29, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:07.570Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044846584, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79999846584, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 79949846584, - "size": 62, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80089846584, - "size": 48, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.670Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823559508110, - "size": 99, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823539508110, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 4823519508110, - "size": 32, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823569508110, - "size": 71, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:07.716Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512940773, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823542940773, - "size": 96, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823572940773, - "size": 45, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823622940773, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823652940773, - "size": 72, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823682940773, - "size": 55, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.792Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567623, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349962145413, - "size": 51, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350032145413, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350072145413, - "size": 89, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:07.840Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349913321378, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349878321378, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349948321378, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 349988321378, - "size": 18, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:07.924Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567625, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220023146040, - "size": 22, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219973146040, - "size": 35, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219963146040, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 219953146040, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220063146040, - "size": 80, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:08.004Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678805344837, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678785344837, - "size": 47, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678745344837, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 1678735344837, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 1678685344837, - "size": 95, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825344837, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 1678835344837, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678845344837, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 1678875344837, - "size": 14, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.071Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055342328, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80070342328, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80120342328, - "size": 19, - "orderCount": 15 - }, - { - "priceNanos": 80170342328, - "size": 91, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:08.156Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567628, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042921840, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80007921840, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 79967921840, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 79957921840, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 79907921840, - "size": 83, - "orderCount": 11 - }, - { - "priceNanos": 79867921840, - "size": 48, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80077921840, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 80097921840, - "size": 5, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80117921840, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 80167921840, - "size": 85, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:08.216Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189779944422, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189769944422, - "size": 36, - "orderCount": 20 - }, - { - "priceNanos": 189739944422, - "size": 92, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189789944422, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.264Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80022002991, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80002002991, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79972002991, - "size": 57, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79942002991, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 79912002991, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 79892002991, - "size": 15, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80042002991, - "size": 53, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80072002991, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 80122002991, - "size": 82, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.328Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804142736, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789142736, - "size": 50, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678769142736, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 1678719142736, - "size": 38, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678819142736, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 1678849142736, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678879142736, - "size": 36, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.368Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525693393, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823475693393, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 4823425693393, - "size": 36, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823395693393, - "size": 62, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823575693393, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823615693393, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 4823635693393, - "size": 49, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:08.397Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74965761474, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74925761474, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 74895761474, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74885761474, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74835761474, - "size": 20, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75005761474, - "size": 85, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.422Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718545701, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678733545701, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 1678783545701, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678793545701, - "size": 71, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.517Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937561503, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79887561503, - "size": 80, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79987561503, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80007561503, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 80027561503, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80077561503, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 80097561503, - "size": 25, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:08.534Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567636, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75016608563, - "size": 86, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75026608563, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 75036608563, - "size": 42, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75056608563, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75086608563, - "size": 20, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:08.553Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678843106599, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678808106599, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678758106599, - "size": 56, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678718106599, - "size": 37, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678708106599, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 1678658106599, - "size": 55, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678878106599, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 1678918106599, - "size": 86, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678968106599, - "size": 15, - "orderCount": 20 - }, - { - "priceNanos": 1678978106599, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 1679008106599, - "size": 34, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.568Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016121231, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80001121231, - "size": 42, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80031121231, - "size": 77, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80071121231, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 80091121231, - "size": 87, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80111121231, - "size": 54, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.632Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567639, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678734259280, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678714259280, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 1678674259280, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 1678624259280, - "size": 71, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678774259280, - "size": 28, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678794259280, - "size": 69, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678814259280, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678834259280, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678874259280, - "size": 19, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:08.695Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810648253, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189790648253, - "size": 88, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:08.739Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80001281880, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80051281880, - "size": 44, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:08.816Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678762877554, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678732877554, - "size": 72, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678792877554, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 1678812877554, - "size": 39, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678822877554, - "size": 81, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.852Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567643, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349953370354, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349923370354, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349873370354, - "size": 52, - "orderCount": 11 - }, - { - "priceNanos": 349823370354, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349813370354, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349793370354, - "size": 93, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.888Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80052679232, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80017679232, - "size": 38, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79997679232, - "size": 47, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80087679232, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80137679232, - "size": 72, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.911Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349966990236, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349941990236, - "size": 12, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349931990236, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 349921990236, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349891990236, - "size": 65, - "orderCount": 2 - }, - { - "priceNanos": 349871990236, - "size": 96, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:08.923Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678862563822, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678842563822, - "size": 96, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678802563822, - "size": 42, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:08.957Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567647, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75001435378, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75026435378, - "size": 88, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75066435378, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:08.974Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567648, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189707098711, - "size": 22, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189807098711, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189857098711, - "size": 97, - "orderCount": 2 - }, - { - "priceNanos": 189877098711, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 189887098711, - "size": 21, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.021Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823579531310, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823564531310, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823554531310, - "size": 12, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823504531310, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 4823484531310, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 4823444531310, - "size": 2, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594531310, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 4823624531310, - "size": 92, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823664531310, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823684531310, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 4823704531310, - "size": 89, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.116Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220019160202, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220014160202, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 219994160202, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219984160202, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 219954160202, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 219944160202, - "size": 64, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220024160202, - "size": 51, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.215Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189681604281, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189651604281, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 189631604281, - "size": 27, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:09.237Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74916460107, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74871460107, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74821460107, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 74791460107, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74741460107, - "size": 82, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74961460107, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 74971460107, - "size": 40, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75001460107, - "size": 49, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75021460107, - "size": 37, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.260Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567653, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823376132808, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 4823336132808, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 4823306132808, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 4823256132808, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 4823216132808, - "size": 80, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823456132808, - "size": 12, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823506132808, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823556132808, - "size": 92, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.308Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567654, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678781674370, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678736674370, - "size": 14, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678706674370, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 1678676674370, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678646674370, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 1678616674370, - "size": 23, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678826674370, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 1678866674370, - "size": 12, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.361Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567655, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:09.388Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947566391, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79922566391, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 79902566391, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 79872566391, - "size": 14, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79972566391, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 80012566391, - "size": 8, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.417Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567657, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189735184581, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 189715184581, - "size": 97, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189745184581, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189765184581, - "size": 85, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189775184581, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189815184581, - "size": 5, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:09.471Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966183998, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74941183998, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 74911183998, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 74861183998, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 74831183998, - "size": 6, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74781183998, - "size": 5, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74991183998, - "size": 74, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.556Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431979252, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823406979252, - "size": 74, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823376979252, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 4823356979252, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 4823336979252, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 4823306979252, - "size": 84, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823456979252, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823496979252, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 4823526979252, - "size": 77, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.648Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567660, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523813471, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823478813471, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 4823468813471, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823448813471, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 4823408813471, - "size": 13, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823378813471, - "size": 32, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:09.686Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927673630, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349967673630, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 350007673630, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 350027673630, - "size": 81, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:09.704Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596656583, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823591656583, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 4823561656583, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 4823521656583, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 4823471656583, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 4823451656583, - "size": 43, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823601656583, - "size": 95, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823641656583, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823691656583, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 4823721656583, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 4823741656583, - "size": 100, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.759Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567663, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75032901824, - "size": 100, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75012901824, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 74982901824, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 74932901824, - "size": 86, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74922901824, - "size": 92, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75042901824, - "size": 6, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.821Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011307340, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74971307340, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 74941307340, - "size": 66, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74901307340, - "size": 26, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75051307340, - "size": 95, - "orderCount": 6 - }, - { - "priceNanos": 75101307340, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 75121307340, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 75131307340, - "size": 6, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.917Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942410172, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79982410172, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 80002410172, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 80052410172, - "size": 30, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:09.971Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653361930, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189678361930, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189708361930, - "size": 78, - "orderCount": 2 - }, - { - "priceNanos": 189748361930, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 189788361930, - "size": 10, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189798361930, - "size": 43, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.005Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765531601, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678735531601, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 1678715531601, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 1678665531601, - "size": 74, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:10.088Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765818259, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678720818259, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 1678710818259, - "size": 15, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678810818259, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 1678830818259, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 1678870818259, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678900818259, - "size": 41, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.165Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567669, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.197Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80054885565, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80044885565, - "size": 25, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80004885565, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 79964885565, - "size": 57, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:10.248Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678848431515, - "size": 71, - "orderCount": 16 - }, - { - "priceNanos": 1678798431515, - "size": 83, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678908431515, - "size": 76, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.263Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567672, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823460426712, - "size": 97, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823420426712, - "size": 4, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823400426712, - "size": 90, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823480426712, - "size": 79, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.315Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823508188248, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458188248, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823428188248, - "size": 90, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823388188248, - "size": 26, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.404Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096478087, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80071478087, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 80021478087, - "size": 87, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80011478087, - "size": 64, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79971478087, - "size": 31, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80121478087, - "size": 80, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:10.494Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019742003, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74979742003, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 74939742003, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74919742003, - "size": 52, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74899742003, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 74849742003, - "size": 35, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.581Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567676, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823450179437, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 4823410179437, - "size": 71, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823380179437, - "size": 66, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823460179437, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 4823480179437, - "size": 60, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823530179437, - "size": 91, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.637Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567677, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349885697313, - "size": 86, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349845697313, - "size": 85, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349975697313, - "size": 69, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 349995697313, - "size": 92, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350015697313, - "size": 45, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350035697313, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 350045697313, - "size": 72, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:10.695Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567678, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:10.740Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567679, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219986635646, - "size": 47, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220076635646, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 220086635646, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 220106635646, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 220126635646, - "size": 5, - "orderCount": 11 - }, - { - "priceNanos": 220166635646, - "size": 90, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:10.840Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567680, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349995514262, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 349965514262, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 349945514262, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 349915514262, - "size": 10, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:10.938Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74905610530, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74865610530, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 74835610530, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74785610530, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 74755610530, - "size": 95, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74945610530, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 74965610530, - "size": 24, - "orderCount": 17 - }, - { - "priceNanos": 74985610530, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 75025610530, - "size": 40, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75055610530, - "size": 91, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:10.975Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567682, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79889114268, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 79839114268, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79799114268, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 79779114268, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 79749114268, - "size": 55, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79929114268, - "size": 74, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79939114268, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 79959114268, - "size": 99, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79999114268, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 80009114268, - "size": 44, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.065Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051709255, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220021709255, - "size": 3, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220081709255, - "size": 95, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:11.178Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350063335993, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350013335993, - "size": 57, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349993335993, - "size": 45, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349943335993, - "size": 90, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350113335993, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 350153335993, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350163335993, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 350213335993, - "size": 47, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:11.227Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349964430469, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349929430469, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 349879430469, - "size": 28, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349849430469, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349809430469, - "size": 43, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:11.321Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79984550258, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79974550258, - "size": 85, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79954550258, - "size": 16, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79914550258, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 79894550258, - "size": 76, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79874550258, - "size": 7, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79994550258, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 80024550258, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 80074550258, - "size": 6, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.344Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74917418005, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74912418005, - "size": 7, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74922418005, - "size": 2, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74962418005, - "size": 75, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75002418005, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75022418005, - "size": 58, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.395Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046796652, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75041796652, - "size": 19, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74991796652, - "size": 43, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75051796652, - "size": 100, - "orderCount": 14 - }, - { - "priceNanos": 75091796652, - "size": 49, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75121796652, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 75131796652, - "size": 22, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:11.446Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220045322866, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220030322866, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220010322866, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 220000322866, - "size": 74, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219970322866, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 219920322866, - "size": 10, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.472Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981679129, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219976679129, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 219936679129, - "size": 91, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219986679129, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219996679129, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 220016679129, - "size": 15, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:11.533Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349902036636, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349922036636, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 349952036636, - "size": 55, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.584Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567693, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823420843479, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823400843479, - "size": 47, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.626Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567694, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350062952352, - "size": 2, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350052952352, - "size": 95, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350042952352, - "size": 32, - "orderCount": 16 - }, - { - "priceNanos": 349992952352, - "size": 39, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350072952352, - "size": 33, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350082952352, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 350122952352, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350162952352, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 350182952352, - "size": 44, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.637Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74942955888, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74922955888, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 74892955888, - "size": 66, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74862955888, - "size": 9, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74962955888, - "size": 57, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.708Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091876518, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75126876518, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75156876518, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 75166876518, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 75176876518, - "size": 74, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.783Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567697, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014868747, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79979868747, - "size": 22, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80049868747, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80099868747, - "size": 79, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80139868747, - "size": 66, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.807Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75064313132, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75059313132, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75049313132, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74999313132, - "size": 40, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.828Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189764628525, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189729628525, - "size": 27, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189799628525, - "size": 52, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189849628525, - "size": 36, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.878Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044704332, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75029704332, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 75009704332, - "size": 37, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75059704332, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75089704332, - "size": 4, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75109704332, - "size": 47, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:11.967Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567701, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823444726796, - "size": 98, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:12.054Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476698700, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823521698700, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 4823541698700, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 4823591698700, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 4823621698700, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 4823631698700, - "size": 34, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:12.092Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812885425, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189772885425, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 189722885425, - "size": 19, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189682885425, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189632885425, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189622885425, - "size": 3, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189852885425, - "size": 11, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.191Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219924785761, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219884785761, - "size": 84, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964785761, - "size": 96, - "orderCount": 12 - }, - { - "priceNanos": 220014785761, - "size": 41, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220024785761, - "size": 48, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:12.287Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528556640, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823518556640, - "size": 83, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823538556640, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 4823548556640, - "size": 66, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.343Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842094832, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189827094832, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 189777094832, - "size": 95, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189757094832, - "size": 96, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189857094832, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 189907094832, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189937094832, - "size": 69, - "orderCount": 15 - }, - { - "priceNanos": 189967094832, - "size": 71, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.386Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567707, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219896302423, - "size": 86, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219876302423, - "size": 78, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 219986302423, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 219996302423, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220006302423, - "size": 38, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220026302423, - "size": 80, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:12.444Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567708, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035460780, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80010460780, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 79960460780, - "size": 66, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79930460780, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 79900460780, - "size": 23, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80060460780, - "size": 97, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.466Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220057397022, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.520Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498359040, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823468359040, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 4823458359040, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528359040, - "size": 40, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823578359040, - "size": 95, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:12.551Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219975742378, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219950742378, - "size": 92, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219900742378, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 219850742378, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 219840742378, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 219800742378, - "size": 93, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220000742378, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 220020742378, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 220060742378, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220090742378, - "size": 91, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:12.638Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350065466921, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350035466921, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 350025466921, - "size": 82, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349985466921, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 349965466921, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 349935466921, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350095466921, - "size": 53, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350115466921, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350145466921, - "size": 39, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350165466921, - "size": 38, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:12.676Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783965595, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189798965595, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189808965595, - "size": 5, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:12.748Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567714, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823536113352, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:12.832Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567715, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823457240904, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 4823407240904, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823397240904, - "size": 3, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:12.849Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189752125019, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189727125019, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189707125019, - "size": 75, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189777125019, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 189797125019, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189827125019, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189867125019, - "size": 17, - "orderCount": 7 - }, - { - "priceNanos": 189907125019, - "size": 77, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:12.897Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567717, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984252870, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74949252870, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 74909252870, - "size": 9, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:12.976Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964573811, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74989573811, - "size": 9, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75039573811, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 75089573811, - "size": 5, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75099573811, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:13.022Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567719, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:13.067Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556251253, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823506251253, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823466251253, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 4823446251253, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 4823436251253, - "size": 5, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823606251253, - "size": 43, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:13.135Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932031702, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79912031702, - "size": 25, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79952031702, - "size": 85, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79992031702, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 80012031702, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80062031702, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 80092031702, - "size": 61, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:13.185Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873773747, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678843773747, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 1678793773747, - "size": 97, - "orderCount": 1 - }, - { - "priceNanos": 1678763773747, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 1678723773747, - "size": 39, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678903773747, - "size": 88, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678913773747, - "size": 31, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678963773747, - "size": 32, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.219Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567723, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823467948436, - "size": 59, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823477948436, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 4823527948436, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 4823557948436, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 4823567948436, - "size": 4, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:13.265Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567724, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678716309693, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678786309693, - "size": 7, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.297Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189740964954, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189690964954, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 189650964954, - "size": 64, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189790964954, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 189840964954, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189880964954, - "size": 77, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:13.340Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567726, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678689159910, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 1678669159910, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678639159910, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678629159910, - "size": 55, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678609159910, - "size": 79, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678759159910, - "size": 66, - "orderCount": 4 - }, - { - "priceNanos": 1678779159910, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 1678799159910, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 1678829159910, - "size": 39, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.436Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678805886364, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678755886364, - "size": 46, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678855886364, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678885886364, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 1678925886364, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 1678935886364, - "size": 20, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.463Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350043094462, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350003094462, - "size": 39, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349973094462, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 349963094462, - "size": 3, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349933094462, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349923094462, - "size": 33, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350083094462, - "size": 71, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.530Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567729, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79911978467, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79901978467, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 79881978467, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 79831978467, - "size": 61, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80011978467, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 80051978467, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 80071978467, - "size": 20, - "orderCount": 11 - }, - { - "priceNanos": 80091978467, - "size": 40, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.610Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219994561228, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219959561228, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220029561228, - "size": 64, - "orderCount": 19 - }, - { - "priceNanos": 220049561228, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220079561228, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220099561228, - "size": 25, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:13.706Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567731, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823395789321, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 4823355789321, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823325789321, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823315789321, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 4823295789321, - "size": 42, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823405789321, - "size": 72, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823445789321, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 4823475789321, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823505789321, - "size": 83, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823535789321, - "size": 2, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.781Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567732, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219979663609, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 219999663609, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 220029663609, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 220069663609, - "size": 29, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.799Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567733, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189625951031, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189575951031, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 189565951031, - "size": 67, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.865Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988502051, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219958502051, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 219908502051, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219868502051, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 219838502051, - "size": 42, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220018502051, - "size": 40, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.896Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447409170, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823427409170, - "size": 98, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823397409170, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 4823377409170, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 4823327409170, - "size": 62, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823467409170, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 4823487409170, - "size": 70, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823497409170, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 4823517409170, - "size": 44, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823557409170, - "size": 27, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.967Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567736, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219952087973, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 219932087973, - "size": 15, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:13.977Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189738863099, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189708863099, - "size": 42, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189768863099, - "size": 56, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189818863099, - "size": 85, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:14.018Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567738, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80049525846, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 79999525846, - "size": 3, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80139525846, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:14.071Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567739, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189827418671, - "size": 23, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189867418671, - "size": 72, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189897418671, - "size": 63, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:14.149Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913001487, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79868001487, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 79838001487, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 79808001487, - "size": 99, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79958001487, - "size": 54, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.232Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567741, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219944954674, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219894954674, - "size": 5, - "orderCount": 11 - }, - { - "priceNanos": 219854954674, - "size": 58, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219994954674, - "size": 96, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:14.283Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80033343788, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80008343788, - "size": 65, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79998343788, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 79978343788, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79958343788, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 79948343788, - "size": 90, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80058343788, - "size": 99, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.371Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567743, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588203387, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823553203387, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 4823533203387, - "size": 86, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:14.399Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995322604, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74955322604, - "size": 61, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:14.472Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567745, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764517056, - "size": 84, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678754517056, - "size": 28, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678844517056, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 1678874517056, - "size": 37, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.519Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945682845, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79940682845, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 79930682845, - "size": 4, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79910682845, - "size": 86, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.572Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567747, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219922122677, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219912122677, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 219882122677, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219862122677, - "size": 76, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219852122677, - "size": 78, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220002122677, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 220022122677, - "size": 22, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220032122677, - "size": 57, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220042122677, - "size": 21, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:14.582Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034541776, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74984541776, - "size": 86, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:14.655Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753072946, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678708072946, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 1678658072946, - "size": 33, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:14.702Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567750, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764019016, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 1678754019016, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 1678744019016, - "size": 96, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.758Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79906777671, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79866777671, - "size": 23, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79946777671, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 79996777671, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80036777671, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80066777671, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80086777671, - "size": 55, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.786Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074295484, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80054295484, - "size": 54, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80094295484, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 80104295484, - "size": 30, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:14.824Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729523039, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678709523039, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 1678699523039, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 1678649523039, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 1678639523039, - "size": 90, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678599523039, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678749523039, - "size": 62, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678769523039, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 1678789523039, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 1678819523039, - "size": 63, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.874Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220015629959, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219980629959, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 219950629959, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 219910629959, - "size": 66, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219870629959, - "size": 53, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220050629959, - "size": 100, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:14.963Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567755, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823466277275, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 4823436277275, - "size": 54, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823406277275, - "size": 68, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823556277275, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823596277275, - "size": 56, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:14.976Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567756, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823555131182, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823505131182, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823455131182, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 4823435131182, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 4823425131182, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823605131182, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 4823655131182, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 4823675131182, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 4823725131182, - "size": 12, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:15.066Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795059239, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678770059239, - "size": 16, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678820059239, - "size": 59, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:15.156Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220016274738, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219976274738, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 219966274738, - "size": 39, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219926274738, - "size": 83, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220056274738, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 220106274738, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220156274738, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220166274738, - "size": 16, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:15.198Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567759, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410268796, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823380268796, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823370268796, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 4823320268796, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 4823310268796, - "size": 72, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823270268796, - "size": 20, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823440268796, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 4823470268796, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823520268796, - "size": 60, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:15.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970927371, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74925927371, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 74915927371, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 74885927371, - "size": 71, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015927371, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 75045927371, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 75085927371, - "size": 37, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75095927371, - "size": 65, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:15.332Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567761, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220002946488, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219982946488, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219942946488, - "size": 70, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219932946488, - "size": 78, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220102946488, - "size": 17, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:15.420Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220045588136, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220020588136, - "size": 77, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220070588136, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220090588136, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 220130588136, - "size": 97, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:15.505Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653082537, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189608082537, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 189588082537, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 189538082537, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 189518082537, - "size": 91, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189698082537, - "size": 97, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189728082537, - "size": 25, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:15.593Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567764, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189736739199, - "size": 95, - "orderCount": 1 - }, - { - "priceNanos": 189686739199, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189666739199, - "size": 12, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189776739199, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 189786739199, - "size": 29, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:15.637Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567765, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823468452097, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823428452097, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 4823408452097, - "size": 44, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823478452097, - "size": 51, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:15.698Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567766, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79914250150, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 79864250150, - "size": 40, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79824250150, - "size": 73, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79794250150, - "size": 45, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79994250150, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 80014250150, - "size": 44, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80064250150, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 80074250150, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 80104250150, - "size": 59, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:15.777Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567767, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823459369393, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823439369393, - "size": 61, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823389369393, - "size": 95, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:15.833Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003455356, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74968455356, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74918455356, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 74878455356, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 74838455356, - "size": 72, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75038455356, - "size": 64, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:15.861Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349932170442, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349897170442, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349847170442, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349817170442, - "size": 89, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349967170442, - "size": 7, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350007170442, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 350057170442, - "size": 16, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:15.936Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432269486, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823397269486, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 4823387269486, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823337269486, - "size": 9, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823467269486, - "size": 74, - "orderCount": 10 - }, - { - "priceNanos": 4823497269486, - "size": 84, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823517269486, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823547269486, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 4823567269486, - "size": 71, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:16.020Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567771, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823515798901, - "size": 39, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823585798901, - "size": 67, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823605798901, - "size": 41, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.086Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741572759, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189706572759, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 189656572759, - "size": 90, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189776572759, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 189796572759, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 189816572759, - "size": 85, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189866572759, - "size": 16, - "orderCount": 7 - }, - { - "priceNanos": 189886572759, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.150Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029750916, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220079750916, - "size": 67, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220089750916, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220099750916, - "size": 81, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.193Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567774, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219946274098, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 219986274098, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 220026274098, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220056274098, - "size": 81, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:16.282Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935792316, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219980792316, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 220010792316, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 220060792316, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.332Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416494092, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411494092, - "size": 30, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823401494092, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823371494092, - "size": 17, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823331494092, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823281494092, - "size": 21, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823421494092, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 4823431494092, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 4823461494092, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 4823511494092, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823521494092, - "size": 5, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.396Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567777, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350052011729, - "size": 15, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 350022011729, - "size": 20, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.470Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567778, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703262866, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678653262866, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678613262866, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 1678603262866, - "size": 47, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678753262866, - "size": 23, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678783262866, - "size": 13, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.521Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567779, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823507918323, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497918323, - "size": 72, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823467918323, - "size": 14, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823517918323, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823537918323, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823547918323, - "size": 70, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.546Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220089428773, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.591Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567781, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189728015920, - "size": 47, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189698015920, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189668015920, - "size": 25, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189808015920, - "size": 25, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:16.612Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567782, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74951990567, - "size": 33, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75031990567, - "size": 33, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75041990567, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 75061990567, - "size": 53, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:16.691Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035955859, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75015955859, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 74965955859, - "size": 33, - "orderCount": 8 - }, - { - "priceNanos": 74935955859, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74895955859, - "size": 92, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75055955859, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75095955859, - "size": 33, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.770Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951702117, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79946702117, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79896702117, - "size": 25, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79956702117, - "size": 83, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 79966702117, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 80006702117, - "size": 13, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.787Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719879391, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189684879391, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 189644879391, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189604879391, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 189554879391, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189534879391, - "size": 96, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189754879391, - "size": 93, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:16.838Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003331890, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79978331890, - "size": 7, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79968331890, - "size": 30, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80028331890, - "size": 26, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80058331890, - "size": 70, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80068331890, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 80118331890, - "size": 7, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:16.900Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875962672, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678865962672, - "size": 23, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678855962672, - "size": 4, - "orderCount": 3 - }, - { - "priceNanos": 1678815962672, - "size": 19, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678765962672, - "size": 47, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678725962672, - "size": 27, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678885962672, - "size": 18, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:16.970Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783999386, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678748999386, - "size": 56, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678708999386, - "size": 21, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678818999386, - "size": 26, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.056Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823418092771, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823413092771, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823393092771, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 4823343092771, - "size": 90, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823323092771, - "size": 10, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823423092771, - "size": 16, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823443092771, - "size": 90, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.094Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220068662110, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220033662110, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 219993662110, - "size": 88, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:17.107Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443158545, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403158545, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 4823373158545, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 4823333158545, - "size": 69, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823313158545, - "size": 26, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823483158545, - "size": 59, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823493158545, - "size": 11, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823513158545, - "size": 23, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:17.174Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567792, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349983606334, - "size": 26, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:17.203Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567793, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79994172547, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 79984172547, - "size": 43, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79974172547, - "size": 6, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79944172547, - "size": 23, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80054172547, - "size": 99, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.291Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567794, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75068529334, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 75118529334, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75168529334, - "size": 36, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.357Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407932467, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823412932467, - "size": 57, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:17.448Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567796, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79938617927, - "size": 40, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79948617927, - "size": 42, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:17.483Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567797, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349945468508, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349920468508, - "size": 64, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349910468508, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 349860468508, - "size": 47, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 349970468508, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 350000468508, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 350030468508, - "size": 4, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.578Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189658842287, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189653842287, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 189633842287, - "size": 91, - "orderCount": 7 - }, - { - "priceNanos": 189593842287, - "size": 7, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189583842287, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 189563842287, - "size": 25, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189663842287, - "size": 69, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189673842287, - "size": 7, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189693842287, - "size": 66, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.672Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350091700893, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350076700893, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350046700893, - "size": 99, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350106700893, - "size": 30, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.712Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567800, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913825938, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79878825938, - "size": 30, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948825938, - "size": 40, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.724Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868060540, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678823060540, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 1678783060540, - "size": 18, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678743060540, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 1678693060540, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 1678673060540, - "size": 96, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.766Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75097314594, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75072314594, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75022314594, - "size": 17, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:17.854Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678797228844, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678747228844, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 1678737228844, - "size": 74, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678727228844, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678707228844, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678657228844, - "size": 71, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678847228844, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 1678887228844, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 1678927228844, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 1678937228844, - "size": 28, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678987228844, - "size": 18, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.887Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065409454, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220015409454, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219965409454, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 219915409454, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 219895409454, - "size": 83, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219855409454, - "size": 84, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220115409454, - "size": 76, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:17.962Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74967308256, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74947308256, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74907308256, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 74867308256, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 74847308256, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 74817308256, - "size": 49, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74987308256, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 75037308256, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 75087308256, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 75097308256, - "size": 71, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.002Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567806, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189647341854, - "size": 31, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189607341854, - "size": 38, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:18.035Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567807, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80011747442, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971747442, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79961747442, - "size": 17, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80051747442, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 80071747442, - "size": 72, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80081747442, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 80091747442, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80131747442, - "size": 39, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.047Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567808, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349934060555, - "size": 84, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349914060555, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349904060555, - "size": 17, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:18.093Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567809, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74933466703, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 74913466703, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 74903466703, - "size": 18, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74873466703, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74823466703, - "size": 21, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75003466703, - "size": 82, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.148Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915052694, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74955052694, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 74975052694, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 74985052694, - "size": 37, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:18.183Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505911142, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823485911142, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 4823465911142, - "size": 23, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823415911142, - "size": 42, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823375911142, - "size": 23, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823355911142, - "size": 40, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823525911142, - "size": 41, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.249Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747624097, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678702624097, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 1678682624097, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678642624097, - "size": 98, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678792624097, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678832624097, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678852624097, - "size": 72, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678862624097, - "size": 88, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:18.316Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964614089, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79929614089, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 79909614089, - "size": 2, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79859614089, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 79839614089, - "size": 81, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79999614089, - "size": 70, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80029614089, - "size": 77, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.340Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824312339, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189774312339, - "size": 86, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189724312339, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 189694312339, - "size": 46, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189874312339, - "size": 22, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.420Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75041762387, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74991762387, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 74971762387, - "size": 36, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75091762387, - "size": 48, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:18.459Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74939960276, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74914960276, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74864960276, - "size": 35, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74824960276, - "size": 65, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74784960276, - "size": 19, - "orderCount": 1 - }, - { - "priceNanos": 74744960276, - "size": 23, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964960276, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 74984960276, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 74994960276, - "size": 27, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75024960276, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 75074960276, - "size": 64, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.510Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567817, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74932484971, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74962484971, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74992484971, - "size": 18, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75012484971, - "size": 59, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.593Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678700567162, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678655567162, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 1678625567162, - "size": 10, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678745567162, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 1678775567162, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678785567162, - "size": 10, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.622Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678829779085, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678824779085, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678794779085, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 1678744779085, - "size": 79, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678834779085, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678884779085, - "size": 74, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:18.720Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860063688, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678845063688, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678825063688, - "size": 28, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678875063688, - "size": 34, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:18.770Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350086588950, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350051588950, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 350011588950, - "size": 32, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349981588950, - "size": 46, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350121588950, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 350151588950, - "size": 90, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.827Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567822, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350043162712, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350023162712, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 349983162712, - "size": 37, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349953162712, - "size": 30, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350113162712, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350143162712, - "size": 62, - "orderCount": 10 - }, - { - "priceNanos": 350183162712, - "size": 55, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.837Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220011726945, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220021726945, - "size": 95, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.874Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567824, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80067061647, - "size": 45, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80037061647, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 80027061647, - "size": 29, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80107061647, - "size": 32, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80117061647, - "size": 18, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:18.916Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678813275071, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 1678833275071, - "size": 67, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678873275071, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 1678903275071, - "size": 7, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:18.927Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567826, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79903558519, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79863558519, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 79843558519, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 79833558519, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 79813558519, - "size": 28, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79963558519, - "size": 98, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80003558519, - "size": 73, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:18.999Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189726133065, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189716133065, - "size": 34, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189676133065, - "size": 67, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189656133065, - "size": 45, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189736133065, - "size": 70, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189766133065, - "size": 43, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.098Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567828, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75043178397, - "size": 66, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75003178397, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 74983178397, - "size": 62, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103178397, - "size": 18, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75143178397, - "size": 78, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:19.169Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567829, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219934931638, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219894931638, - "size": 86, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219884931638, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 219834931638, - "size": 16, - "orderCount": 5 - }, - { - "priceNanos": 219794931638, - "size": 16, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219974931638, - "size": 73, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.267Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189684858705, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189644858705, - "size": 43, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189724858705, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 189764858705, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 189804858705, - "size": 46, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.277Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567831, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349861387933, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 349831387933, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 349791387933, - "size": 70, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349751387933, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 349731387933, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349951387933, - "size": 93, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.327Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097558044, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80082558044, - "size": 56, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80112558044, - "size": 19, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80152558044, - "size": 40, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80192558044, - "size": 78, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80222558044, - "size": 66, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80252558044, - "size": 33, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.394Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567833, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823489316283, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 4823479316283, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823449316283, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 4823409316283, - "size": 71, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823529316283, - "size": 36, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823579316283, - "size": 37, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.441Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061167700, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80011167700, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111167700, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 80141167700, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 80161167700, - "size": 48, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:19.527Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823537727781, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823507727781, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823467727781, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823627727781, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 4823647727781, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 4823667727781, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:19.579Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567836, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678743701339, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678723701339, - "size": 41, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678673701339, - "size": 21, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678653701339, - "size": 9, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678813701339, - "size": 70, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.652Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678773637389, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 1678723637389, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678793637389, - "size": 72, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:19.704Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567838, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678774419149, - "size": 25, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:19.774Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678888600811, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678878600811, - "size": 95, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678898600811, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 1678948600811, - "size": 66, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:19.837Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567840, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79997228911, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80037228911, - "size": 93, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:19.909Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567841, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678782621965, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 1678772621965, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 1678752621965, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 1678722621965, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678702621965, - "size": 4, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852621965, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 1678862621965, - "size": 67, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.002Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220098254952, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220113254952, - "size": 1, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.096Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567843, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74887290461, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 74837290461, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 74787290461, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 74747290461, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 74697290461, - "size": 46, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74927290461, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 74957290461, - "size": 73, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74997290461, - "size": 2, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75037290461, - "size": 28, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:20.151Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823562267104, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823537267104, - "size": 49, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823487267104, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823477267104, - "size": 20, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823587267104, - "size": 98, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.200Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220069308857, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220029308857, - "size": 77, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220109308857, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 220149308857, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220179308857, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 220219308857, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 220239308857, - "size": 2, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.283Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567846, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74932212002, - "size": 28, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.323Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567847, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74997216307, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 75027216307, - "size": 55, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75037216307, - "size": 99, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.364Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567848, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74935300849, - "size": 83, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74965300849, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 74995300849, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 75015300849, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 75025300849, - "size": 65, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.378Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099906866, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80064906866, - "size": 38, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80044906866, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 80024906866, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80004906866, - "size": 54, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80134906866, - "size": 42, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.460Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823577312007, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823527312007, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823497312007, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 4823477312007, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 4823457312007, - "size": 56, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823627312007, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 4823677312007, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823687312007, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 4823707312007, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 4823727312007, - "size": 88, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.473Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567851, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678843291170, - "size": 5, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678943291170, - "size": 11, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678973291170, - "size": 73, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:20.545Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090380156, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350075380156, - "size": 11, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350025380156, - "size": 74, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349975380156, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349955380156, - "size": 49, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349945380156, - "size": 44, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350105380156, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350155380156, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350185380156, - "size": 77, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.598Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567853, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823444889413, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823464889413, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 4823514889413, - "size": 74, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823524889413, - "size": 61, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.630Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567854, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027448491, - "size": 74, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74977448491, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 74957448491, - "size": 10, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75057448491, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 75097448491, - "size": 92, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75127448491, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 75167448491, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 75197448491, - "size": 49, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.661Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952351838, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79907351838, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 79897351838, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 79867351838, - "size": 61, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79837351838, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 79817351838, - "size": 99, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79997351838, - "size": 43, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80007351838, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 80037351838, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80047351838, - "size": 75, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.754Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567856, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80006773222, - "size": 21, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80026773222, - "size": 8, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.806Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79903768629, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79853768629, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 79823768629, - "size": 84, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79953768629, - "size": 91, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79973768629, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 80023768629, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 80053768629, - "size": 70, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80063768629, - "size": 47, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.830Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678838344184, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678808344184, - "size": 70, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678768344184, - "size": 66, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678858344184, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678868344184, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678918344184, - "size": 92, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678968344184, - "size": 44, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:20.856Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567859, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80092999854, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80042999854, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 80022999854, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 80002999854, - "size": 13, - "orderCount": 14 - }, - { - "priceNanos": 79952999854, - "size": 29, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80142999854, - "size": 15, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80172999854, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 80182999854, - "size": 76, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.917Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903078755, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74858078755, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 74838078755, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74828078755, - "size": 63, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74948078755, - "size": 1, - "orderCount": 12 - }, - { - "priceNanos": 74978078755, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 74998078755, - "size": 47, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75038078755, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 75068078755, - "size": 37, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:20.974Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567861, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:21.032Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846163802, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189816163802, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 189766163802, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 189736163802, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189726163802, - "size": 11, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189686163802, - "size": 63, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189876163802, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 189916163802, - "size": 68, - "orderCount": 10 - }, - { - "priceNanos": 189936163802, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 189976163802, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189986163802, - "size": 22, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.080Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567863, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74981612949, - "size": 34, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:21.133Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567864, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823426179988, - "size": 73, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823406179988, - "size": 17, - "orderCount": 20 - }, - { - "priceNanos": 4823366179988, - "size": 85, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823476179988, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 4823506179988, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823536179988, - "size": 47, - "orderCount": 18 - }, - { - "priceNanos": 4823556179988, - "size": 27, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823586179988, - "size": 91, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:21.167Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823572089900, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823557089900, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823517089900, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823507089900, - "size": 98, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823497089900, - "size": 60, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823477089900, - "size": 100, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:21.239Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567866, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678869040407, - "size": 4, - "orderCount": 5 - }, - { - "priceNanos": 1678839040407, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678819040407, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678779040407, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 1678759040407, - "size": 33, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678909040407, - "size": 63, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678929040407, - "size": 95, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.280Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567867, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79928196861, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 79888196861, - "size": 37, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79838196861, - "size": 13, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.295Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500032457, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823455032457, - "size": 71, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823405032457, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 4823395032457, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 4823355032457, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 4823305032457, - "size": 33, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.337Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189784053581, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189809053581, - "size": 34, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189829053581, - "size": 73, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.414Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803077957, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189788077957, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 189748077957, - "size": 86, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189818077957, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189838077957, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189868077957, - "size": 40, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.437Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567871, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74919868905, - "size": 11, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74889868905, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 74849868905, - "size": 17, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75019868905, - "size": 82, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75029868905, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 75039868905, - "size": 9, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75059868905, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 75109868905, - "size": 64, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:21.494Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567872, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349904964787, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349939964787, - "size": 60, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:21.526Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567873, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:21.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567874, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823563800898, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823593800898, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 4823613800898, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823663800898, - "size": 97, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.655Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810996297, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189770996297, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189740996297, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189730996297, - "size": 59, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189850996297, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:21.685Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678760062894, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678725062894, - "size": 78, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678685062894, - "size": 41, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678635062894, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 1678615062894, - "size": 56, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678795062894, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 1678835062894, - "size": 48, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:21.770Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567877, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678811800217, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 1678821800217, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678831800217, - "size": 61, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:21.861Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189674517348, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 189664517348, - "size": 51, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189694517348, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 189734517348, - "size": 90, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:21.916Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567879, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349952856720, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 349942856720, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 349902856720, - "size": 90, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349882856720, - "size": 68, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349842856720, - "size": 20, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349982856720, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 350002856720, - "size": 64, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350042856720, - "size": 87, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:21.932Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823448579739, - "size": 83, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823468579739, - "size": 51, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:22.031Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414224826, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823399224826, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823369224826, - "size": 20, - "orderCount": 4 - }, - { - "priceNanos": 4823339224826, - "size": 28, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.062Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567882, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823547576840, - "size": 58, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823497576840, - "size": 39, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823597576840, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 4823607576840, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 4823637576840, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 4823677576840, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 4823727576840, - "size": 57, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.160Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567883, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823470160818, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823490160818, - "size": 7, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823520160818, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823530160818, - "size": 70, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:22.240Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765449312, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678735449312, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678795449312, - "size": 58, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:22.336Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749742117, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678704742117, - "size": 55, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678794742117, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678824742117, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 1678844742117, - "size": 53, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:22.356Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74989351881, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74984351881, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 74974351881, - "size": 96, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74994351881, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 75034351881, - "size": 45, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75074351881, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 75094351881, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 75104351881, - "size": 26, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.421Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823425663603, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823380663603, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 4823350663603, - "size": 12, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:22.478Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80002294659, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79982294659, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 79952294659, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 79922294659, - "size": 37, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.525Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445912387, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823425912387, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823415912387, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 4823395912387, - "size": 78, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465912387, - "size": 8, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:22.614Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80050465988, - "size": 53, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80080465988, - "size": 22, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567891, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189791584608, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 189811584608, - "size": 70, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:22.726Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567892, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823404241979, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823374241979, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 4823324241979, - "size": 86, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823304241979, - "size": 39, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823434241979, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823444241979, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823464241979, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 4823484241979, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 4823494241979, - "size": 33, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:22.797Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349984481846, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349999481846, - "size": 60, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350019481846, - "size": 51, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350069481846, - "size": 73, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350109481846, - "size": 46, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350139481846, - "size": 8, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:22.897Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567894, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75063170199, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 75033170199, - "size": 39, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75133170199, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 75143170199, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 75193170199, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 75223170199, - "size": 91, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:22.972Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567895, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097203881, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220052203881, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 220032203881, - "size": 8, - "orderCount": 7 - }, - { - "priceNanos": 220012203881, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 219962203881, - "size": 93, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219912203881, - "size": 8, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220142203881, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 220192203881, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 220242203881, - "size": 98, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:22.995Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510981137, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823485981137, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823445981137, - "size": 48, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823535981137, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823565981137, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823615981137, - "size": 59, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823645981137, - "size": 94, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.091Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567897, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823530896208, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 4823520896208, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823470896208, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 4823420896208, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 4823390896208, - "size": 100, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823610896208, - "size": 86, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823630896208, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 4823680896208, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 4823690896208, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823720896208, - "size": 33, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.170Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74924622886, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74959622886, - "size": 73, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74969622886, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 74999622886, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 75029622886, - "size": 68, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:23.254Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567899, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75066389321, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 75036389321, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 75026389321, - "size": 40, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:23.269Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567900, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79857752589, - "size": 79, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79807752589, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 79797752589, - "size": 4, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.366Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567901, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189689096213, - "size": 50, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189739096213, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.426Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349976880833, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349951880833, - "size": 62, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349931880833, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 349911880833, - "size": 31, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350001880833, - "size": 39, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.438Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567903, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349913167701, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349928167701, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 349968167701, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 349978167701, - "size": 31, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350008167701, - "size": 19, - "orderCount": 14 - }, - { - "priceNanos": 350038167701, - "size": 48, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.526Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220071388828, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220021388828, - "size": 16, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220121388828, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 220141388828, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 220181388828, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 220231388828, - "size": 22, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.578Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189769189528, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189739189528, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 189729189528, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 189699189528, - "size": 71, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.673Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013852389, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80008852389, - "size": 14, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79958852389, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 79908852389, - "size": 79, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79858852389, - "size": 14, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80018852389, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 80068852389, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 80118852389, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 80158852389, - "size": 71, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:23.720Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023244380, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79978244380, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 79938244380, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 79928244380, - "size": 100, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79898244380, - "size": 85, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:23.747Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894295961, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678874295961, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 1678854295961, - "size": 70, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678914295961, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678924295961, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 1678964295961, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 1678974295961, - "size": 30, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:23.769Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350014499816, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350059499816, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350069499816, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350089499816, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 350139499816, - "size": 62, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:23.856Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678787369253, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678827369253, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 1678877369253, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 1678917369253, - "size": 32, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:23.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048210534, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75038210534, - "size": 63, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75018210534, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 75008210534, - "size": 7, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75058210534, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75078210534, - "size": 77, - "orderCount": 15 - }, - { - "priceNanos": 75118210534, - "size": 72, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:23.969Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699044272, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189689044272, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 189679044272, - "size": 3, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189639044272, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 189589044272, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189579044272, - "size": 94, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189709044272, - "size": 72, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.008Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546196050, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823586196050, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823616196050, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 4823656196050, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 4823706196050, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:24.020Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567914, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220044777937, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220034777937, - "size": 62, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220054777937, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 220064777937, - "size": 55, - "orderCount": 10 - }, - { - "priceNanos": 220074777937, - "size": 6, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:24.086Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567915, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219956606791, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 219936606791, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 219926606791, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 219916606791, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 219866606791, - "size": 91, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:24.114Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350008861525, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349998861525, - "size": 64, - "orderCount": 4 - }, - { - "priceNanos": 349958861525, - "size": 92, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349938861525, - "size": 5, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350018861525, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 350048861525, - "size": 59, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:24.167Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019052207, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 74989052207, - "size": 70, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74979052207, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 74929052207, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 74899052207, - "size": 23, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.253Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189818222426, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189768222426, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 189718222426, - "size": 24, - "orderCount": 17 - }, - { - "priceNanos": 189668222426, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189638222426, - "size": 7, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189868222426, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 189888222426, - "size": 29, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:24.308Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567919, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189820741319, - "size": 53, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189780741319, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189850741319, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 189900741319, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189910741319, - "size": 65, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189940741319, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 189990741319, - "size": 35, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.381Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350052662828, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350017662828, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 349977662828, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349967662828, - "size": 67, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350087662828, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 350107662828, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 350127662828, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 350167662828, - "size": 88, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.462Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220094290050, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220059290050, - "size": 71, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 220009290050, - "size": 89, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219959290050, - "size": 35, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219929290050, - "size": 9, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219899290050, - "size": 54, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220129290050, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 220159290050, - "size": 38, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220169290050, - "size": 27, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220209290050, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 220229290050, - "size": 23, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.475Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567922, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189704374823, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189674374823, - "size": 57, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.501Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567923, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189821735739, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189806735739, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 189786735739, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 189756735739, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189736735739, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 189686735739, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189836735739, - "size": 82, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189876735739, - "size": 5, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.572Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219951034590, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219911034590, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 219901034590, - "size": 63, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219871034590, - "size": 31, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219991034590, - "size": 41, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220021034590, - "size": 65, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.587Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823449984245, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823414984245, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 4823364984245, - "size": 92, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823484984245, - "size": 22, - "orderCount": 5 - }, - { - "priceNanos": 4823534984245, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 4823554984245, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 4823604984245, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823654984245, - "size": 54, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.624Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220078238892, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220058238892, - "size": 12, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 220018238892, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 219978238892, - "size": 30, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219968238892, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 219928238892, - "size": 71, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098238892, - "size": 63, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220138238892, - "size": 45, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:24.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960264072, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79955264072, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 79925264072, - "size": 74, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79965264072, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 79985264072, - "size": 54, - "orderCount": 13 - }, - { - "priceNanos": 80035264072, - "size": 76, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.737Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220080172599, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220035172599, - "size": 44, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220125172599, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220155172599, - "size": 68, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220165172599, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 220215172599, - "size": 75, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220265172599, - "size": 51, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.747Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053900111, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350048900111, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 350038900111, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 349998900111, - "size": 37, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349978900111, - "size": 49, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350058900111, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350068900111, - "size": 98, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:24.757Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567930, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485533631, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823435533631, - "size": 54, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823425533631, - "size": 18, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823375533631, - "size": 69, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823535533631, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823565533631, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 4823575533631, - "size": 92, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.839Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567931, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488407178, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823483407178, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 4823473407178, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823423407178, - "size": 41, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823413407178, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823373407178, - "size": 41, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823493407178, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 4823523407178, - "size": 65, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:24.885Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678862930521, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678852930521, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 1678842930521, - "size": 91, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678872930521, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 1678892930521, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 1678922930521, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:24.966Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096084569, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75086084569, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75046084569, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 75006084569, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 74956084569, - "size": 6, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74936084569, - "size": 18, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75106084569, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 75146084569, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 75166084569, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 75216084569, - "size": 93, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75236084569, - "size": 74, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.066Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189720238864, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189700238864, - "size": 40, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189690238864, - "size": 12, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189740238864, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 189790238864, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 189800238864, - "size": 46, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.131Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943122001, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219918122001, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219868122001, - "size": 61, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219858122001, - "size": 85, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219968122001, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 220008122001, - "size": 70, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:25.156Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969040978, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74949040978, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 74939040978, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 74919040978, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 74869040978, - "size": 93, - "orderCount": 7 - }, - { - "priceNanos": 74829040978, - "size": 70, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74989040978, - "size": 18, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.197Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220023836003, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219988836003, - "size": 82, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219978836003, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 219928836003, - "size": 48, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219898836003, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219868836003, - "size": 10, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220058836003, - "size": 85, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220108836003, - "size": 22, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.256Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773005264, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678738005264, - "size": 53, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678808005264, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 1678858005264, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 1678908005264, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678948005264, - "size": 27, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:25.308Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466698252, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823456698252, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 4823446698252, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 4823406698252, - "size": 94, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823476698252, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823486698252, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 4823516698252, - "size": 1, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823526698252, - "size": 8, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.405Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567940, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80017857361, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:25.441Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567941, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823573957451, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 4823533957451, - "size": 96, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823603957451, - "size": 78, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823633957451, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 4823673957451, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 4823723957451, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.463Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567942, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:25.481Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678773304451, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678733304451, - "size": 6, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678723304451, - "size": 20, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678813304451, - "size": 23, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.565Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436329335, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823421329335, - "size": 41, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823451329335, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823501329335, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 4823521329335, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 4823531329335, - "size": 64, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.641Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097252211, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220067252211, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 220057252211, - "size": 96, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220047252211, - "size": 31, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 220017252211, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 219977252211, - "size": 58, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220127252211, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 220137252211, - "size": 93, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:25.682Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065068032, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80050068032, - "size": 85, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80000068032, - "size": 89, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79980068032, - "size": 67, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80080068032, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 80120068032, - "size": 86, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80150068032, - "size": 52, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.730Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220040110669, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220045110669, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 220095110669, - "size": 61, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220125110669, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 220145110669, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 220195110669, - "size": 30, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:25.819Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75026470484, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74991470484, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 74961470484, - "size": 76, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74921470484, - "size": 52, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75061470484, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 75091470484, - "size": 92, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75121470484, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 75151470484, - "size": 14, - "orderCount": 5 - }, - { - "priceNanos": 75201470484, - "size": 55, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.830Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567949, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189750848430, - "size": 86, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189820848430, - "size": 54, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189870848430, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189910848430, - "size": 50, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.901Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699658537, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189689658537, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 189649658537, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 189619658537, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189579658537, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 189529658537, - "size": 3, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189709658537, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 189719658537, - "size": 64, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189769658537, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189779658537, - "size": 82, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189799658537, - "size": 2, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:25.984Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838578512, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818578512, - "size": 52, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678858578512, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 1678908578512, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678938578512, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678948578512, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678988578512, - "size": 22, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.022Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526577399, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823486577399, - "size": 73, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823456577399, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 4823406577399, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 4823356577399, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 4823306577399, - "size": 91, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823566577399, - "size": 58, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.066Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441821801, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823421821801, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823391821801, - "size": 13, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823351821801, - "size": 12, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:26.104Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678710338719, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678680338719, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 1678640338719, - "size": 8, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678740338719, - "size": 21, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.131Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79946690133, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79971690133, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 80001690133, - "size": 51, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:26.168Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74921854007, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74896854007, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74876854007, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74836854007, - "size": 16, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74826854007, - "size": 36, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74946854007, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74986854007, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75036854007, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 75066854007, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75116854007, - "size": 36, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.193Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567957, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219947312642, - "size": 93, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220037312642, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 220077312642, - "size": 100, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220107312642, - "size": 93, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220137312642, - "size": 55, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:26.226Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80040094526, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80065094526, - "size": 25, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.255Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071790803, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75111790803, - "size": 47, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75121790803, - "size": 16, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.336Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088777084, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350038777084, - "size": 85, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350008777084, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 349988777084, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 349968777084, - "size": 7, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350138777084, - "size": 75, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.398Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219934512331, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219919512331, - "size": 21, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219889512331, - "size": 4, - "orderCount": 5 - }, - { - "priceNanos": 219849512331, - "size": 100, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219799512331, - "size": 73, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 219949512331, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 219999512331, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.468Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189829204615, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189794204615, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 189744204615, - "size": 87, - "orderCount": 4 - }, - { - "priceNanos": 189734204615, - "size": 55, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189714204615, - "size": 76, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189864204615, - "size": 13, - "orderCount": 9 - }, - { - "priceNanos": 189914204615, - "size": 60, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.511Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567963, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219958377288, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 219998377288, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 220018377288, - "size": 52, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.588Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823578891719, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543891719, - "size": 81, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823613891719, - "size": 71, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.678Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567965, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976332906, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74956332906, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74916332906, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 74866332906, - "size": 88, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74996332906, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.704Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80058509848, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80068509848, - "size": 63, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.728Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031097006, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001097006, - "size": 45, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74981097006, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 74931097006, - "size": 20, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74911097006, - "size": 37, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74891097006, - "size": 11, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061097006, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 75091097006, - "size": 68, - "orderCount": 10 - }, - { - "priceNanos": 75111097006, - "size": 31, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.780Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349985550144, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349965550144, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 349935550144, - "size": 16, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349895550144, - "size": 31, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350005550144, - "size": 53, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350045550144, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 350075550144, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 350085550144, - "size": 41, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:26.844Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984567969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189777237305, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189752237305, - "size": 34, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189702237305, - "size": 54, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189802237305, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 189812237305, - "size": 29, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:26.862Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567970, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75098687795, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75118687795, - "size": 3, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:26.961Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567971, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823455277081, - "size": 64, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823445277081, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 4823425277081, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823405277081, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 4823365277081, - "size": 32, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823465277081, - "size": 10, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.052Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567972, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678729397386, - "size": 21, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678719397386, - "size": 2, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678699397386, - "size": 30, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678789397386, - "size": 61, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678839397386, - "size": 75, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:27.113Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069360127, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80054360127, - "size": 3, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80014360127, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 79984360127, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 79964360127, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79944360127, - "size": 38, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80084360127, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 80104360127, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 80134360127, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80164360127, - "size": 78, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.136Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515005445, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823490005445, - "size": 58, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:27.161Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500687189, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823530687189, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 4823540687189, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823590687189, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823630687189, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 4823640687189, - "size": 29, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.181Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976852385, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219936852385, - "size": 93, - "orderCount": 11 - }, - { - "priceNanos": 219906852385, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 219876852385, - "size": 38, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219826852385, - "size": 97, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219796852385, - "size": 21, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:27.256Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567977, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553565090, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823548565090, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 4823528565090, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 4823508565090, - "size": 88, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823558565090, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 4823588565090, - "size": 88, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:27.312Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74982959859, - "size": 98, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:27.322Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013911012, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988911012, - "size": 62, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74978911012, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 74928911012, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 74918911012, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 74908911012, - "size": 19, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75038911012, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 75068911012, - "size": 76, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75108911012, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 75158911012, - "size": 36, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75208911012, - "size": 65, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.375Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567980, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350065608603, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 350055608603, - "size": 63, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350045608603, - "size": 33, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350125608603, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 350165608603, - "size": 56, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:27.446Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044633768, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80029633768, - "size": 18, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:27.502Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984567982, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220041008868, - "size": 3, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220101008868, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.575Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567983, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970372896, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74920372896, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74870372896, - "size": 69, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75040372896, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 75070372896, - "size": 23, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75120372896, - "size": 62, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75160372896, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 75200372896, - "size": 34, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:27.608Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823545888278, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823520888278, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 4823490888278, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 4823440888278, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823420888278, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 4823410888278, - "size": 21, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823570888278, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823590888278, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 4823630888278, - "size": 74, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823650888278, - "size": 52, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823690888278, - "size": 55, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:27.632Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902563543, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79912563543, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 79932563543, - "size": 60, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:27.668Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910089894, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74860089894, - "size": 68, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74840089894, - "size": 6, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74820089894, - "size": 56, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74960089894, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 74970089894, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75010089894, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 75040089894, - "size": 78, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75080089894, - "size": 36, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:27.767Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567987, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823422496127, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 4823412496127, - "size": 15, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823472496127, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823492496127, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823522496127, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.781Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976242285, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931242285, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 74891242285, - "size": 31, - "orderCount": 20 - }, - { - "priceNanos": 74841242285, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74811242285, - "size": 48, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75021242285, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75061242285, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 75091242285, - "size": 58, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75101242285, - "size": 27, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.875Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567989, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350028302950, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 350018302950, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 349978302950, - "size": 89, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350068302950, - "size": 13, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350078302950, - "size": 100, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:27.927Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035260431, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75030260431, - "size": 50, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75000260431, - "size": 44, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74970260431, - "size": 20, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75040260431, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 75090260431, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75120260431, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75130260431, - "size": 96, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:27.948Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567991, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74940784178, - "size": 29, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74910784178, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75020784178, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 75050784178, - "size": 10, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75070784178, - "size": 65, - "orderCount": 2 - }, - { - "priceNanos": 75090784178, - "size": 6, - "orderCount": 7 - }, - { - "priceNanos": 75140784178, - "size": 45, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:28.040Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984567992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068510909, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75023510909, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 74983510909, - "size": 29, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75113510909, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 75153510909, - "size": 62, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:28.124Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894073494, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678879073494, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 1678869073494, - "size": 2, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678859073494, - "size": 16, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678849073494, - "size": 19, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678819073494, - "size": 49, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678909073494, - "size": 82, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.206Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349926410416, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349886410416, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349876410416, - "size": 69, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349966410416, - "size": 23, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:28.233Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718246296, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678683246296, - "size": 48, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678753246296, - "size": 94, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678763246296, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678783246296, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 1678793246296, - "size": 73, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:28.277Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984567996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980226787, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349940226787, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 349930226787, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 349920226787, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349880226787, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 349830226787, - "size": 83, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:28.301Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984567997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945200495, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895200495, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 79865200495, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79845200495, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 79835200495, - "size": 36, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79995200495, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 80015200495, - "size": 47, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:28.326Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984567998, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823433652582, - "size": 78, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823383652582, - "size": 1, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503652582, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 4823553652582, - "size": 62, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:28.346Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984567999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875156784, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678845156784, - "size": 23, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678825156784, - "size": 27, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678775156784, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 1678745156784, - "size": 97, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678705156784, - "size": 60, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678905156784, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 1678925156784, - "size": 86, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.412Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568000, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350077200778, - "size": 29, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350067200778, - "size": 90, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350117200778, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 350127200778, - "size": 27, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350167200778, - "size": 38, - "orderCount": 18 - }, - { - "priceNanos": 350217200778, - "size": 10, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.453Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568001, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673859298, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189678859298, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 189718859298, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 189748859298, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189768859298, - "size": 22, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.541Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958827817, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349918827817, - "size": 80, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349868827817, - "size": 49, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349828827817, - "size": 50, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349998827817, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 350028827817, - "size": 56, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:28.593Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764714162, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.689Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568004, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823491330907, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823451330907, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 4823431330907, - "size": 42, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823591330907, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 4823611330907, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 4823651330907, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 4823691330907, - "size": 1, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823711330907, - "size": 23, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.749Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755995675, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:28.810Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050339053, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220025339053, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 219985339053, - "size": 37, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220075339053, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 220095339053, - "size": 38, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220145339053, - "size": 6, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220185339053, - "size": 63, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:28.863Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568007, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468044468, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823443044468, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 4823433044468, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 4823413044468, - "size": 9, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823373044468, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823493044468, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 4823503044468, - "size": 67, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823513044468, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 4823523044468, - "size": 55, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:28.938Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678782856890, - "size": 3, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.019Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74933307155, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:29.076Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350034901072, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349984901072, - "size": 33, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350074901072, - "size": 69, - "orderCount": 10 - }, - { - "priceNanos": 350114901072, - "size": 39, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350124901072, - "size": 55, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350144901072, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 350164901072, - "size": 18, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:29.128Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568011, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75028080958, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 75008080958, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 74978080958, - "size": 74, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75038080958, - "size": 63, - "orderCount": 1 - }, - { - "priceNanos": 75058080958, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 75078080958, - "size": 6, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75088080958, - "size": 32, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:29.187Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025178343, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75070178343, - "size": 90, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75090178343, - "size": 66, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75120178343, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75130178343, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 75150178343, - "size": 33, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:29.250Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568013, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349896576429, - "size": 41, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349846576429, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 349796576429, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349776576429, - "size": 50, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349766576429, - "size": 33, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349906576429, - "size": 28, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.330Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900539182, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74875539182, - "size": 71, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74925539182, - "size": 53, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:29.362Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782681767, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678742681767, - "size": 22, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:29.416Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189711017244, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:29.437Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521023008, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823476023008, - "size": 3, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823436023008, - "size": 68, - "orderCount": 3 - }, - { - "priceNanos": 4823386023008, - "size": 38, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823376023008, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 4823366023008, - "size": 82, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823566023008, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 4823576023008, - "size": 68, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823616023008, - "size": 68, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:29.483Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568018, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220072315502, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 220112315502, - "size": 79, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220142315502, - "size": 93, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220182315502, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 220222315502, - "size": 27, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.511Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74931904149, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74906904149, - "size": 77, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74956904149, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74976904149, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75016904149, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 75036904149, - "size": 72, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:29.551Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050714261, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015714261, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 80005714261, - "size": 25, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79975714261, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 79925714261, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 79905714261, - "size": 15, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80085714261, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80115714261, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80135714261, - "size": 75, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80175714261, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 80215714261, - "size": 95, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.595Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189777287215, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189757287215, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189747287215, - "size": 46, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189717287215, - "size": 96, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189797287215, - "size": 46, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189847287215, - "size": 73, - "orderCount": 6 - }, - { - "priceNanos": 189877287215, - "size": 17, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189897287215, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 189947287215, - "size": 93, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:29.621Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568022, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80034036774, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 80024036774, - "size": 22, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80004036774, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104036774, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 80154036774, - "size": 91, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80174036774, - "size": 94, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80194036774, - "size": 35, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80204036774, - "size": 21, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:29.702Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860091781, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678845091781, - "size": 36, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678795091781, - "size": 92, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678745091781, - "size": 70, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.773Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350044570032, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350029570032, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349989570032, - "size": 95, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349959570032, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349939570032, - "size": 5, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350059570032, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 350109570032, - "size": 65, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350159570032, - "size": 45, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.837Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708447653, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678683447653, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 1678633447653, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 1678593447653, - "size": 23, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678553447653, - "size": 90, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678523447653, - "size": 22, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678733447653, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 1678743447653, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678753447653, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678803447653, - "size": 87, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:29.867Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848472155, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678888472155, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678938472155, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 1678988472155, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1679028472155, - "size": 51, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1679038472155, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:29.879Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927201588, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349917201588, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349867201588, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349857201588, - "size": 46, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349937201588, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349947201588, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 349957201588, - "size": 19, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349977201588, - "size": 68, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:29.900Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483229728, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823478229728, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 4823458229728, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 4823448229728, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 4823418229728, - "size": 85, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823488229728, - "size": 62, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:29.971Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780312225, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678770312225, - "size": 39, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678730312225, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 1678720312225, - "size": 36, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678670312225, - "size": 10, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678790312225, - "size": 83, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:30.068Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823449950494, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823429950494, - "size": 95, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823419950494, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 4823369950494, - "size": 9, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823349950494, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 4823309950494, - "size": 15, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823469950494, - "size": 6, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823479950494, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.146Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349902203465, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349897203465, - "size": 20, - "orderCount": 20 - }, - { - "priceNanos": 349867203465, - "size": 46, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349817203465, - "size": 30, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349777203465, - "size": 38, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349907203465, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 349927203465, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 349937203465, - "size": 18, - "orderCount": 10 - }, - { - "priceNanos": 349947203465, - "size": 28, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 349957203465, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:30.189Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700438364, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189680438364, - "size": 94, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189720438364, - "size": 100, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:30.222Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568033, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678695647464, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 1678685647464, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678635647464, - "size": 5, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:30.316Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040182876, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75020182876, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74970182876, - "size": 69, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75060182876, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 75070182876, - "size": 7, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75090182876, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 75120182876, - "size": 80, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.361Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568035, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189620062711, - "size": 84, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189600062711, - "size": 61, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189550062711, - "size": 38, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189700062711, - "size": 4, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189730062711, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 189780062711, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189790062711, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 189830062711, - "size": 70, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:30.434Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071239911, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80026239911, - "size": 10, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80116239911, - "size": 50, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80166239911, - "size": 38, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80196239911, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 80236239911, - "size": 19, - "orderCount": 15 - }, - { - "priceNanos": 80256239911, - "size": 84, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.486Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189775312375, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189815312375, - "size": 87, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189855312375, - "size": 67, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189905312375, - "size": 3, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:30.564Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075669497, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75065669497, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 75045669497, - "size": 27, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75005669497, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 74965669497, - "size": 37, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75085669497, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 75135669497, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75165669497, - "size": 28, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.652Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568039, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350047195159, - "size": 22, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 350027195159, - "size": 93, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350107195159, - "size": 10, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350157195159, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 350177195159, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 350187195159, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 350237195159, - "size": 18, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.676Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948966543, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219913966543, - "size": 2, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219983966543, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220003966543, - "size": 14, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.770Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219931791077, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219921791077, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 219891791077, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 219881791077, - "size": 79, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219941791077, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 219971791077, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 220001791077, - "size": 73, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220051791077, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 220071791077, - "size": 52, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:30.789Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568042, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189715462684, - "size": 71, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189745462684, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 189765462684, - "size": 44, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189775462684, - "size": 60, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.876Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568043, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350036059405, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 350026059405, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 349986059405, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 349936059405, - "size": 21, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350066059405, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 350096059405, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 350106059405, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.942Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568044, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220065771828, - "size": 3, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220085771828, - "size": 67, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.957Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568045, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010175552, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219960175552, - "size": 3, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219950175552, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 219920175552, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 219880175552, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 219850175552, - "size": 21, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:30.989Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219956536725, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219941536725, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 219921536725, - "size": 21, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219871536725, - "size": 34, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219851536725, - "size": 81, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.047Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468646478, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823418646478, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 4823378646478, - "size": 88, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.058Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991887175, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74966887175, - "size": 23, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74956887175, - "size": 72, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:31.124Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568049, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526316881, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823491316881, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 4823451316881, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 4823431316881, - "size": 96, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823561316881, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823571316881, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823591316881, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 4823611316881, - "size": 54, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.183Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837693189, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678792693189, - "size": 51, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678762693189, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 1678732693189, - "size": 16, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678702693189, - "size": 55, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678882693189, - "size": 80, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678892693189, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678922693189, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 1678942693189, - "size": 27, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:31.248Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082733909, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80052733909, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80042733909, - "size": 19, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80112733909, - "size": 43, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.284Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035007429, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79990007429, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 79940007429, - "size": 2, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79910007429, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 79870007429, - "size": 41, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80080007429, - "size": 46, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80110007429, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 80160007429, - "size": 44, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80200007429, - "size": 96, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:31.379Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189656130116, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189646130116, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 189616130116, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 189576130116, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 189546130116, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 189516130116, - "size": 66, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189666130116, - "size": 57, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189696130116, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 189746130116, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:31.436Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678862394341, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678812394341, - "size": 11, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678912394341, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678922394341, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 1678932394341, - "size": 86, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678942394341, - "size": 54, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:31.458Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568055, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678747207218, - "size": 34, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678707207218, - "size": 97, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678677207218, - "size": 97, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678757207218, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678777207218, - "size": 69, - "orderCount": 10 - }, - { - "priceNanos": 1678817207218, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 1678837207218, - "size": 47, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678877207218, - "size": 50, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:31.553Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011541033, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349996541033, - "size": 83, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:31.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568057, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823564603686, - "size": 71, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823544603686, - "size": 4, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823534603686, - "size": 39, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823624603686, - "size": 71, - "orderCount": 16 - }, - { - "priceNanos": 4823644603686, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 4823684603686, - "size": 38, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.716Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568058, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763415028, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678718415028, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 1678698415028, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 1678678415028, - "size": 36, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808415028, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 1678858415028, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 1678898415028, - "size": 53, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:31.812Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568059, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79917884456, - "size": 50, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79907884456, - "size": 3, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79857884456, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 79847884456, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 79837884456, - "size": 35, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79997884456, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 80027884456, - "size": 12, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80037884456, - "size": 20, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80067884456, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:31.865Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74982338116, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74947338116, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 74937338116, - "size": 9, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75017338116, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 75037338116, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75087338116, - "size": 24, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75107338116, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 75147338116, - "size": 84, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:31.965Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568061, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678841950892, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678791950892, - "size": 52, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678771950892, - "size": 48, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678891950892, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 1678941950892, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 1678971950892, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 1678991950892, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 1679011950892, - "size": 90, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.050Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959411270, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79934411270, - "size": 56, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 79984411270, - "size": 93, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.150Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568063, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79961249420, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 79941249420, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79901249420, - "size": 56, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79881249420, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 79851249420, - "size": 58, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.180Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568064, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75059755345, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 75009755345, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 74969755345, - "size": 27, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74949755345, - "size": 3, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75119755345, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 75149755345, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 75159755345, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75179755345, - "size": 79, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.259Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219901948943, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219856948943, - "size": 56, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219946948943, - "size": 88, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:32.277Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873965536, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678828965536, - "size": 53, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678918965536, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 1678928965536, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678968965536, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 1678998965536, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 1679028965536, - "size": 45, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.309Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219875837023, - "size": 13, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219865837023, - "size": 57, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.332Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711990307, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678661990307, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 1678641990307, - "size": 75, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678601990307, - "size": 48, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678761990307, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678781990307, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678791990307, - "size": 66, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:32.394Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023481998, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80033481998, - "size": 59, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80043481998, - "size": 58, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:32.465Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568070, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678782542804, - "size": 87, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678882542804, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678922542804, - "size": 35, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.520Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75008658934, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74978658934, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74928658934, - "size": 11, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74888658934, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 74848658934, - "size": 64, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74808658934, - "size": 92, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75038658934, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 75088658934, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 75098658934, - "size": 76, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.615Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981538389, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74976538389, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74936538389, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 74916538389, - "size": 31, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986538389, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 75026538389, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 75066538389, - "size": 55, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75106538389, - "size": 66, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:32.625Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057384653, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75082384653, - "size": 66, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75112384653, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75132384653, - "size": 36, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75152384653, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75202384653, - "size": 47, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.707Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568074, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056066838, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220071066838, - "size": 86, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220091066838, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 220141066838, - "size": 19, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220181066838, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.756Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971709391, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74966709391, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 74956709391, - "size": 23, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74936709391, - "size": 55, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74976709391, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75026709391, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 75076709391, - "size": 18, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75096709391, - "size": 69, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.766Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823541490233, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823501490233, - "size": 65, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823581490233, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 4823601490233, - "size": 32, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.782Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991612604, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74976612604, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74966612604, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 74916612604, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74886612604, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 74866612604, - "size": 2, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.827Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957183884, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927183884, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 219877183884, - "size": 34, - "orderCount": 13 - }, - { - "priceNanos": 219867183884, - "size": 74, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219817183884, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219797183884, - "size": 96, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219987183884, - "size": 34, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:32.903Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349962669813, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349942669813, - "size": 4, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349982669813, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 350012669813, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 350062669813, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 350112669813, - "size": 28, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:32.949Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692852745, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189667852745, - "size": 94, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189647852745, - "size": 22, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189617852745, - "size": 12, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189717852745, - "size": 95, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189737852745, - "size": 51, - "orderCount": 18 - }, - { - "priceNanos": 189747852745, - "size": 51, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189787852745, - "size": 4, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189827852745, - "size": 74, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:32.987Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568081, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80083316842, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80133316842, - "size": 65, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80143316842, - "size": 32, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.042Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80077400781, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80032400781, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 80012400781, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 80002400781, - "size": 93, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80122400781, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 80132400781, - "size": 81, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80172400781, - "size": 16, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80212400781, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 80242400781, - "size": 11, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.071Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350032067352, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349997067352, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 349967067352, - "size": 3, - "orderCount": 13 - }, - { - "priceNanos": 349957067352, - "size": 10, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350067067352, - "size": 22, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.143Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568084, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219952460261, - "size": 43, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220032460261, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 220082460261, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220092460261, - "size": 12, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.236Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568085, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823582367684, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 4823622367684, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823662367684, - "size": 67, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823712367684, - "size": 74, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.260Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903160498, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74913160498, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74933160498, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 74963160498, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 74983160498, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 75003160498, - "size": 5, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:33.315Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499842515, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823474842515, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823444842515, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823424842515, - "size": 29, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823394842515, - "size": 90, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823524842515, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823564842515, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 4823604842515, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823654842515, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823674842515, - "size": 86, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.365Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75085597198, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75050597198, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 75040597198, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 75000597198, - "size": 61, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74980597198, - "size": 83, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75120597198, - "size": 9, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.379Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75008405005, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74968405005, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 74958405005, - "size": 96, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75048405005, - "size": 53, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75058405005, - "size": 9, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75108405005, - "size": 92, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.454Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189788911302, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189768911302, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 189758911302, - "size": 3, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189808911302, - "size": 97, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189838911302, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 189848911302, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 189888911302, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189918911302, - "size": 6, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.480Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568091, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823487754069, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823482754069, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823462754069, - "size": 88, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823452754069, - "size": 8, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823412754069, - "size": 22, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823392754069, - "size": 41, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823492754069, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823512754069, - "size": 65, - "orderCount": 6 - }, - { - "priceNanos": 4823522754069, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 4823572754069, - "size": 35, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.557Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823449196802, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 4823399196802, - "size": 5, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823389196802, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 4823369196802, - "size": 62, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823499196802, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 4823509196802, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823549196802, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823559196802, - "size": 59, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:33.633Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974442065, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219959442065, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219939442065, - "size": 59, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219989442065, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220039442065, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 220089442065, - "size": 52, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:33.684Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568094, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678692413063, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678672413063, - "size": 12, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678722413063, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 1678772413063, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 1678782413063, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 1678812413063, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 1678842413063, - "size": 25, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:33.726Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80001014657, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79981014657, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 79951014657, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79901014657, - "size": 91, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.786Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568096, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189670364128, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189625364128, - "size": 42, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.815Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350021484774, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349976484774, - "size": 75, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350066484774, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350116484774, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350126484774, - "size": 35, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.843Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926973999, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74881973999, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 74871973999, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74831973999, - "size": 86, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74971973999, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75001973999, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 75011973999, - "size": 94, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75051973999, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75071973999, - "size": 58, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.895Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735799649, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189730799649, - "size": 3, - "orderCount": 17 - }, - { - "priceNanos": 189710799649, - "size": 87, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189700799649, - "size": 75, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189740799649, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 189760799649, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 189770799649, - "size": 78, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189790799649, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 189800799649, - "size": 76, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568100, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837404653, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678882404653, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 1678892404653, - "size": 85, - "orderCount": 4 - }, - { - "priceNanos": 1678902404653, - "size": 45, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:33.994Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568101, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823462184867, - "size": 15, - "orderCount": 10 - }, - { - "priceNanos": 4823452184867, - "size": 36, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823432184867, - "size": 35, - "orderCount": 12 - }, - { - "priceNanos": 4823412184867, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 4823362184867, - "size": 8, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823562184867, - "size": 97, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823592184867, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823632184867, - "size": 89, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.060Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568102, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678847273900, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678842273900, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 1678812273900, - "size": 12, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678772273900, - "size": 75, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678752273900, - "size": 97, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.142Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220018700244, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220048700244, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 220058700244, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:34.171Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798825125, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189763825125, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 189743825125, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189723825125, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 189713825125, - "size": 31, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189833825125, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 189863825125, - "size": 94, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189873825125, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189893825125, - "size": 25, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:34.234Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568105, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219993811465, - "size": 91, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219943811465, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 219923811465, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219883811465, - "size": 89, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220013811465, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 220033811465, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 220083811465, - "size": 94, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:34.258Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568106, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823404729838, - "size": 71, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823364729838, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 4823354729838, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 4823304729838, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823264729838, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823454729838, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823484729838, - "size": 4, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823494729838, - "size": 94, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:34.312Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568107, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349916534792, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349906534792, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349856534792, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 349836534792, - "size": 79, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.399Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451348761, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823416348761, - "size": 25, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823486348761, - "size": 91, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823526348761, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 4823576348761, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 4823626348761, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823666348761, - "size": 5, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:34.456Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189655764594, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189640764594, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189630764594, - "size": 16, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189620764594, - "size": 24, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189670764594, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 189710764594, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189760764594, - "size": 42, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.556Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568110, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219924318864, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 219914318864, - "size": 20, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219884318864, - "size": 97, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220004318864, - "size": 6, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.650Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680266572, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189645266572, - "size": 77, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189625266572, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 189595266572, - "size": 8, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189545266572, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 189535266572, - "size": 22, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189715266572, - "size": 47, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:34.687Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839743931, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678804743931, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 1678784743931, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678764743931, - "size": 98, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678754743931, - "size": 24, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678874743931, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 1678904743931, - "size": 48, - "orderCount": 4 - }, - { - "priceNanos": 1678934743931, - "size": 11, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.738Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568113, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79976020964, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 79946020964, - "size": 77, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80026020964, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 80066020964, - "size": 15, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.768Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013822858, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75003822858, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75023822858, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 75073822858, - "size": 22, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.778Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568115, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74950390169, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 74900390169, - "size": 86, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74850390169, - "size": 92, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74840390169, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 74800390169, - "size": 36, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74990390169, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 75000390169, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 75030390169, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 75080390169, - "size": 38, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.878Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568116, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349997095550, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 349947095550, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349907095550, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 349887095550, - "size": 31, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350097095550, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350147095550, - "size": 4, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350197095550, - "size": 31, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350247095550, - "size": 45, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350257095550, - "size": 67, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:34.936Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920163543, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74875163543, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74835163543, - "size": 78, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74815163543, - "size": 47, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74785163543, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 74765163543, - "size": 6, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74965163543, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 74995163543, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 75045163543, - "size": 64, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:34.970Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568118, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823480617331, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823540617331, - "size": 62, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823580617331, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 4823620617331, - "size": 64, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823640617331, - "size": 1, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.004Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038771669, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349988771669, - "size": 89, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350088771669, - "size": 74, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350098771669, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 350128771669, - "size": 66, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350158771669, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350198771669, - "size": 31, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:35.057Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844529544, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189829529544, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 189789529544, - "size": 84, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189739529544, - "size": 80, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189859529544, - "size": 12, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.072Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568121, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678739519640, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678709519640, - "size": 84, - "orderCount": 14 - }, - { - "priceNanos": 1678699519640, - "size": 46, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678819519640, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 1678869519640, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 1678879519640, - "size": 84, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:35.140Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678896225320, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678911225320, - "size": 83, - "orderCount": 11 - }, - { - "priceNanos": 1678941225320, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 1678991225320, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1679011225320, - "size": 13, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.214Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75005772910, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74965772910, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74955772910, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 74915772910, - "size": 100, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74905772910, - "size": 35, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75045772910, - "size": 74, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75085772910, - "size": 61, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75095772910, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 75135772910, - "size": 61, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.263Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568124, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678696955374, - "size": 93, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678756955374, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678806955374, - "size": 29, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:35.273Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568125, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75085343840, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75065343840, - "size": 4, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.298Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678823458062, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678778458062, - "size": 34, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678728458062, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 1678718458062, - "size": 73, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678698458062, - "size": 10, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678668458062, - "size": 27, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678868458062, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 1678878458062, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678888458062, - "size": 26, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.370Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049053984, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80014053984, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 79974053984, - "size": 51, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79924053984, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 79914053984, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 79894053984, - "size": 53, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80084053984, - "size": 94, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:35.435Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049638207, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219999638207, - "size": 8, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220099638207, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 220109638207, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 220129638207, - "size": 11, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.495Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712869017, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678672869017, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678642869017, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 1678622869017, - "size": 30, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.558Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568130, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350027194837, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 349987194837, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 349977194837, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349957194837, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349927194837, - "size": 13, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077194837, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 350127194837, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 350147194837, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 350197194837, - "size": 4, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350247194837, - "size": 13, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.625Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568131, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350079925258, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350029925258, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 349999925258, - "size": 85, - "orderCount": 16 - }, - { - "priceNanos": 349969925258, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350129925258, - "size": 95, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350179925258, - "size": 58, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350199925258, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 350219925258, - "size": 20, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:35.711Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568132, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046999254, - "size": 29, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75016999254, - "size": 80, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.761Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568133, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349916395045, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 349866395045, - "size": 98, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.790Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219933229445, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219883229445, - "size": 67, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219983229445, - "size": 5, - "orderCount": 6 - }, - { - "priceNanos": 220013229445, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220043229445, - "size": 96, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.809Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968735656, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948735656, - "size": 64, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219908735656, - "size": 99, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219988735656, - "size": 48, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:35.846Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568136, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678751464652, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 1678731464652, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 1678691464652, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 1678661464652, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 1678641464652, - "size": 86, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841464652, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 1678851464652, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678891464652, - "size": 45, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678901464652, - "size": 82, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.927Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823571446851, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823561446851, - "size": 72, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823581446851, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 4823611446851, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823621446851, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 4823671446851, - "size": 60, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823691446851, - "size": 99, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:35.966Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75082701168, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75062701168, - "size": 83, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75042701168, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 75022701168, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 74972701168, - "size": 5, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102701168, - "size": 71, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:35.994Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74989526194, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74959526194, - "size": 56, - "orderCount": 20 - }, - { - "priceNanos": 74929526194, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74899526194, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74889526194, - "size": 71, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75019526194, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 75069526194, - "size": 91, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.076Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349924572412, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349894572412, - "size": 18, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349954572412, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 350004572412, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 350034572412, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350064572412, - "size": 79, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.144Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808089656, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678768089656, - "size": 35, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678848089656, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 1678898089656, - "size": 57, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.219Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830875787, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678835875787, - "size": 31, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.305Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219922059513, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219882059513, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 219872059513, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 219842059513, - "size": 16, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219812059513, - "size": 23, - "orderCount": 7 - }, - { - "priceNanos": 219792059513, - "size": 23, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.333Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220055841180, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220030841180, - "size": 21, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220080841180, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 220100841180, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220140841180, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220170841180, - "size": 38, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.389Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987889587, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219957889587, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219937889587, - "size": 30, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219927889587, - "size": 26, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220017889587, - "size": 76, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.469Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568146, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678742309831, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 1678692309831, - "size": 69, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678642309831, - "size": 73, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678822309831, - "size": 65, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.544Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189675512969, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189650512969, - "size": 16, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189610512969, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 189580512969, - "size": 73, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189570512969, - "size": 63, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189700512969, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 189710512969, - "size": 33, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.636Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568148, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823422803884, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823392803884, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 4823362803884, - "size": 52, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823502803884, - "size": 59, - "orderCount": 18 - }, - { - "priceNanos": 4823522803884, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823552803884, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 4823592803884, - "size": 11, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.683Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597002481, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823592002481, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 4823552002481, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823522002481, - "size": 22, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823602002481, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823632002481, - "size": 33, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823652002481, - "size": 68, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:36.730Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568150, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678817092077, - "size": 64, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678917092077, - "size": 43, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678927092077, - "size": 68, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678977092077, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 1678997092077, - "size": 6, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.808Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568151, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80063260595, - "size": 42, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80103260595, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 80123260595, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 80173260595, - "size": 85, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.888Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568152, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189813199132, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189773199132, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 189753199132, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 189703199132, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 189693199132, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 189673199132, - "size": 89, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.907Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568153, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219985546736, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219965546736, - "size": 78, - "orderCount": 14 - }, - { - "priceNanos": 219955546736, - "size": 88, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220005546736, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 220045546736, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 220075546736, - "size": 10, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:36.978Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823434166869, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823424166869, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823414166869, - "size": 62, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823374166869, - "size": 17, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823444166869, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823474166869, - "size": 56, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823484166869, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:37.056Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568155, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823499520957, - "size": 8, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823449520957, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 4823399520957, - "size": 80, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823549520957, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 4823589520957, - "size": 33, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189826432010, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189816432010, - "size": 58, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189836432010, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 189856432010, - "size": 2, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189896432010, - "size": 65, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189946432010, - "size": 23, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.181Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943717113, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219928717113, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 219888717113, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 219868717113, - "size": 51, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.192Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568158, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75015211802, - "size": 49, - "orderCount": 8 - }, - { - "priceNanos": 74985211802, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 74975211802, - "size": 94, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:37.227Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413944193, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823373944193, - "size": 90, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823353944193, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 4823343944193, - "size": 11, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823293944193, - "size": 33, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823283944193, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823453944193, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823463944193, - "size": 52, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74967656392, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74962656392, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 74942656392, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74892656392, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 74872656392, - "size": 10, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74862656392, - "size": 62, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74972656392, - "size": 7, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74982656392, - "size": 65, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74992656392, - "size": 45, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.301Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936657315, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219961657315, - "size": 31, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.366Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568162, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678867737855, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 1678827737855, - "size": 49, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678917737855, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678937737855, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678967737855, - "size": 38, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678997737855, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:37.447Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568163, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678859137196, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678809137196, - "size": 17, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678769137196, - "size": 67, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678719137196, - "size": 86, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678909137196, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 1678919137196, - "size": 32, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.462Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568164, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219995965954, - "size": 81, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220015965954, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220025965954, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220045965954, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 220055965954, - "size": 44, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:37.475Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678759788674, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678739788674, - "size": 60, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678779788674, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 1678789788674, - "size": 66, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518574300, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823488574300, - "size": 27, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823448574300, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 4823438574300, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 4823388574300, - "size": 35, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823548574300, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823558574300, - "size": 6, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823598574300, - "size": 73, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823638574300, - "size": 23, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.582Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678815844820, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678805844820, - "size": 40, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825844820, - "size": 65, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678855844820, - "size": 36, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.657Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471712845, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823426712845, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823386712845, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823336712845, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823286712845, - "size": 55, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823276712845, - "size": 64, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823516712845, - "size": 74, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823526712845, - "size": 97, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823556712845, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 4823576712845, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 4823626712845, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.675Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568169, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441861767, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823421861767, - "size": 17, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823401861767, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 4823391861767, - "size": 57, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823481861767, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823491861767, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 4823501861767, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 4823551861767, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.733Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219901162488, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219946162488, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 219966162488, - "size": 98, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.781Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349954157607, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349929157607, - "size": 62, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349889157607, - "size": 72, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349839157607, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349979157607, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 350029157607, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350059157607, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350079157607, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 350089157607, - "size": 72, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:37.799Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568172, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79921766767, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 79881766767, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 79871766767, - "size": 99, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:37.832Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74933744789, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74928744789, - "size": 35, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74898744789, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 74868744789, - "size": 4, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74938744789, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 74988744789, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 75038744789, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75068744789, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75078744789, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:37.928Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80051167494, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80011167494, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79981167494, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79931167494, - "size": 49, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79901167494, - "size": 2, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80091167494, - "size": 1, - "orderCount": 14 - }, - { - "priceNanos": 80131167494, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80161167494, - "size": 20, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80191167494, - "size": 57, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:37.988Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568175, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823560837354, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 4823550837354, - "size": 9, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823500837354, - "size": 27, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823600837354, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 4823610837354, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 4823620837354, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.059Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568176, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678902765963, - "size": 15, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:38.132Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073875665, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350058875665, - "size": 87, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350038875665, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 350018875665, - "size": 29, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350088875665, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 350118875665, - "size": 74, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:38.213Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030218210, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75015218210, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 74995218210, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 74965218210, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 74925218210, - "size": 64, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74905218210, - "size": 66, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75045218210, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 75095218210, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 75105218210, - "size": 23, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:38.242Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350068357723, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350058357723, - "size": 51, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.274Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905943817, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79865943817, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 79815943817, - "size": 51, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79765943817, - "size": 96, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79755943817, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 79725943817, - "size": 70, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79945943817, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 79955943817, - "size": 36, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79995943817, - "size": 99, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80005943817, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 80055943817, - "size": 69, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.356Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568181, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807643412, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189792643412, - "size": 84, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189822643412, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 189872643412, - "size": 55, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189902643412, - "size": 36, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.366Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497985077, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823517985077, - "size": 59, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823557985077, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 4823567985077, - "size": 23, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:38.449Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568183, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74995317557, - "size": 72, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75005317557, - "size": 58, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.526Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963126797, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79928126797, - "size": 48, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79998126797, - "size": 53, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80028126797, - "size": 1, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:38.586Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568185, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189710903123, - "size": 75, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189700903123, - "size": 47, - "orderCount": 18 - }, - { - "priceNanos": 189690903123, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:38.601Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220011929000, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219976929000, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 219946929000, - "size": 71, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.648Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568187, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74909600684, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 74869600684, - "size": 14, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74839600684, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 74809600684, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74799600684, - "size": 53, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:38.674Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014460009, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80049460009, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80069460009, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80109460009, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 80139460009, - "size": 99, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.724Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997316607, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74967316607, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 74917316607, - "size": 5, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74877316607, - "size": 27, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75027316607, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75077316607, - "size": 9, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.810Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568190, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219981403328, - "size": 49, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219941403328, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 219901403328, - "size": 2, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220041403328, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 220051403328, - "size": 82, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220071403328, - "size": 68, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:38.871Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568191, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74920133271, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 74890133271, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 74850133271, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 74800133271, - "size": 55, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:38.917Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568192, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823531929842, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823511929842, - "size": 6, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823471929842, - "size": 15, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823591929842, - "size": 73, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823611929842, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:38.946Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79954274108, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:38.981Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069419923, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80059419923, - "size": 98, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80039419923, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 79999419923, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79959419923, - "size": 54, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80079419923, - "size": 17, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80089419923, - "size": 94, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80119419923, - "size": 32, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:39.040Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932994179, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79902994179, - "size": 4, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79862994179, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79812994179, - "size": 69, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79782994179, - "size": 62, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79962994179, - "size": 15, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80012994179, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 80022994179, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 80062994179, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 80112994179, - "size": 77, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:39.070Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568196, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80019252272, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 80059252272, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 80069252272, - "size": 41, - "orderCount": 17 - }, - { - "priceNanos": 80119252272, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 80129252272, - "size": 91, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.155Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956432038, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74951432038, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 74931432038, - "size": 30, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74961432038, - "size": 9, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.177Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783089598, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189833089598, - "size": 9, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189883089598, - "size": 14, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189893089598, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189903089598, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 189933089598, - "size": 55, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.275Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823570775105, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823530775105, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 4823500775105, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 4823470775105, - "size": 61, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823460775105, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823430775105, - "size": 29, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823610775105, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 4823620775105, - "size": 25, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:39.369Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568200, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823471127931, - "size": 62, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823461127931, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 4823421127931, - "size": 71, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823481127931, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823521127931, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823531127931, - "size": 41, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823581127931, - "size": 79, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:39.459Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79984141449, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79974141449, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 79964141449, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79914141449, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 79884141449, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79844141449, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79994141449, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 80004141449, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 80044141449, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 80074141449, - "size": 39, - "orderCount": 10 - }, - { - "priceNanos": 80104141449, - "size": 12, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.521Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220059248496, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220109248496, - "size": 18, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.546Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858358372, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818358372, - "size": 50, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678768358372, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678738358372, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 1678728358372, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 1678698358372, - "size": 18, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678898358372, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.583Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349891368639, - "size": 39, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349851368639, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 349811368639, - "size": 29, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349781368639, - "size": 83, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 349951368639, - "size": 60, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 349961368639, - "size": 52, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:39.657Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099015839, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80069015839, - "size": 20, - "orderCount": 14 - }, - { - "priceNanos": 80059015839, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 80019015839, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 79989015839, - "size": 21, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80129015839, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80159015839, - "size": 22, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80199015839, - "size": 88, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.694Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79908349622, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79868349622, - "size": 88, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79828349622, - "size": 81, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948349622, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 79998349622, - "size": 88, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80028349622, - "size": 11, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.790Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568207, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219944670216, - "size": 61, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219894670216, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219864670216, - "size": 75, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219834670216, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219824670216, - "size": 27, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219984670216, - "size": 43, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220014670216, - "size": 12, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:39.818Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997457879, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74987457879, - "size": 48, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74967457879, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 74957457879, - "size": 69, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75007457879, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 75047457879, - "size": 4, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75087457879, - "size": 86, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:39.892Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419954401, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823404954401, - "size": 90, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823434954401, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 4823444954401, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 4823474954401, - "size": 23, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823524954401, - "size": 36, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:39.929Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220095097066, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220125097066, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 220175097066, - "size": 20, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220205097066, - "size": 39, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:39.982Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094596603, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049596603, - "size": 84, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75139596603, - "size": 5, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75159596603, - "size": 80, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75209596603, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 75229596603, - "size": 41, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75279596603, - "size": 49, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:40.037Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080498003, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75050498003, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 75020498003, - "size": 77, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75110498003, - "size": 11, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:40.089Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034314086, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79994314086, - "size": 84, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.111Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79940659090, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79890659090, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 79840659090, - "size": 11, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79990659090, - "size": 10, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:40.156Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835816671, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678845816671, - "size": 53, - "orderCount": 1 - }, - { - "priceNanos": 1678895816671, - "size": 23, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.168Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823464752418, - "size": 51, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823434752418, - "size": 7, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:40.237Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050309335, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80005309335, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 79965309335, - "size": 83, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79945309335, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095309335, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 80145309335, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 80175309335, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 80185309335, - "size": 43, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80215309335, - "size": 94, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:40.313Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568218, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678745242751, - "size": 62, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678725242751, - "size": 10, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678835242751, - "size": 85, - "orderCount": 4 - }, - { - "priceNanos": 1678865242751, - "size": 56, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.392Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350064155203, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350034155203, - "size": 60, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350024155203, - "size": 40, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350014155203, - "size": 70, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350094155203, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 350114155203, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 350124155203, - "size": 78, - "orderCount": 2 - }, - { - "priceNanos": 350174155203, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.402Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75018321753, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75013321753, - "size": 49, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74993321753, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 74963321753, - "size": 10, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75023321753, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75073321753, - "size": 36, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75123321753, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 75143321753, - "size": 85, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.480Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935734237, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219920734237, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219910734237, - "size": 8, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219890734237, - "size": 80, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219950734237, - "size": 48, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219990734237, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 220040734237, - "size": 3, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.536Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568222, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219958348680, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219913348680, - "size": 45, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:40.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975513808, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349980513808, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350000513808, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 350050513808, - "size": 25, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.656Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534457334, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823529457334, - "size": 10, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823519457334, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 4823469457334, - "size": 86, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539457334, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 4823559457334, - "size": 5, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:40.753Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875966448, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678885966448, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 1678915966448, - "size": 93, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.763Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823425720903, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823420720903, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823390720903, - "size": 13, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823380720903, - "size": 69, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823430720903, - "size": 25, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823480720903, - "size": 32, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.859Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568227, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219973078700, - "size": 95, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219963078700, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 219943078700, - "size": 87, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219913078700, - "size": 61, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220053078700, - "size": 76, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220093078700, - "size": 84, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.870Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969917996, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349944917996, - "size": 47, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349914917996, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349994917996, - "size": 47, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350014917996, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.901Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568229, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678790946201, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 1678760946201, - "size": 15, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678880946201, - "size": 91, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678890946201, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 1678930946201, - "size": 54, - "orderCount": 16 - }, - { - "priceNanos": 1678950946201, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 1679000946201, - "size": 67, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:40.912Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832276975, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787276975, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 189767276975, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 189757276975, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 189747276975, - "size": 6, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189877276975, - "size": 68, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189907276975, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 189917276975, - "size": 94, - "orderCount": 9 - }, - { - "priceNanos": 189967276975, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 190017276975, - "size": 84, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:40.963Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568231, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492666759, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823442666759, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 4823392666759, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 4823352666759, - "size": 10, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823542666759, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 4823552666759, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823592666759, - "size": 70, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:40.975Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219959996808, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219909996808, - "size": 27, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219879996808, - "size": 79, - "orderCount": 19 - }, - { - "priceNanos": 219849996808, - "size": 16, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.050Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568233, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983004977, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74953004977, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74933004977, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 74913004977, - "size": 95, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75013004977, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 75043004977, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 75083004977, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 75133004977, - "size": 28, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:41.098Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534202832, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823494202832, - "size": 74, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823464202832, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 4823414202832, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823394202832, - "size": 10, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823574202832, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 4823604202832, - "size": 83, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823644202832, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823674202832, - "size": 63, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823704202832, - "size": 98, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.115Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051334118, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75016334118, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 74966334118, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74956334118, - "size": 21, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75086334118, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 75116334118, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 75146334118, - "size": 22, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75196334118, - "size": 57, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.148Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049782025, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75039782025, - "size": 36, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75059782025, - "size": 84, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.168Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568237, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823490813695, - "size": 71, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823470813695, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 4823460813695, - "size": 61, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823510813695, - "size": 92, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.211Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568238, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74977543444, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 74967543444, - "size": 94, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:41.250Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823545929405, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823575929405, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 4823585929405, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 4823605929405, - "size": 59, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823655929405, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 4823685929405, - "size": 21, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.324Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859408411, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678839408411, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678799408411, - "size": 48, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678789408411, - "size": 74, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678759408411, - "size": 99, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678879408411, - "size": 13, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.344Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943258363, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219953258363, - "size": 66, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220003258363, - "size": 64, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220023258363, - "size": 70, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.379Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873275394, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678923275394, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678943275394, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678953275394, - "size": 41, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:41.457Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568243, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189734913714, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189714913714, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 189674913714, - "size": 97, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189774913714, - "size": 55, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189804913714, - "size": 3, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189854913714, - "size": 99, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:41.494Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470556771, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823460556771, - "size": 37, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823480556771, - "size": 95, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.566Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894154143, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678844154143, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 1678804154143, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 1678764154143, - "size": 96, - "orderCount": 15 - }, - { - "priceNanos": 1678734154143, - "size": 87, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678944154143, - "size": 83, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:41.621Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568246, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219994563561, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219984563561, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 219964563561, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 219924563561, - "size": 33, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220014563561, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 220024563561, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.657Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568247, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823438039337, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 4823388039337, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 4823368039337, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823358039337, - "size": 18, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823518039337, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823538039337, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823548039337, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 4823578039337, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:41.716Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568248, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 219908499132, - "size": 13, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.809Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79917410420, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79912410420, - "size": 41, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79882410420, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 79872410420, - "size": 49, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79922410420, - "size": 18, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:41.855Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568250, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823545563250, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823515563250, - "size": 77, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823575563250, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 4823605563250, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 4823655563250, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823685563250, - "size": 70, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:41.907Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823530680289, - "size": 24, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:41.983Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010221253, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220000221253, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 219980221253, - "size": 92, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220020221253, - "size": 80, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220040221253, - "size": 100, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220080221253, - "size": 99, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220100221253, - "size": 19, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.045Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568253, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219866026009, - "size": 10, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219856026009, - "size": 7, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219806026009, - "size": 97, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219766026009, - "size": 52, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219946026009, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 219986026009, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220016026009, - "size": 13, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.092Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79885354207, - "size": 74, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79875354207, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79825354207, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 79805354207, - "size": 45, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79965354207, - "size": 8, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:42.165Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422245225, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823397245225, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 4823367245225, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823347245225, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 4823337245225, - "size": 9, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823447245225, - "size": 16, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823477245225, - "size": 47, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823527245225, - "size": 37, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823567245225, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 4823607245225, - "size": 14, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.220Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527893791, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823557893791, - "size": 76, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823597893791, - "size": 19, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.247Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036663903, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74996663903, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 74966663903, - "size": 39, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75076663903, - "size": 81, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75096663903, - "size": 97, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:42.258Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568258, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219932875456, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 219922875456, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 219882875456, - "size": 14, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219852875456, - "size": 73, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219802875456, - "size": 61, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220012875456, - "size": 77, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220042875456, - "size": 52, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220092875456, - "size": 3, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.269Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568259, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823417774165, - "size": 26, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823427774165, - "size": 32, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:42.349Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806969451, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678771969451, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 1678761969451, - "size": 75, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678841969451, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678851969451, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.394Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568261, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349982544069, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350082544069, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350122544069, - "size": 5, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.474Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495690889, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823480690889, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 4823460690889, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 4823420690889, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 4823410690889, - "size": 19, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823510690889, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823520690889, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 4823530690889, - "size": 95, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823570690889, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 4823620690889, - "size": 15, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.555Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568263, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75141238385, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 75181238385, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 75211238385, - "size": 51, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.607Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045755170, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005755170, - "size": 93, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:42.703Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981185029, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74951185029, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74931185029, - "size": 89, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74901185029, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 74891185029, - "size": 58, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75011185029, - "size": 8, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:42.785Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568266, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80091034931, - "size": 20, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80101034931, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 80131034931, - "size": 24, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80151034931, - "size": 26, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:42.872Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825761420, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678775761420, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 1678735761420, - "size": 49, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678695761420, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 1678645761420, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 1678595761420, - "size": 23, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678875761420, - "size": 85, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.959Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823392718958, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823362718958, - "size": 90, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823312718958, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 4823302718958, - "size": 1, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823272718958, - "size": 36, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823462718958, - "size": 78, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823492718958, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 4823532718958, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823552718958, - "size": 46, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:42.993Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568269, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219920547743, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 219880547743, - "size": 7, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219830547743, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219810547743, - "size": 15, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220010547743, - "size": 16, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220030547743, - "size": 23, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.021Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873271168, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678868271168, - "size": 94, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678818271168, - "size": 15, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678788271168, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 1678738271168, - "size": 88, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878271168, - "size": 17, - "orderCount": 7 - }, - { - "priceNanos": 1678908271168, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678938271168, - "size": 18, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.120Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780637955, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678805637955, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 1678825637955, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678865637955, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 1678915637955, - "size": 4, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.135Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79968717179, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79928717179, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79888717179, - "size": 54, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79878717179, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79828717179, - "size": 33, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:43.220Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088742988, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350043742988, - "size": 45, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350133742988, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350143742988, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:43.318Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075276378, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75025276378, - "size": 58, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75125276378, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 75145276378, - "size": 46, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75195276378, - "size": 32, - "orderCount": 19 - }, - { - "priceNanos": 75205276378, - "size": 40, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75255276378, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:43.386Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350086224498, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350126224498, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350136224498, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 350176224498, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 350226224498, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 350236224498, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:43.472Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678818371002, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 1678768371002, - "size": 63, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678858371002, - "size": 35, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678898371002, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:43.493Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568277, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031770901, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74996770901, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74986770901, - "size": 93, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75066770901, - "size": 7, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75086770901, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 75106770901, - "size": 15, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75116770901, - "size": 91, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.565Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568278, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678750884564, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678780884564, - "size": 73, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.582Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999199131, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75049199131, - "size": 13, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.619Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569461811, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823559461811, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 4823519461811, - "size": 94, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823579461811, - "size": 39, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823609461811, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 4823619461811, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 4823669461811, - "size": 38, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.633Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568281, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930294312, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79915294312, - "size": 62, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79895294312, - "size": 56, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79945294312, - "size": 73, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79975294312, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 80025294312, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 80045294312, - "size": 14, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80055294312, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.682Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407513348, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823362513348, - "size": 43, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823452513348, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 4823462513348, - "size": 60, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.711Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860253673, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678840253673, - "size": 39, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678820253673, - "size": 39, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678880253673, - "size": 41, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678920253673, - "size": 63, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.754Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568284, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79957518136, - "size": 83, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80037518136, - "size": 38, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.852Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80056225736, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80106225736, - "size": 12, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.874Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568286, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349928151309, - "size": 69, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349918151309, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 349898151309, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 349878151309, - "size": 28, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349938151309, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349988151309, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 350028151309, - "size": 56, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.894Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954076316, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74904076316, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 74874076316, - "size": 84, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74834076316, - "size": 81, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75004076316, - "size": 31, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:43.924Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590164769, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823620164769, - "size": 42, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823640164769, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 4823690164769, - "size": 70, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:43.974Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568289, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678810531654, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678760531654, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 1678710531654, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678670531654, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 1678640531654, - "size": 93, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678910531654, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 1678920531654, - "size": 35, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678960531654, - "size": 98, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:44.006Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568290, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959742405, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79939742405, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 79909742405, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79879742405, - "size": 11, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79979742405, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.105Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056284046, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75011284046, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 75001284046, - "size": 12, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75101284046, - "size": 54, - "orderCount": 18 - }, - { - "priceNanos": 75151284046, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75161284046, - "size": 78, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75211284046, - "size": 29, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:44.177Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501978376, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823486978376, - "size": 56, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823516978376, - "size": 86, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.254Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044041339, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.338Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349943526756, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349908526756, - "size": 18, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349878526756, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 349868526756, - "size": 92, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349818526756, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 349768526756, - "size": 25, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349978526756, - "size": 22, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350008526756, - "size": 16, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.411Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568295, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539338084, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823494338084, - "size": 12, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823584338084, - "size": 19, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823634338084, - "size": 50, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823684338084, - "size": 59, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823714338084, - "size": 22, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.489Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827100381, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678807100381, - "size": 49, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678847100381, - "size": 47, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.580Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568297, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678749865409, - "size": 34, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678699865409, - "size": 89, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678839865409, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 1678889865409, - "size": 55, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678929865409, - "size": 33, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.619Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922084841, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74907084841, - "size": 29, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74887084841, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 74857084841, - "size": 10, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74807084841, - "size": 78, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937084841, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 74957084841, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.654Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219998665256, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219973665256, - "size": 78, - "orderCount": 13 - }, - { - "priceNanos": 219933665256, - "size": 20, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219913665256, - "size": 46, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220023665256, - "size": 88, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220033665256, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 220063665256, - "size": 44, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.696Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189658527702, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189668527702, - "size": 9, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:44.782Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189678742277, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189658742277, - "size": 96, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189698742277, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 189728742277, - "size": 21, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.829Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044838304, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75029838304, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 75009838304, - "size": 75, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75059838304, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75099838304, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75129838304, - "size": 61, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.903Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568303, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350040499930, - "size": 97, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:44.964Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909680560, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79904680560, - "size": 18, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79884680560, - "size": 87, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79914680560, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 79954680560, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79984680560, - "size": 38, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:45.009Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568305, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942608581, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79987608581, - "size": 25, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80027608581, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80067608581, - "size": 15, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:45.074Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038468039, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75018468039, - "size": 71, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75058468039, - "size": 85, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.145Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082404984, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80062404984, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80052404984, - "size": 14, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80102404984, - "size": 48, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80152404984, - "size": 91, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:45.211Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350077896014, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350072896014, - "size": 76, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350052896014, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 350032896014, - "size": 34, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350082896014, - "size": 14, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350102896014, - "size": 58, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.241Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984380885, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74979380885, - "size": 80, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74969380885, - "size": 66, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74919380885, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74889380885, - "size": 3, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74989380885, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75019380885, - "size": 40, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:45.321Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847387042, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189837387042, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 189787387042, - "size": 66, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189857387042, - "size": 67, - "orderCount": 12 - }, - { - "priceNanos": 189887387042, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 189937387042, - "size": 5, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.354Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910132200, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74870132200, - "size": 22, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74860132200, - "size": 19, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74950132200, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 74970132200, - "size": 59, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.382Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79934866550, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79899866550, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 79859866550, - "size": 86, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79969866550, - "size": 19, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.423Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417940649, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823397940649, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 4823387940649, - "size": 80, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823437940649, - "size": 63, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823467940649, - "size": 23, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823477940649, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 4823497940649, - "size": 36, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:45.451Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708546609, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678693546609, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 1678663546609, - "size": 96, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678633546609, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 1678603546609, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 1678593546609, - "size": 71, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678723546609, - "size": 92, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:45.537Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350040519769, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350065519769, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 350085519769, - "size": 65, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:45.599Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568316, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349879841563, - "size": 86, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349859841563, - "size": 79, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.688Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406467521, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823386467521, - "size": 55, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823356467521, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823326467521, - "size": 64, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823316467521, - "size": 79, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823426467521, - "size": 23, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823436467521, - "size": 80, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:45.704Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219925385590, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219905385590, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219945385590, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 219955385590, - "size": 10, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.751Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74924915474, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74899915474, - "size": 38, - "orderCount": 18 - }, - { - "priceNanos": 74849915474, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74809915474, - "size": 98, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:45.780Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219969875758, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219929875758, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219899875758, - "size": 83, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219879875758, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219859875758, - "size": 40, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220009875758, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220059875758, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 220079875758, - "size": 28, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.857Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568321, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75086311845, - "size": 23, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75096311845, - "size": 79, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:45.898Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79974932620, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929932620, - "size": 61, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80019932620, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80039932620, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 80069932620, - "size": 34, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:45.952Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350065531934, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350075531934, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 350115531934, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 350155531934, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350165531934, - "size": 96, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.007Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568324, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:46.059Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568325, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972603574, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349957603574, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 349907603574, - "size": 70, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349987603574, - "size": 22, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350017603574, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350047603574, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 350097603574, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350147603574, - "size": 26, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.145Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568485329, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823538485329, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 4823508485329, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 4823478485329, - "size": 37, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823598485329, - "size": 66, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.164Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568327, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823549684417, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823499684417, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823479684417, - "size": 41, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823439684417, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 4823429684417, - "size": 42, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599684417, - "size": 77, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.237Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220070366108, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220035366108, - "size": 83, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.335Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568329, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79950857846, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79910857846, - "size": 56, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:46.362Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568330, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74978267246, - "size": 65, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74948267246, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 74938267246, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 74888267246, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 74878267246, - "size": 61, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.434Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401346647, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823396346647, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 4823376346647, - "size": 54, - "orderCount": 16 - }, - { - "priceNanos": 4823336346647, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 4823306346647, - "size": 38, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823406346647, - "size": 36, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.512Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678701763205, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678661763205, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 1678611763205, - "size": 63, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678581763205, - "size": 15, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678741763205, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678761763205, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 1678771763205, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 1678801763205, - "size": 77, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:46.560Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568333, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189713232136, - "size": 12, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189683232136, - "size": 19, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189643232136, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 189593232136, - "size": 61, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189763232136, - "size": 20, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189803232136, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 189823232136, - "size": 79, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.624Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678735177341, - "size": 54, - "orderCount": 18 - }, - { - "priceNanos": 1678685177341, - "size": 92, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678815177341, - "size": 46, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678835177341, - "size": 31, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:46.695Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219949465060, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219904465060, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 219894465060, - "size": 63, - "orderCount": 16 - }, - { - "priceNanos": 219854465060, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219824465060, - "size": 54, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219994465060, - "size": 7, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220034465060, - "size": 64, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:46.790Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80015524674, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80000524674, - "size": 93, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79950524674, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79910524674, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 79860524674, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 79830524674, - "size": 27, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80030524674, - "size": 26, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80060524674, - "size": 16, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:46.806Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74900155401, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74850155401, - "size": 89, - "orderCount": 11 - }, - { - "priceNanos": 74800155401, - "size": 63, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:46.863Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872060528, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678847060528, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 1678817060528, - "size": 34, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678897060528, - "size": 7, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678937060528, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678947060528, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 1678977060528, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 1679027060528, - "size": 15, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.955Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568339, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678855667615, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678850667615, - "size": 59, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678840667615, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678800667615, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 1678770667615, - "size": 4, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:46.988Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093562302, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350043562302, - "size": 15, - "orderCount": 10 - }, - { - "priceNanos": 350003562302, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349973562302, - "size": 72, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350143562302, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 350193562302, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 350243562302, - "size": 92, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350293562302, - "size": 64, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:47.051Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823503296376, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823518296376, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 4823548296376, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 4823588296376, - "size": 7, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823638296376, - "size": 52, - "orderCount": 11 - }, - { - "priceNanos": 4823658296376, - "size": 77, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442458458, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823397458458, - "size": 83, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823487458458, - "size": 17, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823537458458, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.198Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804469071, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678764469071, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678754469071, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 1678734469071, - "size": 35, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.270Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721026807, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678716026807, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 1678666026807, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678636026807, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 1678596026807, - "size": 34, - "orderCount": 14 - }, - { - "priceNanos": 1678576026807, - "size": 32, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678726026807, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 1678766026807, - "size": 62, - "orderCount": 14 - }, - { - "priceNanos": 1678806026807, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678856026807, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 1678876026807, - "size": 94, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.283Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071430686, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75111430686, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 75141430686, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 75161430686, - "size": 98, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.295Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568346, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220049500511, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 220019500511, - "size": 99, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219969500511, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 219919500511, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219889500511, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220139500511, - "size": 28, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220149500511, - "size": 16, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:47.321Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797978929, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189777978929, - "size": 17, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:47.346Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597122152, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823552122152, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 4823542122152, - "size": 92, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823642122152, - "size": 58, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:47.444Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568349, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:47.541Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024414338, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79994414338, - "size": 45, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80054414338, - "size": 63, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80064414338, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 80094414338, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 80124414338, - "size": 67, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.615Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948312009, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74918312009, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 74878312009, - "size": 95, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74978312009, - "size": 29, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75008312009, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 75018312009, - "size": 6, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:47.708Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014856110, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219984856110, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219944856110, - "size": 8, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220044856110, - "size": 60, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220084856110, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 220104856110, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 220124856110, - "size": 83, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.795Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75029018089, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75034018089, - "size": 33, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.823Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653919276, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189608919276, - "size": 74, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189568919276, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 189528919276, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 189518919276, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 189478919276, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189698919276, - "size": 30, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:47.908Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220015133453, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219985133453, - "size": 79, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220045133453, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 220075133453, - "size": 18, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:47.979Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568356, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349987870913, - "size": 2, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349947870913, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 349907870913, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 349887870913, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 349837870913, - "size": 66, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350037870913, - "size": 99, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.058Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568357, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349940744310, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349920744310, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 349870744310, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 349850744310, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 349820744310, - "size": 21, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349960744310, - "size": 92, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.141Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568358, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220007206347, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 219957206347, - "size": 42, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219917206347, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 219897206347, - "size": 95, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220027206347, - "size": 19, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220077206347, - "size": 94, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220097206347, - "size": 19, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220117206347, - "size": 59, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220127206347, - "size": 20, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:48.155Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568359, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220060096027, - "size": 42, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220130096027, - "size": 69, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.196Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962967837, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79927967837, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 79897967837, - "size": 74, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79877967837, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 79857967837, - "size": 41, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79807967837, - "size": 9, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 79997967837, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80027967837, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 80067967837, - "size": 58, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.224Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568361, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349858117595, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 349808117595, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 349778117595, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 349758117595, - "size": 18, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349948117595, - "size": 19, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349978117595, - "size": 1, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 349998117595, - "size": 89, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350008117595, - "size": 61, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.301Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189809103507, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189779103507, - "size": 67, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189839103507, - "size": 13, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:48.349Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568363, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79915342485, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 79895342485, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 79855342485, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 79825342485, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79815342485, - "size": 91, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80005342485, - "size": 77, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80025342485, - "size": 42, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:48.421Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349867927868, - "size": 46, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349857927868, - "size": 100, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.447Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350045842870, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350040842870, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 349990842870, - "size": 12, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350050842870, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 350100842870, - "size": 54, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:48.510Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220025202726, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220005202726, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 219965202726, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219925202726, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 219915202726, - "size": 37, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.554Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219986520416, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219976520416, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219946520416, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219926520416, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 219906520416, - "size": 1, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219996520416, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 220026520416, - "size": 86, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220046520416, - "size": 55, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.618Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422239446, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823417239446, - "size": 61, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823407239446, - "size": 7, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823427239446, - "size": 4, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.639Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086773826, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80051773826, - "size": 38, - "orderCount": 18 - }, - { - "priceNanos": 80031773826, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 79991773826, - "size": 43, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80121773826, - "size": 72, - "orderCount": 11 - }, - { - "priceNanos": 80131773826, - "size": 65, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:48.667Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079514151, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75109514151, - "size": 55, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75119514151, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 75159514151, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75169514151, - "size": 50, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75199514151, - "size": 61, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.687Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568371, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678782111355, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678752111355, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 1678742111355, - "size": 6, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678812111355, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 1678852111355, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678862111355, - "size": 12, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678882111355, - "size": 8, - "orderCount": 7 - }, - { - "priceNanos": 1678902111355, - "size": 83, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:48.758Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219990668136, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219980668136, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219930668136, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 219910668136, - "size": 5, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219870668136, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220000668136, - "size": 7, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:48.838Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568373, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410837745, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823420837745, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 4823440837745, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 4823480837745, - "size": 1, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.910Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961199971, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79916199971, - "size": 42, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79906199971, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 79856199971, - "size": 93, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80006199971, - "size": 78, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80036199971, - "size": 81, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:48.936Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093439527, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220053439527, - "size": 100, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220043439527, - "size": 94, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220133439527, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:48.950Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568376, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189779387165, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189819387165, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 189869387165, - "size": 42, - "orderCount": 17 - }, - { - "priceNanos": 189919387165, - "size": 16, - "orderCount": 16 - }, - { - "priceNanos": 189929387165, - "size": 23, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189939387165, - "size": 24, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:48.964Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919058356, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219944058356, - "size": 71, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.033Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568378, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220044425027, - "size": 64, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220094425027, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 220124425027, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 220134425027, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 220154425027, - "size": 7, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:49.056Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568379, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189795814803, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189755814803, - "size": 79, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189705814803, - "size": 16, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.080Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963287916, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79918287916, - "size": 22, - "orderCount": 1 - }, - { - "priceNanos": 79868287916, - "size": 31, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79828287916, - "size": 20, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80008287916, - "size": 89, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80058287916, - "size": 37, - "orderCount": 19 - }, - { - "priceNanos": 80078287916, - "size": 86, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80118287916, - "size": 73, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80138287916, - "size": 21, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:49.163Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823566718362, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823536718362, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823506718362, - "size": 32, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823616718362, - "size": 32, - "orderCount": 20 - }, - { - "priceNanos": 4823646718362, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 4823696718362, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 4823736718362, - "size": 86, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823746718362, - "size": 68, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.253Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721423754, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678676423754, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 1678636423754, - "size": 29, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678596423754, - "size": 40, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678766423754, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 1678816423754, - "size": 66, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678836423754, - "size": 57, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:49.293Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678715750860, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678760750860, - "size": 53, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:49.319Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568384, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823464669818, - "size": 48, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823544669818, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823584669818, - "size": 31, - "orderCount": 20 - }, - { - "priceNanos": 4823604669818, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 4823644669818, - "size": 54, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:49.344Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035342659, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75000342659, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74970342659, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 74950342659, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 74940342659, - "size": 79, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75070342659, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 75090342659, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.380Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568386, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80058527914, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 80038527914, - "size": 31, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80098527914, - "size": 63, - "orderCount": 16 - }, - { - "priceNanos": 80138527914, - "size": 57, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.406Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568387, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823369461329, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 4823349461329, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823309461329, - "size": 41, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823459461329, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823479461329, - "size": 67, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.431Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057294929, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350032294929, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350012294929, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 349962294929, - "size": 81, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349942294929, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349892294929, - "size": 44, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350082294929, - "size": 8, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.501Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189813217535, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189783217535, - "size": 11, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:49.565Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477795366, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823467795366, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 4823457795366, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823407795366, - "size": 58, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823377795366, - "size": 100, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823487795366, - "size": 59, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823517795366, - "size": 36, - "orderCount": 10 - }, - { - "priceNanos": 4823547795366, - "size": 65, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823597795366, - "size": 79, - "orderCount": 18 - }, - { - "priceNanos": 4823627795366, - "size": 47, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:49.598Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219921595974, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219876595974, - "size": 12, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219836595974, - "size": 8, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219966595974, - "size": 98, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 219986595974, - "size": 45, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:49.621Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992684743, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79962684743, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 79912684743, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79892684743, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 79872684743, - "size": 43, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80022684743, - "size": 4, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:49.685Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063334652, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80018334652, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79988334652, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 79948334652, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79908334652, - "size": 11, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80108334652, - "size": 75, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:49.752Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438905524, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823428905524, - "size": 24, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823398905524, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 4823388905524, - "size": 62, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448905524, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823488905524, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 4823528905524, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 4823558905524, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 4823578905524, - "size": 77, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:49.797Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016334450, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79981334450, - "size": 90, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79961334450, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 79911334450, - "size": 58, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80051334450, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 80081334450, - "size": 65, - "orderCount": 2 - }, - { - "priceNanos": 80101334450, - "size": 7, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80111334450, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 80121334450, - "size": 78, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:49.885Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75023355999, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74998355999, - "size": 72, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75048355999, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 75098355999, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75128355999, - "size": 22, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:49.973Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568397, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823535664893, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823485664893, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 4823465664893, - "size": 65, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823555664893, - "size": 92, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.002Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568398, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823622062317, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823672062317, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 4823712062317, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823752062317, - "size": 3, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.069Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823462607597, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452607597, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823432607597, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 4823392607597, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823372607597, - "size": 79, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823472607597, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823512607597, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823562607597, - "size": 27, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:50.099Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468626191, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823443626191, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 4823423626191, - "size": 15, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823493626191, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 4823533626191, - "size": 35, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823553626191, - "size": 54, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.129Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804683587, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678779683587, - "size": 66, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678769683587, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 1678759683587, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 1678739683587, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678699683587, - "size": 83, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678829683587, - "size": 68, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:50.170Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568402, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189740156212, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 189730156212, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 189690156212, - "size": 54, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189670156212, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 189640156212, - "size": 71, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189800156212, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 189820156212, - "size": 40, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189860156212, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 189870156212, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:50.227Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020768931, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80005768931, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 79985768931, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 79945768931, - "size": 5, - "orderCount": 11 - }, - { - "priceNanos": 79935768931, - "size": 76, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80035768931, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80085768931, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80095768931, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80115768931, - "size": 40, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.314Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568404, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79896220040, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 79876220040, - "size": 25, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79826220040, - "size": 5, - "orderCount": 14 - }, - { - "priceNanos": 79796220040, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 79756220040, - "size": 42, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.380Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568405, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80034039589, - "size": 44, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79984039589, - "size": 27, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80084039589, - "size": 39, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80134039589, - "size": 93, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80184039589, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 80194039589, - "size": 7, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.461Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568406, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597447531, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823592447531, - "size": 58, - "orderCount": 17 - }, - { - "priceNanos": 4823542447531, - "size": 59, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823602447531, - "size": 80, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:50.514Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568407, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995959226, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74945959226, - "size": 59, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75045959226, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 75055959226, - "size": 80, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.593Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189749926723, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189744926723, - "size": 44, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189694926723, - "size": 1, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189754926723, - "size": 9, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189764926723, - "size": 93, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189784926723, - "size": 45, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:50.614Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568409, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74913036207, - "size": 75, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:50.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097835338, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80067835338, - "size": 97, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80037835338, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80007835338, - "size": 16, - "orderCount": 19 - }, - { - "priceNanos": 79977835338, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 79967835338, - "size": 93, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80127835338, - "size": 85, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.729Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568411, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350027996449, - "size": 53, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077996449, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 350087996449, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 350117996449, - "size": 45, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:50.787Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568412, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053192935, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350008192935, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349998192935, - "size": 82, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350098192935, - "size": 5, - "orderCount": 9 - }, - { - "priceNanos": 350118192935, - "size": 16, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350168192935, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:50.887Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349909085023, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349889085023, - "size": 87, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349929085023, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 349959085023, - "size": 34, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 349999085023, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 350019085023, - "size": 56, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:50.969Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349950787882, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349910787882, - "size": 1, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 349990787882, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350000787882, - "size": 91, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:50.984Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077655308, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75032655308, - "size": 62, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75122655308, - "size": 70, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75142655308, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 75152655308, - "size": 74, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:50.994Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721031531, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678716031531, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 1678676031531, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 1678656031531, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 1678646031531, - "size": 34, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678726031531, - "size": 61, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678746031531, - "size": 91, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.044Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913567455, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79873567455, - "size": 15, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79863567455, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 79853567455, - "size": 78, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79833567455, - "size": 88, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79953567455, - "size": 21, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79973567455, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80003567455, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 80053567455, - "size": 81, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.072Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568418, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350052411923, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 350012411923, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 349982411923, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 349972411923, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 349932411923, - "size": 45, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350112411923, - "size": 44, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350122411923, - "size": 69, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:51.091Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502173232, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823527173232, - "size": 23, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.107Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980134251, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74945134251, - "size": 96, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015134251, - "size": 39, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75055134251, - "size": 88, - "orderCount": 9 - }, - { - "priceNanos": 75095134251, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 75125134251, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 75135134251, - "size": 44, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.192Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568421, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75085077820, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 75035077820, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75015077820, - "size": 37, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74985077820, - "size": 11, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75105077820, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 75155077820, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 75165077820, - "size": 26, - "orderCount": 13 - }, - { - "priceNanos": 75175077820, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 75225077820, - "size": 59, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:51.282Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678850379236, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678810379236, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678780379236, - "size": 87, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678890379236, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 1678940379236, - "size": 15, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678990379236, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 1679000379236, - "size": 64, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.361Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481497614, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823471497614, - "size": 76, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823431497614, - "size": 74, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823491497614, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823521497614, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 4823541497614, - "size": 67, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.457Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780553716, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189775553716, - "size": 11, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189735553716, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 189715553716, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 189675553716, - "size": 83, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189645553716, - "size": 27, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189785553716, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 189825553716, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189855553716, - "size": 49, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.514Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768588167, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189718588167, - "size": 85, - "orderCount": 17 - }, - { - "priceNanos": 189688588167, - "size": 79, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189638588167, - "size": 9, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189818588167, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 189868588167, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189878588167, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189918588167, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 189968588167, - "size": 97, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.592Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678768869592, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 1678748869592, - "size": 20, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678818869592, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 1678848869592, - "size": 3, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.637Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996009991, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956009991, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 79906009991, - "size": 67, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80036009991, - "size": 92, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80066009991, - "size": 41, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:51.663Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823400009262, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823365009262, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 4823355009262, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 4823345009262, - "size": 57, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823435009262, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 4823445009262, - "size": 100, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823485009262, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 4823495009262, - "size": 31, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823515009262, - "size": 71, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.754Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350022482741, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349977482741, - "size": 90, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350067482741, - "size": 12, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350077482741, - "size": 85, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350117482741, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:51.788Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568430, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74990999137, - "size": 91, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75050999137, - "size": 2, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75100999137, - "size": 37, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75120999137, - "size": 70, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:51.828Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971880007, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74936880007, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 74926880007, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 74886880007, - "size": 84, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74846880007, - "size": 48, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75006880007, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 75016880007, - "size": 74, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75046880007, - "size": 20, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75096880007, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 75126880007, - "size": 89, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.882Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568432, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74906036097, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 74896036097, - "size": 14, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74876036097, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74836036097, - "size": 50, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74806036097, - "size": 23, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74956036097, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74966036097, - "size": 81, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:51.893Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350019565480, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349989565480, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349969565480, - "size": 98, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350119565480, - "size": 68, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350149565480, - "size": 78, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:51.962Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568434, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219932985554, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219922985554, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219882985554, - "size": 75, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.060Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74929672085, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74904672085, - "size": 28, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74864672085, - "size": 28, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74824672085, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 74804672085, - "size": 90, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74954672085, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 75004672085, - "size": 69, - "orderCount": 15 - }, - { - "priceNanos": 75034672085, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 75084672085, - "size": 59, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:52.151Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568436, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75089255146, - "size": 79, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75099255146, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 75139255146, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75189255146, - "size": 87, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.185Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986330403, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79966330403, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 79936330403, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 79896330403, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79876330403, - "size": 65, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79866330403, - "size": 11, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80006330403, - "size": 10, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80026330403, - "size": 49, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80066330403, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 80096330403, - "size": 3, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.272Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219909557785, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219894557785, - "size": 89, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219874557785, - "size": 12, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219924557785, - "size": 71, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219944557785, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 219984557785, - "size": 11, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:52.347Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74884505096, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 74834505096, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 74824505096, - "size": 43, - "orderCount": 16 - }, - { - "priceNanos": 74774505096, - "size": 75, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74734505096, - "size": 47, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74934505096, - "size": 87, - "orderCount": 13 - }, - { - "priceNanos": 74974505096, - "size": 46, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.389Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80075852156, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80050852156, - "size": 58, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80100852156, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80150852156, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80200852156, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 80240852156, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 80250852156, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.459Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349941332243, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349936332243, - "size": 31, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349906332243, - "size": 8, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 349946332243, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 349986332243, - "size": 98, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.474Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220021816723, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220016816723, - "size": 1, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220026816723, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 220066816723, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 220096816723, - "size": 15, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.574Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823389956713, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 4823349956713, - "size": 27, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823329956713, - "size": 63, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823469956713, - "size": 26, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.649Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568444, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823508393308, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458393308, - "size": 100, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823448393308, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 4823438393308, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 4823398393308, - "size": 89, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:52.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451727755, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823421727755, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823371727755, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 4823321727755, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 4823311727755, - "size": 23, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:52.737Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035095261, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74995095261, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 74945095261, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 74915095261, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 74865095261, - "size": 18, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75075095261, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 75105095261, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 75135095261, - "size": 91, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.780Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023476216, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79988476216, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79968476216, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79928476216, - "size": 2, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80058476216, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 80088476216, - "size": 8, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80118476216, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 80158476216, - "size": 39, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:52.813Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568448, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082635114, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80072635114, - "size": 67, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80042635114, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 80002635114, - "size": 97, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79952635114, - "size": 45, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80092635114, - "size": 1, - "orderCount": 6 - }, - { - "priceNanos": 80142635114, - "size": 84, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80172635114, - "size": 90, - "orderCount": 5 - }, - { - "priceNanos": 80192635114, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80202635114, - "size": 10, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.841Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678805757058, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678765757058, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 1678745757058, - "size": 88, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845757058, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678865757058, - "size": 25, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678885757058, - "size": 22, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:52.854Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061333557, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220071333557, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 220081333557, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220091333557, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 220121333557, - "size": 23, - "orderCount": 4 - }, - { - "priceNanos": 220171333557, - "size": 46, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:52.909Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899764178, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678889764178, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 1678869764178, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 1678859764178, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678849764178, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 1678819764178, - "size": 23, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678909764178, - "size": 68, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.955Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74942971985, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74917971985, - "size": 87, - "orderCount": 18 - }, - { - "priceNanos": 74907971985, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 74857971985, - "size": 21, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:52.996Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568453, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090934375, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:53.085Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219908864502, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219863864502, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 219833864502, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 219823864502, - "size": 4, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219793864502, - "size": 15, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219953864502, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 219993864502, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 220023864502, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220033864502, - "size": 50, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.105Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568455, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189722143018, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 189712143018, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 189672143018, - "size": 26, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189822143018, - "size": 19, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189872143018, - "size": 94, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.128Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002240887, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349992240887, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349952240887, - "size": 2, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349932240887, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 349882240887, - "size": 75, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:53.192Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568457, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80021663884, - "size": 46, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80001663884, - "size": 27, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79981663884, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 79971663884, - "size": 93, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.222Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568458, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914580331, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79869580331, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 79839580331, - "size": 96, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.263Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219938542004, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:53.309Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823525911933, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823510911933, - "size": 35, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823470911933, - "size": 57, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823440911933, - "size": 87, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823410911933, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823400911933, - "size": 8, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.324Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568461, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189652786942, - "size": 15, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189612786942, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 189562786942, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189542786942, - "size": 76, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.348Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568462, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821212413, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678806212413, - "size": 13, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678796212413, - "size": 67, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678836212413, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 1678856212413, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 1678906212413, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678916212413, - "size": 56, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678966212413, - "size": 42, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.432Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74935310692, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74915310692, - "size": 54, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74905310692, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74885310692, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 74855310692, - "size": 7, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74845310692, - "size": 61, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74955310692, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 74985310692, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 75005310692, - "size": 42, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75045310692, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 75085310692, - "size": 8, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.477Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568464, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:53.504Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189727873115, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189697873115, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 189677873115, - "size": 22, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189757873115, - "size": 7, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.548Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988950911, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219963950911, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219953950911, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219913950911, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 219863950911, - "size": 28, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220013950911, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 220063950911, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220093950911, - "size": 95, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.571Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568467, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350026311135, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 350016311135, - "size": 46, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350126311135, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 350156311135, - "size": 2, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.632Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568468, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75042142065, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75092142065, - "size": 36, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75142142065, - "size": 24, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:53.732Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087372402, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75067372402, - "size": 34, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75107372402, - "size": 84, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75157372402, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75207372402, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 75217372402, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 75247372402, - "size": 82, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:53.805Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568470, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930480343, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79900480343, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 79870480343, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79820480343, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 79780480343, - "size": 77, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.834Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568471, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189688487873, - "size": 90, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189728487873, - "size": 64, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:53.876Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568472, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189686628036, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189636628036, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189606628036, - "size": 7, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189556628036, - "size": 79, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189536628036, - "size": 4, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189486628036, - "size": 30, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189736628036, - "size": 92, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:53.927Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220041015672, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220016015672, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219996015672, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 219966015672, - "size": 4, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:53.964Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568474, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80062439118, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 80102439118, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 80122439118, - "size": 68, - "orderCount": 3 - }, - { - "priceNanos": 80172439118, - "size": 13, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80182439118, - "size": 80, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.029Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096670539, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75056670539, - "size": 24, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75036670539, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74986670539, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74946670539, - "size": 4, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75136670539, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 75156670539, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 75166670539, - "size": 57, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75176670539, - "size": 62, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:54.043Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823554853680, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823549853680, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 4823519853680, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823559853680, - "size": 68, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823569853680, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823619853680, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 4823649853680, - "size": 81, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:54.128Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568477, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79994491569, - "size": 4, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79974491569, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 79924491569, - "size": 76, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:54.200Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74958926490, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:54.269Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568479, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678800521741, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678760521741, - "size": 22, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678730521741, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 1678720521741, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678680521741, - "size": 11, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678820521741, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 1678830521741, - "size": 1, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.332Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956474255, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349916474255, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349876474255, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 349846474255, - "size": 94, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349996474255, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 350016474255, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350046474255, - "size": 6, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350076474255, - "size": 17, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.372Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568481, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082467345, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220077467345, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 220037467345, - "size": 99, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220087467345, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220107467345, - "size": 7, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.455Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769235690, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678754235690, - "size": 20, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678704235690, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 1678674235690, - "size": 55, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:54.468Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497920955, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823457920955, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823407920955, - "size": 16, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823537920955, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 4823587920955, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823597920955, - "size": 74, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.519Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960221368, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74925221368, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74895221368, - "size": 61, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74885221368, - "size": 30, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74995221368, - "size": 13, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75005221368, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 75035221368, - "size": 32, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75085221368, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 75105221368, - "size": 72, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:54.589Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80078999858, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80028999858, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 80008999858, - "size": 72, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79958999858, - "size": 21, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79918999858, - "size": 12, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80128999858, - "size": 43, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80178999858, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 80208999858, - "size": 11, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80238999858, - "size": 24, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80268999858, - "size": 62, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:54.607Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349994663369, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349949663369, - "size": 13, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349939663369, - "size": 7, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350039663369, - "size": 88, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.654Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220087563098, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220067563098, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 220047563098, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220027563098, - "size": 91, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220107563098, - "size": 100, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.735Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759287071, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189719287071, - "size": 36, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189799287071, - "size": 57, - "orderCount": 6 - }, - { - "priceNanos": 189809287071, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.794Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905407980, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.882Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568490, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678813558391, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678803558391, - "size": 2, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678793558391, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 1678773558391, - "size": 40, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678743558391, - "size": 42, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823558391, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 1678873558391, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 1678923558391, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 1678933558391, - "size": 41, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678953558391, - "size": 89, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:54.967Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953638451, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74913638451, - "size": 89, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74993638451, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 75013638451, - "size": 44, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.010Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568492, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75056502456, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 75016502456, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 74996502456, - "size": 5, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75066502456, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 75106502456, - "size": 36, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75136502456, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75186502456, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 75216502456, - "size": 94, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:55.020Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568493, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189714842114, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 189704842114, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 189664842114, - "size": 49, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189634842114, - "size": 37, - "orderCount": 15 - }, - { - "priceNanos": 189624842114, - "size": 50, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189814842114, - "size": 26, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:55.093Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599239277, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823549239277, - "size": 15, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823509239277, - "size": 95, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823499239277, - "size": 1, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823489239277, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823479239277, - "size": 69, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.185Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014304844, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79999304844, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79979304844, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 79959304844, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79919304844, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 79899304844, - "size": 23, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.238Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568496, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.320Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969982811, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74919982811, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 74909982811, - "size": 52, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74879982811, - "size": 59, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75019982811, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75029982811, - "size": 15, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.419Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568498, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189813054743, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 189773054743, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 189723054743, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 189703054743, - "size": 21, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189863054743, - "size": 88, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189873054743, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 189903054743, - "size": 79, - "orderCount": 18 - }, - { - "priceNanos": 189943054743, - "size": 5, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.438Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443987388, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823483987388, - "size": 16, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.525Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568500, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79942431896, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 79932431896, - "size": 56, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79962431896, - "size": 37, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79972431896, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80012431896, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 80022431896, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80032431896, - "size": 83, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.593Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568501, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678748897511, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678703897511, - "size": 27, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678663897511, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 1678653897511, - "size": 74, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.666Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568502, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029826381, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219984826381, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 219964826381, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 219924826381, - "size": 80, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220074826381, - "size": 43, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220114826381, - "size": 64, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.743Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812812518, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787812518, - "size": 75, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837812518, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 189847812518, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 189857812518, - "size": 3, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:55.791Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568504, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79970803585, - "size": 67, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79930803585, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 79910803585, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 79860803585, - "size": 67, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80010803585, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80040803585, - "size": 54, - "orderCount": 15 - }, - { - "priceNanos": 80060803585, - "size": 57, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80100803585, - "size": 55, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:55.852Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726145602, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678721145602, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 1678671145602, - "size": 16, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678651145602, - "size": 56, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678731145602, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 1678741145602, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 1678751145602, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:55.899Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069430197, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75049430197, - "size": 35, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75019430197, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 74989430197, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 74979430197, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 74929430197, - "size": 40, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:55.980Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350027382043, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350022382043, - "size": 88, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350032382043, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350062382043, - "size": 59, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.053Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220081470239, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220036470239, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 219996470239, - "size": 42, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219966470239, - "size": 20, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219956470239, - "size": 73, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219916470239, - "size": 60, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220126470239, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 220166470239, - "size": 61, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220196470239, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220246470239, - "size": 30, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:56.121Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678805921793, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678755921793, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 1678715921793, - "size": 97, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:56.147Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716356851, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189706356851, - "size": 57, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189676356851, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 189626356851, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189576356851, - "size": 5, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189556356851, - "size": 84, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189726356851, - "size": 28, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189746356851, - "size": 98, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.180Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189617815638, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 189577815638, - "size": 68, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189537815638, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 189487815638, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.268Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726369052, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701369052, - "size": 27, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678681369052, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 1678651369052, - "size": 22, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678751369052, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 1678781369052, - "size": 78, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:56.362Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488507736, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823473507736, - "size": 61, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503507736, - "size": 83, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823543507736, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 4823583507736, - "size": 74, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.385Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467240731, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452240731, - "size": 20, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823412240731, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 4823362240731, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823322240731, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 4823312240731, - "size": 28, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823482240731, - "size": 66, - "orderCount": 4 - }, - { - "priceNanos": 4823502240731, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:56.475Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189773679097, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189768679097, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 189718679097, - "size": 28, - "orderCount": 14 - }, - { - "priceNanos": 189698679097, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 189658679097, - "size": 72, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189778679097, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 189828679097, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 189838679097, - "size": 26, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.504Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568516, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80054271273, - "size": 74, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80044271273, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79994271273, - "size": 86, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79974271273, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 79964271273, - "size": 65, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104271273, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 80124271273, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 80174271273, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 80194271273, - "size": 94, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80244271273, - "size": 93, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.581Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350072900587, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350042900587, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 349992900587, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349972900587, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349932900587, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349912900587, - "size": 12, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350102900587, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350142900587, - "size": 40, - "orderCount": 5 - }, - { - "priceNanos": 350152900587, - "size": 41, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350192900587, - "size": 40, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:56.600Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812235012, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678792235012, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 1678762235012, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678832235012, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 1678842235012, - "size": 86, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678852235012, - "size": 5, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678862235012, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678892235012, - "size": 79, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.653Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568519, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923096316, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219943096316, - "size": 36, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.751Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568520, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349991628528, - "size": 83, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349941628528, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 349931628528, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350051628528, - "size": 84, - "orderCount": 14 - }, - { - "priceNanos": 350061628528, - "size": 91, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:56.829Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568521, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922217797, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79887217797, - "size": 58, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.909Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568522, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79892390613, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79852390613, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79802390613, - "size": 11, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79772390613, - "size": 66, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 79942390613, - "size": 8, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:56.988Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220040481694, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220000481694, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 219970481694, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 219920481694, - "size": 46, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219870481694, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 219820481694, - "size": 51, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220080481694, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220100481694, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 220150481694, - "size": 15, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.011Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79910658683, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79870658683, - "size": 49, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79860658683, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 79830658683, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 79780658683, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79750658683, - "size": 90, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79950658683, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 79990658683, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80030658683, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 80070658683, - "size": 23, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80090658683, - "size": 20, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.030Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568525, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097978630, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80092978630, - "size": 39, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80102978630, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 80122978630, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 80132978630, - "size": 83, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.094Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678823827315, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678793827315, - "size": 43, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678783827315, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678763827315, - "size": 97, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678743827315, - "size": 84, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678703827315, - "size": 40, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678853827315, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 1678873827315, - "size": 13, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:57.179Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991534657, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74981534657, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 74961534657, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 74951534657, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 74921534657, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 74871534657, - "size": 51, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.206Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349961632644, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349946632644, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 349916632644, - "size": 12, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349876632644, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349856632644, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 349806632644, - "size": 15, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349976632644, - "size": 33, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 349986632644, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350016632644, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 350066632644, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 350096632644, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:57.216Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031404684, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349986404684, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 349956404684, - "size": 1, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349916404684, - "size": 41, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349896404684, - "size": 67, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:57.259Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568530, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189688629811, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189718629811, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 189768629811, - "size": 11, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189778629811, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 189828629811, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 189858629811, - "size": 50, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:57.295Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349908928387, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349858928387, - "size": 65, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349958928387, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 349968928387, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 349998928387, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 350018928387, - "size": 44, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:57.389Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923315780, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219903315780, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 219863315780, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 219843315780, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 219793315780, - "size": 98, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219943315780, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 219983315780, - "size": 49, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.439Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498383628, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823473383628, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 4823433383628, - "size": 20, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823423383628, - "size": 74, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823523383628, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 4823543383628, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 4823573383628, - "size": 77, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:57.467Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79957396554, - "size": 87, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79927396554, - "size": 64, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.482Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483072153, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823473072153, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 4823453072153, - "size": 56, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823403072153, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 4823373072153, - "size": 88, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823493072153, - "size": 70, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823523072153, - "size": 30, - "orderCount": 11 - }, - { - "priceNanos": 4823553072153, - "size": 54, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823593072153, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 4823633072153, - "size": 27, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:57.564Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492418014, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823472418014, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823462418014, - "size": 42, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823512418014, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823542418014, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 4823562418014, - "size": 83, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823572418014, - "size": 23, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.659Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568537, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74919823517, - "size": 36, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:57.695Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219996736526, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219981736526, - "size": 94, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219941736526, - "size": 30, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219901736526, - "size": 56, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219891736526, - "size": 72, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219861736526, - "size": 83, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220011736526, - "size": 81, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.762Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991790874, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349986790874, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 349946790874, - "size": 82, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349926790874, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 349876790874, - "size": 38, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349826790874, - "size": 86, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349996790874, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 350046790874, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 350056790874, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350086790874, - "size": 71, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.774Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837389937, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678847389937, - "size": 36, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678897389937, - "size": 17, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678917389937, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678957389937, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 1678997389937, - "size": 76, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:57.823Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79928004793, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79908004793, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 79898004793, - "size": 71, - "orderCount": 15 - }, - { - "priceNanos": 79848004793, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 79838004793, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 79788004793, - "size": 56, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948004793, - "size": 12, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.847Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568542, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823579196347, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823559196347, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 4823539196347, - "size": 12, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823509196347, - "size": 89, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823609196347, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 4823619196347, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 4823669196347, - "size": 80, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:57.871Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568543, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594846660, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823554846660, - "size": 10, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823634846660, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 4823644846660, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823664846660, - "size": 56, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823674846660, - "size": 100, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823684846660, - "size": 77, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:57.946Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568544, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219935636244, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 219915636244, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 219895636244, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 219885636244, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 219875636244, - "size": 8, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219965636244, - "size": 40, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 219995636244, - "size": 89, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848886155, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678828886155, - "size": 64, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678808886155, - "size": 34, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678758886155, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678868886155, - "size": 65, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:58.050Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189801787233, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189781787233, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 189751787233, - "size": 45, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189821787233, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 189861787233, - "size": 45, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189901787233, - "size": 10, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189911787233, - "size": 88, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189921787233, - "size": 99, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:58.133Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568547, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189718407804, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 189708407804, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 189668407804, - "size": 28, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189778407804, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189818407804, - "size": 64, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189838407804, - "size": 44, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.215Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823461088323, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823451088323, - "size": 53, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823551088323, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823601088323, - "size": 97, - "orderCount": 10 - }, - { - "priceNanos": 4823621088323, - "size": 49, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823661088323, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 4823671088323, - "size": 19, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:58.299Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041377484, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80001377484, - "size": 65, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79991377484, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 79951377484, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 79901377484, - "size": 72, - "orderCount": 11 - }, - { - "priceNanos": 79871377484, - "size": 15, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80081377484, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 80121377484, - "size": 57, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80141377484, - "size": 2, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:58.351Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189760152010, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189735152010, - "size": 83, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189785152010, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 189815152010, - "size": 52, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.398Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568551, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948761643, - "size": 31, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.488Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220006170610, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219976170610, - "size": 53, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219936170610, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 219916170610, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 219906170610, - "size": 100, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220036170610, - "size": 37, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.534Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678737345473, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:58.547Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189804724525, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189799724525, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189789724525, - "size": 90, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189739724525, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189809724525, - "size": 3, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189819724525, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 189849724525, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 189889724525, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189909724525, - "size": 72, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.606Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568555, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678832128151, - "size": 62, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678782128151, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 1678732128151, - "size": 19, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.649Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568556, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678782133286, - "size": 7, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678802133286, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678812133286, - "size": 29, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.747Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568557, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220021248789, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 220011248789, - "size": 87, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220031248789, - "size": 45, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.791Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220032226985, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220082226985, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 220132226985, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 220182226985, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:58.808Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568559, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:36:58.892Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568560, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712537152, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678702537152, - "size": 15, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678662537152, - "size": 58, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:58.985Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568561, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678816405095, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678766405095, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 1678716405095, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678676405095, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678626405095, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678576405095, - "size": 11, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678866405095, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 1678916405095, - "size": 75, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678966405095, - "size": 17, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.000Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568562, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960206301, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75000206301, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 75030206301, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 75060206301, - "size": 79, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.029Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219938826439, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219918826439, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 219888826439, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 219848826439, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 219798826439, - "size": 7, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219788826439, - "size": 76, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958826439, - "size": 44, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:59.064Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568564, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189801946561, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189771946561, - "size": 58, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189761946561, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 189751946561, - "size": 8, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189861946561, - "size": 37, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:36:59.160Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349904396448, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349939396448, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 349969396448, - "size": 1, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.219Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951358375, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79936358375, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 79896358375, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79876358375, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 79836358375, - "size": 18, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79966358375, - "size": 43, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79986358375, - "size": 75, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:59.306Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79903248983, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79883248983, - "size": 84, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79873248983, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 79863248983, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 79853248983, - "size": 42, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79923248983, - "size": 96, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:59.385Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825689267, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189780689267, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 189770689267, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189720689267, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 189680689267, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 189630689267, - "size": 16, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189870689267, - "size": 12, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189900689267, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 189920689267, - "size": 30, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.406Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067234357, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75022234357, - "size": 86, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75112234357, - "size": 6, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.490Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919277524, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219914277524, - "size": 70, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219904277524, - "size": 11, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219924277524, - "size": 11, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219974277524, - "size": 78, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 219984277524, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 219994277524, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 220014277524, - "size": 84, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:36:59.504Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013690911, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74968690911, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 74918690911, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74878690911, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 74828690911, - "size": 86, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:36:59.571Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568572, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219950941194, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219940941194, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 219930941194, - "size": 17, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220000941194, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 220050941194, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220070941194, - "size": 83, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.610Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678844353323, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678799353323, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 1678749353323, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 1678719353323, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 1678689353323, - "size": 31, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.701Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349920455180, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 349880455180, - "size": 36, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349850455180, - "size": 93, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349820455180, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 349780455180, - "size": 76, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349960455180, - "size": 55, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 349970455180, - "size": 76, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350010455180, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350040455180, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 350050455180, - "size": 5, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.801Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723558967, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678683558967, - "size": 51, - "orderCount": 12 - }, - { - "priceNanos": 1678643558967, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 1678603558967, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 1678563558967, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 1678523558967, - "size": 75, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678763558967, - "size": 33, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678793558967, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 1678823558967, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 1678833558967, - "size": 100, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678843558967, - "size": 46, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:36:59.885Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932555061, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79892555061, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 79882555061, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 79872555061, - "size": 80, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79852555061, - "size": 37, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79832555061, - "size": 68, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79972555061, - "size": 37, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80012555061, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 80032555061, - "size": 17, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:36:59.985Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219940697984, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219930697984, - "size": 82, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219900697984, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 219850697984, - "size": 92, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:00.014Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678893229502, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678888229502, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 1678878229502, - "size": 28, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:00.105Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568579, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942590402, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 74932590402, - "size": 59, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74882590402, - "size": 16, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75002590402, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75022590402, - "size": 88, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75042590402, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 75092590402, - "size": 6, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75102590402, - "size": 41, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.124Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077398155, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220027398155, - "size": 25, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219987398155, - "size": 67, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219967398155, - "size": 95, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220127398155, - "size": 28, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220137398155, - "size": 61, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220167398155, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220177398155, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 220217398155, - "size": 72, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.154Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988650924, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79983650924, - "size": 6, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79953650924, - "size": 17, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79993650924, - "size": 45, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80013650924, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80023650924, - "size": 60, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:00.165Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822580170, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777580170, - "size": 35, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189867580170, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189897580170, - "size": 70, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189947580170, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 189997580170, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 190017580170, - "size": 80, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:00.233Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515318551, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823495318551, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 4823455318551, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823425318551, - "size": 6, - "orderCount": 10 - }, - { - "priceNanos": 4823395318551, - "size": 91, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823535318551, - "size": 92, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823575318551, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 4823595318551, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 4823635318551, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 4823645318551, - "size": 44, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.309Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568584, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349934614976, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 349904614976, - "size": 24, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349874614976, - "size": 7, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349844614976, - "size": 31, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349974614976, - "size": 19, - "orderCount": 14 - }, - { - "priceNanos": 350024614976, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 350074614976, - "size": 67, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.397Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568585, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189752190709, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 189702190709, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 189672190709, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189622190709, - "size": 84, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.449Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189671933300, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189661933300, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 189611933300, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 189581933300, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189551933300, - "size": 52, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189531933300, - "size": 19, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189681933300, - "size": 27, - "orderCount": 12 - }, - { - "priceNanos": 189701933300, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 189741933300, - "size": 11, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189751933300, - "size": 45, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.500Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568587, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678860969047, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 1678810969047, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 1678800969047, - "size": 24, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678780969047, - "size": 100, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678920969047, - "size": 99, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678930969047, - "size": 56, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678950969047, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 1679000969047, - "size": 85, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.597Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568588, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219914402914, - "size": 14, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219904402914, - "size": 17, - "orderCount": 12 - }, - { - "priceNanos": 219864402914, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219834402914, - "size": 32, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219824402914, - "size": 47, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.692Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922847159, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882847159, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79872847159, - "size": 78, - "orderCount": 14 - }, - { - "priceNanos": 79832847159, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79822847159, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 79802847159, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962847159, - "size": 76, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79982847159, - "size": 78, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:00.723Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189794905991, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189844905991, - "size": 8, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.808Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349986418508, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350001418508, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350031418508, - "size": 59, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350051418508, - "size": 1, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350061418508, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 350091418508, - "size": 18, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:00.850Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568592, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189814460362, - "size": 64, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189854460362, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.950Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678836370121, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678786370121, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678886370121, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678926370121, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 1678956370121, - "size": 14, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:00.978Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568594, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678851614629, - "size": 4, - "orderCount": 20 - }, - { - "priceNanos": 1678821614629, - "size": 28, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678871614629, - "size": 62, - "orderCount": 10 - }, - { - "priceNanos": 1678911614629, - "size": 82, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.024Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029118888, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220014118888, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 219984118888, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 219944118888, - "size": 46, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220044118888, - "size": 99, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.059Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708127385, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189658127385, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 189638127385, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 189598127385, - "size": 98, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189578127385, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 189538127385, - "size": 49, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:01.101Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568597, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79983248458, - "size": 86, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79953248458, - "size": 68, - "orderCount": 3 - }, - { - "priceNanos": 79913248458, - "size": 89, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80033248458, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 80083248458, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 80123248458, - "size": 16, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80153248458, - "size": 9, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:01.135Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568598, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79945392302, - "size": 77, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80045392302, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 80055392302, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80075392302, - "size": 24, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:01.198Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568599, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678723248667, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678703248667, - "size": 87, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678693248667, - "size": 93, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678673248667, - "size": 29, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.248Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926461053, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74911461053, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 74901461053, - "size": 91, - "orderCount": 11 - }, - { - "priceNanos": 74871461053, - "size": 89, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74841461053, - "size": 36, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74791461053, - "size": 28, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74941461053, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 74961461053, - "size": 21, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75001461053, - "size": 97, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:01.329Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568601, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74961431611, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74921431611, - "size": 21, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74871431611, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 74821431611, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 74771431611, - "size": 16, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75001431611, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 75041431611, - "size": 17, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75091431611, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 75141431611, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75181431611, - "size": 25, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.410Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067048776, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75022048776, - "size": 20, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74982048776, - "size": 32, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74952048776, - "size": 52, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74932048776, - "size": 4, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75112048776, - "size": 87, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75122048776, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 75132048776, - "size": 72, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75172048776, - "size": 11, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.442Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568603, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189650540321, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189620540321, - "size": 69, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189730540321, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 189750540321, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 189780540321, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 189810540321, - "size": 48, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:01.471Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568604, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219932988466, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 219902988466, - "size": 9, - "orderCount": 19 - }, - { - "priceNanos": 219852988466, - "size": 7, - "orderCount": 6 - }, - { - "priceNanos": 219822988466, - "size": 47, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:01.547Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568605, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74860219812, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 74840219812, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 74790219812, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74760219812, - "size": 39, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74740219812, - "size": 17, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.620Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678867269499, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822269499, - "size": 32, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678912269499, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 1678962269499, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1679002269499, - "size": 32, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:01.654Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568607, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74921065586, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74901065586, - "size": 34, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74861065586, - "size": 77, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.745Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568608, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219911490790, - "size": 81, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219891490790, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 219871490790, - "size": 24, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219851490790, - "size": 68, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220011490790, - "size": 19, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:01.814Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470287183, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823445287183, - "size": 82, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823495287183, - "size": 99, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823515287183, - "size": 28, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:01.857Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189761462838, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189811462838, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189841462838, - "size": 71, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910201627, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74905201627, - "size": 70, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74895201627, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 74875201627, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 74835201627, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74815201627, - "size": 8, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:01.959Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848573372, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678808573372, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 1678798573372, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 1678778573372, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 1678728573372, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 1678698573372, - "size": 56, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678888573372, - "size": 84, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678928573372, - "size": 16, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:02.047Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823519609099, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823504609099, - "size": 3, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823454609099, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823414609099, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 4823384609099, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 4823334609099, - "size": 3, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823534609099, - "size": 75, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:02.071Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568614, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349896889801, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349866889801, - "size": 90, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349986889801, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 349996889801, - "size": 56, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:02.094Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030570252, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79985570252, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 79935570252, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79925570252, - "size": 41, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80075570252, - "size": 52, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80095570252, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 80105570252, - "size": 91, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79938854078, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79988854078, - "size": 67, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80028854078, - "size": 79, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:02.216Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823480482110, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823520482110, - "size": 60, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.244Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568618, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189827360934, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189792360934, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 189752360934, - "size": 52, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.308Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80043789543, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80033789543, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 80023789543, - "size": 18, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.335Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349977839729, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349942839729, - "size": 39, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350012839729, - "size": 38, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350062839729, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 350112839729, - "size": 27, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:02.397Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79980476078, - "size": 53, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79930476078, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79900476078, - "size": 97, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79860476078, - "size": 97, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80060476078, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 80110476078, - "size": 68, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:02.436Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653708765, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189618708765, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189568708765, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189538708765, - "size": 14, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:02.455Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734187887, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189709187887, - "size": 78, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189759187887, - "size": 31, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189809187887, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189819187887, - "size": 35, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189849187887, - "size": 52, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189899187887, - "size": 87, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.465Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708686816, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189683686816, - "size": 29, - "orderCount": 4 - }, - { - "priceNanos": 189663686816, - "size": 25, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189733686816, - "size": 63, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.519Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75092580953, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75122580953, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 75142580953, - "size": 5, - "orderCount": 6 - }, - { - "priceNanos": 75152580953, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 75202580953, - "size": 50, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:02.547Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032636347, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80002636347, - "size": 18, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79962636347, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 79922636347, - "size": 58, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80062636347, - "size": 31, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80072636347, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80102636347, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 80132636347, - "size": 84, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.587Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700776737, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189675776737, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 189665776737, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 189625776737, - "size": 55, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189575776737, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 189535776737, - "size": 49, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189725776737, - "size": 46, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189765776737, - "size": 56, - "orderCount": 14 - }, - { - "priceNanos": 189785776737, - "size": 71, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189835776737, - "size": 40, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189845776737, - "size": 50, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:02.681Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74970955814, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75010955814, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 75050955814, - "size": 53, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75090955814, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 75140955814, - "size": 40, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:02.716Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599228050, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823549228050, - "size": 92, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823509228050, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823489228050, - "size": 62, - "orderCount": 14 - }, - { - "priceNanos": 4823439228050, - "size": 56, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823649228050, - "size": 26, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823689228050, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823709228050, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 4823759228050, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:02.803Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220009124538, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219964124538, - "size": 15, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.829Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823538924327, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823533924327, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 4823523924327, - "size": 53, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823503924327, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 4823493924327, - "size": 29, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.878Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568632, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678730030570, - "size": 6, - "orderCount": 6 - }, - { - "priceNanos": 1678680030570, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 1678630030570, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 1678580030570, - "size": 5, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678790030570, - "size": 55, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678810030570, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 1678840030570, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678860030570, - "size": 47, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.927Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894267406, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678854267406, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678824267406, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 1678804267406, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678764267406, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 1678734267406, - "size": 72, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:02.941Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822323702, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189797323702, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 189747323702, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 189697323702, - "size": 90, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.019Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823554004159, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823534004159, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 4823484004159, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 4823454004159, - "size": 14, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823574004159, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 4823604004159, - "size": 43, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:03.076Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568636, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678852251638, - "size": 16, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678822251638, - "size": 42, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678782251638, - "size": 79, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678742251638, - "size": 10, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678692251638, - "size": 63, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678902251638, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 1678922251638, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678972251638, - "size": 8, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678992251638, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 1679042251638, - "size": 64, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.131Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189742000967, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189697000967, - "size": 25, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189677000967, - "size": 23, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189787000967, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 189817000967, - "size": 14, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189867000967, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 189877000967, - "size": 15, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:03.157Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568638, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189747412526, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 189727412526, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 189697412526, - "size": 64, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189827412526, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 189837412526, - "size": 43, - "orderCount": 5 - }, - { - "priceNanos": 189857412526, - "size": 47, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189887412526, - "size": 40, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.197Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412760569, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823377760569, - "size": 12, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823347760569, - "size": 27, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823317760569, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823447760569, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823487760569, - "size": 54, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823507760569, - "size": 77, - "orderCount": 15 - }, - { - "priceNanos": 4823527760569, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 4823537760569, - "size": 44, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.271Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568640, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220087688804, - "size": 51, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220037688804, - "size": 63, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220027688804, - "size": 3, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220107688804, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 220157688804, - "size": 99, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220177688804, - "size": 68, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220217688804, - "size": 56, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220267688804, - "size": 22, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.327Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220066297186, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220111297186, - "size": 39, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.375Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219953212844, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219943212844, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 219903212844, - "size": 21, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219963212844, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 220013212844, - "size": 32, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:03.392Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568643, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189684837647, - "size": 35, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.486Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189763793562, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189718793562, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 189678793562, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189638793562, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 189598793562, - "size": 68, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189548793562, - "size": 17, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189808793562, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 189838793562, - "size": 73, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189848793562, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 189888793562, - "size": 83, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189928793562, - "size": 54, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:03.531Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568645, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027541132, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74997541132, - "size": 3, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74977541132, - "size": 54, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75067541132, - "size": 49, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75107541132, - "size": 29, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75157541132, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75207541132, - "size": 7, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75227541132, - "size": 28, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:03.571Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005751459, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79960751459, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79920751459, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 79910751459, - "size": 37, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79860751459, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80050751459, - "size": 76, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80100751459, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 80130751459, - "size": 47, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.651Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568647, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027153019, - "size": 85, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75017153019, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 74977153019, - "size": 65, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75057153019, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 75067153019, - "size": 30, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75077153019, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 75127153019, - "size": 36, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:03.686Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040720230, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75015720230, - "size": 53, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74975720230, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 74955720230, - "size": 15, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:03.777Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823577843749, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823562843749, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 4823552843749, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823542843749, - "size": 14, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823532843749, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 4823482843749, - "size": 2, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823592843749, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 4823632843749, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823662843749, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 4823702843749, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 4823722843749, - "size": 55, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.820Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017307946, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.866Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080168174, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75065168174, - "size": 77, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 75025168174, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 74985168174, - "size": 52, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75095168174, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 75115168174, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 75125168174, - "size": 71, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75135168174, - "size": 5, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.930Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806266036, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678811266036, - "size": 74, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678861266036, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 1678901266036, - "size": 90, - "orderCount": 20 - }, - { - "priceNanos": 1678951266036, - "size": 76, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:03.946Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919435784, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219899435784, - "size": 69, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219939435784, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 219949435784, - "size": 68, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219979435784, - "size": 17, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.019Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568654, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904328560, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74894328560, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 74884328560, - "size": 87, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74914328560, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 74964328560, - "size": 70, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75014328560, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 75054328560, - "size": 23, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:04.042Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823570149485, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823560149485, - "size": 5, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823530149485, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823480149485, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 4823450149485, - "size": 61, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:04.060Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349964622204, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349929622204, - "size": 18, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 349999622204, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 350009622204, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.144Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568657, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79975190559, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79965190559, - "size": 26, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79955190559, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 79905190559, - "size": 78, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.231Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568658, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:04.256Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74921013905, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74876013905, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 74826013905, - "size": 83, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74966013905, - "size": 56, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75006013905, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 75016013905, - "size": 23, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75026013905, - "size": 89, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:04.284Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568660, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939295809, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79984295809, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 80024295809, - "size": 16, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:04.367Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456077446, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823486077446, - "size": 51, - "orderCount": 8 - }, - { - "priceNanos": 4823516077446, - "size": 99, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823546077446, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 4823596077446, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 4823626077446, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.414Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79968189473, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79953189473, - "size": 82, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79983189473, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 79993189473, - "size": 28, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80003189473, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 80053189473, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 80063189473, - "size": 92, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:04.484Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349968183417, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349963183417, - "size": 69, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 349973183417, - "size": 31, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350023183417, - "size": 13, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:04.514Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568664, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74876331642, - "size": 94, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74926331642, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 74936331642, - "size": 68, - "orderCount": 14 - }, - { - "priceNanos": 74946331642, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 74976331642, - "size": 50, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74986331642, - "size": 4, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.556Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568665, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349962664616, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 349932664616, - "size": 51, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349972664616, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 350002664616, - "size": 8, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:04.600Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996125126, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74956125126, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74946125126, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 74896125126, - "size": 36, - "orderCount": 18 - }, - { - "priceNanos": 74846125126, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74806125126, - "size": 4, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75036125126, - "size": 25, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.653Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846315243, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189831315243, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 189791315243, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189761315243, - "size": 13, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189861315243, - "size": 77, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.691Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956502503, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74926502503, - "size": 47, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74906502503, - "size": 32, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74896502503, - "size": 57, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74886502503, - "size": 33, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986502503, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75016502503, - "size": 70, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75066502503, - "size": 63, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.728Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588060189, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823613060189, - "size": 39, - "orderCount": 15 - }, - { - "priceNanos": 4823633060189, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 4823683060189, - "size": 12, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823723060189, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 4823773060189, - "size": 84, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:04.756Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189771363169, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189791363169, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189841363169, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 189891363169, - "size": 94, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189941363169, - "size": 21, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189951363169, - "size": 32, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.822Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79963965031, - "size": 17, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80013965031, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 80053965031, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 80073965031, - "size": 9, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.872Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899635871, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678879635871, - "size": 39, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678919635871, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678969635871, - "size": 68, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:04.923Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427471794, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823407471794, - "size": 36, - "orderCount": 20 - }, - { - "priceNanos": 4823367471794, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 4823337471794, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823297471794, - "size": 42, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:04.938Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189661082575, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189621082575, - "size": 23, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189571082575, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 189551082575, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189541082575, - "size": 11, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189701082575, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189731082575, - "size": 97, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189761082575, - "size": 57, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189791082575, - "size": 66, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189841082575, - "size": 69, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:04.983Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482690693, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432690693, - "size": 64, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.034Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713750254, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678728750254, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 1678748750254, - "size": 88, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678798750254, - "size": 87, - "orderCount": 9 - }, - { - "priceNanos": 1678848750254, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 1678858750254, - "size": 34, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:05.093Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350069079717, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350064079717, - "size": 9, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350054079717, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 350044079717, - "size": 89, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350074079717, - "size": 36, - "orderCount": 13 - }, - { - "priceNanos": 350094079717, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 350104079717, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 350124079717, - "size": 9, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:05.174Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930631154, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79925631154, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79905631154, - "size": 88, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79855631154, - "size": 98, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79935631154, - "size": 77, - "orderCount": 19 - }, - { - "priceNanos": 79945631154, - "size": 34, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79995631154, - "size": 5, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.192Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568679, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:05.215Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568680, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823574119097, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 4823524119097, - "size": 70, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823604119097, - "size": 26, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823614119097, - "size": 59, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823634119097, - "size": 98, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823644119097, - "size": 59, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.313Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074130165, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034130165, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 80024130165, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 80014130165, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 79994130165, - "size": 34, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80114130165, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 80124130165, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 80154130165, - "size": 16, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:05.410Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568682, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823390781113, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823350781113, - "size": 71, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823410781113, - "size": 26, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.510Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064832676, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220114832676, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 220134832676, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 220154832676, - "size": 76, - "orderCount": 10 - }, - { - "priceNanos": 220184832676, - "size": 88, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.534Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678772904139, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 1678802904139, - "size": 33, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678842904139, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 1678892904139, - "size": 62, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.612Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349977003481, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349967003481, - "size": 51, - "orderCount": 19 - }, - { - "priceNanos": 349947003481, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 349937003481, - "size": 21, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349987003481, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 350017003481, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350067003481, - "size": 7, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350107003481, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350157003481, - "size": 29, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.660Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823575140640, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823530140640, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 4823480140640, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823450140640, - "size": 54, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823620140640, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823640140640, - "size": 8, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823670140640, - "size": 56, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.670Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848406637, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678838406637, - "size": 95, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678858406637, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.732Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568688, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349908555803, - "size": 6, - "orderCount": 5 - }, - { - "priceNanos": 349868555803, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 349858555803, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 349848555803, - "size": 55, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349948555803, - "size": 25, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.830Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718723690, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678688723690, - "size": 34, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678638723690, - "size": 99, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:05.929Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75028855080, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75023855080, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 74993855080, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74983855080, - "size": 64, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:05.976Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568691, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678829469125, - "size": 9, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678839469125, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 1678879469125, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 1678909469125, - "size": 13, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678949469125, - "size": 52, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.017Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063482013, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75013482013, - "size": 77, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75113482013, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75133482013, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 75163482013, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 75213482013, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75263482013, - "size": 75, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.037Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75010018772, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75000018772, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 74960018772, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74940018772, - "size": 58, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75020018772, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 75070018772, - "size": 43, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75090018772, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 75110018772, - "size": 88, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.123Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066518384, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75041518384, - "size": 58, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74991518384, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 74951518384, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74921518384, - "size": 83, - "orderCount": 15 - }, - { - "priceNanos": 74911518384, - "size": 49, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75091518384, - "size": 97, - "orderCount": 17 - }, - { - "priceNanos": 75121518384, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75161518384, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:06.134Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568695, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566646905, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:06.169Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568696, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823391801071, - "size": 32, - "orderCount": 16 - }, - { - "priceNanos": 4823371801071, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 4823341801071, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 4823311801071, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 4823281801071, - "size": 14, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823451801071, - "size": 95, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823491801071, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823511801071, - "size": 33, - "orderCount": 18 - }, - { - "priceNanos": 4823541801071, - "size": 95, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:06.199Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568697, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678862454246, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 1678852454246, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678802454246, - "size": 54, - "orderCount": 3 - }, - { - "priceNanos": 1678752454246, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678712454246, - "size": 90, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678912454246, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678962454246, - "size": 69, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.272Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189742968649, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189757968649, - "size": 65, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:06.317Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818272827, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678803272827, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 1678793272827, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 1678763272827, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 1678743272827, - "size": 48, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678833272827, - "size": 63, - "orderCount": 11 - }, - { - "priceNanos": 1678883272827, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678893272827, - "size": 51, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.389Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79929518655, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79924518655, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 79874518655, - "size": 43, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79934518655, - "size": 85, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79954518655, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 79994518655, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80034518655, - "size": 59, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.466Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069308166, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75034308166, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 75014308166, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74994308166, - "size": 39, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75104308166, - "size": 99, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75124308166, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75144308166, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 75174308166, - "size": 41, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75194308166, - "size": 75, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:06.537Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410276056, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823420276056, - "size": 64, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.548Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089279932, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350044279932, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350034279932, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 350014279932, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349974279932, - "size": 73, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350134279932, - "size": 5, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350174279932, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 350204279932, - "size": 78, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350254279932, - "size": 82, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.581Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568704, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189680373046, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189630373046, - "size": 79, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189600373046, - "size": 92, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189780373046, - "size": 60, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189820373046, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.598Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962407935, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219947407935, - "size": 93, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219917407935, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 219867407935, - "size": 63, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219977407935, - "size": 33, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220007407935, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 220037407935, - "size": 63, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220057407935, - "size": 96, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:06.639Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544402233, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823514402233, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823464402233, - "size": 11, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823424402233, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823384402233, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 4823344402233, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.704Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088402798, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350063402798, - "size": 73, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350113402798, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350133402798, - "size": 14, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350143402798, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350173402798, - "size": 6, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350183402798, - "size": 20, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.724Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568708, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80072251250, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80062251250, - "size": 31, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80052251250, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 80022251250, - "size": 90, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79992251250, - "size": 16, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80082251250, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 80132251250, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 80142251250, - "size": 68, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.800Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568709, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349947163217, - "size": 13, - "orderCount": 19 - }, - { - "priceNanos": 349937163217, - "size": 77, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350017163217, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 350047163217, - "size": 5, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:06.841Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568710, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:06.919Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189674121839, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189644121839, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189634121839, - "size": 64, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189624121839, - "size": 7, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189594121839, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 189554121839, - "size": 73, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189704121839, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 189714121839, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 189724121839, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 189764121839, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 189814121839, - "size": 22, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.003Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823520939754, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823470939754, - "size": 80, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823450939754, - "size": 64, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823400939754, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823570939754, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 4823590939754, - "size": 4, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823640939754, - "size": 66, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823690939754, - "size": 52, - "orderCount": 8 - }, - { - "priceNanos": 4823730939754, - "size": 81, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:07.068Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568713, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189850308978, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 189860308978, - "size": 30, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189910308978, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 189940308978, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 189990308978, - "size": 50, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:07.086Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75078087451, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75048087451, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75008087451, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 74988087451, - "size": 77, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75108087451, - "size": 26, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:07.096Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096837384, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80081837384, - "size": 84, - "orderCount": 13 - }, - { - "priceNanos": 80031837384, - "size": 64, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111837384, - "size": 79, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:07.119Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568716, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74989660312, - "size": 44, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75039660312, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75059660312, - "size": 84, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:07.166Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568717, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713869672, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678673869672, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678623869672, - "size": 44, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678753869672, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 1678783869672, - "size": 51, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678793869672, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 1678833869672, - "size": 81, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.261Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436470679, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823396470679, - "size": 53, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823386470679, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 4823366470679, - "size": 90, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823356470679, - "size": 2, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823336470679, - "size": 31, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823476470679, - "size": 66, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.283Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79980625298, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80015625298, - "size": 46, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.366Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189698003400, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189688003400, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 189648003400, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 189598003400, - "size": 11, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189548003400, - "size": 62, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189528003400, - "size": 95, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189708003400, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189718003400, - "size": 26, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189758003400, - "size": 34, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:07.442Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797096658, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787096658, - "size": 6, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189767096658, - "size": 57, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189807096658, - "size": 7, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189837096658, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 189847096658, - "size": 37, - "orderCount": 15 - }, - { - "priceNanos": 189867096658, - "size": 75, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.461Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678701957174, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678691957174, - "size": 12, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678711957174, - "size": 81, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678731957174, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 1678741957174, - "size": 91, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678761957174, - "size": 17, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.534Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071796970, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75041796970, - "size": 100, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75101796970, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75151796970, - "size": 27, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75161796970, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 75181796970, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 75221796970, - "size": 88, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.604Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79902691980, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79922691980, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 79952691980, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:07.654Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189849632947, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189804632947, - "size": 70, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189894632947, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 189914632947, - "size": 85, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189944632947, - "size": 63, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189994632947, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 190044632947, - "size": 50, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.697Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568726, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189665703710, - "size": 14, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189645703710, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189605703710, - "size": 74, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189575703710, - "size": 33, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189705703710, - "size": 13, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452603134, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823447603134, - "size": 4, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823397603134, - "size": 90, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457603134, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 4823467603134, - "size": 3, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.805Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568728, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74911848188, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 74861848188, - "size": 6, - "orderCount": 6 - }, - { - "priceNanos": 74821848188, - "size": 98, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75001848188, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 75011848188, - "size": 86, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75021848188, - "size": 42, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75051848188, - "size": 80, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75061848188, - "size": 50, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:07.880Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574668941, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823564668941, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823534668941, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823504668941, - "size": 13, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823584668941, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:07.962Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568730, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823461551637, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823451551637, - "size": 67, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:08.013Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678756799040, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678726799040, - "size": 81, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678786799040, - "size": 5, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678806799040, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 1678826799040, - "size": 90, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:08.048Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568732, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219968149498, - "size": 71, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220038149498, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 220088149498, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220108149498, - "size": 5, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220128149498, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 220168149498, - "size": 26, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.075Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961976551, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74936976551, - "size": 16, - "orderCount": 6 - }, - { - "priceNanos": 74926976551, - "size": 82, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74906976551, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 74856976551, - "size": 78, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74826976551, - "size": 70, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74986976551, - "size": 90, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75036976551, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 75056976551, - "size": 58, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:08.154Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568734, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:08.174Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523900433, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823513900433, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823493900433, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823443900433, - "size": 13, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823423900433, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823383900433, - "size": 4, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823533900433, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 4823543900433, - "size": 74, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823553900433, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 4823563900433, - "size": 7, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.208Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568736, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569241668, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823594241668, - "size": 22, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823624241668, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823664241668, - "size": 3, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823694241668, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 4823714241668, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:08.271Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74939915417, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74919915417, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 74909915417, - "size": 26, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74869915417, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 74819915417, - "size": 19, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74959915417, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 74989915417, - "size": 24, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75009915417, - "size": 75, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75049915417, - "size": 88, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75099915417, - "size": 20, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.310Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568738, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219976903227, - "size": 29, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220056903227, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 220086903227, - "size": 47, - "orderCount": 20 - }, - { - "priceNanos": 220116903227, - "size": 73, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220146903227, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220196903227, - "size": 9, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.405Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823435903712, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823470903712, - "size": 66, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823500903712, - "size": 23, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.445Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79900249599, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79945249599, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79975249599, - "size": 2, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.487Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568741, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349902828741, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349882828741, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 349862828741, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 349842828741, - "size": 43, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349952828741, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 349982828741, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 349992828741, - "size": 86, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.532Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097030309, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80067030309, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 80017030309, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79967030309, - "size": 76, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80127030309, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 80157030309, - "size": 13, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:08.625Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79885629778, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 79875629778, - "size": 73, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79825629778, - "size": 38, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79935629778, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 79975629778, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79985629778, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80035629778, - "size": 41, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:08.689Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219915352974, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219945352974, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 219955352974, - "size": 39, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219985352974, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 220025352974, - "size": 2, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:08.768Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568745, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189756545340, - "size": 88, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189846545340, - "size": 58, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189896545340, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 189916545340, - "size": 54, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:08.851Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949225606, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79919225606, - "size": 20, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79869225606, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 79819225606, - "size": 80, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79799225606, - "size": 80, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79979225606, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 80009225606, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 80039225606, - "size": 74, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:08.928Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568747, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74994596297, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74944596297, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 74904596297, - "size": 34, - "orderCount": 18 - }, - { - "priceNanos": 74884596297, - "size": 58, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75044596297, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 75064596297, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75084596297, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 75104596297, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 75114596297, - "size": 40, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:09.009Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073028321, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75063028321, - "size": 76, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75053028321, - "size": 18, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75023028321, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 74973028321, - "size": 72, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75083028321, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75093028321, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 75113028321, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 75153028321, - "size": 28, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.036Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220063091270, - "size": 28, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220113091270, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 220163091270, - "size": 47, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.118Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678815982630, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678805982630, - "size": 11, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678765982630, - "size": 83, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825982630, - "size": 76, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678845982630, - "size": 96, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:09.140Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868533816, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678843533816, - "size": 31, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678893533816, - "size": 91, - "orderCount": 3 - }, - { - "priceNanos": 1678933533816, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 1678983533816, - "size": 63, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:09.169Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823462444239, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432444239, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 4823412444239, - "size": 58, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823492444239, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 4823512444239, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823522444239, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 4823572444239, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823602444239, - "size": 91, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.189Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471586463, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823421586463, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 4823401586463, - "size": 18, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823381586463, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 4823341586463, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 4823311586463, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823521586463, - "size": 78, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823571586463, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823621586463, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 4823651586463, - "size": 71, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.210Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568754, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79933003122, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 79913003122, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 79903003122, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 79863003122, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79823003122, - "size": 17, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80033003122, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 80053003122, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 80063003122, - "size": 13, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80073003122, - "size": 6, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.279Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678758969203, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678713969203, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678693969203, - "size": 59, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678643969203, - "size": 64, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678803969203, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 1678823969203, - "size": 88, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678843969203, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 1678893969203, - "size": 22, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.347Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568756, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:09.374Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678873943651, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:09.411Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518063763, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823558063763, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 4823608063763, - "size": 4, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.499Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220029971327, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220009971327, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219959971327, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 219909971327, - "size": 81, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220129971327, - "size": 21, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:09.522Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911594737, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349871594737, - "size": 34, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349861594737, - "size": 68, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349951594737, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 349991594737, - "size": 52, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.535Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568761, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562897994, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823542897994, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823492897994, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823472897994, - "size": 78, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823622897994, - "size": 4, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.547Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678733643236, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678698643236, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678688643236, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 1678648643236, - "size": 46, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678628643236, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 1678598643236, - "size": 80, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678768643236, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678778643236, - "size": 71, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:09.626Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568763, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823579183529, - "size": 8, - "orderCount": 17 - }, - { - "priceNanos": 4823569183529, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 4823539183529, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 4823519183529, - "size": 79, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823509183529, - "size": 73, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823589183529, - "size": 76, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823609183529, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823649183529, - "size": 1, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:09.711Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219929955993, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219889955993, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219869955993, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219859955993, - "size": 56, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219809955993, - "size": 7, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219969955993, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 220019955993, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 220069955993, - "size": 70, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:09.735Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568765, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804304673, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678764304673, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678734304673, - "size": 69, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678844304673, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 1678854304673, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 1678894304673, - "size": 23, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:09.759Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036506236, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75061506236, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75071506236, - "size": 70, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75081506236, - "size": 21, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75121506236, - "size": 86, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.854Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823508434323, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823498434323, - "size": 51, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823468434323, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 4823418434323, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823398434323, - "size": 39, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823368434323, - "size": 34, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823518434323, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 4823568434323, - "size": 65, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.923Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599494303, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823579494303, - "size": 9, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823569494303, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 4823549494303, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823529494303, - "size": 79, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823619494303, - "size": 80, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823639494303, - "size": 36, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823679494303, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 4823729494303, - "size": 9, - "orderCount": 12 - }, - { - "priceNanos": 4823749494303, - "size": 46, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:09.985Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75050500998, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005500998, - "size": 3, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:10.061Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783683465, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189768683465, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189738683465, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 189688683465, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 189678683465, - "size": 34, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189798683465, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 189808683465, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 189858683465, - "size": 65, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.074Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568771, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678788216161, - "size": 11, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678758216161, - "size": 7, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678848216161, - "size": 2, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678858216161, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 1678908216161, - "size": 7, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678928216161, - "size": 41, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.105Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568772, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823541139422, - "size": 42, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823511139422, - "size": 5, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823461139422, - "size": 47, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.162Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568773, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80107750796, - "size": 33, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.203Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568774, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823431960581, - "size": 35, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823491960581, - "size": 21, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823501960581, - "size": 33, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823521960581, - "size": 10, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.226Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350095065539, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350065065539, - "size": 56, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350055065539, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 350005065539, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 349985065539, - "size": 89, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350125065539, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350175065539, - "size": 18, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350185065539, - "size": 17, - "orderCount": 2 - }, - { - "priceNanos": 350225065539, - "size": 31, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.256Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048105287, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79998105287, - "size": 58, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.300Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568777, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046432383, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220031432383, - "size": 68, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220061432383, - "size": 58, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220101432383, - "size": 44, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220111432383, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220131432383, - "size": 62, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:10.310Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568778, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678788395328, - "size": 1, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678778395328, - "size": 51, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678738395328, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678728395328, - "size": 48, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878395328, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 1678918395328, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678928395328, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 1678948395328, - "size": 19, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.374Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568779, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79892884507, - "size": 83, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79842884507, - "size": 8, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:10.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077404533, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75057404533, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 75047404533, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 75007404533, - "size": 5, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75097404533, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75147404533, - "size": 24, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75177404533, - "size": 56, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:10.494Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033355012, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988355012, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 74968355012, - "size": 16, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75078355012, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75108355012, - "size": 23, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:10.530Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189742528953, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189747528953, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 189767528953, - "size": 78, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189777528953, - "size": 63, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189807528953, - "size": 6, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189827528953, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.585Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568783, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350045193415, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 350015193415, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350115193415, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 350165193415, - "size": 82, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350195193415, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 350235193415, - "size": 37, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:10.684Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568784, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79913800945, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79873800945, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 79843800945, - "size": 69, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79983800945, - "size": 20, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80033800945, - "size": 50, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80043800945, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 80093800945, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 80143800945, - "size": 85, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:10.696Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948926554, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938926554, - "size": 34, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958926554, - "size": 50, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.714Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953969689, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79903969689, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 79883969689, - "size": 19, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80003969689, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 80013969689, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 80053969689, - "size": 79, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.801Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568787, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189740453404, - "size": 78, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189730453404, - "size": 68, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189720453404, - "size": 91, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189710453404, - "size": 74, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.851Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568788, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823492024119, - "size": 64, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823472024119, - "size": 38, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823422024119, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 4823402024119, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823382024119, - "size": 89, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823592024119, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 4823642024119, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 4823692024119, - "size": 33, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:10.864Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568789, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350033247311, - "size": 84, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350093247311, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350143247311, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 350193247311, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 350233247311, - "size": 50, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.955Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568790, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189832350492, - "size": 4, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189862350492, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:10.970Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349919455285, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349909455285, - "size": 80, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349929455285, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349939455285, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 349979455285, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349989455285, - "size": 27, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:11.039Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568792, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349900372758, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 349880372758, - "size": 1, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349860372758, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349810372758, - "size": 9, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:11.069Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568793, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712354892, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678672354892, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 1678632354892, - "size": 88, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678592354892, - "size": 74, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:11.163Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825713934, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189810713934, - "size": 45, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.189Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086023448, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80071023448, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 80051023448, - "size": 60, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80041023448, - "size": 92, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80101023448, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 80121023448, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80171023448, - "size": 83, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.231Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042053228, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80007053228, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 79977053228, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 79967053228, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 79957053228, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 79927053228, - "size": 16, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80077053228, - "size": 13, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.274Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568797, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350097618830, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350092618830, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 350052618830, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 350042618830, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 349992618830, - "size": 51, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350102618830, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350152618830, - "size": 59, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350162618830, - "size": 67, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:11.365Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568798, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189773051918, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189723051918, - "size": 50, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189843051918, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 189853051918, - "size": 50, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189863051918, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 189873051918, - "size": 23, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.426Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009344653, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974344653, - "size": 50, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75044344653, - "size": 5, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75054344653, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 75094344653, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75114344653, - "size": 22, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75124344653, - "size": 43, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.518Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568800, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952439944, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79902439944, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 79872439944, - "size": 76, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.536Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996794223, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74981794223, - "size": 56, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74951794223, - "size": 12, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75011794223, - "size": 14, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.589Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079579124, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75069579124, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75039579124, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 75009579124, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 74979579124, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74949579124, - "size": 58, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75089579124, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75099579124, - "size": 87, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:11.648Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723834533, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678718834533, - "size": 86, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678678834533, - "size": 70, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678728834533, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 1678738834533, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678788834533, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 1678808834533, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678848834533, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.732Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568804, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823443027425, - "size": 95, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823393027425, - "size": 42, - "orderCount": 3 - }, - { - "priceNanos": 4823353027425, - "size": 74, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823463027425, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 4823513027425, - "size": 67, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.769Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832849284, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189797849284, - "size": 24, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189867849284, - "size": 16, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189887849284, - "size": 57, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189897849284, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.867Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568806, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823450594236, - "size": 41, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823430594236, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823410594236, - "size": 27, - "orderCount": 20 - }, - { - "priceNanos": 4823380594236, - "size": 83, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823330594236, - "size": 44, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823550594236, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823600594236, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 4823640594236, - "size": 89, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823690594236, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 4823730594236, - "size": 47, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:11.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74910726497, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 74880726497, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74830726497, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74810726497, - "size": 87, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74920726497, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 74970726497, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74980726497, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:11.954Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823598622885, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823583622885, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823613622885, - "size": 70, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823633622885, - "size": 33, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823663622885, - "size": 76, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823703622885, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823753622885, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:12.033Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823493894190, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823468894190, - "size": 18, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823518894190, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 4823528894190, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823568894190, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 4823588894190, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 4823638894190, - "size": 96, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:12.099Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096098869, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75071098869, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 75051098869, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75041098869, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 75011098869, - "size": 11, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75121098869, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75141098869, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75151098869, - "size": 18, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.184Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659638072, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189644638072, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 189604638072, - "size": 78, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189674638072, - "size": 52, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189684638072, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 189714638072, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 189754638072, - "size": 69, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.205Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220013247266, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219998247266, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 219968247266, - "size": 95, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220028247266, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 220038247266, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 220088247266, - "size": 89, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:12.233Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568813, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823559732671, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 4823539732671, - "size": 21, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.286Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568814, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220006223464, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 219996223464, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 219986223464, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 219976223464, - "size": 2, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.333Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052037352, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75042037352, - "size": 32, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74992037352, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 74982037352, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 74972037352, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74932037352, - "size": 65, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75062037352, - "size": 95, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75112037352, - "size": 45, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75162037352, - "size": 30, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.348Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707982959, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678737982959, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678777982959, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 1678827982959, - "size": 79, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.435Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568817, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823540521400, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823520521400, - "size": 94, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823510521400, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 4823480521400, - "size": 19, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823620521400, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 4823660521400, - "size": 82, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.445Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009587739, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974587739, - "size": 92, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74954587739, - "size": 9, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75044587739, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 75094587739, - "size": 84, - "orderCount": 14 - }, - { - "priceNanos": 75104587739, - "size": 96, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.479Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061918584, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80056918584, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80046918584, - "size": 84, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80016918584, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 79986918584, - "size": 79, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80066918584, - "size": 37, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.554Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014519184, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75029519184, - "size": 62, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.648Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502046835, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497046835, - "size": 92, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823447046835, - "size": 20, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823507046835, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 4823527046835, - "size": 26, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823547046835, - "size": 24, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823567046835, - "size": 67, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.721Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80000111613, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79975111613, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 79935111613, - "size": 88, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80025111613, - "size": 40, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.774Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189701453307, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189671453307, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 189641453307, - "size": 81, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189731453307, - "size": 89, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189781453307, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189801453307, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 189831453307, - "size": 84, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.793Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678728002955, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678693002955, - "size": 54, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678673002955, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 1678623002955, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678603002955, - "size": 50, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678573002955, - "size": 19, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678763002955, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 1678783002955, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 1678793002955, - "size": 91, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.837Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568825, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823457018901, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432018901, - "size": 25, - "orderCount": 9 - }, - { - "priceNanos": 4823422018901, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 4823372018901, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823332018901, - "size": 60, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823482018901, - "size": 63, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:12.883Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986766396, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79996766396, - "size": 44, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.904Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568827, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428696270, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823393696270, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 4823383696270, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823373696270, - "size": 84, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823343696270, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 4823303696270, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823463696270, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823493696270, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 4823523696270, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 4823563696270, - "size": 26, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.927Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074053404, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80044053404, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 79994053404, - "size": 34, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80104053404, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 80144053404, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 80164053404, - "size": 30, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80184053404, - "size": 73, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:12.973Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568829, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031365847, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75011365847, - "size": 42, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75051365847, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 75091365847, - "size": 98, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.023Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568830, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948243479, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 79938243479, - "size": 30, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.107Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568831, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068955547, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75028955547, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 74978955547, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 74938955547, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 74888955547, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 74838955547, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75108955547, - "size": 10, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75128955547, - "size": 35, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.153Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959059335, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929059335, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 79899059335, - "size": 27, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.188Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568833, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74944209498, - "size": 73, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74924209498, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 74914209498, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 74874209498, - "size": 41, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964209498, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 74984209498, - "size": 56, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75024209498, - "size": 6, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75074209498, - "size": 29, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75104209498, - "size": 59, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:13.204Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033045106, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75018045106, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 75008045106, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 74998045106, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 74978045106, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 74948045106, - "size": 27, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75048045106, - "size": 1, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:13.257Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219904612457, - "size": 89, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219864612457, - "size": 67, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219914612457, - "size": 97, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:13.297Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75070591867, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75045591867, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 75005591867, - "size": 100, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75095591867, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 75145591867, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75175591867, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75205591867, - "size": 53, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.369Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568837, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834869239, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189809869239, - "size": 91, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189769869239, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189739869239, - "size": 38, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189859869239, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 189879869239, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 189909869239, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 189949869239, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189989869239, - "size": 36, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:13.386Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349983029019, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349933029019, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 349903029019, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 349853029019, - "size": 55, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350033029019, - "size": 38, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.448Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020326230, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80010326230, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 79970326230, - "size": 95, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80030326230, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 80060326230, - "size": 95, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80100326230, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.503Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568840, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74980388076, - "size": 85, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74970388076, - "size": 42, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74990388076, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 75000388076, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 75040388076, - "size": 91, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.521Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568841, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922812594, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74877812594, - "size": 13, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74967812594, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 74977812594, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 74997812594, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 75017812594, - "size": 93, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.604Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055340706, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80015340706, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 79985340706, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79955340706, - "size": 74, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095340706, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 80135340706, - "size": 5, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80175340706, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 80185340706, - "size": 16, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80235340706, - "size": 82, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822564835, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678862564835, - "size": 43, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678892564835, - "size": 83, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678912564835, - "size": 3, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.746Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796657856, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678776657856, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 1678726657856, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 1678676657856, - "size": 29, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.829Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568845, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74985168111, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74965168111, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 74945168111, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 74905168111, - "size": 8, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74885168111, - "size": 58, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75055168111, - "size": 80, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75095168111, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 75115168111, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 75155168111, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75205168111, - "size": 31, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:13.881Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988532336, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219948532336, - "size": 13, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219938532336, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 219898532336, - "size": 15, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220028532336, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 220078532336, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 220108532336, - "size": 66, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.946Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74919660907, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74929660907, - "size": 27, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74949660907, - "size": 50, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:13.968Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568848, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927188620, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74907188620, - "size": 89, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74947188620, - "size": 14, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74997188620, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 75037188620, - "size": 27, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75047188620, - "size": 90, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75097188620, - "size": 55, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:13.986Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568849, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79979701024, - "size": 36, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79969701024, - "size": 16, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80039701024, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 80089701024, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 80139701024, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80169701024, - "size": 48, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.011Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072109367, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.108Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048684460, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80008684460, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 79958684460, - "size": 14, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80088684460, - "size": 96, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80118684460, - "size": 91, - "orderCount": 11 - }, - { - "priceNanos": 80128684460, - "size": 63, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80178684460, - "size": 88, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80208684460, - "size": 37, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.200Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568852, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:14.273Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568853, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189805561623, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 189785561623, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189765561623, - "size": 53, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189725561623, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189705561623, - "size": 37, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:14.363Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568854, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923509607, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219973509607, - "size": 36, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219983509607, - "size": 45, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219993509607, - "size": 9, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220033509607, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 220043509607, - "size": 82, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:14.445Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947553581, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79912553581, - "size": 43, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79982553581, - "size": 13, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80002553581, - "size": 34, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.460Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350042755298, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349997755298, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349977755298, - "size": 87, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349937755298, - "size": 87, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350087755298, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 350137755298, - "size": 89, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350167755298, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350187755298, - "size": 82, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:14.501Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442946620, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412946620, - "size": 54, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823472946620, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 4823522946620, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 4823552946620, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 4823572946620, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 4823612946620, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:14.595Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75018741260, - "size": 89, - "orderCount": 3 - }, - { - "priceNanos": 74998741260, - "size": 19, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75088741260, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 75118741260, - "size": 82, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75158741260, - "size": 99, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75188741260, - "size": 97, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75228741260, - "size": 60, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.685Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568859, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081160790, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75061160790, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 75021160790, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 75011160790, - "size": 60, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75101160790, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 75141160790, - "size": 96, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75151160790, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 75201160790, - "size": 67, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75251160790, - "size": 8, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:14.722Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735080883, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189725080883, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 189705080883, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189685080883, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 189645080883, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 189625080883, - "size": 64, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189745080883, - "size": 77, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189775080883, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 189795080883, - "size": 8, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:14.765Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568861, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:14.807Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032441096, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80017441096, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79987441096, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 79977441096, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 79927441096, - "size": 25, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80047441096, - "size": 48, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80087441096, - "size": 81, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:14.890Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590907261, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823550907261, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823520907261, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 4823500907261, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 4823450907261, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 4823410907261, - "size": 10, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823630907261, - "size": 7, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823670907261, - "size": 45, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:14.965Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402653552, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823352653552, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 4823322653552, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 4823282653552, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823272653552, - "size": 39, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823242653552, - "size": 60, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823452653552, - "size": 94, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823502653552, - "size": 80, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823542653552, - "size": 11, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.018Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79938019848, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79888019848, - "size": 9, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79838019848, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79828019848, - "size": 88, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:15.097Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568866, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055668462, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80015668462, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79985668462, - "size": 61, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80095668462, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 80135668462, - "size": 27, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.151Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568867, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349944701583, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349894701583, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 349874701583, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 349844701583, - "size": 2, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350024701583, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 350064701583, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350094701583, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350104701583, - "size": 73, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.231Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013588830, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75003588830, - "size": 64, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75023588830, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75043588830, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 75053588830, - "size": 70, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75073588830, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 75093588830, - "size": 28, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.278Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568869, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.320Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678828957923, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678798957923, - "size": 40, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678788957923, - "size": 55, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678738957923, - "size": 13, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:15.419Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350077009148, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350042009148, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 350002009148, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 349962009148, - "size": 14, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349932009148, - "size": 39, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:15.436Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568872, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79976072844, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.519Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568873, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823463648038, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823423648038, - "size": 59, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823563648038, - "size": 92, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:15.555Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551121087, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823506121087, - "size": 45, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823456121087, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 4823416121087, - "size": 78, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823596121087, - "size": 72, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823616121087, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 4823656121087, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823686121087, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 4823726121087, - "size": 62, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.615Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972500705, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349947500705, - "size": 3, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349917500705, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 349887500705, - "size": 48, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349997500705, - "size": 39, - "orderCount": 20 - }, - { - "priceNanos": 350007500705, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350047500705, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 350057500705, - "size": 9, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:15.708Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219991298764, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219951298764, - "size": 37, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220031298764, - "size": 20, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220041298764, - "size": 38, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220061298764, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 220071298764, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 220081298764, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:15.782Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568877, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453156078, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823413156078, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823373156078, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823363156078, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 4823343156078, - "size": 66, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823303156078, - "size": 27, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823493156078, - "size": 45, - "orderCount": 15 - }, - { - "priceNanos": 4823523156078, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 4823553156078, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 4823583156078, - "size": 70, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.841Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189633958958, - "size": 87, - "orderCount": 14 - }, - { - "priceNanos": 189603958958, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189563958958, - "size": 4, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189533958958, - "size": 56, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189723958958, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 189763958958, - "size": 7, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.862Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000723935, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74960723935, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74920723935, - "size": 72, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75040723935, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75070723935, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75120723935, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75150723935, - "size": 17, - "orderCount": 7 - }, - { - "priceNanos": 75160723935, - "size": 71, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:15.936Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349955344899, - "size": 8, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349915344899, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 349865344899, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 349855344899, - "size": 1, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350025344899, - "size": 57, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:15.948Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978436923, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79928436923, - "size": 56, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:16.047Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729076662, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678719076662, - "size": 6, - "orderCount": 6 - }, - { - "priceNanos": 1678669076662, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 1678649076662, - "size": 38, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.087Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568883, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823521777707, - "size": 100, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823471777707, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823461777707, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 4823451777707, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 4823421777707, - "size": 35, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823561777707, - "size": 89, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823571777707, - "size": 95, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823611777707, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 4823651777707, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 4823671777707, - "size": 74, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:16.131Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189795424451, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189780424451, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189770424451, - "size": 70, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189810424451, - "size": 21, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189840424451, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189890424451, - "size": 68, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.219Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020447364, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75040447364, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 75070447364, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75100447364, - "size": 58, - "orderCount": 3 - }, - { - "priceNanos": 75140447364, - "size": 6, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.258Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189661018664, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189616018664, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189596018664, - "size": 60, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189706018664, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 189736018664, - "size": 76, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.358Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568887, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189720193469, - "size": 9, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189820193469, - "size": 55, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.434Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75018361071, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74973361071, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74963361071, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 74913361071, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 74863361071, - "size": 79, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75063361071, - "size": 16, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:16.451Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350055989886, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350045989886, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 350015989886, - "size": 25, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350065989886, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350095989886, - "size": 39, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.533Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79971474648, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80001474648, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 80031474648, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80051474648, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 80091474648, - "size": 23, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.543Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568891, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79917724320, - "size": 67, - "orderCount": 15 - }, - { - "priceNanos": 79877724320, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79867724320, - "size": 11, - "orderCount": 16 - }, - { - "priceNanos": 79837724320, - "size": 48, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79957724320, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 79977724320, - "size": 68, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.599Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568892, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79910635471, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 79890635471, - "size": 87, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79860635471, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 79850635471, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 79830635471, - "size": 59, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 79980635471, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80030635471, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 80050635471, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:16.621Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471106677, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:16.672Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189784115916, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189734115916, - "size": 96, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189834115916, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 189874115916, - "size": 26, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.688Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568895, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189761081420, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 189751081420, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 189721081420, - "size": 67, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189801081420, - "size": 71, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189851081420, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189891081420, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 189901081420, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189941081420, - "size": 57, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.707Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568896, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189710057838, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 189700057838, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 189660057838, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 189610057838, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 189560057838, - "size": 62, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189790057838, - "size": 24, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189800057838, - "size": 79, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189820057838, - "size": 71, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.721Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823570883811, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823545883811, - "size": 6, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823525883811, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 4823505883811, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 4823485883811, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823445883811, - "size": 1, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823595883811, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823635883811, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823645883811, - "size": 31, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823655883811, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 4823705883811, - "size": 71, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.783Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546113362, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823566113362, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 4823586113362, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823616113362, - "size": 47, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823666113362, - "size": 66, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.809Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568899, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80121331288, - "size": 25, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:16.866Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568900, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219959840739, - "size": 61, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220049840739, - "size": 8, - "orderCount": 4 - }, - { - "priceNanos": 220079840739, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 220129840739, - "size": 28, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:16.891Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063511895, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80013511895, - "size": 32, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79963511895, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79943511895, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 79903511895, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 79893511895, - "size": 87, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80113511895, - "size": 13, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:16.984Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568902, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678853303427, - "size": 88, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678863303427, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 1678903303427, - "size": 34, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:17.044Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568903, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823577174313, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 4823567174313, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 4823527174313, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823507174313, - "size": 53, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:17.140Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568298561, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823553298561, - "size": 25, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823583298561, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823603298561, - "size": 89, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:17.170Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220087868771, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220037868771, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 219997868771, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 219987868771, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 219957868771, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220137868771, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 220177868771, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 220217868771, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 220247868771, - "size": 3, - "orderCount": 10 - }, - { - "priceNanos": 220267868771, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:17.205Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189745990392, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189700990392, - "size": 85, - "orderCount": 15 - }, - { - "priceNanos": 189650990392, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189620990392, - "size": 37, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189610990392, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189590990392, - "size": 70, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189790990392, - "size": 16, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189840990392, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189890990392, - "size": 62, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:17.234Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479030716, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823519030716, - "size": 18, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823539030716, - "size": 77, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823579030716, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 4823629030716, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823639030716, - "size": 72, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:17.317Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019041514, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80054041514, - "size": 68, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80074041514, - "size": 97, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:17.369Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782977474, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678747977474, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 1678737977474, - "size": 55, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678717977474, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 1678687977474, - "size": 52, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678657977474, - "size": 69, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678817977474, - "size": 58, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678847977474, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 1678857977474, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 1678897977474, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678927977474, - "size": 51, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:17.417Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678852246409, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678807246409, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678767246409, - "size": 79, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678897246409, - "size": 62, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678947246409, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 1678987246409, - "size": 79, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:17.456Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350076251460, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350041251460, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349991251460, - "size": 33, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350111251460, - "size": 53, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350131251460, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 350141251460, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350161251460, - "size": 90, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:17.528Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568912, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350008323514, - "size": 95, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:17.610Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415230625, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823370230625, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 4823360230625, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 4823320230625, - "size": 35, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823460230625, - "size": 84, - "orderCount": 10 - }, - { - "priceNanos": 4823470230625, - "size": 51, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823480230625, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823490230625, - "size": 21, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:17.682Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568914, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823369174977, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823339174977, - "size": 75, - "orderCount": 3 - }, - { - "priceNanos": 4823289174977, - "size": 83, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823439174977, - "size": 76, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823449174977, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823489174977, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823539174977, - "size": 30, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:17.741Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837711924, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812711924, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 1678762711924, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678742711924, - "size": 45, - "orderCount": 19 - }, - { - "priceNanos": 1678732711924, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678692711924, - "size": 63, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862711924, - "size": 50, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:17.829Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823421936375, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823406936375, - "size": 100, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823436936375, - "size": 7, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823456936375, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 4823496936375, - "size": 91, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823526936375, - "size": 8, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:17.884Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220001851312, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219981851312, - "size": 89, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219971851312, - "size": 73, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220081851312, - "size": 64, - "orderCount": 19 - }, - { - "priceNanos": 220121851312, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:17.906Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219946871766, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219916871766, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 219906871766, - "size": 3, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219976871766, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 220026871766, - "size": 87, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220056871766, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 220076871766, - "size": 74, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:17.957Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568919, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220059133853, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 220009133853, - "size": 38, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219959133853, - "size": 81, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219909133853, - "size": 52, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220139133853, - "size": 26, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:17.997Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915480724, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79945480724, - "size": 99, - "orderCount": 13 - }, - { - "priceNanos": 79985480724, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80035480724, - "size": 22, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:18.076Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542101081, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823512101081, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 4823502101081, - "size": 83, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823452101081, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 4823442101081, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823422101081, - "size": 67, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572101081, - "size": 20, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823612101081, - "size": 50, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:18.133Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568922, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678701293616, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678751293616, - "size": 3, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678781293616, - "size": 16, - "orderCount": 5 - }, - { - "priceNanos": 1678821293616, - "size": 89, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:18.205Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568923, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350064722202, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.286Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568924, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79932450641, - "size": 54, - "orderCount": 3 - }, - { - "priceNanos": 79902450641, - "size": 32, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79942450641, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 79952450641, - "size": 88, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79962450641, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 79972450641, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 79982450641, - "size": 51, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:18.335Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075904852, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75040904852, - "size": 14, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75030904852, - "size": 74, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74990904852, - "size": 82, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75110904852, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 75130904852, - "size": 67, - "orderCount": 14 - }, - { - "priceNanos": 75180904852, - "size": 12, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.402Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071331372, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75031331372, - "size": 68, - "orderCount": 3 - }, - { - "priceNanos": 74981331372, - "size": 55, - "orderCount": 20 - }, - { - "priceNanos": 74941331372, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 74921331372, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74871331372, - "size": 10, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75111331372, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75131331372, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 75181331372, - "size": 57, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75221331372, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 75241331372, - "size": 18, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.502Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568927, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79960638715, - "size": 82, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79930638715, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79920638715, - "size": 77, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80060638715, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 80110638715, - "size": 98, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.547Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859112335, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678829112335, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 1678799112335, - "size": 52, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678779112335, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 1678759112335, - "size": 6, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678889112335, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 1678909112335, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 1678919112335, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678929112335, - "size": 17, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:18.564Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189684260584, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189639260584, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 189599260584, - "size": 77, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189729260584, - "size": 13, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.659Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568930, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823577361990, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823567361990, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 4823547361990, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 4823527361990, - "size": 42, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823497361990, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 4823447361990, - "size": 15, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823587361990, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 4823607361990, - "size": 83, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.753Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568931, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477858713, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823457858713, - "size": 87, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823447858713, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 4823397858713, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823377858713, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823337858713, - "size": 14, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823497858713, - "size": 74, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823517858713, - "size": 66, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823527858713, - "size": 58, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823577858713, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 4823617858713, - "size": 19, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:18.846Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568932, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80056128616, - "size": 87, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80136128616, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80186128616, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:18.928Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761890109, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678741890109, - "size": 75, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678701890109, - "size": 100, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678651890109, - "size": 78, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781890109, - "size": 44, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.025Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020433080, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74970433080, - "size": 77, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74940433080, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74900433080, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74880433080, - "size": 95, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75070433080, - "size": 84, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75080433080, - "size": 93, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75130433080, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75160433080, - "size": 89, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75210433080, - "size": 31, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.104Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189840772441, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189805772441, - "size": 67, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189785772441, - "size": 16, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:19.162Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568936, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823962774, - "size": 68, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.182Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456724812, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823436724812, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 4823406724812, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 4823356724812, - "size": 4, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823476724812, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 4823516724812, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 4823566724812, - "size": 32, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:19.208Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764846113, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678734846113, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678684846113, - "size": 93, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678634846113, - "size": 46, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678604846113, - "size": 65, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678794846113, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 1678824846113, - "size": 56, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:19.278Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568939, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562750686, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823552750686, - "size": 76, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823522750686, - "size": 87, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823612750686, - "size": 57, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823652750686, - "size": 30, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823702750686, - "size": 67, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:19.356Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568940, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774506300, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678764506300, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 1678754506300, - "size": 94, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678784506300, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678804506300, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 1678814506300, - "size": 65, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678834506300, - "size": 73, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.456Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678792314166, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678767314166, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678727314166, - "size": 63, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678707314166, - "size": 69, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678687314166, - "size": 44, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.508Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568942, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220066245064, - "size": 56, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220046245064, - "size": 17, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220036245064, - "size": 1, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219996245064, - "size": 24, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219976245064, - "size": 75, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220096245064, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 220116245064, - "size": 2, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.551Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036587009, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75016587009, - "size": 22, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74976587009, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74936587009, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 74916587009, - "size": 45, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75056587009, - "size": 52, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75096587009, - "size": 72, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75126587009, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.646Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594120392, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823589120392, - "size": 54, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823559120392, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823549120392, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599120392, - "size": 32, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:19.720Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220028062007, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219978062007, - "size": 76, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219948062007, - "size": 91, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219938062007, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219898062007, - "size": 53, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220078062007, - "size": 89, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220108062007, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 220138062007, - "size": 45, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:19.751Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749329608, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678704329608, - "size": 74, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678694329608, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 1678674329608, - "size": 81, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678624329608, - "size": 29, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678594329608, - "size": 58, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678794329608, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678844329608, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:19.829Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913615094, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219868615094, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219828615094, - "size": 8, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219958615094, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 219978615094, - "size": 44, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220008615094, - "size": 95, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.885Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030733607, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75010733607, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74960733607, - "size": 45, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74950733607, - "size": 73, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75050733607, - "size": 38, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:19.954Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059323310, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009323310, - "size": 2, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74979323310, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74959323310, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74919323310, - "size": 69, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75109323310, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 75149323310, - "size": 51, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75199323310, - "size": 51, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:19.991Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568950, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823496493652, - "size": 52, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823526493652, - "size": 2, - "orderCount": 5 - }, - { - "priceNanos": 4823546493652, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823556493652, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823606493652, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823636493652, - "size": 33, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.014Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568951, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998248754, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79963248754, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 79913248754, - "size": 98, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79903248754, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 79853248754, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79823248754, - "size": 100, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80033248754, - "size": 35, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80063248754, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 80113248754, - "size": 34, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.046Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189769746988, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189819746988, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 189849746988, - "size": 10, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.070Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189687865292, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189662865292, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189622865292, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189602865292, - "size": 96, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189582865292, - "size": 14, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.095Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810509045, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189775509045, - "size": 72, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189725509045, - "size": 77, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189685509045, - "size": 77, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189845509045, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 189855509045, - "size": 32, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189885509045, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189895509045, - "size": 42, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.154Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721408676, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678701408676, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 1678671408676, - "size": 90, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678641408676, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 1678631408676, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 1678591408676, - "size": 16, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678741408676, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678761408676, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678781408676, - "size": 82, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678811408676, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678861408676, - "size": 15, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.194Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972280762, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79977280762, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 79987280762, - "size": 33, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80007280762, - "size": 19, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.235Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568957, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678736802705, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 1678786802705, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678836802705, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 1678846802705, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678856802705, - "size": 65, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.250Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80028258522, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80023258522, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80003258522, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 79963258522, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 79933258522, - "size": 75, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80033258522, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 80053258522, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 80103258522, - "size": 85, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:20.265Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568959, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189750821729, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 189740821729, - "size": 18, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189790821729, - "size": 29, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189840821729, - "size": 17, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.337Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568960, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219946434745, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 219936434745, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219886434745, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219876434745, - "size": 8, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219996434745, - "size": 18, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220006434745, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220046434745, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 220066434745, - "size": 50, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220076434745, - "size": 70, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.403Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568961, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79920325049, - "size": 58, - "orderCount": 6 - }, - { - "priceNanos": 79910325049, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 79860325049, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 79830325049, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 79820325049, - "size": 94, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.424Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823474844082, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823469844082, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 4823449844082, - "size": 100, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823479844082, - "size": 68, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823509844082, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 4823549844082, - "size": 26, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568963, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79893213245, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 79843213245, - "size": 37, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79803213245, - "size": 57, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79913213245, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79923213245, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 79943213245, - "size": 88, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79963213245, - "size": 93, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.542Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927782360, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74897782360, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 74857782360, - "size": 57, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74807782360, - "size": 38, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74957782360, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74967782360, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75007782360, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 75047782360, - "size": 61, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75077782360, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:20.615Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568965, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932405548, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74912405548, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74892405548, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 74862405548, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 74832405548, - "size": 71, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74952405548, - "size": 73, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74962405548, - "size": 2, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75002405548, - "size": 66, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:20.657Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189775243026, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189745243026, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 189705243026, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 189665243026, - "size": 20, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189625243026, - "size": 59, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189605243026, - "size": 10, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189805243026, - "size": 75, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189825243026, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 189865243026, - "size": 10, - "orderCount": 10 - }, - { - "priceNanos": 189885243026, - "size": 67, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:20.743Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956764020, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75006764020, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 75036764020, - "size": 77, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.762Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919435660, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:20.773Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568969, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74954361996, - "size": 85, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.814Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79910182035, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79860182035, - "size": 95, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 79960182035, - "size": 16, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.852Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568971, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220045331441, - "size": 10, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220015331441, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 219965331441, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 219935331441, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 219885331441, - "size": 79, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220115331441, - "size": 39, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220165331441, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220205331441, - "size": 78, - "orderCount": 14 - }, - { - "priceNanos": 220215331441, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220255331441, - "size": 51, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.930Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492379094, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823472379094, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 4823462379094, - "size": 51, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823422379094, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 4823372379094, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 4823322379094, - "size": 19, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823512379094, - "size": 77, - "orderCount": 15 - }, - { - "priceNanos": 4823522379094, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 4823552379094, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 4823562379094, - "size": 17, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:20.968Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568973, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802931376, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678762931376, - "size": 27, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678732931376, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 1678722931376, - "size": 70, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678872931376, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 1678902931376, - "size": 14, - "orderCount": 18 - }, - { - "priceNanos": 1678942931376, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678982931376, - "size": 40, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1679032931376, - "size": 85, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:21.011Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568974, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189691488545, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 189641488545, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 189631488545, - "size": 13, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189591488545, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 189551488545, - "size": 80, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.078Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568975, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220054734978, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 220004734978, - "size": 75, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219954734978, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 219914734978, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219864734978, - "size": 75, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220104734978, - "size": 33, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220144734978, - "size": 78, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:21.091Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825117547, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678805117547, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 1678795117547, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 1678785117547, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 1678755117547, - "size": 68, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678845117547, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 1678855117547, - "size": 18, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:21.149Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568977, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80038756084, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 80008756084, - "size": 61, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79998756084, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 79988756084, - "size": 2, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80078756084, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80118756084, - "size": 32, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80148756084, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80158756084, - "size": 56, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:21.204Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984568978, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220081558948, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220066558948, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220046558948, - "size": 37, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220036558948, - "size": 39, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220096558948, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220106558948, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 220136558948, - "size": 94, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220186558948, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 220236558948, - "size": 75, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.228Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568979, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823480369489, - "size": 79, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823440369489, - "size": 5, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823550369489, - "size": 42, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:21.248Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568980, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349900885029, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349935885029, - "size": 56, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 349975885029, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350015885029, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 350065885029, - "size": 43, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.270Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350014038301, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350024038301, - "size": 63, - "orderCount": 6 - }, - { - "priceNanos": 350034038301, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 350054038301, - "size": 43, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350094038301, - "size": 21, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.294Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534337143, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823529337143, - "size": 43, - "orderCount": 18 - }, - { - "priceNanos": 4823499337143, - "size": 93, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539337143, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823549337143, - "size": 86, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.318Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568983, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678885603933, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 1678905603933, - "size": 78, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678945603933, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 1678955603933, - "size": 73, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.407Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189660695381, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189645695381, - "size": 38, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189615695381, - "size": 7, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189675695381, - "size": 71, - "orderCount": 16 - }, - { - "priceNanos": 189695695381, - "size": 2, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189745695381, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 189775695381, - "size": 78, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:21.429Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703009783, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678668009783, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 1678628009783, - "size": 44, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678738009783, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678778009783, - "size": 85, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678808009783, - "size": 66, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.508Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927827690, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349977827690, - "size": 23, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:21.562Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568987, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74928469629, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 74898469629, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 74858469629, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 74838469629, - "size": 17, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74808469629, - "size": 47, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74968469629, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 75008469629, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 75048469629, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 75088469629, - "size": 95, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.620Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539091433, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823509091433, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 4823489091433, - "size": 26, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823569091433, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 4823599091433, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823619091433, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823629091433, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 4823639091433, - "size": 3, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.713Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984568989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74933428179, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74883428179, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74873428179, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 74853428179, - "size": 77, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74983428179, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75033428179, - "size": 59, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.752Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678881424455, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678861424455, - "size": 41, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678841424455, - "size": 67, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678811424455, - "size": 27, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678791424455, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 1678761424455, - "size": 45, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678901424455, - "size": 32, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:21.796Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984568991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003547565, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79998547565, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 79978547565, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 79928547565, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 79918547565, - "size": 97, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80008547565, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 80028547565, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 80058547565, - "size": 50, - "orderCount": 14 - }, - { - "priceNanos": 80088547565, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 80138547565, - "size": 31, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:21.884Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972308434, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349992308434, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 350022308434, - "size": 36, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:21.917Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568993, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678765735840, - "size": 88, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678815735840, - "size": 64, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:22.017Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568994, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823365745805, - "size": 11, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823335745805, - "size": 39, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823465745805, - "size": 27, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:22.107Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568995, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823428081557, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 4823408081557, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 4823398081557, - "size": 27, - "orderCount": 11 - }, - { - "priceNanos": 4823388081557, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823358081557, - "size": 82, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823498081557, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 4823518081557, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 4823528081557, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823538081557, - "size": 22, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.140Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984568996, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823616407660, - "size": 64, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823666407660, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 4823686407660, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:22.218Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984568997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958513786, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349923513786, - "size": 93, - "orderCount": 7 - }, - { - "priceNanos": 349873513786, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 349853513786, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 349813513786, - "size": 13, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349993513786, - "size": 76, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350013513786, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 350023513786, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 350073513786, - "size": 12, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350103513786, - "size": 69, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:22.253Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984568998, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678782185638, - "size": 43, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678762185638, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 1678712185638, - "size": 46, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678862185638, - "size": 92, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.337Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984568999, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189604265118, - "size": 80, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189574265118, - "size": 12, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189704265118, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189744265118, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 189784265118, - "size": 66, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.362Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569000, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220059594082, - "size": 56, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220019594082, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 219999594082, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 219949594082, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 219909594082, - "size": 68, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220069594082, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 220089594082, - "size": 14, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:22.445Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569001, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678758516151, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678738516151, - "size": 18, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678688516151, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 1678638516151, - "size": 70, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778516151, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678828516151, - "size": 96, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.527Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569002, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823404259594, - "size": 35, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823444259594, - "size": 54, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:22.589Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436224326, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411224326, - "size": 37, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823401224326, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 4823381224326, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 4823331224326, - "size": 96, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823461224326, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823511224326, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 4823561224326, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 4823581224326, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 4823591224326, - "size": 68, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.654Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569004, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768977835, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189778977835, - "size": 95, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.672Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569005, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220053252413, - "size": 21, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220073252413, - "size": 28, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:22.757Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569006, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018563199, - "size": 32, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79988563199, - "size": 87, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79968563199, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 79948563199, - "size": 84, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80078563199, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 80098563199, - "size": 38, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.834Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569007, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189708213035, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189658213035, - "size": 78, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189608213035, - "size": 45, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738213035, - "size": 65, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.854Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569008, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016730632, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79966730632, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 79946730632, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79936730632, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79886730632, - "size": 15, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80066730632, - "size": 91, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:22.897Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569009, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:22.912Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569010, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099467398, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75144467398, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 75164467398, - "size": 28, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:22.924Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569011, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350046171824, - "size": 29, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350036171824, - "size": 7, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350086171824, - "size": 55, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:22.975Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997989536, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952989536, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 74902989536, - "size": 33, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75042989536, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 75062989536, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 75102989536, - "size": 87, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.039Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678875119219, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678850119219, - "size": 92, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678800119219, - "size": 59, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678900119219, - "size": 60, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678940119219, - "size": 9, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678960119219, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 1679010119219, - "size": 21, - "orderCount": 3 - }, - { - "priceNanos": 1679040119219, - "size": 55, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.109Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189833165101, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189818165101, - "size": 56, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189848165101, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 189888165101, - "size": 71, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:23.172Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569015, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189685400366, - "size": 46, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189635400366, - "size": 57, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189735400366, - "size": 8, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189765400366, - "size": 77, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.237Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935351592, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79920351592, - "size": 56, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79890351592, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 79870351592, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79830351592, - "size": 79, - "orderCount": 7 - }, - { - "priceNanos": 79790351592, - "size": 27, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79950351592, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 80000351592, - "size": 55, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80050351592, - "size": 10, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:23.335Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219986339301, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220006339301, - "size": 16, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220046339301, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 220096339301, - "size": 60, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:23.355Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961402742, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74956402742, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74926402742, - "size": 51, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74896402742, - "size": 69, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74846402742, - "size": 37, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74966402742, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 74986402742, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 75026402742, - "size": 87, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75066402742, - "size": 29, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.420Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80033180871, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80063180871, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 80073180871, - "size": 87, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.439Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79923716054, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79888716054, - "size": 15, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79848716054, - "size": 65, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79958716054, - "size": 74, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:23.537Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405007791, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823390007791, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 4823340007791, - "size": 54, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823420007791, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 4823440007791, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 4823490007791, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 4823510007791, - "size": 50, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.606Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569022, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74861692585, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74951692585, - "size": 21, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:23.655Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220007026889, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219962026889, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 219912026889, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219872026889, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219822026889, - "size": 22, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220052026889, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 220092026889, - "size": 20, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220132026889, - "size": 63, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220152026889, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 220192026889, - "size": 37, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.687Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082967046, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80042967046, - "size": 75, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80012967046, - "size": 31, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80122967046, - "size": 61, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:23.751Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80083653428, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80073653428, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 80033653428, - "size": 39, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79993653428, - "size": 24, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80093653428, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 80123653428, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 80133653428, - "size": 8, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80183653428, - "size": 63, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80233653428, - "size": 93, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.825Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790639389, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189800639389, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189840639389, - "size": 53, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:23.885Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884893280, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:23.972Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802983692, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678777983692, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 1678727983692, - "size": 8, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678827983692, - "size": 17, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678867983692, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 1678917983692, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 1678927983692, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 1678947983692, - "size": 65, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:24.000Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75074663310, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75064663310, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75044663310, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 75024663310, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 74974663310, - "size": 31, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.035Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569030, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79903276390, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 79873276390, - "size": 19, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79953276390, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 80003276390, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 80043276390, - "size": 7, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80073276390, - "size": 15, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.108Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80051306165, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80016306165, - "size": 66, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80086306165, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80136306165, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 80176306165, - "size": 20, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.166Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569032, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219997497524, - "size": 73, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219987497524, - "size": 81, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220077497524, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 220097497524, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 220107497524, - "size": 45, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220147497524, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220167497524, - "size": 75, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:24.194Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527081726, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823517081726, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823487081726, - "size": 56, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823477081726, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 4823447081726, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823417081726, - "size": 30, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823537081726, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 4823587081726, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823627081726, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 4823677081726, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823717081726, - "size": 71, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.287Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428696175, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823383696175, - "size": 73, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823343696175, - "size": 10, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823473696175, - "size": 92, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823503696175, - "size": 14, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.378Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75053564254, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75038564254, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 74988564254, - "size": 81, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74938564254, - "size": 39, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74928564254, - "size": 69, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74898564254, - "size": 91, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75068564254, - "size": 68, - "orderCount": 3 - }, - { - "priceNanos": 75078564254, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 75098564254, - "size": 83, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.433Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220011952223, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220001952223, - "size": 63, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219971952223, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219951952223, - "size": 10, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:24.463Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569037, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189706082092, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 189686082092, - "size": 11, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189726082092, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 189776082092, - "size": 67, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:24.524Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80098717651, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80083717651, - "size": 76, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 80063717651, - "size": 56, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 80013717651, - "size": 18, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79963717651, - "size": 95, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79943717651, - "size": 92, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80113717651, - "size": 81, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80153717651, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 80163717651, - "size": 6, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.548Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569039, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219964400898, - "size": 7, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220054400898, - "size": 40, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220084400898, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 220094400898, - "size": 11, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:24.641Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569040, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823378414723, - "size": 37, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823458414723, - "size": 48, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823498414723, - "size": 100, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823528414723, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 4823578414723, - "size": 58, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823588414723, - "size": 60, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.688Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796099364, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678841099364, - "size": 80, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678851099364, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678861099364, - "size": 58, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678891099364, - "size": 57, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:24.727Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569042, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678834581586, - "size": 96, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678814581586, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 1678794581586, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 1678784581586, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 1678734581586, - "size": 78, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678904581586, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 1678944581586, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678954581586, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1679004581586, - "size": 30, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.824Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569043, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219940654068, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 219900654068, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 219850654068, - "size": 8, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219960654068, - "size": 45, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 219990654068, - "size": 84, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.868Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091646905, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80041646905, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80011646905, - "size": 97, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79991646905, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 79941646905, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79911646905, - "size": 26, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80141646905, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80171646905, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 80181646905, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80231646905, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 80251646905, - "size": 46, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:24.928Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569045, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991932490, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74951932490, - "size": 8, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74941932490, - "size": 50, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74891932490, - "size": 80, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74841932490, - "size": 83, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74831932490, - "size": 100, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75031932490, - "size": 26, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:24.961Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350079328362, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350069328362, - "size": 44, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 350049328362, - "size": 53, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.013Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220071514037, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220031514037, - "size": 38, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219981514037, - "size": 23, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220111514037, - "size": 13, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.095Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594558136, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823574558136, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 4823524558136, - "size": 36, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823474558136, - "size": 31, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823444558136, - "size": 18, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823404558136, - "size": 30, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823614558136, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823644558136, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823654558136, - "size": 61, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:25.179Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569049, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823523731263, - "size": 92, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823493731263, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823463731263, - "size": 90, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823573731263, - "size": 57, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823613731263, - "size": 2, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823633731263, - "size": 95, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:25.245Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569050, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823456049201, - "size": 79, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823506049201, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 4823536049201, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 4823586049201, - "size": 92, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823596049201, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823636049201, - "size": 1, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:25.333Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569051, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79895466229, - "size": 62, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79875466229, - "size": 59, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79915466229, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79925466229, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 79945466229, - "size": 24, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.388Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79924494036, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79894494036, - "size": 39, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79874494036, - "size": 75, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79844494036, - "size": 56, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79954494036, - "size": 64, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.451Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969225165, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349989225165, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350039225165, - "size": 5, - "orderCount": 9 - }, - { - "priceNanos": 350089225165, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 350139225165, - "size": 9, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:25.491Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569054, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823545225158, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823505225158, - "size": 26, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823605225158, - "size": 32, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.540Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569055, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79982290957, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 80012290957, - "size": 33, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.585Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80029450188, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79979450188, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79949450188, - "size": 58, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80079450188, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 80089450188, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 80109450188, - "size": 23, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80149450188, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 80199450188, - "size": 20, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.599Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038760718, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349988760718, - "size": 52, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349968760718, - "size": 31, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350088760718, - "size": 93, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350098760718, - "size": 94, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350138760718, - "size": 100, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350158760718, - "size": 24, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:25.642Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569058, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80027742304, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 80007742304, - "size": 99, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80047742304, - "size": 93, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80097742304, - "size": 92, - "orderCount": 1 - }, - { - "priceNanos": 80117742304, - "size": 28, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80137742304, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 80167742304, - "size": 59, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:25.730Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569059, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189688390733, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189668390733, - "size": 45, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189708390733, - "size": 32, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189728390733, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 189748390733, - "size": 63, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.813Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003195183, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219953195183, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 219933195183, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 219913195183, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 219893195183, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 219843195183, - "size": 87, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.874Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569061, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189629588011, - "size": 13, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189679588011, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 189729588011, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 189749588011, - "size": 60, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:25.936Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349949100301, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349979100301, - "size": 20, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.004Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80029958239, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79994958239, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 79974958239, - "size": 1, - "orderCount": 14 - }, - { - "priceNanos": 79964958239, - "size": 93, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80064958239, - "size": 81, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.020Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832726046, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189812726046, - "size": 46, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189852726046, - "size": 42, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:26.093Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220028944606, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219983944606, - "size": 36, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.192Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678896695767, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678876695767, - "size": 70, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678916695767, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 1678946695767, - "size": 50, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678996695767, - "size": 80, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679026695767, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1679076695767, - "size": 45, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:26.236Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220025241013, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 220015241013, - "size": 60, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220125241013, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220135241013, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220185241013, - "size": 58, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.263Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569068, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678766386025, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 1678736386025, - "size": 8, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678706386025, - "size": 3, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678656386025, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678626386025, - "size": 93, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678786386025, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678806386025, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 1678846386025, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 1678866386025, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 1678916386025, - "size": 45, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:26.347Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569069, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75035940102, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75025940102, - "size": 98, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75045940102, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 75075940102, - "size": 66, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75085940102, - "size": 44, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75105940102, - "size": 63, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75125940102, - "size": 16, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.402Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569070, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189760821215, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189755821215, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 189725821215, - "size": 70, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.441Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823593383852, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823553383852, - "size": 82, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823523383852, - "size": 83, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823503383852, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823473383852, - "size": 5, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823633383852, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 4823663383852, - "size": 42, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:26.456Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986536829, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79996536829, - "size": 45, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:26.498Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219964456340, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219949456340, - "size": 79, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219979456340, - "size": 3, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 219999456340, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 220049456340, - "size": 51, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220079456340, - "size": 12, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.597Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569074, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835017359, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678825017359, - "size": 46, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678815017359, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 1678765017359, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 1678745017359, - "size": 54, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845017359, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678895017359, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 1678905017359, - "size": 39, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.644Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569075, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79936535069, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 79926535069, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 79906535069, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80006535069, - "size": 98, - "orderCount": 1 - }, - { - "priceNanos": 80056535069, - "size": 1, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:26.743Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74934108806, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74914108806, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74864108806, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74824108806, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 74794108806, - "size": 8, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74954108806, - "size": 4, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:26.830Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569077, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80116727115, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 80146727115, - "size": 83, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80156727115, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 80196727115, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 80246727115, - "size": 2, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:26.920Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557563711, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823572563711, - "size": 77, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.017Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056512471, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220021512471, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219991512471, - "size": 69, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220091512471, - "size": 43, - "orderCount": 16 - }, - { - "priceNanos": 220101512471, - "size": 17, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220121512471, - "size": 4, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220161512471, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 220211512471, - "size": 93, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.087Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569080, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75041636219, - "size": 100, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75091636219, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75121636219, - "size": 100, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.126Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569081, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823437449116, - "size": 39, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823457449116, - "size": 78, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:27.173Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032381577, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80012381577, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 80002381577, - "size": 29, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79952381577, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 79942381577, - "size": 71, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80052381577, - "size": 39, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.232Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049685048, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75014685048, - "size": 94, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75084685048, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 75104685048, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 75114685048, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 75154685048, - "size": 96, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:27.303Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569084, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80088703241, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80078703241, - "size": 95, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80098703241, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80118703241, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 80148703241, - "size": 51, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:27.334Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219980856705, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219950856705, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 219920856705, - "size": 30, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220010856705, - "size": 96, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220060856705, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 220090856705, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220140856705, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220150856705, - "size": 32, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:27.384Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544368995, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823494368995, - "size": 84, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823474368995, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823464368995, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 4823434368995, - "size": 71, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594368995, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 4823634368995, - "size": 84, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.446Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74977006487, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74947006487, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 74937006487, - "size": 46, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75007006487, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 75017006487, - "size": 20, - "orderCount": 1 - }, - { - "priceNanos": 75037006487, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 75087006487, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 75127006487, - "size": 83, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.493Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569088, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:27.531Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959372874, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74989372874, - "size": 41, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75009372874, - "size": 75, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.617Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349954080922, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349944080922, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 349904080922, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 349894080922, - "size": 39, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349964080922, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 349974080922, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350004080922, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 350014080922, - "size": 100, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:27.647Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569091, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219969248873, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219929248873, - "size": 51, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219919248873, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 219889248873, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 219869248873, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219829248873, - "size": 53, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:27.734Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75041792122, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 75031792122, - "size": 87, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75001792122, - "size": 26, - "orderCount": 17 - }, - { - "priceNanos": 74991792122, - "size": 100, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75051792122, - "size": 72, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75101792122, - "size": 57, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75151792122, - "size": 80, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75161792122, - "size": 99, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.756Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569093, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678690352224, - "size": 57, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678670352224, - "size": 55, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678620352224, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 1678600352224, - "size": 5, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678780352224, - "size": 20, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678810352224, - "size": 23, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678840352224, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678890352224, - "size": 72, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.824Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569094, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.916Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569095, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189657196689, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 189617196689, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 189607196689, - "size": 99, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189717196689, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 189767196689, - "size": 81, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189817196689, - "size": 59, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:27.928Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569096, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350036502974, - "size": 54, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349996502974, - "size": 93, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349986502974, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 349946502974, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 349916502974, - "size": 23, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350126502974, - "size": 65, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:27.978Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036235444, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80021235444, - "size": 76, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79981235444, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 79931235444, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 79921235444, - "size": 69, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79881235444, - "size": 46, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80051235444, - "size": 3, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.075Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823484388781, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823499388781, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 4823509388781, - "size": 21, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.114Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795239281, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678770239281, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 1678740239281, - "size": 40, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:28.184Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569100, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036227769, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79986227769, - "size": 46, - "orderCount": 4 - }, - { - "priceNanos": 79946227769, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 79936227769, - "size": 69, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79916227769, - "size": 26, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80086227769, - "size": 28, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80116227769, - "size": 78, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.246Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569101, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219966843314, - "size": 8, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.292Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569102, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823468816809, - "size": 44, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823538816809, - "size": 27, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823558816809, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823588816809, - "size": 21, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:28.345Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74974749513, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74964749513, - "size": 77, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74954749513, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74984749513, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 75004749513, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 75014749513, - "size": 64, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:28.405Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969699887, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79919699887, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 79899699887, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 79849699887, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 79799699887, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79779699887, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80019699887, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80069699887, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 80109699887, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 80159699887, - "size": 19, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:28.492Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569105, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74951865378, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74991865378, - "size": 74, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.536Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499214965, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823454214965, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 4823424214965, - "size": 80, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823384214965, - "size": 92, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823354214965, - "size": 51, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823324214965, - "size": 87, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823544214965, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823594214965, - "size": 90, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.610Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812804831, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678832804831, - "size": 3, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:28.688Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471526802, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823516526802, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 4823556526802, - "size": 94, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.748Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429572101, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823379572101, - "size": 2, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.821Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569110, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75066741071, - "size": 88, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75086741071, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 75126741071, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75156741071, - "size": 5, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:28.839Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823411405096, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823401405096, - "size": 61, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823421405096, - "size": 22, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823431405096, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 4823461405096, - "size": 68, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823511405096, - "size": 59, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:28.901Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74947199074, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74972199074, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 74982199074, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 75002199074, - "size": 16, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:28.966Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678700061690, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678690061690, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 1678640061690, - "size": 20, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678620061690, - "size": 90, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678590061690, - "size": 21, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678710061690, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 1678760061690, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 1678790061690, - "size": 90, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678840061690, - "size": 70, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678870061690, - "size": 78, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.063Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953546084, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74908546084, - "size": 54, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.110Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037210443, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350017210443, - "size": 86, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:29.156Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569116, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189687301671, - "size": 20, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189767301671, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189807301671, - "size": 5, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189847301671, - "size": 84, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.213Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943815476, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219908815476, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 219888815476, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 219848815476, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 219838815476, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 219818815476, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219978815476, - "size": 73, - "orderCount": 13 - }, - { - "priceNanos": 219988815476, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 219998815476, - "size": 79, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220028815476, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 220078815476, - "size": 84, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.292Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75010572785, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74960572785, - "size": 7, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74910572785, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 74860572785, - "size": 49, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74830572785, - "size": 100, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74800572785, - "size": 52, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75060572785, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 75070572785, - "size": 99, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.348Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962990868, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79947990868, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79977990868, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79987990868, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79997990868, - "size": 73, - "orderCount": 13 - }, - { - "priceNanos": 80027990868, - "size": 99, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.440Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569120, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349913571392, - "size": 46, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349893571392, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 349883571392, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 349833571392, - "size": 51, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349973571392, - "size": 78, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.478Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013206961, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988206961, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 74978206961, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75038206961, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 75058206961, - "size": 63, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.500Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900359372, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74925359372, - "size": 92, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.563Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967062210, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350002062210, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 350012062210, - "size": 30, - "orderCount": 19 - }, - { - "priceNanos": 350022062210, - "size": 69, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.648Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037402748, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75082402748, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 75132402748, - "size": 89, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75162402748, - "size": 80, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75182402748, - "size": 90, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.739Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569125, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189755812132, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 189745812132, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 189725812132, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 189705812132, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 189655812132, - "size": 41, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189785812132, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189815812132, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 189835812132, - "size": 49, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.764Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573580054, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823533580054, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 4823483580054, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 4823463580054, - "size": 53, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823613580054, - "size": 97, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823643580054, - "size": 93, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.851Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726813778, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678716813778, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678686813778, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 1678646813778, - "size": 79, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678626813778, - "size": 67, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:29.917Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003321617, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74983321617, - "size": 58, - "orderCount": 6 - }, - { - "priceNanos": 74963321617, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74943321617, - "size": 46, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:29.989Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80053378159, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80008378159, - "size": 62, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80098378159, - "size": 63, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80108378159, - "size": 52, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80148378159, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80168378159, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80208378159, - "size": 18, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.010Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569130, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428122517, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823438122517, - "size": 70, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823478122517, - "size": 31, - "orderCount": 14 - }, - { - "priceNanos": 4823518122517, - "size": 27, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823568122517, - "size": 24, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.044Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75053725059, - "size": 92, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75043725059, - "size": 98, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75063725059, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 75073725059, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 75083725059, - "size": 69, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75113725059, - "size": 15, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75133725059, - "size": 59, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:30.136Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884127974, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678854127974, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 1678804127974, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678764127974, - "size": 87, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678744127974, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 1678694127974, - "size": 91, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678914127974, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 1678924127974, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 1678944127974, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 1678954127974, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 1678964127974, - "size": 89, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.227Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569133, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220099502293, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 220149502293, - "size": 16, - "orderCount": 11 - }, - { - "priceNanos": 220179502293, - "size": 50, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.289Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220024332407, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219999332407, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 219959332407, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219909332407, - "size": 84, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220049332407, - "size": 56, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:30.365Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678861068181, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678846068181, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 1678826068181, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 1678816068181, - "size": 35, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678876068181, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678886068181, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678936068181, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 1678946068181, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 1678986068181, - "size": 71, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:30.435Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349976785804, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349926785804, - "size": 28, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349916785804, - "size": 98, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349866785804, - "size": 59, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350026785804, - "size": 100, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350056785804, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:30.448Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839277670, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678804277670, - "size": 100, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678874277670, - "size": 5, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.500Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569138, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823434117301, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823394117301, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823354117301, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 4823324117301, - "size": 74, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823514117301, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 4823544117301, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823584117301, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823594117301, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 4823634117301, - "size": 80, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:30.541Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423524630, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823463524630, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 4823493524630, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 4823523524630, - "size": 64, - "orderCount": 4 - }, - { - "priceNanos": 4823563524630, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 4823573524630, - "size": 87, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.613Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942676435, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79902676435, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 79882676435, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 79832676435, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 79792676435, - "size": 62, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79982676435, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 79992676435, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 80002676435, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 80052676435, - "size": 10, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.668Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515705172, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823465705172, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 4823415705172, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 4823395705172, - "size": 90, - "orderCount": 12 - }, - { - "priceNanos": 4823345705172, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 4823335705172, - "size": 62, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823565705172, - "size": 20, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.723Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569142, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678698299771, - "size": 2, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678658299771, - "size": 58, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678728299771, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 1678738299771, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 1678748299771, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678788299771, - "size": 54, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678818299771, - "size": 93, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.809Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704506203, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678654506203, - "size": 27, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678644506203, - "size": 45, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678604506203, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 1678584506203, - "size": 23, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678754506203, - "size": 29, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678784506203, - "size": 31, - "orderCount": 20 - }, - { - "priceNanos": 1678794506203, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 1678814506203, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678864506203, - "size": 29, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:30.863Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569144, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219893275649, - "size": 47, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219843275649, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 219823275649, - "size": 48, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219773275649, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 219733275649, - "size": 90, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219963275649, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 219983275649, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 220033275649, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 220063275649, - "size": 19, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220103275649, - "size": 26, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:30.959Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870467056, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678850467056, - "size": 15, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678830467056, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 1678810467056, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 1678770467056, - "size": 97, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678890467056, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678920467056, - "size": 33, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.058Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901930529, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349896930529, - "size": 28, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349846930529, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 349826930529, - "size": 83, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:31.152Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189815607945, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189850607945, - "size": 51, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.232Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569148, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020876973, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79970876973, - "size": 5, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79950876973, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79920876973, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 79900876973, - "size": 91, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80070876973, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80120876973, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80160876973, - "size": 57, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80180876973, - "size": 4, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80200876973, - "size": 79, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.301Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75075016395, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75050016395, - "size": 90, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.365Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569150, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823433245475, - "size": 87, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823493245475, - "size": 73, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:31.378Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569151, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678706428771, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 1678666428771, - "size": 98, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678646428771, - "size": 23, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678626428771, - "size": 29, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678766428771, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 1678776428771, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 1678826428771, - "size": 25, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.444Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79905462580, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 79855462580, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79835462580, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 79785462580, - "size": 55, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79735462580, - "size": 15, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79985462580, - "size": 65, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80035462580, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 80055462580, - "size": 5, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:31.528Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569153, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810355617, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189795355617, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 189755355617, - "size": 3, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.560Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820059707, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678780059707, - "size": 86, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678860059707, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678880059707, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.642Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569155, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823411537053, - "size": 100, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823381537053, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823371537053, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823331537053, - "size": 92, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823481537053, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 4823491537053, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 4823531537053, - "size": 54, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.742Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569156, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189721479087, - "size": 37, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:31.823Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925523222, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79890523222, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 79860523222, - "size": 29, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79960523222, - "size": 39, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80010523222, - "size": 71, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:31.863Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80050724086, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80025724086, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79975724086, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79955724086, - "size": 92, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80075724086, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 80125724086, - "size": 64, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80135724086, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80165724086, - "size": 4, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:31.900Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349935312375, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349905312375, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349885312375, - "size": 20, - "orderCount": 2 - }, - { - "priceNanos": 349855312375, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 349805312375, - "size": 30, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349765312375, - "size": 52, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349965312375, - "size": 26, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350015312375, - "size": 19, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.000Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066431446, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75046431446, - "size": 12, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75006431446, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 74986431446, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74966431446, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086431446, - "size": 93, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:32.094Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569161, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:32.131Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80039457289, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80004457289, - "size": 95, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79994457289, - "size": 59, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.202Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569163, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823572321088, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823522321088, - "size": 57, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823492321088, - "size": 24, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823582321088, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823612321088, - "size": 100, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823662321088, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823672321088, - "size": 58, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.282Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569164, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:32.363Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536294752, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823491294752, - "size": 10, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823441294752, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823421294752, - "size": 37, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823411294752, - "size": 99, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823361294752, - "size": 43, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823581294752, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823631294752, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 4823671294752, - "size": 2, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.416Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569166, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75031785128, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 75011785128, - "size": 29, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091785128, - "size": 46, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.475Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038007036, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350008007036, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349968007036, - "size": 80, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350068007036, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350108007036, - "size": 59, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350148007036, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 350198007036, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.488Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707849436, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678667849436, - "size": 41, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678627849436, - "size": 48, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747849436, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 1678797849436, - "size": 36, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678817849436, - "size": 52, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:32.553Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086920019, - "size": 28, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75121920019, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75171920019, - "size": 31, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.612Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569170, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678830775604, - "size": 76, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678790775604, - "size": 50, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678750775604, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678720775604, - "size": 61, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678710775604, - "size": 30, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678870775604, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 1678880775604, - "size": 26, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678910775604, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678960775604, - "size": 44, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:32.637Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74905386762, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74885386762, - "size": 31, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74845386762, - "size": 58, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74815386762, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 74785386762, - "size": 68, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74925386762, - "size": 41, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 74955386762, - "size": 34, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75005386762, - "size": 70, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75025386762, - "size": 27, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.700Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569172, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765992504, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678755992504, - "size": 1, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678775992504, - "size": 96, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678795992504, - "size": 56, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.746Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220023850933, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220013850933, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 219963850933, - "size": 98, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220033850933, - "size": 5, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220043850933, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 220083850933, - "size": 30, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.758Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082436755, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80072436755, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80062436755, - "size": 24, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80042436755, - "size": 9, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 80012436755, - "size": 66, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80092436755, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 80142436755, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 80162436755, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 80172436755, - "size": 3, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80202436755, - "size": 89, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:32.795Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569175, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79901628938, - "size": 18, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79921628938, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 79931628938, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.813Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499693920, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823479693920, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 4823459693920, - "size": 13, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823519693920, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 4823569693920, - "size": 54, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823609693920, - "size": 14, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823659693920, - "size": 30, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823689693920, - "size": 37, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.893Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569177, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349935157479, - "size": 6, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349915157479, - "size": 23, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:32.917Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189757469320, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189752469320, - "size": 9, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189762469320, - "size": 45, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:32.946Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350099332535, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350079332535, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 350049332535, - "size": 41, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350039332535, - "size": 61, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350119332535, - "size": 52, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.036Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699141148, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189694141148, - "size": 19, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189684141148, - "size": 75, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189654141148, - "size": 66, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189704141148, - "size": 42, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189754141148, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189784141148, - "size": 68, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.116Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569181, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443211926, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823408211926, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 4823358211926, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 4823338211926, - "size": 100, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823478211926, - "size": 64, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823488211926, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 4823528211926, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 4823578211926, - "size": 89, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.127Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80053617326, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80033617326, - "size": 45, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80023617326, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79993617326, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 79973617326, - "size": 25, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79963617326, - "size": 56, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80073617326, - "size": 42, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80093617326, - "size": 9, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80143617326, - "size": 49, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:33.219Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678751188007, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678771188007, - "size": 70, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678801188007, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678841188007, - "size": 8, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678881188007, - "size": 63, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678911188007, - "size": 31, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:33.314Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024993612, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74994993612, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 74964993612, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 74954993612, - "size": 73, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74944993612, - "size": 35, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.379Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189744407713, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189699407713, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 189669407713, - "size": 60, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189659407713, - "size": 74, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189789407713, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189839407713, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189849407713, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 189899407713, - "size": 40, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189939407713, - "size": 8, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.445Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569186, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948123458, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79898123458, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79848123458, - "size": 32, - "orderCount": 16 - }, - { - "priceNanos": 79798123458, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 79788123458, - "size": 15, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79988123458, - "size": 40, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79998123458, - "size": 70, - "orderCount": 13 - }, - { - "priceNanos": 80018123458, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80048123458, - "size": 65, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:33.482Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569187, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823473844925, - "size": 98, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823503844925, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823533844925, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 4823543844925, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 4823563844925, - "size": 56, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823573844925, - "size": 24, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.503Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569188, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74964504693, - "size": 77, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75044504693, - "size": 14, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75074504693, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 75104504693, - "size": 90, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75114504693, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 75154504693, - "size": 88, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.557Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732531094, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678712531094, - "size": 8, - "orderCount": 4 - }, - { - "priceNanos": 1678662531094, - "size": 89, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678752531094, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 1678792531094, - "size": 2, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:33.629Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80040332641, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015332641, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 79965332641, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 79915332641, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 79895332641, - "size": 91, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80065332641, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 80115332641, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 80155332641, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 80195332641, - "size": 96, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:33.699Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350005539220, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349995539220, - "size": 88, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349975539220, - "size": 87, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.726Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569192, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189807988713, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 189757988713, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 189707988713, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189677988713, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 189667988713, - "size": 27, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189867988713, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189877988713, - "size": 28, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189927988713, - "size": 93, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:33.802Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349933900606, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349913900606, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 349873900606, - "size": 32, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349953900606, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:33.872Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189799528096, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189759528096, - "size": 16, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189839528096, - "size": 84, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189859528096, - "size": 93, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:33.913Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492549494, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823467549494, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823457549494, - "size": 21, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823417549494, - "size": 98, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823517549494, - "size": 65, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:33.981Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75012624234, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74992624234, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 74952624234, - "size": 58, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74912624234, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 74872624234, - "size": 23, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75032624234, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 75072624234, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 75122624234, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 75172624234, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 75182624234, - "size": 44, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.047Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219940963982, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219935963982, - "size": 13, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219885963982, - "size": 81, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219845963982, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219795963982, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219755963982, - "size": 53, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219945963982, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:34.132Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678838440112, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678803440112, - "size": 44, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678753440112, - "size": 47, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678873440112, - "size": 3, - "orderCount": 8 - }, - { - "priceNanos": 1678903440112, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 1678953440112, - "size": 9, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1679003440112, - "size": 40, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:34.175Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75074852038, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75029852038, - "size": 71, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74979852038, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 74939852038, - "size": 99, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74929852038, - "size": 39, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75119852038, - "size": 59, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.206Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769308931, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678734308931, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678724308931, - "size": 81, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678804308931, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 1678824308931, - "size": 51, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678854308931, - "size": 65, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678874308931, - "size": 49, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.286Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707753250, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678672753250, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 1678662753250, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 1678632753250, - "size": 92, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678622753250, - "size": 47, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678582753250, - "size": 22, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:34.310Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673080377, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189633080377, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 189583080377, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 189573080377, - "size": 54, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189523080377, - "size": 49, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189713080377, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 189763080377, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189783080377, - "size": 21, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.322Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569203, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79953307782, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 79943307782, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 79933307782, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 79923307782, - "size": 32, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79973307782, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80013307782, - "size": 12, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.406Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569204, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032769169, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80017769169, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 79987769169, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79947769169, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80047769169, - "size": 58, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80077769169, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 80107769169, - "size": 81, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:34.457Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497055273, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823447055273, - "size": 65, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547055273, - "size": 29, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.546Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569206, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189715560408, - "size": 16, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189745560408, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 189765560408, - "size": 21, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:34.598Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79965375066, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79915375066, - "size": 32, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015375066, - "size": 18, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80035375066, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80065375066, - "size": 39, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:34.644Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825669788, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189820669788, - "size": 56, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189810669788, - "size": 15, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189760669788, - "size": 86, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189830669788, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 189840669788, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 189850669788, - "size": 76, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189870669788, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 189910669788, - "size": 14, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.655Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016592031, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80006592031, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79996592031, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 79946592031, - "size": 6, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79906592031, - "size": 12, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79896592031, - "size": 82, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80026592031, - "size": 22, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.673Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412014298, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823377014298, - "size": 81, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823447014298, - "size": 70, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823487014298, - "size": 87, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823507014298, - "size": 51, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.754Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569211, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189670769579, - "size": 2, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189620769579, - "size": 67, - "orderCount": 10 - }, - { - "priceNanos": 189610769579, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 189560769579, - "size": 10, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.764Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059197782, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034197782, - "size": 23, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80084197782, - "size": 74, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80114197782, - "size": 26, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80124197782, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 80164197782, - "size": 47, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:34.798Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569213, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678750451216, - "size": 83, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:34.841Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742313879, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678702313879, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 1678662313879, - "size": 56, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678782313879, - "size": 97, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678792313879, - "size": 36, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:34.915Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761602551, - "size": 45, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678776602551, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 1678816602551, - "size": 74, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678866602551, - "size": 4, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678876602551, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 1678926602551, - "size": 31, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.004Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79931920801, - "size": 81, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79921920801, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 79871920801, - "size": 67, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79861920801, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 79851920801, - "size": 46, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80001920801, - "size": 52, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:35.033Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569217, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678740615385, - "size": 39, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678700615385, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 1678670615385, - "size": 78, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678790615385, - "size": 63, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678830615385, - "size": 2, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.084Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569218, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678882164834, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678862164834, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 1678812164834, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678772164834, - "size": 26, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678722164834, - "size": 9, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678702164834, - "size": 19, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678902164834, - "size": 96, - "orderCount": 14 - }, - { - "priceNanos": 1678922164834, - "size": 62, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:35.130Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678892950760, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678872950760, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 1678832950760, - "size": 91, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678812950760, - "size": 55, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678912950760, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 1678922950760, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 1678932950760, - "size": 73, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:35.184Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678850634769, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678825634769, - "size": 17, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:35.230Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189758096649, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189778096649, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 189818096649, - "size": 62, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189868096649, - "size": 27, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:35.295Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569222, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189725559992, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 189735559992, - "size": 6, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.377Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678871058051, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678846058051, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 1678836058051, - "size": 21, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678806058051, - "size": 85, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678896058051, - "size": 25, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678916058051, - "size": 26, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:35.402Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831040385, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678866040385, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 1678886040385, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678906040385, - "size": 45, - "orderCount": 15 - }, - { - "priceNanos": 1678916040385, - "size": 33, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.413Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539155567, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823489155567, - "size": 11, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823449155567, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 4823419155567, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823389155567, - "size": 73, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823589155567, - "size": 12, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:35.470Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451456024, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823466456024, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 4823486456024, - "size": 92, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:35.516Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189802965415, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189767965415, - "size": 27, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837965415, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 189847965415, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 189887965415, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 189897965415, - "size": 86, - "orderCount": 6 - }, - { - "priceNanos": 189927965415, - "size": 69, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:35.558Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80079477181, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034477181, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 80004477181, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 79984477181, - "size": 9, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80124477181, - "size": 12, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80174477181, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80224477181, - "size": 99, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:35.636Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823559376034, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823514376034, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823484376034, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823434376034, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823394376034, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 4823344376034, - "size": 69, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823604376034, - "size": 73, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823624376034, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 4823664376034, - "size": 65, - "orderCount": 17 - }, - { - "priceNanos": 4823684376034, - "size": 14, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823714376034, - "size": 87, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:35.736Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349953250450, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349948250450, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349918250450, - "size": 91, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349958250450, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 350008250450, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 350028250450, - "size": 89, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350068250450, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350118250450, - "size": 61, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:35.807Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569231, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219905588554, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219880588554, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219840588554, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 219800588554, - "size": 83, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219930588554, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219940588554, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 219990588554, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 220040588554, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220090588554, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:35.836Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569232, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75027320124, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 75057320124, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 75107320124, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 75147320124, - "size": 75, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.915Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569233, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80095832396, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80050832396, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80020832396, - "size": 78, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79990832396, - "size": 82, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79960832396, - "size": 64, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80140832396, - "size": 64, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80190832396, - "size": 99, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80230832396, - "size": 71, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80240832396, - "size": 1, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:35.972Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016811150, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79986811150, - "size": 87, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79966811150, - "size": 74, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80046811150, - "size": 31, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80056811150, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80066811150, - "size": 36, - "orderCount": 17 - }, - { - "priceNanos": 80096811150, - "size": 75, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.033Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349940101899, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349925101899, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 349895101899, - "size": 33, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349955101899, - "size": 78, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 349995101899, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350025101899, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 350075101899, - "size": 13, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.100Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678731989210, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678681989210, - "size": 100, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781989210, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 1678831989210, - "size": 10, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678871989210, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 1678891989210, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 1678941989210, - "size": 62, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.192Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350082165426, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350032165426, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 349982165426, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349972165426, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349922165426, - "size": 44, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350132165426, - "size": 92, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.254Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569238, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678667252251, - "size": 51, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678627252251, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 1678587252251, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 1678577252251, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678537252251, - "size": 88, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747252251, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678797252251, - "size": 48, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.306Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219902478154, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219897478154, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 219887478154, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 219857478154, - "size": 47, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219847478154, - "size": 46, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219907478154, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 219937478154, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 219987478154, - "size": 48, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220037478154, - "size": 42, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.348Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74968102772, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74963102772, - "size": 83, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74973102772, - "size": 6, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75003102772, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75043102772, - "size": 19, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.435Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569241, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349850705329, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 349810705329, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 349790705329, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 349770705329, - "size": 12, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349950705329, - "size": 14, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.457Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220028922777, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220003922777, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 219963922777, - "size": 50, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.517Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569243, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79947229625, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 79937229625, - "size": 48, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80027229625, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 80077229625, - "size": 65, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80097229625, - "size": 86, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:36.537Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014099825, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74999099825, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 74989099825, - "size": 89, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75029099825, - "size": 61, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75039099825, - "size": 11, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75049099825, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:36.560Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090323034, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75075323034, - "size": 18, - "orderCount": 17 - }, - { - "priceNanos": 75065323034, - "size": 13, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 75035323034, - "size": 91, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74985323034, - "size": 57, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75105323034, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 75125323034, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 75155323034, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75205323034, - "size": 93, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.656Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802713784, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678852713784, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678892713784, - "size": 26, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678902713784, - "size": 59, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678942713784, - "size": 49, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:36.715Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889513518, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678839513518, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 1678819513518, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 1678789513518, - "size": 46, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678939513518, - "size": 46, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.777Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049890977, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220019890977, - "size": 92, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220079890977, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 220099890977, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 220149890977, - "size": 33, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.818Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887310431, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678882310431, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 1678852310431, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678842310431, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 1678822310431, - "size": 18, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678812310431, - "size": 62, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678892310431, - "size": 96, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678922310431, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 1678972310431, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.840Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569250, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089035123, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350039035123, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 350009035123, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349959035123, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349919035123, - "size": 96, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349909035123, - "size": 53, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350139035123, - "size": 36, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.922Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350054742834, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 350034742834, - "size": 9, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350114742834, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 350134742834, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350174742834, - "size": 97, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:36.999Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921424061, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79966424061, - "size": 46, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:37.098Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569253, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678833305502, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 1678843305502, - "size": 69, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678883305502, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 1678923305502, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 1678953305502, - "size": 18, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.138Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75046847438, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 75036847438, - "size": 4, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75096847438, - "size": 50, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75116847438, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 75136847438, - "size": 25, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:37.219Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569255, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79879443995, - "size": 59, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79829443995, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79819443995, - "size": 100, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79789443995, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 79769443995, - "size": 6, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79939443995, - "size": 78, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.237Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569256, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678825781186, - "size": 51, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.288Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569257, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823534421311, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 4823514421311, - "size": 87, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594421311, - "size": 42, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:37.327Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569258, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189709522606, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189724522606, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 189734522606, - "size": 55, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.418Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505466012, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823495466012, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 4823455466012, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823415466012, - "size": 83, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823385466012, - "size": 21, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823515466012, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 4823525466012, - "size": 17, - "orderCount": 20 - }, - { - "priceNanos": 4823555466012, - "size": 7, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.472Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678786478486, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678821478486, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 1678851478486, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 1678891478486, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678941478486, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.517Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569261, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:37.551Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569262, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74964691931, - "size": 30, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74974691931, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 75004691931, - "size": 15, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75044691931, - "size": 97, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75064691931, - "size": 39, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:37.620Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569263, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988088392, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79978088392, - "size": 89, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79998088392, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80038088392, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80048088392, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80088088392, - "size": 31, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:37.701Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569264, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678794064893, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 1678744064893, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678734064893, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678694064893, - "size": 59, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678814064893, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.789Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099122789, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75069122789, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 75059122789, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75019122789, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 74989122789, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 74949122789, - "size": 32, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75129122789, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 75139122789, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75159122789, - "size": 96, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.830Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350015555149, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349980555149, - "size": 49, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349960555149, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 349910555149, - "size": 19, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350050555149, - "size": 40, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350090555149, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 350110555149, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 350160555149, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 350210555149, - "size": 50, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:37.887Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569267, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75008976235, - "size": 11, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74998976235, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 74958976235, - "size": 47, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74918976235, - "size": 86, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75028976235, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75048976235, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75058976235, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:37.960Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569268, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220037422559, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219992422559, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 219952422559, - "size": 30, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219912422559, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219892422559, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220082422559, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 220122422559, - "size": 17, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220152422559, - "size": 60, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:38.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678895519346, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678870519346, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 1678820519346, - "size": 92, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.060Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045960426, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75010960426, - "size": 92, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74960960426, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 74940960426, - "size": 90, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75080960426, - "size": 82, - "orderCount": 13 - }, - { - "priceNanos": 75120960426, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 75170960426, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 75200960426, - "size": 67, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.088Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569271, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80061119185, - "size": 49, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.161Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569272, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189812755585, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189792755585, - "size": 95, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189852755585, - "size": 91, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189902755585, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189932755585, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189962755585, - "size": 18, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.173Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036911319, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75066911319, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 75086911319, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75106911319, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 75156911319, - "size": 27, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:38.214Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80095454481, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80065454481, - "size": 22, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80045454481, - "size": 6, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80035454481, - "size": 61, - "orderCount": 4 - }, - { - "priceNanos": 79995454481, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 79985454481, - "size": 32, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80125454481, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80155454481, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 80195454481, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 80225454481, - "size": 25, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:38.291Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189795388383, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189775388383, - "size": 68, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189815388383, - "size": 41, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189865388383, - "size": 68, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:38.369Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349997385028, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 349987385028, - "size": 75, - "orderCount": 20 - }, - { - "priceNanos": 349947385028, - "size": 81, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349917385028, - "size": 65, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350017385028, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 350047385028, - "size": 46, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.424Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569277, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189739497947, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 189699497947, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189689497947, - "size": 77, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189659497947, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 189629497947, - "size": 66, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189769497947, - "size": 63, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.509Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189826440515, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189776440515, - "size": 22, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189726440515, - "size": 48, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.570Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219967828693, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927828693, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 219877828693, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 219847828693, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 219807828693, - "size": 49, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220007828693, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220017828693, - "size": 12, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220047828693, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 220067828693, - "size": 58, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.600Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958452687, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349908452687, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 349858452687, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 349818452687, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 349788452687, - "size": 39, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349778452687, - "size": 61, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350008452687, - "size": 45, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:38.612Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569281, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75098390942, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75093390942, - "size": 97, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75053390942, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75003390942, - "size": 48, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103390942, - "size": 57, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75143390942, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 75173390942, - "size": 57, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75193390942, - "size": 100, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:38.646Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220018570412, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219978570412, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 219938570412, - "size": 91, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220058570412, - "size": 84, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.656Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428095485, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823413095485, - "size": 65, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823403095485, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 4823373095485, - "size": 70, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823443095485, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823463095485, - "size": 63, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.722Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569284, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093720512, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068720512, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 80038720512, - "size": 22, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80028720512, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 79998720512, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79968720512, - "size": 74, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80118720512, - "size": 66, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80148720512, - "size": 67, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80198720512, - "size": 45, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.748Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349969551397, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349994551397, - "size": 27, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350004551397, - "size": 66, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350024551397, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 350034551397, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350054551397, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.803Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569286, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74952331894, - "size": 39, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75002331894, - "size": 31, - "orderCount": 12 - }, - { - "priceNanos": 75022331894, - "size": 95, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75052331894, - "size": 30, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.853Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678748408963, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678713408963, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678703408963, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678653408963, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 1678633408963, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 1678623408963, - "size": 83, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678783408963, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678813408963, - "size": 19, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678833408963, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 1678853408963, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 1678903408963, - "size": 8, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.863Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823593060001, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823563060001, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 4823533060001, - "size": 14, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:38.883Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510304187, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823500304187, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 4823450304187, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 4823430304187, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 4823400304187, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823520304187, - "size": 40, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823550304187, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 4823600304187, - "size": 30, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:38.977Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678797685999, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 1678747685999, - "size": 80, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678737685999, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 1678707685999, - "size": 97, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678687685999, - "size": 5, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678897685999, - "size": 13, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:39.056Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189749530191, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189719530191, - "size": 100, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189699530191, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189669530191, - "size": 79, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189779530191, - "size": 25, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189809530191, - "size": 37, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.142Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74911208230, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74881208230, - "size": 74, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74831208230, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 74791208230, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 74771208230, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74941208230, - "size": 30, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.239Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908278119, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74873278119, - "size": 53, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74833278119, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 74783278119, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 74763278119, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74943278119, - "size": 47, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74953278119, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 74993278119, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75033278119, - "size": 41, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.313Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79974296615, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79944296615, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 79934296615, - "size": 43, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79894296615, - "size": 21, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80004296615, - "size": 82, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80034296615, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 80074296615, - "size": 97, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80114296615, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 80164296615, - "size": 20, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.364Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935844785, - "size": 74, - "orderCount": 13 - }, - { - "priceNanos": 79885844785, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 79875844785, - "size": 100, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015844785, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 80035844785, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 80085844785, - "size": 50, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.384Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823540099546, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823490099546, - "size": 94, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823480099546, - "size": 44, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823430099546, - "size": 50, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823590099546, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823610099546, - "size": 91, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.461Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569297, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678732665939, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 1678722665939, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678692665939, - "size": 50, - "orderCount": 13 - }, - { - "priceNanos": 1678672665939, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678632665939, - "size": 57, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678802665939, - "size": 89, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678822665939, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 1678832665939, - "size": 95, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678882665939, - "size": 41, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.531Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002936477, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349997936477, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 349987936477, - "size": 50, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349947936477, - "size": 33, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349937936477, - "size": 65, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350007936477, - "size": 14, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.627Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569299, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678832707857, - "size": 57, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678872707857, - "size": 73, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678902707857, - "size": 35, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:39.694Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495578984, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823445578984, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823405578984, - "size": 95, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:39.776Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822637388, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678842637388, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678862637388, - "size": 67, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:39.862Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569302, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74939143779, - "size": 33, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75009143779, - "size": 98, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75019143779, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 75069143779, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 75119143779, - "size": 40, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75129143779, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.894Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769627238, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678759627238, - "size": 87, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678779627238, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678799627238, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678819627238, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 1678849627238, - "size": 44, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:39.942Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806631900, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678766631900, - "size": 2, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678726631900, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 1678706631900, - "size": 90, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678846631900, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678896631900, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678926631900, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 1678976631900, - "size": 62, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.007Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569305, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678806415568, - "size": 20, - "orderCount": 4 - }, - { - "priceNanos": 1678756415568, - "size": 61, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678896415568, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 1678936415568, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 1678956415568, - "size": 59, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1679006415568, - "size": 75, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:40.066Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350096180094, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350056180094, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 350016180094, - "size": 96, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350136180094, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 350186180094, - "size": 41, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350206180094, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569307, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80059110642, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80079110642, - "size": 35, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80119110642, - "size": 79, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.158Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569308, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699786920, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189669786920, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 189649786920, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189619786920, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 189569786920, - "size": 39, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189729786920, - "size": 41, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189739786920, - "size": 78, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.202Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569309, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:40.243Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569310, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220004503230, - "size": 55, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.316Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189715695793, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189670695793, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 189640695793, - "size": 85, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189600695793, - "size": 6, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189760695793, - "size": 50, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:40.345Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983685764, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80003685764, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80043685764, - "size": 13, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.395Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569313, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80036518977, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 80026518977, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 80006518977, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79996518977, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 79986518977, - "size": 76, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80136518977, - "size": 11, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:40.486Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189838952322, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189833952322, - "size": 31, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189793952322, - "size": 35, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189743952322, - "size": 11, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189843952322, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 189863952322, - "size": 55, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189883952322, - "size": 29, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189923952322, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 189933952322, - "size": 43, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:40.527Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569315, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80026832885, - "size": 75, - "orderCount": 14 - }, - { - "priceNanos": 79986832885, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 79936832885, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 79886832885, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 79856832885, - "size": 35, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80076832885, - "size": 99, - "orderCount": 13 - }, - { - "priceNanos": 80126832885, - "size": 51, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80176832885, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 80186832885, - "size": 40, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:40.627Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74925459836, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74885459836, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 74845459836, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 74795459836, - "size": 1, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:40.687Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569317, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.712Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073430184, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75053430184, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 75013430184, - "size": 18, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75093430184, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 75103430184, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 75123430184, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75163430184, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 75173430184, - "size": 77, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.732Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189788611073, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189758611073, - "size": 39, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:40.771Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569320, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75033250016, - "size": 88, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75063250016, - "size": 84, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75103250016, - "size": 94, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.810Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349958317459, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349918317459, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 349898317459, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 349878317459, - "size": 6, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.855Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093451192, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80073451192, - "size": 90, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80113451192, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 80163451192, - "size": 22, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80183451192, - "size": 41, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.885Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569323, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75012252031, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74982252031, - "size": 50, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:40.895Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569324, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349990315224, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349965315224, - "size": 45, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349935315224, - "size": 56, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350015315224, - "size": 73, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350065315224, - "size": 49, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350095315224, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350145315224, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350165315224, - "size": 57, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:40.914Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569325, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823518333433, - "size": 58, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823558333433, - "size": 70, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823578333433, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823618333433, - "size": 46, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823628333433, - "size": 60, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:40.984Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569326, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:41.009Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569327, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080640082, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80060640082, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80050640082, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 80000640082, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 79980640082, - "size": 55, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80100640082, - "size": 8, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80140640082, - "size": 31, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.034Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220091854195, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220056854195, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 220036854195, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 219996854195, - "size": 92, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219966854195, - "size": 97, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220126854195, - "size": 13, - "orderCount": 19 - }, - { - "priceNanos": 220156854195, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 220176854195, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 220216854195, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 220266854195, - "size": 95, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.076Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569329, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79965074964, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79955074964, - "size": 36, - "orderCount": 6 - }, - { - "priceNanos": 79905074964, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 79885074964, - "size": 75, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.096Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219902185649, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219892185649, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 219872185649, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219862185649, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219812185649, - "size": 69, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219912185649, - "size": 50, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:41.184Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350056878609, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350016878609, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 350006878609, - "size": 9, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349966878609, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 349926878609, - "size": 46, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349876878609, - "size": 85, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350096878609, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350136878609, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 350146878609, - "size": 32, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350156878609, - "size": 20, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:41.252Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678767491462, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678762491462, - "size": 24, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678752491462, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 1678712491462, - "size": 16, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678692491462, - "size": 28, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678672491462, - "size": 59, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678772491462, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 1678822491462, - "size": 44, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.309Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569333, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:41.404Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935266307, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79895266307, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 79865266307, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79825266307, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 79805266307, - "size": 61, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80005266307, - "size": 24, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80015266307, - "size": 4, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80025266307, - "size": 93, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.496Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983846364, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74958846364, - "size": 55, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74908846364, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 74898846364, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 74878846364, - "size": 40, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74868846364, - "size": 52, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75008846364, - "size": 49, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75058846364, - "size": 80, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75088846364, - "size": 4, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75098846364, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 75128846364, - "size": 16, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.515Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219902094560, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219887094560, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 219857094560, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 219827094560, - "size": 17, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219917094560, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 219967094560, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 220007094560, - "size": 77, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220047094560, - "size": 33, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220067094560, - "size": 42, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:41.606Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569337, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052208627, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75047208627, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 74997208627, - "size": 19, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75057208627, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 75077208627, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 75107208627, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 75117208627, - "size": 80, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.661Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534704554, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823499704554, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 4823469704554, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 4823419704554, - "size": 79, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823409704554, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 4823379704554, - "size": 1, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823569704554, - "size": 80, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:41.687Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569339, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75021514801, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 75011514801, - "size": 86, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74971514801, - "size": 22, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75081514801, - "size": 7, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:41.712Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938371406, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74888371406, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 74858371406, - "size": 11, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74818371406, - "size": 51, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74988371406, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 75028371406, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 75078371406, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 75118371406, - "size": 46, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:41.752Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349928856921, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349958856921, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 350008856921, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 350058856921, - "size": 95, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350098856921, - "size": 58, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.833Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569342, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219953541351, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 219933541351, - "size": 99, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 219963541351, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 220003541351, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 220033541351, - "size": 95, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220063541351, - "size": 29, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220113541351, - "size": 68, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.845Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678895997711, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678845997711, - "size": 9, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678825997711, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678815997711, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 1678795997711, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678755997711, - "size": 80, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678945997711, - "size": 70, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678955997711, - "size": 93, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:41.916Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219979602239, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219929602239, - "size": 55, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219909602239, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220029602239, - "size": 8, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220059602239, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 220079602239, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220109602239, - "size": 9, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:41.933Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010644205, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220060644205, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 220070644205, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 220090644205, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 220110644205, - "size": 2, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:41.996Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879262385, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678844262385, - "size": 18, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678834262385, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 1678794262385, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678784262385, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 1678774262385, - "size": 47, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678914262385, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678944262385, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678984262385, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 1679014262385, - "size": 69, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.040Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220035809775, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219995809775, - "size": 60, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220075809775, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220095809775, - "size": 24, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:42.099Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569348, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.149Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899823470, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678864823470, - "size": 28, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678854823470, - "size": 24, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678934823470, - "size": 39, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678954823470, - "size": 60, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:42.187Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090291087, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350065291087, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 350055291087, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 350005291087, - "size": 11, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350115291087, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 350165291087, - "size": 17, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350175291087, - "size": 82, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:42.207Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959268357, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74949268357, - "size": 10, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74939268357, - "size": 73, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74969268357, - "size": 40, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74999268357, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75019268357, - "size": 5, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75059268357, - "size": 45, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.271Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009673469, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974673469, - "size": 31, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74964673469, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 74924673469, - "size": 27, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:42.324Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74937861915, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74917861915, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 74877861915, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74957861915, - "size": 72, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74987861915, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 75017861915, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.348Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899011939, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678869011939, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678819011939, - "size": 75, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678929011939, - "size": 59, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678979011939, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.429Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219985367328, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220020367328, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 220040367328, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 220090367328, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220110367328, - "size": 97, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:42.519Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569356, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.602Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569357, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823401011955, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 4823371011955, - "size": 94, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823441011955, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 4823491011955, - "size": 51, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823541011955, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823561011955, - "size": 75, - "orderCount": 17 - }, - { - "priceNanos": 4823591011955, - "size": 63, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.661Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569358, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79962498447, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79942498447, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 79912498447, - "size": 17, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79862498447, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 79852498447, - "size": 85, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.721Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189792696044, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189747696044, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 189707696044, - "size": 81, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189657696044, - "size": 86, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189637696044, - "size": 82, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189617696044, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189837696044, - "size": 100, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.818Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569360, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823519658429, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 4823499658429, - "size": 49, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823469658429, - "size": 68, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823569658429, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 4823589658429, - "size": 32, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823599658429, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 4823649658429, - "size": 58, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823689658429, - "size": 48, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.914Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067790307, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75072790307, - "size": 46, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.948Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868924168, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678818924168, - "size": 1, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678918924168, - "size": 15, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.983Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678710385831, - "size": 5, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678730385831, - "size": 84, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:42.993Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823400877427, - "size": 37, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823500877427, - "size": 97, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.084Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75012319644, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74997319644, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 74957319644, - "size": 97, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74927319644, - "size": 19, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74887319644, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74877319644, - "size": 15, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:43.150Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045837301, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75065837301, - "size": 85, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.247Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678871669603, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678831669603, - "size": 42, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:43.294Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569368, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823547053365, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 4823537053365, - "size": 79, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823617053365, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.385Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093515534, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80108515534, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80138515534, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 80178515534, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 80218515534, - "size": 51, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:43.423Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802748922, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678767748922, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 1678737748922, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 1678687748922, - "size": 99, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678837748922, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678867748922, - "size": 36, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678917748922, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 1678967748922, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 1678987748922, - "size": 49, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:43.484Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569371, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490904648, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823475904648, - "size": 76, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823465904648, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 4823425904648, - "size": 68, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823505904648, - "size": 24, - "orderCount": 2 - }, - { - "priceNanos": 4823545904648, - "size": 37, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823585904648, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.547Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941220232, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74921220232, - "size": 25, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74901220232, - "size": 58, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74891220232, - "size": 58, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74961220232, - "size": 73, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74981220232, - "size": 26, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75021220232, - "size": 16, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75041220232, - "size": 55, - "orderCount": 2 - }, - { - "priceNanos": 75081220232, - "size": 19, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.632Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220011169081, - "size": 22, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.671Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569374, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823440540677, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823390540677, - "size": 62, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823490540677, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 4823500540677, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823510540677, - "size": 13, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.714Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432108220, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823417108220, - "size": 98, - "orderCount": 5 - }, - { - "priceNanos": 4823407108220, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823387108220, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 4823337108220, - "size": 99, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823447108220, - "size": 67, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.801Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569376, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678892556680, - "size": 77, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678932556680, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 1678942556680, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678952556680, - "size": 44, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:43.849Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219971648677, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219926648677, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 219886648677, - "size": 5, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219856648677, - "size": 57, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220016648677, - "size": 40, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220066648677, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 220106648677, - "size": 97, - "orderCount": 5 - }, - { - "priceNanos": 220156648677, - "size": 52, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:43.878Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569378, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678663022536, - "size": 40, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678753022536, - "size": 7, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678793022536, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 1678823022536, - "size": 71, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678863022536, - "size": 1, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678913022536, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981328999, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941328999, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 74931328999, - "size": 27, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74911328999, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 74871328999, - "size": 54, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74841328999, - "size": 40, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75021328999, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 75061328999, - "size": 21, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:43.918Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678743104051, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678713104051, - "size": 21, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678773104051, - "size": 24, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678793104051, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 1678843104051, - "size": 7, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678883104051, - "size": 66, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:43.983Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569381, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014378159, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74969378159, - "size": 80, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75059378159, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75089378159, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 75109378159, - "size": 57, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75129378159, - "size": 40, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75169378159, - "size": 71, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.021Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495610394, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823470610394, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 4823440610394, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823400610394, - "size": 17, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823380610394, - "size": 92, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823370610394, - "size": 54, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823520610394, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 4823530610394, - "size": 78, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823540610394, - "size": 100, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:44.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569383, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79934913388, - "size": 89, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79884913388, - "size": 92, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79854913388, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 79804913388, - "size": 48, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79754913388, - "size": 96, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.160Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569384, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518290854, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:44.254Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798698237, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678773698237, - "size": 9, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678733698237, - "size": 14, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678713698237, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 1678703698237, - "size": 57, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823698237, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678843698237, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678893698237, - "size": 54, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.275Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569386, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189638554519, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 189598554519, - "size": 99, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189578554519, - "size": 25, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189558554519, - "size": 16, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189728554519, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 189758554519, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189768554519, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189808554519, - "size": 39, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:44.292Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912906426, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74902906426, - "size": 7, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74862906426, - "size": 96, - "orderCount": 2 - }, - { - "priceNanos": 74852906426, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 74822906426, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74772906426, - "size": 49, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74922906426, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 74942906426, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 74992906426, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 75042906426, - "size": 94, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75052906426, - "size": 92, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.374Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569388, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823497734888, - "size": 15, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823447734888, - "size": 1, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823567734888, - "size": 53, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823617734888, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 4823637734888, - "size": 52, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823677734888, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823727734888, - "size": 30, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.419Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678893066968, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678888066968, - "size": 3, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678878066968, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 1678828066968, - "size": 16, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678808066968, - "size": 22, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678768066968, - "size": 2, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678898066968, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 1678928066968, - "size": 12, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678978066968, - "size": 83, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1679028066968, - "size": 50, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:44.449Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569390, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74885894699, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74845894699, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74825894699, - "size": 41, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74965894699, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 74985894699, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75005894699, - "size": 22, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75055894699, - "size": 27, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.487Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960713376, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74945713376, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74895713376, - "size": 43, - "orderCount": 12 - }, - { - "priceNanos": 74845713376, - "size": 67, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74805713376, - "size": 84, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74975713376, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74995713376, - "size": 38, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:44.517Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569392, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935652699, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 79915652699, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 79875652699, - "size": 78, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79865652699, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 79835652699, - "size": 91, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79985652699, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 80005652699, - "size": 83, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80045652699, - "size": 19, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:44.542Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080945459, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75075945459, - "size": 58, - "orderCount": 3 - }, - { - "priceNanos": 75065945459, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 75025945459, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 75015945459, - "size": 79, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75085945459, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 75125945459, - "size": 79, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75135945459, - "size": 96, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75145945459, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75175945459, - "size": 23, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:44.552Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80006887185, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79991887185, - "size": 51, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79971887185, - "size": 35, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79921887185, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79871887185, - "size": 71, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80021887185, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 80051887185, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 80061887185, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 80091887185, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 80101887185, - "size": 82, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.616Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569395, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80058965032, - "size": 84, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80048965032, - "size": 85, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80138965032, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 80188965032, - "size": 78, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.659Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678738929853, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678698929853, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 1678648929853, - "size": 68, - "orderCount": 10 - }, - { - "priceNanos": 1678628929853, - "size": 28, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678608929853, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 1678578929853, - "size": 69, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778929853, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 1678828929853, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678858929853, - "size": 98, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.727Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912705692, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349867705692, - "size": 91, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349847705692, - "size": 27, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349827705692, - "size": 50, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349957705692, - "size": 89, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 349977705692, - "size": 91, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 349987705692, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 350017705692, - "size": 16, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.748Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569398, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350039877189, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 350079877189, - "size": 78, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350099877189, - "size": 7, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:44.832Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038592896, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75063592896, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 75103592896, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75153592896, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75203592896, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 75233592896, - "size": 37, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:44.918Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653232123, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189648232123, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189628232123, - "size": 76, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189608232123, - "size": 63, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189588232123, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 189578232123, - "size": 8, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189658232123, - "size": 69, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:44.996Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823554180807, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823539180807, - "size": 70, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823529180807, - "size": 97, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823569180807, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823589180807, - "size": 78, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823599180807, - "size": 73, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:45.030Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569402, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219927173730, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219887173730, - "size": 14, - "orderCount": 10 - }, - { - "priceNanos": 219847173730, - "size": 46, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219827173730, - "size": 25, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219777173730, - "size": 76, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220017173730, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 220047173730, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220097173730, - "size": 13, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.048Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569403, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:45.071Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74947429747, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74912429747, - "size": 21, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74982429747, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75002429747, - "size": 73, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75032429747, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75082429747, - "size": 29, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:45.098Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569405, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:45.166Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569406, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189771852154, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189756852154, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 189736852154, - "size": 4, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189696852154, - "size": 52, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189666852154, - "size": 8, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189786852154, - "size": 27, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:45.180Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569407, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713222056, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678683222056, - "size": 80, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678633222056, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678623222056, - "size": 6, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678593222056, - "size": 8, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678743222056, - "size": 98, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678793222056, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 1678813222056, - "size": 94, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678833222056, - "size": 64, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678873222056, - "size": 44, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:45.237Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000174785, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74985174785, - "size": 22, - "orderCount": 5 - }, - { - "priceNanos": 74975174785, - "size": 19, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74935174785, - "size": 2, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74885174785, - "size": 67, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74855174785, - "size": 97, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75015174785, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 75025174785, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 75045174785, - "size": 1, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75055174785, - "size": 31, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:45.320Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505574223, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823470574223, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823450574223, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823440574223, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 4823400574223, - "size": 92, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823540574223, - "size": 45, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823590574223, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823610574223, - "size": 20, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.393Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569410, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74953821211, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74943821211, - "size": 61, - "orderCount": 15 - }, - { - "priceNanos": 74913821211, - "size": 46, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74873821211, - "size": 35, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74823821211, - "size": 5, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.432Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569411, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219906529002, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219896529002, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219846529002, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 219806529002, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220006529002, - "size": 73, - "orderCount": 2 - }, - { - "priceNanos": 220046529002, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220086529002, - "size": 14, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.456Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569412, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678784569897, - "size": 80, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678754569897, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 1678734569897, - "size": 85, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678684569897, - "size": 80, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678874569897, - "size": 34, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:45.544Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189773699111, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189793699111, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 189823699111, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 189843699111, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189883699111, - "size": 35, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.596Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569414, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219984979705, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 219944979705, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 219934979705, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 219924979705, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 219894979705, - "size": 89, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220004979705, - "size": 65, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220024979705, - "size": 14, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.685Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088114030, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220053114030, - "size": 37, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220123114030, - "size": 40, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.722Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569416, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350030192783, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 350020192783, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 349990192783, - "size": 50, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350100192783, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 350110192783, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 350130192783, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 350170192783, - "size": 3, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.765Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79980948479, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80030948479, - "size": 46, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80050948479, - "size": 8, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.853Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026816501, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80051816501, - "size": 77, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80071816501, - "size": 36, - "orderCount": 13 - }, - { - "priceNanos": 80111816501, - "size": 88, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80121816501, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 80151816501, - "size": 54, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:45.901Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948489432, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74928489432, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 74878489432, - "size": 3, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74858489432, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 74808489432, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 74768489432, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74968489432, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74988489432, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 74998489432, - "size": 10, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:45.979Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569420, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823547041597, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 4823507041597, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823497041597, - "size": 30, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823467041597, - "size": 8, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823557041597, - "size": 98, - "orderCount": 5 - }, - { - "priceNanos": 4823607041597, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 4823617041597, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 4823667041597, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 4823677041597, - "size": 70, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:46.042Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755852233, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678725852233, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678705852233, - "size": 31, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678785852233, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 1678805852233, - "size": 78, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678815852233, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 1678835852233, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 1678865852233, - "size": 79, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:46.091Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080015195, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80040015195, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 80020015195, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 79990015195, - "size": 62, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80120015195, - "size": 99, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.191Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834612104, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189854612104, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189874612104, - "size": 82, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:46.238Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569424, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80070660744, - "size": 57, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80080660744, - "size": 86, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.303Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569425, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219985844010, - "size": 22, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220085844010, - "size": 1, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:46.399Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569426, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823455533798, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823405533798, - "size": 82, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823505533798, - "size": 82, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:46.428Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569427, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802409070, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 1678762409070, - "size": 47, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.503Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759762279, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189744762279, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 189714762279, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 189704762279, - "size": 9, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189664762279, - "size": 98, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189774762279, - "size": 62, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189784762279, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 189804762279, - "size": 66, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189834762279, - "size": 58, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189864762279, - "size": 21, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.533Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823403398105, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823383398105, - "size": 57, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823343398105, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 4823333398105, - "size": 58, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823323398105, - "size": 61, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823293398105, - "size": 53, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823423398105, - "size": 23, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823443398105, - "size": 4, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823463398105, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 4823513398105, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 4823563398105, - "size": 11, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:46.605Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79934393835, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79924393835, - "size": 54, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79944393835, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 79954393835, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 79964393835, - "size": 100, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:46.623Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75032039099, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75027039099, - "size": 39, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75017039099, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 74987039099, - "size": 57, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74937039099, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 74927039099, - "size": 20, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75037039099, - "size": 73, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75057039099, - "size": 75, - "orderCount": 2 - }, - { - "priceNanos": 75097039099, - "size": 39, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75107039099, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 75117039099, - "size": 12, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.678Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349976456904, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349951456904, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349931456904, - "size": 83, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349881456904, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349861456904, - "size": 36, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:46.689Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569433, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678725143634, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678715143634, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 1678665143634, - "size": 24, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678735143634, - "size": 28, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678745143634, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 1678795143634, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678805143634, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 1678835143634, - "size": 43, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.763Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569434, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823393191095, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823343191095, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 4823313191095, - "size": 46, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433191095, - "size": 28, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823443191095, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 4823453191095, - "size": 38, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.818Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569435, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678874197299, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 1678864197299, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678824197299, - "size": 37, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678894197299, - "size": 82, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678924197299, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 1678934197299, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 1678974197299, - "size": 52, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:46.887Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569436, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74966468693, - "size": 94, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75036468693, - "size": 85, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75086468693, - "size": 86, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75136468693, - "size": 34, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75166468693, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75196468693, - "size": 91, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:46.930Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189839695250, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189799695250, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 189749695250, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 189729695250, - "size": 54, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.003Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569438, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823398707960, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 4823358707960, - "size": 76, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823428707960, - "size": 93, - "orderCount": 7 - }, - { - "priceNanos": 4823448707960, - "size": 2, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.079Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569439, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485603878, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823480603878, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823440603878, - "size": 40, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823490603878, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823520603878, - "size": 6, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.090Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569440, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189639796899, - "size": 67, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189629796899, - "size": 65, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189589796899, - "size": 19, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189689796899, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 189709796899, - "size": 4, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189749796899, - "size": 56, - "orderCount": 11 - }, - { - "priceNanos": 189759796899, - "size": 96, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.134Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569441, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678822192298, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 1678812192298, - "size": 64, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678902192298, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678922192298, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 1678952192298, - "size": 61, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.213Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678895487976, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678845487976, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 1678795487976, - "size": 55, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678945487976, - "size": 93, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:47.232Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80030442744, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 80070442744, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 80100442744, - "size": 22, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:47.313Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569444, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:47.362Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048154469, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80008154469, - "size": 36, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80088154469, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 80138154469, - "size": 96, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80148154469, - "size": 97, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:47.394Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997337953, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74982337953, - "size": 56, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74962337953, - "size": 14, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75012337953, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 75062337953, - "size": 50, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75112337953, - "size": 5, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.428Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092707309, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220082707309, - "size": 58, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 220072707309, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 220052707309, - "size": 51, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 220002707309, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 219952707309, - "size": 25, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220102707309, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 220152707309, - "size": 97, - "orderCount": 6 - }, - { - "priceNanos": 220162707309, - "size": 69, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.501Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678850897854, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 1678840897854, - "size": 98, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678940897854, - "size": 30, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678980897854, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 1679000897854, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 1679030897854, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679080897854, - "size": 28, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.532Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569449, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349885224455, - "size": 50, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.571Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812537507, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189797537507, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189767537507, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189747537507, - "size": 46, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189827537507, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 189837537507, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.623Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75040860463, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75000860463, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74980860463, - "size": 75, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75080860463, - "size": 62, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:47.670Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783467498, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678758467498, - "size": 47, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678748467498, - "size": 23, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678698467498, - "size": 86, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.713Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:47.725Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693766317, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189653766317, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189603766317, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 189563766317, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189533766317, - "size": 92, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189733766317, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 189763766317, - "size": 50, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:47.739Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820541187, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678805541187, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678755541187, - "size": 87, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678835541187, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 1678885541187, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 1678915541187, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 1678965541187, - "size": 97, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678995541187, - "size": 54, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.751Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014175173, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219979175173, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 219969175173, - "size": 45, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220049175173, - "size": 41, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:47.827Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350070061491, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350045061491, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 350005061491, - "size": 32, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349975061491, - "size": 94, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349935061491, - "size": 12, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350095061491, - "size": 88, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350145061491, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 350175061491, - "size": 30, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350205061491, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 350235061491, - "size": 95, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:47.885Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823386078382, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823376078382, - "size": 57, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823336078382, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 4823296078382, - "size": 86, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823476078382, - "size": 67, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:47.978Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220060838950, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220050838950, - "size": 3, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220020838950, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 219970838950, - "size": 54, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.033Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041564821, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79991564821, - "size": 6, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79981564821, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 79951564821, - "size": 38, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79901564821, - "size": 19, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80091564821, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80121564821, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 80141564821, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 80161564821, - "size": 80, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80171564821, - "size": 6, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.133Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442196126, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432196126, - "size": 97, - "orderCount": 6 - }, - { - "priceNanos": 4823412196126, - "size": 59, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823452196126, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 4823482196126, - "size": 13, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:48.190Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569462, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823592821883, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 4823582821883, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 4823552821883, - "size": 83, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823602821883, - "size": 31, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.265Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349996087627, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349951087627, - "size": 40, - "orderCount": 11 - }, - { - "priceNanos": 349901087627, - "size": 19, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349861087627, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 349831087627, - "size": 33, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350041087627, - "size": 69, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.333Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350017407837, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349987407837, - "size": 23, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350047407837, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 350067407837, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 350087407837, - "size": 84, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.373Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74937113670, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74902113670, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 74872113670, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 74842113670, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74802113670, - "size": 79, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74972113670, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75002113670, - "size": 19, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75052113670, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 75092113670, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.386Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189651545491, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189606545491, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 189576545491, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189536545491, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189506545491, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 189466545491, - "size": 89, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189696545491, - "size": 95, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189746545491, - "size": 14, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189776545491, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 189826545491, - "size": 74, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.420Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189756763603, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189731763603, - "size": 81, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189721763603, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 189681763603, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 189651763603, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 189601763603, - "size": 89, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189781763603, - "size": 75, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:48.466Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068303904, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75018303904, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74998303904, - "size": 30, - "orderCount": 3 - }, - { - "priceNanos": 74948303904, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74928303904, - "size": 22, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75118303904, - "size": 43, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.515Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569469, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189831595177, - "size": 2, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189841595177, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189861595177, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 189891595177, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 189921595177, - "size": 53, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.611Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569470, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80007259227, - "size": 98, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80017259227, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80067259227, - "size": 94, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:48.669Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778204367, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678768204367, - "size": 28, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678788204367, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 1678808204367, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678848204367, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 1678898204367, - "size": 76, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678938204367, - "size": 55, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:48.748Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569472, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678853459401, - "size": 34, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678873459401, - "size": 77, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678893459401, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 1678903459401, - "size": 78, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.848Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927212457, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.877Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220079277613, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220044277613, - "size": 22, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220114277613, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 220134277613, - "size": 71, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220174277613, - "size": 60, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:48.961Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951365968, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79941365968, - "size": 38, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79961365968, - "size": 93, - "orderCount": 16 - }, - { - "priceNanos": 79991365968, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80021365968, - "size": 75, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:48.980Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569476, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678840434280, - "size": 91, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678890434280, - "size": 87, - "orderCount": 3 - }, - { - "priceNanos": 1678920434280, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678930434280, - "size": 11, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678950434280, - "size": 6, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678990434280, - "size": 54, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.048Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823586454198, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823536454198, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 4823516454198, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823466454198, - "size": 83, - "orderCount": 17 - }, - { - "priceNanos": 4823446454198, - "size": 35, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823636454198, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 4823656454198, - "size": 41, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823666454198, - "size": 1, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:49.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951461324, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79941461324, - "size": 56, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79961461324, - "size": 91, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79991461324, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80031461324, - "size": 45, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.167Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569479, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961389157, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79971389157, - "size": 96, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80021389157, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 80051389157, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 80061389157, - "size": 86, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80101389157, - "size": 55, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:49.178Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678787482147, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678737482147, - "size": 93, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678727482147, - "size": 44, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678837482147, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678877482147, - "size": 36, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678897482147, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 1678947482147, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 1678997482147, - "size": 81, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:49.197Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569481, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349879640546, - "size": 46, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349859640546, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 349819640546, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349809640546, - "size": 72, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349959640546, - "size": 50, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349999640546, - "size": 56, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:49.252Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678794725500, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678744725500, - "size": 64, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678844725500, - "size": 14, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.309Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568195005, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823523195005, - "size": 35, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823473195005, - "size": 26, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823423195005, - "size": 57, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823613195005, - "size": 29, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.395Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067774193, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80032774193, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 80002774193, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 79992774193, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 79942774193, - "size": 30, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80102774193, - "size": 49, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80152774193, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 80162774193, - "size": 20, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80172774193, - "size": 45, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80192774193, - "size": 69, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:49.482Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569485, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678689298930, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 1678639298930, - "size": 59, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678739298930, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 1678789298930, - "size": 20, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678829298930, - "size": 49, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678869298930, - "size": 100, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678919298930, - "size": 14, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.526Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976988352, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219971988352, - "size": 91, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219921988352, - "size": 98, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219891988352, - "size": 34, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219981988352, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220001988352, - "size": 92, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220021988352, - "size": 41, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.557Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189820959184, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189795959184, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189785959184, - "size": 5, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189735959184, - "size": 46, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189845959184, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189875959184, - "size": 4, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.637Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678793356039, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678753356039, - "size": 42, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678833356039, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 1678873356039, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 1678923356039, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678953356039, - "size": 30, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678973356039, - "size": 50, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.672Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073030807, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220038030807, - "size": 80, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220108030807, - "size": 40, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220148030807, - "size": 83, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220168030807, - "size": 59, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220198030807, - "size": 4, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.697Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569490, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189802111863, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:49.758Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349923667365, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349883667365, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349863667365, - "size": 3, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.850Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569492, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765277455, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678720277455, - "size": 44, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678690277455, - "size": 33, - "orderCount": 7 - }, - { - "priceNanos": 1678670277455, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 1678650277455, - "size": 11, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.896Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74933752285, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74923752285, - "size": 9, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74943752285, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 74963752285, - "size": 49, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75003752285, - "size": 60, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75013752285, - "size": 60, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:49.996Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349934291377, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349939291377, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 349959291377, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349969291377, - "size": 32, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350019291377, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 350069291377, - "size": 64, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:50.074Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569495, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75032784605, - "size": 76, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75012784605, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75002784605, - "size": 70, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74982784605, - "size": 4, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75082784605, - "size": 11, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75102784605, - "size": 92, - "orderCount": 19 - }, - { - "priceNanos": 75142784605, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 75172784605, - "size": 31, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75212784605, - "size": 62, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:50.094Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436110198, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823396110198, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 4823356110198, - "size": 23, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:50.164Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814716419, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678779716419, - "size": 37, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678729716419, - "size": 35, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678849716419, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 1678859716419, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678889716419, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 1678919716419, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678959716419, - "size": 43, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.226Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569498, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79913324668, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 79883324668, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 79833324668, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 79823324668, - "size": 91, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79993324668, - "size": 22, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:50.269Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220020892400, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219995892400, - "size": 78, - "orderCount": 12 - }, - { - "priceNanos": 219945892400, - "size": 59, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220045892400, - "size": 95, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.334Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569500, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678756227519, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678706227519, - "size": 47, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678846227519, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678886227519, - "size": 46, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.407Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349915252282, - "size": 72, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349885252282, - "size": 54, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349955252282, - "size": 20, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.423Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569502, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189670718044, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189620718044, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 189580718044, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 189560718044, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189720718044, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 189740718044, - "size": 96, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.473Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80009861946, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79979861946, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79929861946, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 79919861946, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 79909861946, - "size": 76, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80039861946, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 80089861946, - "size": 5, - "orderCount": 11 - }, - { - "priceNanos": 80119861946, - "size": 84, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.506Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569504, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80086193223, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 80066193223, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 80026193223, - "size": 79, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80016193223, - "size": 48, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79976193223, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80096193223, - "size": 87, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.544Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569505, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823394782104, - "size": 88, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823484782104, - "size": 60, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823504782104, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 4823524782104, - "size": 70, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823544782104, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 4823564782104, - "size": 49, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:50.609Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569506, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678742759275, - "size": 33, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678792759275, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 1678802759275, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 1678842759275, - "size": 76, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678852759275, - "size": 16, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.688Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818948518, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678848948518, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 1678898948518, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 1678928948518, - "size": 88, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678968948518, - "size": 37, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.762Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569508, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350023726808, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 350003726808, - "size": 31, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350053726808, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 350083726808, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 350103726808, - "size": 41, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.844Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959326250, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74929326250, - "size": 88, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74989326250, - "size": 69, - "orderCount": 6 - }, - { - "priceNanos": 75039326250, - "size": 55, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75069326250, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 75099326250, - "size": 10, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75119326250, - "size": 60, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.883Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569510, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80055026555, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 80045026555, - "size": 26, - "orderCount": 10 - }, - { - "priceNanos": 80015026555, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 79995026555, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 79975026555, - "size": 76, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80115026555, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 80165026555, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 80185026555, - "size": 80, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80225026555, - "size": 7, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:50.913Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678748547981, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678728547981, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 1678718547981, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 1678668547981, - "size": 47, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678848547981, - "size": 98, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:50.973Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74925513899, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:51.070Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569513, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189681889118, - "size": 2, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189661889118, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 189611889118, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189591889118, - "size": 100, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189581889118, - "size": 74, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189701889118, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 189721889118, - "size": 1, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79985695234, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79955695234, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79905695234, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79895695234, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 79845695234, - "size": 29, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80015695234, - "size": 65, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80065695234, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80085695234, - "size": 6, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80105695234, - "size": 43, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.140Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569515, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189823285056, - "size": 29, - "orderCount": 13 - }, - { - "priceNanos": 189783285056, - "size": 80, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189873285056, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 189883285056, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 189893285056, - "size": 15, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.182Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79975069684, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79965069684, - "size": 66, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79935069684, - "size": 14, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.264Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80015101896, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79975101896, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79925101896, - "size": 26, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79875101896, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 79845101896, - "size": 71, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80055101896, - "size": 88, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80105101896, - "size": 87, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80155101896, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 80195101896, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:51.362Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932204815, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79887204815, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79867204815, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79857204815, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 79807204815, - "size": 76, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79787204815, - "size": 17, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79977204815, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 79997204815, - "size": 93, - "orderCount": 4 - }, - { - "priceNanos": 80017204815, - "size": 24, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.376Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569519, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74918857243, - "size": 37, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74928857243, - "size": 10, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:51.435Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219916002302, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219866002302, - "size": 51, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219836002302, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 219826002302, - "size": 13, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219966002302, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 220016002302, - "size": 97, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220056002302, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220106002302, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 220156002302, - "size": 75, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.454Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569521, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220042290632, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:51.536Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091645307, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75051645307, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 75001645307, - "size": 86, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75131645307, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75171645307, - "size": 7, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:51.572Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189730749144, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189705749144, - "size": 88, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189755749144, - "size": 25, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189785749144, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 189825749144, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189845749144, - "size": 11, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:51.594Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569524, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79909248705, - "size": 71, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79859248705, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79809248705, - "size": 87, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 79959248705, - "size": 68, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79969248705, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:51.662Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219953769935, - "size": 89, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219943769935, - "size": 27, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219893769935, - "size": 53, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219843769935, - "size": 3, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219993769935, - "size": 96, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:51.700Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569526, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74997450849, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 74977450849, - "size": 37, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75007450849, - "size": 24, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:51.736Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80015090370, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79995090370, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79975090370, - "size": 53, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79965090370, - "size": 71, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80035090370, - "size": 65, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.776Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189750893010, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189770893010, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189810893010, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 189860893010, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.814Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445576998, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823400576998, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 4823350576998, - "size": 21, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823490576998, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 4823500576998, - "size": 1, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823530576998, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 4823580576998, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 4823610576998, - "size": 55, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.901Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569530, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349932476260, - "size": 87, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349922476260, - "size": 57, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349872476260, - "size": 99, - "orderCount": 13 - }, - { - "priceNanos": 349822476260, - "size": 36, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 349982476260, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 349992476260, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 350012476260, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 350052476260, - "size": 40, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:51.922Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569531, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823561401273, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 4823531401273, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 4823481401273, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 4823471401273, - "size": 79, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823581401273, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 4823611401273, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 4823621401273, - "size": 28, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.934Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993256643, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74953256643, - "size": 100, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74943256643, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 74913256643, - "size": 99, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74903256643, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 74853256643, - "size": 96, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75033256643, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 75043256643, - "size": 39, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:51.953Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569533, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189644414471, - "size": 80, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189634414471, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189604414471, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 189554414471, - "size": 81, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189714414471, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 189744414471, - "size": 48, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.051Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189805397281, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 189775397281, - "size": 32, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189765397281, - "size": 32, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189885397281, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 189935397281, - "size": 21, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.132Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79943293020, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79918293020, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 79898293020, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 79858293020, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79828293020, - "size": 22, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79788293020, - "size": 81, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79968293020, - "size": 82, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.193Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569536, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74928200121, - "size": 4, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74908200121, - "size": 48, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75018200121, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 75038200121, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 75048200121, - "size": 7, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:52.250Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456730318, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823446730318, - "size": 43, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823396730318, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823356730318, - "size": 61, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823466730318, - "size": 24, - "orderCount": 18 - }, - { - "priceNanos": 4823516730318, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 4823566730318, - "size": 97, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823616730318, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 4823646730318, - "size": 8, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.292Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75082701099, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75032701099, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 75012701099, - "size": 76, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75002701099, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74962701099, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 74942701099, - "size": 3, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75132701099, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 75182701099, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 75222701099, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75232701099, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 75262701099, - "size": 66, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.310Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569539, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74879813957, - "size": 24, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74849813957, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 74799813957, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 74779813957, - "size": 16, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74759813957, - "size": 26, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74949813957, - "size": 52, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74979813957, - "size": 84, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74989813957, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 74999813957, - "size": 39, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75029813957, - "size": 70, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:52.399Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349904255323, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349894255323, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 349864255323, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 349824255323, - "size": 57, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349914255323, - "size": 9, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:52.466Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980032035, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74970032035, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 74930032035, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74920032035, - "size": 26, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74990032035, - "size": 12, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:52.534Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096056824, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80071056824, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 80021056824, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79991056824, - "size": 86, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80121056824, - "size": 46, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:52.563Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74907214799, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 74857214799, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 74827214799, - "size": 41, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74787214799, - "size": 17, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74957214799, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 74977214799, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 75017214799, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 75027214799, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75077214799, - "size": 97, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:52.601Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996115293, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971115293, - "size": 53, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80021115293, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 80061115293, - "size": 64, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.652Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569545, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349935749161, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 349885749161, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 349865749161, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 349855749161, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 349835749161, - "size": 68, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350035749161, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 350045749161, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350075749161, - "size": 23, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350115749161, - "size": 17, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350165749161, - "size": 26, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.693Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472971826, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432971826, - "size": 44, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823402971826, - "size": 4, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823392971826, - "size": 23, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823352971826, - "size": 72, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823512971826, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 4823542971826, - "size": 69, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.735Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499316489, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823459316489, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 4823439316489, - "size": 5, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.797Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74888035716, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 74858035716, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 74848035716, - "size": 68, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74948035716, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 74978035716, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75008035716, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75048035716, - "size": 32, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.887Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726171843, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:52.911Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678780493925, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678735493925, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 1678715493925, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678685493925, - "size": 48, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678665493925, - "size": 3, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678825493925, - "size": 70, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678875493925, - "size": 26, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678895493925, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678915493925, - "size": 89, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:52.977Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955200296, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79915200296, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79995200296, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 80035200296, - "size": 57, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80045200296, - "size": 47, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:53.065Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569552, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74885717800, - "size": 93, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74875717800, - "size": 58, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74915717800, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74945717800, - "size": 39, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74955717800, - "size": 31, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.123Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569553, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75025715164, - "size": 92, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.205Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189702342853, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189682342853, - "size": 83, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189642342853, - "size": 97, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189602342853, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189572342853, - "size": 63, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.242Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678882050993, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678862050993, - "size": 3, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.266Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350065216502, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350050216502, - "size": 17, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350040216502, - "size": 38, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350080216502, - "size": 50, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350120216502, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 350140216502, - "size": 93, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350150216502, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 350160216502, - "size": 38, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.279Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569557, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441635605, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823431635605, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 4823401635605, - "size": 34, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823361635605, - "size": 37, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823331635605, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 4823291635605, - "size": 93, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.379Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189779450802, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189734450802, - "size": 93, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189684450802, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189644450802, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 189604450802, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 189564450802, - "size": 55, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189824450802, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 189834450802, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 189864450802, - "size": 78, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.449Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569559, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090423422, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75080423422, - "size": 77, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:53.524Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569560, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189715541613, - "size": 10, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189685541613, - "size": 92, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189675541613, - "size": 74, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189755541613, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 189805541613, - "size": 18, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:53.541Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569561, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823530346379, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 4823490346379, - "size": 35, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823440346379, - "size": 77, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823390346379, - "size": 55, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823560346379, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 4823600346379, - "size": 72, - "orderCount": 11 - }, - { - "priceNanos": 4823610346379, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 4823660346379, - "size": 32, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823690346379, - "size": 60, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.567Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569562, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349867830453, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 349827830453, - "size": 89, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349967830453, - "size": 30, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:53.602Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74996358660, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74991358660, - "size": 32, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74961358660, - "size": 78, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:53.684Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75092271520, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75082271520, - "size": 100, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75032271520, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 75002271520, - "size": 95, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74972271520, - "size": 69, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102271520, - "size": 61, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75122271520, - "size": 75, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75142271520, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 75152271520, - "size": 24, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:53.774Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057139184, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80037139184, - "size": 11, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80017139184, - "size": 99, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79977139184, - "size": 25, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80077139184, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 80127139184, - "size": 38, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80167139184, - "size": 35, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:53.852Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569566, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79940725341, - "size": 89, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79930725341, - "size": 98, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80040725341, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 80090725341, - "size": 33, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:53.949Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033528899, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75028528899, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 75008528899, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 74988528899, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75038528899, - "size": 28, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75058528899, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 75078528899, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 75128528899, - "size": 35, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.015Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569568, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678776434429, - "size": 11, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678736434429, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 1678726434429, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 1678676434429, - "size": 79, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:54.108Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823587981814, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823572981814, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 4823542981814, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 4823512981814, - "size": 67, - "orderCount": 10 - }, - { - "priceNanos": 4823492981814, - "size": 82, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823442981814, - "size": 95, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823602981814, - "size": 49, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.174Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031330988, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349981330988, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 349961330988, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349931330988, - "size": 66, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081330988, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 350121330988, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350141330988, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:54.231Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569571, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823467757309, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 4823427757309, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 4823387757309, - "size": 92, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823527757309, - "size": 62, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:54.303Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569572, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:37:54.380Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189664016411, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189709016411, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189719016411, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 189769016411, - "size": 2, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:54.399Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678827964992, - "size": 71, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678777964992, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678737964992, - "size": 86, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678837964992, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 1678887964992, - "size": 13, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.442Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719510062, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189669510062, - "size": 1, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189629510062, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 189609510062, - "size": 97, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189589510062, - "size": 7, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189769510062, - "size": 21, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.457Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678826054969, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678841054969, - "size": 44, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678851054969, - "size": 91, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.514Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466816391, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823426816391, - "size": 36, - "orderCount": 20 - }, - { - "priceNanos": 4823396816391, - "size": 75, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823506816391, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 4823526816391, - "size": 9, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.567Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74933052907, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74898052907, - "size": 99, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74968052907, - "size": 11, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.625Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823535626759, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823505626759, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823485626759, - "size": 74, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823435626759, - "size": 51, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823385626759, - "size": 84, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823335626759, - "size": 77, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:54.674Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350016575776, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349986575776, - "size": 27, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350046575776, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350066575776, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 350076575776, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350106575776, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350116575776, - "size": 54, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.730Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005107794, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79970107794, - "size": 71, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79960107794, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 79910107794, - "size": 9, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79870107794, - "size": 6, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79850107794, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80040107794, - "size": 87, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.775Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219995912420, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220000912420, - "size": 18, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220040912420, - "size": 37, - "orderCount": 19 - }, - { - "priceNanos": 220060912420, - "size": 43, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:54.805Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569583, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678721210040, - "size": 71, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678811210040, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678821210040, - "size": 18, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:54.864Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926908784, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79911908784, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 79861908784, - "size": 33, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79811908784, - "size": 93, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79941908784, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79951908784, - "size": 71, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79971908784, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 79991908784, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80011908784, - "size": 9, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:54.930Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569585, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:54.976Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995542887, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74990542887, - "size": 74, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75000542887, - "size": 43, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:55.045Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790309770, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678765309770, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 1678745309770, - "size": 100, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678725309770, - "size": 100, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678815309770, - "size": 31, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:55.056Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569588, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678711847654, - "size": 34, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678771847654, - "size": 84, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678791847654, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678821847654, - "size": 100, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678841847654, - "size": 68, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678871847654, - "size": 31, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.108Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922145844, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79887145844, - "size": 2, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79957145844, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79997145844, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80007145844, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 80037145844, - "size": 80, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80047145844, - "size": 35, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:55.156Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569590, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:55.227Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037604710, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74992604710, - "size": 77, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74962604710, - "size": 86, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75082604710, - "size": 65, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:55.300Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569592, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220054620700, - "size": 7, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220034620700, - "size": 46, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220104620700, - "size": 39, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220154620700, - "size": 12, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220184620700, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220194620700, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 220244620700, - "size": 43, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:55.343Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349979669433, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349954669433, - "size": 38, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349914669433, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 349864669433, - "size": 33, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350004669433, - "size": 62, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350024669433, - "size": 59, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.412Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061446497, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75021446497, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74981446497, - "size": 64, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74971446497, - "size": 49, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74921446497, - "size": 82, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75101446497, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.440Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970154033, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79955154033, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 79945154033, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79935154033, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79895154033, - "size": 16, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79985154033, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 80025154033, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 80045154033, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 80095154033, - "size": 53, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:55.492Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713272557, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678663272557, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678633272557, - "size": 40, - "orderCount": 14 - }, - { - "priceNanos": 1678623272557, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678613272557, - "size": 87, - "orderCount": 9 - }, - { - "priceNanos": 1678593272557, - "size": 55, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678763272557, - "size": 85, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:55.562Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569597, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80054680934, - "size": 13, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80034680934, - "size": 5, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80144680934, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 80194680934, - "size": 23, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80214680934, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80224680934, - "size": 83, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.634Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219932139082, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927139082, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219907139082, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219887139082, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 219857139082, - "size": 64, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.646Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350035330553, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350030330553, - "size": 29, - "orderCount": 4 - }, - { - "priceNanos": 350010330553, - "size": 73, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350040330553, - "size": 36, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350080330553, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350110330553, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 350150330553, - "size": 63, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350170330553, - "size": 98, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.713Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729850880, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678714850880, - "size": 39, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678744850880, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 1678794850880, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 1678834850880, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.764Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75013055628, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74973055628, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 74923055628, - "size": 2, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75053055628, - "size": 97, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75073055628, - "size": 98, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.852Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569602, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349901698577, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 349871698577, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 349821698577, - "size": 85, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349791698577, - "size": 17, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349991698577, - "size": 55, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350031698577, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 350061698577, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350111698577, - "size": 25, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350131698577, - "size": 29, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:55.894Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569603, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010509262, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349970509262, - "size": 6, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349920509262, - "size": 57, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350050509262, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 350100509262, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 350130509262, - "size": 95, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:55.932Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026071880, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79976071880, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79936071880, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 79906071880, - "size": 67, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79866071880, - "size": 67, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79846071880, - "size": 24, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80076071880, - "size": 50, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:55.972Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349914469933, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349909469933, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 349869469933, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349829469933, - "size": 64, - "orderCount": 18 - }, - { - "priceNanos": 349819469933, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 349919469933, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 349929469933, - "size": 56, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.030Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189845750203, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189795750203, - "size": 99, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189765750203, - "size": 64, - "orderCount": 19 - }, - { - "priceNanos": 189755750203, - "size": 29, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189895750203, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 189935750203, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189985750203, - "size": 23, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 190015750203, - "size": 69, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.110Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189815313370, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189835313370, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 189855313370, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 189905313370, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 189935313370, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189985313370, - "size": 72, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.122Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80058269072, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80053269072, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 80013269072, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79963269072, - "size": 29, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79943269072, - "size": 52, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80063269072, - "size": 5, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.199Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823555322919, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823540322919, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 4823530322919, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 4823520322919, - "size": 44, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823480322919, - "size": 51, - "orderCount": 18 - }, - { - "priceNanos": 4823460322919, - "size": 43, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823570322919, - "size": 78, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823600322919, - "size": 67, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823630322919, - "size": 3, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823680322919, - "size": 43, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.273Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678883088004, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678873088004, - "size": 70, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678893088004, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 1678933088004, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 1678953088004, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1679003088004, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 1679043088004, - "size": 37, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:56.320Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678840713185, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678820713185, - "size": 23, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678860713185, - "size": 53, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:56.350Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569612, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74935947231, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 74895947231, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 74865947231, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 74825947231, - "size": 100, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.372Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569613, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75026827207, - "size": 58, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74996827207, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 74976827207, - "size": 23, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076827207, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75126827207, - "size": 54, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75156827207, - "size": 75, - "orderCount": 6 - }, - { - "priceNanos": 75206827207, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 75256827207, - "size": 80, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.397Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491813979, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476813979, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 4823426813979, - "size": 60, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823396813979, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 4823356813979, - "size": 97, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823506813979, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823556813979, - "size": 38, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.496Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823403867669, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823358867669, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 4823348867669, - "size": 61, - "orderCount": 15 - }, - { - "priceNanos": 4823328867669, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 4823318867669, - "size": 18, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448867669, - "size": 42, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:56.508Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987627913, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74977627913, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74947627913, - "size": 58, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:56.602Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800047065, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678790047065, - "size": 47, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678810047065, - "size": 56, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.687Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349909044972, - "size": 24, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349879044972, - "size": 24, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349849044972, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349839044972, - "size": 80, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349799044972, - "size": 61, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349989044972, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 349999044972, - "size": 20, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350009044972, - "size": 27, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.734Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350000980302, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349955980302, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 349945980302, - "size": 40, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.782Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569620, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219993943353, - "size": 28, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220038943353, - "size": 36, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220058943353, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 220108943353, - "size": 23, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220148943353, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 220198943353, - "size": 45, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.866Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569621, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823430297111, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823480297111, - "size": 98, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823490297111, - "size": 9, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:56.948Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678864327973, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678859327973, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 1678819327973, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 1678809327973, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 1678789327973, - "size": 40, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678759327973, - "size": 74, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.025Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569623, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80010779236, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79990779236, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 79980779236, - "size": 55, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80080779236, - "size": 37, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80110779236, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 80120779236, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 80160779236, - "size": 79, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:57.092Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569624, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678714433733, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 1678664433733, - "size": 45, - "orderCount": 9 - }, - { - "priceNanos": 1678634433733, - "size": 7, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678614433733, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 1678574433733, - "size": 17, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678774433733, - "size": 63, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.176Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920531210, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79885531210, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 79835531210, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79795531210, - "size": 28, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79955531210, - "size": 19, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:57.192Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522499231, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823497499231, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823457499231, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823437499231, - "size": 43, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823387499231, - "size": 16, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547499231, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 4823557499231, - "size": 13, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823577499231, - "size": 51, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.251Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350033405070, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.313Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569628, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443550988, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823398550988, - "size": 51, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.352Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023463263, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79993463263, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 79943463263, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79903463263, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80053463263, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 80073463263, - "size": 86, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80083463263, - "size": 28, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:57.400Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569630, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678743628161, - "size": 58, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678693628161, - "size": 57, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678643628161, - "size": 64, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678603628161, - "size": 77, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678593628161, - "size": 64, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678833628161, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 1678843628161, - "size": 29, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.463Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569631, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75035728140, - "size": 80, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75025728140, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 75005728140, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74995728140, - "size": 93, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74975728140, - "size": 1, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75075728140, - "size": 35, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75115728140, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 75145728140, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 75175728140, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 75195728140, - "size": 50, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:57.548Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569632, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912537561, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79872537561, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 79842537561, - "size": 43, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79942537561, - "size": 84, - "orderCount": 2 - }, - { - "priceNanos": 79972537561, - "size": 8, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80002537561, - "size": 52, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80032537561, - "size": 85, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80052537561, - "size": 13, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.631Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072645554, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75027645554, - "size": 20, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74997645554, - "size": 16, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74987645554, - "size": 40, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74947645554, - "size": 79, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.721Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062569384, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75057569384, - "size": 27, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75067569384, - "size": 48, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.769Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818082799, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678773082799, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678763082799, - "size": 77, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863082799, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 1678883082799, - "size": 60, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678923082799, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678933082799, - "size": 14, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.843Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569636, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79899683457, - "size": 75, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79859683457, - "size": 94, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79999683457, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 80009683457, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 80049683457, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 80089683457, - "size": 98, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:57.877Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713283409, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678763283409, - "size": 54, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678803283409, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 1678813283409, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.910Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932270054, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79972270054, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 79982270054, - "size": 13, - "orderCount": 5 - }, - { - "priceNanos": 80002270054, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 80022270054, - "size": 44, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:57.999Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79943734813, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79893734813, - "size": 99, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:58.060Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823549883882, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823589883882, - "size": 25, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823599883882, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 4823639883882, - "size": 76, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.139Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967209640, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79937209640, - "size": 64, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79917209640, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 79887209640, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 79847209640, - "size": 37, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79837209640, - "size": 34, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79997209640, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 80037209640, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80087209640, - "size": 72, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:58.164Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79966167855, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79946167855, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 79906167855, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79896167855, - "size": 69, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79886167855, - "size": 83, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79986167855, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 80036167855, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 80086167855, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 80126167855, - "size": 31, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80136167855, - "size": 5, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.197Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569643, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678843435603, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678833435603, - "size": 97, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678923435603, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 1678943435603, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 1678973435603, - "size": 46, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679013435603, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679053435603, - "size": 15, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.235Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073641565, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350028641565, - "size": 74, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350018641565, - "size": 63, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350118641565, - "size": 82, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350138641565, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 350188641565, - "size": 72, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350208641565, - "size": 78, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.280Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569645, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349930991943, - "size": 68, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349910991943, - "size": 96, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349870991943, - "size": 60, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349820991943, - "size": 96, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349940991943, - "size": 52, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:58.373Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981280449, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219931280449, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 219901280449, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219871280449, - "size": 6, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219851280449, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 219821280449, - "size": 7, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:58.427Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569647, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349997684032, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349977684032, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 349937684032, - "size": 59, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.476Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569648, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823539096347, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823569096347, - "size": 31, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.573Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678830225354, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678805225354, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 1678795225354, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 1678785225354, - "size": 49, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678855225354, - "size": 11, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678895225354, - "size": 45, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678905225354, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678925225354, - "size": 24, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.617Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569650, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79929872996, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 79919872996, - "size": 90, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79899872996, - "size": 24, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79989872996, - "size": 29, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80039872996, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 80089872996, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 80139872996, - "size": 68, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.670Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936903308, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219931903308, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 219891903308, - "size": 73, - "orderCount": 6 - }, - { - "priceNanos": 219851903308, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 219801903308, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 219761903308, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219941903308, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 219971903308, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 220021903308, - "size": 53, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.765Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734580913, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189684580913, - "size": 47, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189784580913, - "size": 92, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189794580913, - "size": 10, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189814580913, - "size": 96, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.805Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569653, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189833398722, - "size": 22, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:58.848Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569654, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823579898773, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 4823539898773, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 4823489898773, - "size": 6, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:58.916Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453632403, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823408632403, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 4823388632403, - "size": 80, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823368632403, - "size": 66, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823498632403, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 4823518632403, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 4823538632403, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 4823558632403, - "size": 48, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:58.948Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020610130, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74995610130, - "size": 10, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74945610130, - "size": 96, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74935610130, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 74905610130, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74855610130, - "size": 95, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75045610130, - "size": 19, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75095610130, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 75135610130, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 75175610130, - "size": 7, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:58.973Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569657, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189713421381, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 189743421381, - "size": 25, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.046Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889814184, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678849814184, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678839814184, - "size": 23, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678799814184, - "size": 35, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678749814184, - "size": 40, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678929814184, - "size": 43, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678939814184, - "size": 98, - "orderCount": 5 - }, - { - "priceNanos": 1678979814184, - "size": 2, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.130Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504161188, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823469161188, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 4823459161188, - "size": 19, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823449161188, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 4823419161188, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823399161188, - "size": 3, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539161188, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 4823569161188, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 4823579161188, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 4823619161188, - "size": 79, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.190Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569660, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349974134794, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349954134794, - "size": 53, - "orderCount": 8 - }, - { - "priceNanos": 349924134794, - "size": 78, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349884134794, - "size": 84, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349834134794, - "size": 93, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350044134794, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 350084134794, - "size": 9, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350104134794, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 350134134794, - "size": 49, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.281Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412990640, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823402990640, - "size": 49, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823382990640, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 4823342990640, - "size": 13, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823292990640, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 4823262990640, - "size": 63, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823422990640, - "size": 25, - "orderCount": 15 - }, - { - "priceNanos": 4823442990640, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 4823472990640, - "size": 61, - "orderCount": 6 - }, - { - "priceNanos": 4823512990640, - "size": 33, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823562990640, - "size": 63, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.296Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349990017728, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349960017728, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 349940017728, - "size": 26, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349900017728, - "size": 70, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349870017728, - "size": 80, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350020017728, - "size": 63, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350060017728, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 350080017728, - "size": 56, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350130017728, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.307Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569663, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678808306018, - "size": 89, - "orderCount": 11 - }, - { - "priceNanos": 1678838306018, - "size": 40, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678878306018, - "size": 13, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678888306018, - "size": 25, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.342Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419256591, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823374256591, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 4823334256591, - "size": 81, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:59.398Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488862564, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823528862564, - "size": 32, - "orderCount": 17 - }, - { - "priceNanos": 4823558862564, - "size": 18, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823568862564, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 4823598862564, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 4823638862564, - "size": 98, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.414Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992481065, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79947481065, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79897481065, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 79857481065, - "size": 100, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79807481065, - "size": 42, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80037481065, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 80067481065, - "size": 55, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:59.461Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569667, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350049894316, - "size": 88, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350139894316, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 350149894316, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 350169894316, - "size": 99, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350219894316, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 350249894316, - "size": 91, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.533Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569668, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220025618666, - "size": 94, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220085618666, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 220095618666, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 220135618666, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 220165618666, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 220175618666, - "size": 42, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:37:59.576Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678727490187, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678712490187, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 1678692490187, - "size": 89, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678672490187, - "size": 71, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678622490187, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 1678592490187, - "size": 81, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678742490187, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 1678782490187, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 1678832490187, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 1678862490187, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678882490187, - "size": 6, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:59.649Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678727107832, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678707107832, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 1678677107832, - "size": 46, - "orderCount": 5 - }, - { - "priceNanos": 1678657107832, - "size": 97, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678747107832, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 1678787107832, - "size": 48, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:37:59.678Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74880083603, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74860083603, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 74830083603, - "size": 4, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74800083603, - "size": 16, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74960083603, - "size": 22, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:37:59.705Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569672, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349970918916, - "size": 62, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349920918916, - "size": 22, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349980918916, - "size": 46, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.792Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350070252423, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350055252423, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 350025252423, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 349995252423, - "size": 89, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349955252423, - "size": 87, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350085252423, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 350125252423, - "size": 38, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:37:59.892Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708987416, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189663987416, - "size": 64, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189633987416, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189753987416, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189773987416, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 189783987416, - "size": 70, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189813987416, - "size": 61, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:37:59.940Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189814827788, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189779827788, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189729827788, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 189709827788, - "size": 10, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189849827788, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 189879827788, - "size": 86, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.008Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79908058754, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79893058754, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 79853058754, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 79843058754, - "size": 78, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79833058754, - "size": 91, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79793058754, - "size": 50, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79923058754, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79953058754, - "size": 79, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79963058754, - "size": 22, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:00.100Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926844995, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74916844995, - "size": 38, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74876844995, - "size": 61, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.198Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569678, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79906193676, - "size": 69, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79886193676, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 79836193676, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 79806193676, - "size": 72, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80006193676, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 80046193676, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 80096193676, - "size": 44, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:00.272Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879920822, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678834920822, - "size": 53, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678824920822, - "size": 76, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.303Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569680, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678675302703, - "size": 99, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678645302703, - "size": 6, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678625302703, - "size": 49, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678595302703, - "size": 71, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678545302703, - "size": 52, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.379Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798238515, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678753238515, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 1678703238515, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 1678683238515, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 1678663238515, - "size": 41, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678843238515, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678853238515, - "size": 16, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:00.455Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569682, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350006180303, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349996180303, - "size": 33, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350066180303, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 350116180303, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 350166180303, - "size": 72, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:00.517Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569683, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75043097558, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75063097558, - "size": 86, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75113097558, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 75123097558, - "size": 56, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.542Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569684, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823429090068, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823379090068, - "size": 5, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:00.590Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678740126083, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678725126083, - "size": 65, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678755126083, - "size": 85, - "orderCount": 9 - }, - { - "priceNanos": 1678765126083, - "size": 32, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.610Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823437560995, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823402560995, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 4823352560995, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823322560995, - "size": 77, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823472560995, - "size": 11, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:00.625Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350096463970, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350081463970, - "size": 49, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350111463970, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350121463970, - "size": 27, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350131463970, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 350151463970, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 350191463970, - "size": 95, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.666Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823541149993, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823496149993, - "size": 62, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.759Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189793792564, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189763792564, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 189753792564, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189743792564, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189713792564, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 189663792564, - "size": 45, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189823792564, - "size": 87, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.802Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569690, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79860055944, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79840055944, - "size": 65, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79790055944, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 79780055944, - "size": 92, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79730055944, - "size": 72, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:00.824Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962866696, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79922866696, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 79892866696, - "size": 59, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79862866696, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 79832866696, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79792866696, - "size": 50, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:00.857Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827394220, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812394220, - "size": 92, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678802394220, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 1678762394220, - "size": 55, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678712394220, - "size": 73, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842394220, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 1678892394220, - "size": 47, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.894Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80001838009, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79961838009, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 79941838009, - "size": 43, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80041838009, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80091838009, - "size": 92, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80141838009, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80191838009, - "size": 46, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.965Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823414528248, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823384528248, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823374528248, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823354528248, - "size": 49, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823324528248, - "size": 41, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823444528248, - "size": 61, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:00.976Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569695, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79992047525, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79952047525, - "size": 8, - "orderCount": 2 - }, - { - "priceNanos": 79932047525, - "size": 99, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80042047525, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 80072047525, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 80102047525, - "size": 54, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:01.016Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569696, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823530726903, - "size": 76, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823510726903, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823480726903, - "size": 91, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823550726903, - "size": 54, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823600726903, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 4823640726903, - "size": 15, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823680726903, - "size": 68, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823720726903, - "size": 89, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:01.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569697, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915037677, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79965037677, - "size": 8, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79995037677, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 80045037677, - "size": 8, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80055037677, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80075037677, - "size": 3, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.132Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189669426861, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189649426861, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189609426861, - "size": 14, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189689426861, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 189719426861, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 189739426861, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 189749426861, - "size": 67, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.207Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79964364147, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79939364147, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 79909364147, - "size": 58, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79859364147, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 79829364147, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 79819364147, - "size": 22, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79989364147, - "size": 57, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80019364147, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 80049364147, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80079364147, - "size": 69, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.294Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036258063, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75071258063, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 75121258063, - "size": 19, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75151258063, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 75171258063, - "size": 46, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:01.314Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044615138, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80064615138, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 80074615138, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 80104615138, - "size": 25, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80114615138, - "size": 61, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80154615138, - "size": 43, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:01.325Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189789928858, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189774928858, - "size": 13, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189764928858, - "size": 38, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189754928858, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189724928858, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189684928858, - "size": 63, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189804928858, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 189844928858, - "size": 14, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189864928858, - "size": 40, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189884928858, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189924928858, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.391Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872239227, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678857239227, - "size": 58, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678817239227, - "size": 60, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678797239227, - "size": 40, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678887239227, - "size": 97, - "orderCount": 2 - }, - { - "priceNanos": 1678927239227, - "size": 33, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.489Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678755566908, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678715566908, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678705566908, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 1678675566908, - "size": 43, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678635566908, - "size": 66, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678595566908, - "size": 54, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678795566908, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 1678805566908, - "size": 50, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.528Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80088326893, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80073326893, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80103326893, - "size": 34, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.577Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569706, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189718661629, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 189698661629, - "size": 100, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189648661629, - "size": 77, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189798661629, - "size": 60, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189808661629, - "size": 41, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189828661629, - "size": 91, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189868661629, - "size": 97, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189918661629, - "size": 17, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.647Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189732018351, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189737018351, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 189747018351, - "size": 57, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569708, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823525745874, - "size": 50, - "orderCount": 8 - }, - { - "priceNanos": 4823515745874, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 4823505745874, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823465745874, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 4823445745874, - "size": 68, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823625745874, - "size": 82, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823645745874, - "size": 60, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823665745874, - "size": 55, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:01.775Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048304865, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80033304865, - "size": 82, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80063304865, - "size": 30, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:01.827Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80052513276, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80087513276, - "size": 22, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80127513276, - "size": 93, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:01.858Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569711, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220069269574, - "size": 71, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220039269574, - "size": 93, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220079269574, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220109269574, - "size": 70, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:01.950Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189736186259, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189701186259, - "size": 32, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189771186259, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189801186259, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 189821186259, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 189871186259, - "size": 63, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:01.976Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569713, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349897862426, - "size": 7, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349917862426, - "size": 94, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:02.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753597710, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678713597710, - "size": 40, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678663597710, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678613597710, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 1678573597710, - "size": 12, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678543597710, - "size": 31, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678793597710, - "size": 61, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678803597710, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 1678813597710, - "size": 80, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:02.093Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823532395141, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823512395141, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 4823482395141, - "size": 93, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823432395141, - "size": 5, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823552395141, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 4823592395141, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 4823642395141, - "size": 63, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516292301, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823491292301, - "size": 2, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823441292301, - "size": 10, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.172Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569717, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678763663404, - "size": 2, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678743663404, - "size": 46, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:02.191Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083722182, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220073722182, - "size": 8, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220093722182, - "size": 51, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220143722182, - "size": 75, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.220Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219964851898, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219989851898, - "size": 73, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:02.315Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064340177, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220069340177, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:02.357Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678883472279, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678868472279, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678818472279, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 1678808472279, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678798472279, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 1678758472279, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678898472279, - "size": 49, - "orderCount": 20 - }, - { - "priceNanos": 1678948472279, - "size": 64, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678978472279, - "size": 75, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1679018472279, - "size": 46, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1679048472279, - "size": 44, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:02.455Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930687690, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74890687690, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 74840687690, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74830687690, - "size": 51, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74780687690, - "size": 66, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.541Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569723, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75104645481, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 75144645481, - "size": 17, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.553Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220062955693, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220052955693, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 220002955693, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 219982955693, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219942955693, - "size": 66, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220072955693, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 220102955693, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220152955693, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 220202955693, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 220242955693, - "size": 32, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:02.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580832562, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823590832562, - "size": 96, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823610832562, - "size": 33, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.699Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569726, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350058095354, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 350018095354, - "size": 57, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350128095354, - "size": 47, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:02.711Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569727, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942467848, - "size": 11, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74892467848, - "size": 64, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74852467848, - "size": 68, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74842467848, - "size": 100, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74952467848, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 74962467848, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 75012467848, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 75052467848, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 75092467848, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:02.780Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569728, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823478330907, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 4823498330907, - "size": 72, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:02.863Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220089439473, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220069439473, - "size": 21, - "orderCount": 12 - }, - { - "priceNanos": 220039439473, - "size": 46, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220029439473, - "size": 4, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219989439473, - "size": 33, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220109439473, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220139439473, - "size": 59, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220159439473, - "size": 33, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220199439473, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 220209439473, - "size": 18, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:02.946Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096392116, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75091392116, - "size": 89, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75061392116, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 75011392116, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 74981392116, - "size": 22, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75101392116, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75131392116, - "size": 77, - "orderCount": 2 - }, - { - "priceNanos": 75151392116, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75201392116, - "size": 49, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75221392116, - "size": 58, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:03.018Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569731, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219884932374, - "size": 22, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219874932374, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219864932374, - "size": 23, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219834932374, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 219814932374, - "size": 21, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219984932374, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 219994932374, - "size": 44, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.085Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569732, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014863921, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220009863921, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 219999863921, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219959863921, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 219939863921, - "size": 82, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219919863921, - "size": 10, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220019863921, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 220069863921, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 220089863921, - "size": 59, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.173Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569733, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74991726522, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75041726522, - "size": 6, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75061726522, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 75101726522, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75121726522, - "size": 26, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.236Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350085580451, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350035580451, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350025580451, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350005580451, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 349985580451, - "size": 28, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350135580451, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350185580451, - "size": 12, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350215580451, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 350255580451, - "size": 61, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350295580451, - "size": 58, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.267Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349916846874, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349911846874, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349881846874, - "size": 77, - "orderCount": 18 - }, - { - "priceNanos": 349851846874, - "size": 18, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349921846874, - "size": 41, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.344Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569736, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79897090941, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 79887090941, - "size": 89, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79917090941, - "size": 6, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79957090941, - "size": 34, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79987090941, - "size": 72, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79997090941, - "size": 57, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.401Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80064853927, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80034853927, - "size": 65, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80094853927, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80114853927, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80124853927, - "size": 81, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:03.445Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590559534, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823570559534, - "size": 80, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823520559534, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823510559534, - "size": 93, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823610559534, - "size": 20, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.523Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350024122783, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349984122783, - "size": 46, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350064122783, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350074122783, - "size": 26, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350104122783, - "size": 4, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350124122783, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 350174122783, - "size": 94, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:03.572Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062377814, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75017377814, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74987377814, - "size": 61, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75107377814, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 75157377814, - "size": 9, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.621Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189687798670, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189657798670, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 189637798670, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 189597798670, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 189547798670, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189527798670, - "size": 20, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189717798670, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 189747798670, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 189757798670, - "size": 99, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.693Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569742, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:03.734Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678843599682, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 1678793599682, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 1678763599682, - "size": 73, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678903599682, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 1678933599682, - "size": 94, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.756Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189703321306, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189668321306, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 189658321306, - "size": 49, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.797Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569745, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189791404556, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189766404556, - "size": 79, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189816404556, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189826404556, - "size": 41, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189846404556, - "size": 85, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189876404556, - "size": 77, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:03.841Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823454740024, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823459740024, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 4823479740024, - "size": 97, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823529740024, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 4823559740024, - "size": 78, - "orderCount": 9 - }, - { - "priceNanos": 4823609740024, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.859Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823439139199, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823404139199, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 4823394139199, - "size": 16, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823474139199, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823524139199, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 4823574139199, - "size": 26, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823614139199, - "size": 1, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:03.926Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884914212, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678844914212, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678804914212, - "size": 93, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678794914212, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 1678754914212, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 1678714914212, - "size": 17, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678924914212, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 1678974914212, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 1678984914212, - "size": 83, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1679004914212, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 1679024914212, - "size": 76, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:04.026Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452543126, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823407543126, - "size": 63, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823377543126, - "size": 20, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823357543126, - "size": 76, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823497543126, - "size": 99, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823527543126, - "size": 13, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.126Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569750, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74933976878, - "size": 66, - "orderCount": 18 - }, - { - "priceNanos": 74883976878, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74843976878, - "size": 78, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74833976878, - "size": 41, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74993976878, - "size": 58, - "orderCount": 3 - }, - { - "priceNanos": 75043976878, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 75093976878, - "size": 29, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.178Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097596776, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220092596776, - "size": 60, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220102596776, - "size": 77, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220112596776, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 220162596776, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 220192596776, - "size": 60, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:04.266Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569752, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80013524299, - "size": 1, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80043524299, - "size": 36, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80063524299, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 80073524299, - "size": 61, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.311Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059804517, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350014804517, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349984804517, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 349934804517, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 349914804517, - "size": 64, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350104804517, - "size": 92, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.365Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80047324355, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80022324355, - "size": 48, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80072324355, - "size": 52, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.449Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749063121, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678744063121, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 1678714063121, - "size": 44, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678664063121, - "size": 1, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.482Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569756, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219944887698, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219934887698, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 219884887698, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 219834887698, - "size": 46, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219824887698, - "size": 1, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219954887698, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 219984887698, - "size": 27, - "orderCount": 20 - }, - { - "priceNanos": 220034887698, - "size": 72, - "orderCount": 11 - }, - { - "priceNanos": 220064887698, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220104887698, - "size": 26, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.502Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569757, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74996688257, - "size": 57, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:04.564Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987942521, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80007942521, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 80057942521, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80107942521, - "size": 75, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80127942521, - "size": 13, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.627Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823521503252, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 4823501503252, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 4823461503252, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 4823431503252, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 4823391503252, - "size": 90, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823531503252, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 4823551503252, - "size": 48, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:04.711Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569760, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350050619433, - "size": 34, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:04.809Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569761, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021468213, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79996468213, - "size": 87, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79986468213, - "size": 100, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80046468213, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 80076468213, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80106468213, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 80156468213, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 80166468213, - "size": 60, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.822Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825045581, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678805045581, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 1678785045581, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 1678755045581, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 1678725045581, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 1678685045581, - "size": 49, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845045581, - "size": 14, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:04.858Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712992329, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678692992329, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 1678642992329, - "size": 65, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678732992329, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 1678772992329, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678802992329, - "size": 22, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:04.919Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428805577, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403805577, - "size": 40, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823353805577, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823313805577, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 4823303805577, - "size": 91, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823453805577, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 4823463805577, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 4823483805577, - "size": 30, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823513805577, - "size": 86, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823533805577, - "size": 65, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:04.998Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569765, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220028413237, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220003413237, - "size": 96, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219993413237, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219943413237, - "size": 39, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219933413237, - "size": 75, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219903413237, - "size": 37, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.015Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220036162597, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220026162597, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219976162597, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219946162597, - "size": 62, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220046162597, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220076162597, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 220086162597, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220116162597, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 220166162597, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:05.050Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220034492465, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219994492465, - "size": 42, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219974492465, - "size": 3, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219934492465, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 219924492465, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 219914492465, - "size": 1, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220074492465, - "size": 96, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220124492465, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 220164492465, - "size": 82, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220194492465, - "size": 19, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.081Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569768, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823470223187, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823460223187, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823410223187, - "size": 88, - "orderCount": 17 - }, - { - "priceNanos": 4823370223187, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 4823360223187, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823500223187, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823530223187, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 4823560223187, - "size": 20, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823580223187, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 4823630223187, - "size": 14, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.157Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219961173699, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219931173699, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219881173699, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 219861173699, - "size": 69, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219831173699, - "size": 75, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219991173699, - "size": 47, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.194Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349994016689, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349984016689, - "size": 68, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349974016689, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 349954016689, - "size": 60, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349924016689, - "size": 15, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349894016689, - "size": 31, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.221Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569771, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823509219351, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823479219351, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 4823459219351, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 4823449219351, - "size": 88, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823529219351, - "size": 67, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823579219351, - "size": 27, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:05.242Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704359994, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678674359994, - "size": 53, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678654359994, - "size": 15, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678644359994, - "size": 22, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.341Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930509416, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74905509416, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 74865509416, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74815509416, - "size": 33, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74955509416, - "size": 97, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 74995509416, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75015509416, - "size": 92, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.369Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569774, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481672200, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823431672200, - "size": 84, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823531672200, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 4823571672200, - "size": 70, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:05.379Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774047702, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678729047702, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 1678709047702, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678699047702, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 1678669047702, - "size": 75, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678819047702, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 1678839047702, - "size": 73, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678889047702, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 1678939047702, - "size": 41, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.461Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844360866, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189829360866, - "size": 67, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189789360866, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 189759360866, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 189719360866, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 189709360866, - "size": 2, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189859360866, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 189869360866, - "size": 82, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189899360866, - "size": 4, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189929360866, - "size": 60, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189939360866, - "size": 89, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.536Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569777, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189692154472, - "size": 96, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189752154472, - "size": 5, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.624Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569778, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74980933932, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 74940933932, - "size": 43, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74920933932, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 74870933932, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 74860933932, - "size": 85, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75070933932, - "size": 10, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.720Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569779, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823441831586, - "size": 97, - "orderCount": 6 - }, - { - "priceNanos": 4823401831586, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 4823391831586, - "size": 34, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823351831586, - "size": 75, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541831586, - "size": 84, - "orderCount": 4 - }, - { - "priceNanos": 4823571831586, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823581831586, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823621831586, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 4823671831586, - "size": 91, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:05.783Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410475570, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823390475570, - "size": 42, - "orderCount": 20 - }, - { - "priceNanos": 4823360475570, - "size": 85, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823430475570, - "size": 93, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823480475570, - "size": 32, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823490475570, - "size": 52, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823510475570, - "size": 46, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823550475570, - "size": 83, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.832Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189792890292, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189807890292, - "size": 7, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189817890292, - "size": 88, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:05.905Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003534677, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74978534677, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 74968534677, - "size": 14, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74958534677, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 74948534677, - "size": 41, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75028534677, - "size": 31, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75038534677, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 75058534677, - "size": 84, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75068534677, - "size": 94, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75108534677, - "size": 3, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:05.985Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036407050, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75011407050, - "size": 60, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75001407050, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 74991407050, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 74941407050, - "size": 63, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74891407050, - "size": 46, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75061407050, - "size": 70, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75101407050, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.043Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189689922103, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189669922103, - "size": 74, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189639922103, - "size": 44, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189709922103, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 189739922103, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189789922103, - "size": 77, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.082Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811686394, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189766686394, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189736686394, - "size": 19, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189856686394, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 189866686394, - "size": 9, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189916686394, - "size": 6, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:06.110Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569786, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678698598380, - "size": 6, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678728598380, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 1678758598380, - "size": 68, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.191Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189732929455, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189722929455, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 189702929455, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 189682929455, - "size": 2, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189742929455, - "size": 95, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189782929455, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 189802929455, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 189852929455, - "size": 40, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.286Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442350726, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823437350726, - "size": 67, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823417350726, - "size": 24, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823447350726, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823467350726, - "size": 98, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823517350726, - "size": 50, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823557350726, - "size": 87, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:06.367Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569789, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823421312385, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 4823371312385, - "size": 24, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823321312385, - "size": 59, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823281312385, - "size": 58, - "orderCount": 3 - }, - { - "priceNanos": 4823231312385, - "size": 86, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823511312385, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 4823551312385, - "size": 85, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823561312385, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823571312385, - "size": 27, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823581312385, - "size": 43, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.457Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013376459, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79968376459, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 79958376459, - "size": 5, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80058376459, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 80088376459, - "size": 23, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.503Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706974555, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189696974555, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 189656974555, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 189646974555, - "size": 14, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189716974555, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189766974555, - "size": 59, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.556Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569792, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219968252614, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 219928252614, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219888252614, - "size": 30, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219858252614, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219848252614, - "size": 52, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219978252614, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 220028252614, - "size": 21, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.644Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569793, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219926632506, - "size": 21, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219956632506, - "size": 5, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.718Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569794, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:06.772Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569795, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678711669626, - "size": 77, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.821Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569796, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189693706353, - "size": 68, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189683706353, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 189673706353, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189643706353, - "size": 61, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189703706353, - "size": 100, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.871Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569797, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:06.929Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349968615308, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349923615308, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 349903615308, - "size": 70, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350013615308, - "size": 17, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:06.985Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219946452984, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219981452984, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 219991452984, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 220011452984, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 220061452984, - "size": 45, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:07.046Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569800, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74977983294, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 74927983294, - "size": 54, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74917983294, - "size": 95, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74987983294, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 75037983294, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 75047983294, - "size": 13, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75087983294, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:07.059Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037134579, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74997134579, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 74967134579, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 74917134579, - "size": 80, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75077134579, - "size": 22, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:07.092Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219944614657, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219924614657, - "size": 6, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219904614657, - "size": 84, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219874614657, - "size": 33, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964614657, - "size": 17, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219984614657, - "size": 42, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:07.165Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80079032556, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80029032556, - "size": 41, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:07.257Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569804, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678790488828, - "size": 83, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678760488828, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 1678740488828, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 1678700488828, - "size": 54, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678880488828, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 1678890488828, - "size": 28, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678920488828, - "size": 9, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:07.279Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969521724, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79959521724, - "size": 10, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79949521724, - "size": 30, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:07.335Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405425396, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823385425396, - "size": 27, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823355425396, - "size": 34, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823335425396, - "size": 80, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823305425396, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823285425396, - "size": 25, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823425425396, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 4823465425396, - "size": 23, - "orderCount": 4 - }, - { - "priceNanos": 4823475425396, - "size": 88, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:07.418Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569807, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709522585, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678714522585, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678754522585, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 1678794522585, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678824522585, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 1678844522585, - "size": 5, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:07.515Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189791097754, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189741097754, - "size": 90, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189731097754, - "size": 65, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189841097754, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 189881097754, - "size": 10, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189931097754, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 189981097754, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 190001097754, - "size": 50, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:07.613Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569809, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:07.657Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678742349890, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678702349890, - "size": 25, - "orderCount": 6 - }, - { - "priceNanos": 1678682349890, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 1678672349890, - "size": 76, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678652349890, - "size": 88, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678622349890, - "size": 25, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678782349890, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 1678792349890, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 1678822349890, - "size": 51, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:07.669Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447457916, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412457916, - "size": 93, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:07.744Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678757415364, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678717415364, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678687415364, - "size": 70, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678637415364, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 1678607415364, - "size": 71, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678797415364, - "size": 37, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678827415364, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 1678857415364, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 1678897415364, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 1678947415364, - "size": 71, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:07.829Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922819703, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79907819703, - "size": 90, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79867819703, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 79857819703, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 79827819703, - "size": 11, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79937819703, - "size": 38, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79987819703, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80027819703, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80037819703, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 80047819703, - "size": 34, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:07.859Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546900469, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823496900469, - "size": 10, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823596900469, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 4823636900469, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 4823666900469, - "size": 13, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823706900469, - "size": 24, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:07.904Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189799473541, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189749473541, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189699473541, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 189669473541, - "size": 50, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189649473541, - "size": 12, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189849473541, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 189859473541, - "size": 68, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:07.991Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569816, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79996044773, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 79986044773, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 79956044773, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 79936044773, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 79926044773, - "size": 81, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.010Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569817, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220024715168, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219984715168, - "size": 58, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220064715168, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 220074715168, - "size": 46, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220084715168, - "size": 41, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:08.026Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219984183793, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219969183793, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 219949183793, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 219899183793, - "size": 20, - "orderCount": 6 - }, - { - "priceNanos": 219859183793, - "size": 35, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:08.119Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665733759, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189645733759, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 189605733759, - "size": 89, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189685733759, - "size": 31, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:08.140Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096096647, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75061096647, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 75051096647, - "size": 51, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 75021096647, - "size": 62, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74991096647, - "size": 43, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75131096647, - "size": 82, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75161096647, - "size": 74, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75181096647, - "size": 23, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.235Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75047736051, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74997736051, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75097736051, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 75117736051, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 75127736051, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 75167736051, - "size": 3, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75207736051, - "size": 78, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:08.295Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872200297, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822200297, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 1678792200297, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 1678742200297, - "size": 33, - "orderCount": 10 - }, - { - "priceNanos": 1678712200297, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 1678692200297, - "size": 28, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678922200297, - "size": 54, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678942200297, - "size": 35, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.355Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219958554192, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219928554192, - "size": 34, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 219988554192, - "size": 72, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220018554192, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220048554192, - "size": 18, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:08.387Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825478517, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678780478517, - "size": 47, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678870478517, - "size": 81, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.428Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569825, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783495151, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678763495151, - "size": 1, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678723495151, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 1678673495151, - "size": 67, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678633495151, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 1678593495151, - "size": 81, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678803495151, - "size": 17, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678823495151, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 1678843495151, - "size": 63, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:08.461Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678787574996, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678737574996, - "size": 87, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.520Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75012717462, - "size": 9, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74992717462, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 74952717462, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 74922717462, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 74892717462, - "size": 40, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75052717462, - "size": 76, - "orderCount": 16 - }, - { - "priceNanos": 75062717462, - "size": 86, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:08.575Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80077508604, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80072508604, - "size": 62, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80062508604, - "size": 4, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80012508604, - "size": 17, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79992508604, - "size": 50, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:08.604Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569829, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349938669358, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 349898669358, - "size": 95, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350008669358, - "size": 100, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350028669358, - "size": 42, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.704Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906085903, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74886085903, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 74876085903, - "size": 70, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74856085903, - "size": 99, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74926085903, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 74936085903, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 74946085903, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 74996085903, - "size": 7, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.774Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569831, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79924524434, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 79894524434, - "size": 83, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79874524434, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 79864524434, - "size": 55, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79834524434, - "size": 55, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79964524434, - "size": 41, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:08.803Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569832, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74855276058, - "size": 71, - "orderCount": 7 - }, - { - "priceNanos": 74805276058, - "size": 24, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:08.889Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569833, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80069686819, - "size": 25, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80019686819, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 79999686819, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 79989686819, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79939686819, - "size": 26, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80129686819, - "size": 8, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80139686819, - "size": 68, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:08.961Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569834, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220099967269, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220149967269, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 220159967269, - "size": 77, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.026Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678707022917, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 1678667022917, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 1678647022917, - "size": 82, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678747022917, - "size": 59, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:09.090Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80058298967, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80053298967, - "size": 35, - "orderCount": 12 - }, - { - "priceNanos": 80043298967, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80033298967, - "size": 16, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80063298967, - "size": 21, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80093298967, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 80123298967, - "size": 1, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80163298967, - "size": 93, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80203298967, - "size": 45, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.152Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569837, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513978484, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498978484, - "size": 84, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823468978484, - "size": 63, - "orderCount": 11 - }, - { - "priceNanos": 4823448978484, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823418978484, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 4823378978484, - "size": 24, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528978484, - "size": 42, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.237Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843322206, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189878322206, - "size": 77, - "orderCount": 18 - }, - { - "priceNanos": 189898322206, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 189908322206, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 189948322206, - "size": 97, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.256Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887459155, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678842459155, - "size": 17, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678832459155, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 1678792459155, - "size": 49, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.315Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569840, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79972959282, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79932959282, - "size": 72, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79902959282, - "size": 58, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79892959282, - "size": 19, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79882959282, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 79872959282, - "size": 59, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80012959282, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 80052959282, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80062959282, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80102959282, - "size": 55, - "orderCount": 8 - }, - { - "priceNanos": 80152959282, - "size": 71, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:09.386Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569841, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220078289751, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220058289751, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 220048289751, - "size": 85, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 220018289751, - "size": 61, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220098289751, - "size": 18, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220138289751, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 220158289751, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 220178289751, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 220228289751, - "size": 18, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.400Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915540257, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79870540257, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79830540257, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79790540257, - "size": 46, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79770540257, - "size": 55, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79960540257, - "size": 5, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:09.446Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350009929061, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349979929061, - "size": 59, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350039929061, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 350049929061, - "size": 25, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350099929061, - "size": 73, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.504Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189810288111, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189785288111, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189735288111, - "size": 9, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189835288111, - "size": 92, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189875288111, - "size": 74, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189895288111, - "size": 72, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189925288111, - "size": 30, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:09.559Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569845, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189819604903, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 189769604903, - "size": 43, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189719604903, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 189709604903, - "size": 99, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189879604903, - "size": 1, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189909604903, - "size": 47, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:09.572Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569846, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80011245799, - "size": 50, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:09.639Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569847, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189674327370, - "size": 16, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189704327370, - "size": 45, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:09.724Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569848, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026135049, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80021135049, - "size": 2, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80031135049, - "size": 43, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:09.778Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447240301, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823437240301, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 4823387240301, - "size": 92, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823337240301, - "size": 84, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823307240301, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 4823287240301, - "size": 77, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457240301, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823477240301, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 4823497240301, - "size": 44, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:09.868Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907099454, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219887099454, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 219857099454, - "size": 67, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219817099454, - "size": 96, - "orderCount": 15 - }, - { - "priceNanos": 219797099454, - "size": 59, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219757099454, - "size": 52, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:09.930Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80046085929, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80001085929, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79981085929, - "size": 59, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79931085929, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 79901085929, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79851085929, - "size": 11, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80091085929, - "size": 5, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80131085929, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 80171085929, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 80201085929, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80221085929, - "size": 30, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:09.991Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569852, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74913081135, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 74903081135, - "size": 17, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74863081135, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 74843081135, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 74803081135, - "size": 52, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74943081135, - "size": 1, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.060Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801386092, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678796386092, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678766386092, - "size": 51, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678756386092, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678736386092, - "size": 43, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678686386092, - "size": 56, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678806386092, - "size": 73, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678846386092, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 1678866386092, - "size": 24, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678906386092, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.070Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569854, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79991628552, - "size": 39, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79971628552, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 79921628552, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 79901628552, - "size": 32, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80041628552, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80061628552, - "size": 75, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.137Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097774662, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220087774662, - "size": 93, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220037774662, - "size": 46, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220107774662, - "size": 32, - "orderCount": 3 - }, - { - "priceNanos": 220157774662, - "size": 21, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:10.225Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569856, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350044998310, - "size": 79, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350094998310, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 350104998310, - "size": 71, - "orderCount": 9 - }, - { - "priceNanos": 350144998310, - "size": 65, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350184998310, - "size": 57, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:10.290Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569857, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823471961970, - "size": 70, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823571961970, - "size": 85, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823581961970, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823611961970, - "size": 16, - "orderCount": 5 - }, - { - "priceNanos": 4823661961970, - "size": 7, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:10.383Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569858, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349900476012, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349915476012, - "size": 78, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 349965476012, - "size": 17, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.426Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569859, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678753616081, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678723616081, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 1678683616081, - "size": 57, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823616081, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 1678833616081, - "size": 25, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.490Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79989047696, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79984047696, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79944047696, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 79894047696, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 79874047696, - "size": 41, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79854047696, - "size": 5, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79994047696, - "size": 83, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80014047696, - "size": 88, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.575Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569861, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80055069168, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 80085069168, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 80125069168, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 80165069168, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 80195069168, - "size": 86, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.645Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580003421, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:10.706Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823478798085, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823458798085, - "size": 55, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823498798085, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 4823528798085, - "size": 10, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823568798085, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 4823588798085, - "size": 57, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:10.721Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987117372, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219952117372, - "size": 42, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219942117372, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219912117372, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219882117372, - "size": 70, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220022117372, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 220072117372, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 220122117372, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 220142117372, - "size": 53, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.799Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569865, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823581314211, - "size": 27, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823611314211, - "size": 88, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823631314211, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 4823671314211, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823681314211, - "size": 31, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.880Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569866, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350018492385, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349978492385, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 349948492385, - "size": 28, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350058492385, - "size": 25, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:10.971Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823457693054, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823502693054, - "size": 76, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.045Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349946829259, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349951829259, - "size": 23, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 349961829259, - "size": 42, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350011829259, - "size": 9, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.065Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987453319, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74972453319, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 74962453319, - "size": 18, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74942453319, - "size": 94, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75002453319, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75022453319, - "size": 48, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.100Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220042103807, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220032103807, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 219992103807, - "size": 81, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219962103807, - "size": 2, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219912103807, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 219882103807, - "size": 5, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 220052103807, - "size": 69, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220082103807, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 220122103807, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 220152103807, - "size": 25, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220202103807, - "size": 25, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.158Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79918337180, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79873337180, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79843337180, - "size": 53, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.178Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349933148168, - "size": 38, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350013148168, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 350043148168, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 350073148168, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 350083148168, - "size": 85, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:11.202Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569873, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678703474654, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 1678693474654, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 1678653474654, - "size": 42, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678643474654, - "size": 59, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678603474654, - "size": 34, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678753474654, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 1678763474654, - "size": 70, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678813474654, - "size": 78, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.284Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569874, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:11.310Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569875, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79942923220, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 79892923220, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 79872923220, - "size": 75, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80042923220, - "size": 64, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80092923220, - "size": 51, - "orderCount": 5 - }, - { - "priceNanos": 80132923220, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 80162923220, - "size": 13, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.324Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678715302900, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678670302900, - "size": 5, - "orderCount": 4 - }, - { - "priceNanos": 1678630302900, - "size": 36, - "orderCount": 14 - }, - { - "priceNanos": 1678620302900, - "size": 20, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678760302900, - "size": 54, - "orderCount": 19 - }, - { - "priceNanos": 1678800302900, - "size": 88, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678830302900, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678850302900, - "size": 68, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.379Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569877, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74903206974, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74888206974, - "size": 13, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74838206974, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74798206974, - "size": 87, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74918206974, - "size": 16, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74948206974, - "size": 17, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.430Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823411150581, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 4823381150581, - "size": 28, - "orderCount": 14 - }, - { - "priceNanos": 4823331150581, - "size": 4, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:11.476Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349945515432, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349935515432, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 349895515432, - "size": 99, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349955515432, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350005515432, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 350045515432, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.562Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569880, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526892790, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823491892790, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 4823441892790, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823421892790, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 4823401892790, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823371892790, - "size": 89, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823561892790, - "size": 23, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823571892790, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 4823601892790, - "size": 45, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:11.615Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823550837208, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823530837208, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823490837208, - "size": 38, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823450837208, - "size": 64, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.696Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569882, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823544888427, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823584888427, - "size": 69, - "orderCount": 10 - }, - { - "priceNanos": 4823634888427, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823664888427, - "size": 69, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.757Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968630501, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948630501, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 219918630501, - "size": 25, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219898630501, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 219858630501, - "size": 91, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219988630501, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 220038630501, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220078630501, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220098630501, - "size": 32, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.822Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968767348, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938767348, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 219918767348, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 219908767348, - "size": 20, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 219998767348, - "size": 57, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220038767348, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 220048767348, - "size": 57, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220098767348, - "size": 53, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220138767348, - "size": 84, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.845Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569885, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220013279626, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220063279626, - "size": 100, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220073279626, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220123279626, - "size": 55, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:11.868Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923056765, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74888056765, - "size": 31, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74858056765, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74848056765, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 74828056765, - "size": 37, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74958056765, - "size": 66, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.938Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189661525037, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189636525037, - "size": 13, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189606525037, - "size": 20, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189586525037, - "size": 6, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189686525037, - "size": 46, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:11.957Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678763840838, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678728840838, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 1678698840838, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678688840838, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678658840838, - "size": 62, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678798840838, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678808840838, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 1678828840838, - "size": 62, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:12.036Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088064872, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220063064872, - "size": 77, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220033064872, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 220013064872, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 220003064872, - "size": 81, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220113064872, - "size": 84, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:12.081Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569890, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74957196665, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74952196665, - "size": 63, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74922196665, - "size": 27, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74902196665, - "size": 80, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74862196665, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 74852196665, - "size": 91, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74962196665, - "size": 62, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.176Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823412993605, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823392993605, - "size": 80, - "orderCount": 2 - }, - { - "priceNanos": 4823372993605, - "size": 37, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823352993605, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 4823322993605, - "size": 6, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823432993605, - "size": 53, - "orderCount": 8 - }, - { - "priceNanos": 4823462993605, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823482993605, - "size": 11, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.207Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569892, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967501418, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79987501418, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 79997501418, - "size": 70, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.298Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450315899, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823435315899, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 4823385315899, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465315899, - "size": 62, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823505315899, - "size": 73, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.334Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74979283162, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74954283162, - "size": 57, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74914283162, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 74904283162, - "size": 9, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74884283162, - "size": 66, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74834283162, - "size": 10, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75004283162, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75044283162, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 75074283162, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75104283162, - "size": 60, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.362Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569895, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219941048798, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219906048798, - "size": 48, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219976048798, - "size": 66, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 219986048798, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 220026048798, - "size": 84, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220076048798, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220106048798, - "size": 54, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:12.444Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693310526, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189688310526, - "size": 18, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189648310526, - "size": 57, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189628310526, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 189618310526, - "size": 32, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189698310526, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 189718310526, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 189758310526, - "size": 47, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189798310526, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 189818310526, - "size": 62, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:12.489Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569897, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349913438773, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349893438773, - "size": 46, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350013438773, - "size": 96, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.547Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80081654267, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80091654267, - "size": 40, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80131654267, - "size": 26, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:12.626Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569899, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992162824, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79962162824, - "size": 55, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79922162824, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 79902162824, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 79892162824, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 79862162824, - "size": 27, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.685Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79934681592, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79919681592, - "size": 71, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79879681592, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 79849681592, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 79829681592, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 79799681592, - "size": 66, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79949681592, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 79959681592, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 79979681592, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 80009681592, - "size": 5, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.758Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569901, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74988090347, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 74968090347, - "size": 27, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75058090347, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 75088090347, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75118090347, - "size": 16, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75168090347, - "size": 57, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:12.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591697039, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823571697039, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823541697039, - "size": 98, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823491697039, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 4823481697039, - "size": 76, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823611697039, - "size": 18, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823651697039, - "size": 67, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823661697039, - "size": 21, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.828Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569903, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219939293546, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219889293546, - "size": 76, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219849293546, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 219799293546, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219749293546, - "size": 35, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219989293546, - "size": 67, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220009293546, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 220029293546, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.905Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569904, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678812398393, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 1678782398393, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 1678732398393, - "size": 96, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678682398393, - "size": 64, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678632398393, - "size": 32, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852398393, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678882398393, - "size": 79, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:12.947Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065510761, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80050510761, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 80040510761, - "size": 44, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79990510761, - "size": 54, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79980510761, - "size": 48, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80080510761, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 80120510761, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 80140510761, - "size": 76, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:13.024Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009008972, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74989008972, - "size": 2, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74939008972, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75029008972, - "size": 30, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.097Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834406930, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189874406930, - "size": 75, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189914406930, - "size": 60, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189934406930, - "size": 61, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:13.122Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966386831, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74916386831, - "size": 32, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75016386831, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 75046386831, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 75066386831, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 75076386831, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75086386831, - "size": 14, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.194Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678734717680, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678704717680, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 1678674717680, - "size": 99, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678624717680, - "size": 68, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678584717680, - "size": 33, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678534717680, - "size": 89, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678764717680, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 1678784717680, - "size": 83, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:13.262Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907324136, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79922324136, - "size": 26, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 79972324136, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 80012324136, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 80052324136, - "size": 92, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.300Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75002883955, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74982883955, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 74932883955, - "size": 38, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.330Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569912, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219988065692, - "size": 52, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220008065692, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 220038065692, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 220048065692, - "size": 53, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:13.419Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189754332778, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189724332778, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 189694332778, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 189654332778, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189624332778, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189784332778, - "size": 32, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189814332778, - "size": 19, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189864332778, - "size": 23, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.496Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569914, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74978291886, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74943291886, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74893291886, - "size": 75, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75013291886, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 75063291886, - "size": 30, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.519Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923941117, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74918941117, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74868941117, - "size": 43, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74818941117, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 74778941117, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 74758941117, - "size": 4, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74928941117, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 74968941117, - "size": 61, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.531Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539212051, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823524212051, - "size": 39, - "orderCount": 20 - }, - { - "priceNanos": 4823504212051, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.603Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80046676321, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 80026676321, - "size": 71, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79996676321, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79956676321, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79936676321, - "size": 9, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80116676321, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 80166676321, - "size": 7, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80206676321, - "size": 47, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80246676321, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 80266676321, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.651Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798160698, - "size": 16, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678823160698, - "size": 97, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678853160698, - "size": 65, - "orderCount": 5 - }, - { - "priceNanos": 1678893160698, - "size": 69, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:13.717Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823533961128, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823523961128, - "size": 85, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823513961128, - "size": 80, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823463961128, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823443961128, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823433961128, - "size": 80, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823543961128, - "size": 80, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823593961128, - "size": 92, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823623961128, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 4823633961128, - "size": 18, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.772Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886524373, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678861524373, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678851524373, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678821524373, - "size": 59, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678791524373, - "size": 63, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678911524373, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 1678921524373, - "size": 7, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678951524373, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678981524373, - "size": 34, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:13.864Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678857723622, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678847723622, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678797723622, - "size": 20, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678867723622, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 1678917723622, - "size": 89, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.928Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569922, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580209190, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823545209190, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823525209190, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 4823495209190, - "size": 51, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823615209190, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823625209190, - "size": 80, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823655209190, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 4823675209190, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823695209190, - "size": 52, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:13.982Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569923, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349974562363, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349944562363, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349904562363, - "size": 85, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.065Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678815676233, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678780676233, - "size": 97, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678750676233, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678710676233, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 1678700676233, - "size": 57, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678850676233, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 1678900676233, - "size": 6, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.084Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569925, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75024228281, - "size": 94, - "orderCount": 10 - }, - { - "priceNanos": 75034228281, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 75044228281, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 75054228281, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 75074228281, - "size": 94, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:14.152Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077976588, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220062976588, - "size": 29, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.215Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189782879594, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:14.301Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823411430351, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823381430351, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 4823371430351, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 4823361430351, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 4823351430351, - "size": 24, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823441430351, - "size": 100, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823481430351, - "size": 12, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823521430351, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 4823541430351, - "size": 85, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.395Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569929, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189756381797, - "size": 6, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189846381797, - "size": 65, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189896381797, - "size": 14, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189936381797, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 189946381797, - "size": 1, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.471Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569930, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220033447696, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220003447696, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 219963447696, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 219953447696, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 219943447696, - "size": 29, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220113447696, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 220133447696, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 220153447696, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 220193447696, - "size": 36, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220243447696, - "size": 84, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.537Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569931, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350026431468, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349986431468, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349946431468, - "size": 7, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350066431468, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 350076431468, - "size": 89, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:14.603Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349963236893, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349923236893, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 349883236893, - "size": 50, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349853236893, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 349803236893, - "size": 35, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350003236893, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 350013236893, - "size": 22, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350053236893, - "size": 49, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350073236893, - "size": 58, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.677Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823562819264, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823517819264, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823487819264, - "size": 20, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823457819264, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 4823427819264, - "size": 15, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823607819264, - "size": 3, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.696Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551263549, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823511263549, - "size": 62, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823481263549, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 4823471263549, - "size": 4, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823591263549, - "size": 2, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.709Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569935, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74952987929, - "size": 9, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74982987929, - "size": 39, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75002987929, - "size": 66, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.732Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569936, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79922382335, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79902382335, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 79872382335, - "size": 96, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79822382335, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 79792382335, - "size": 31, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79952382335, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 79972382335, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 80022382335, - "size": 4, - "orderCount": 20 - }, - { - "priceNanos": 80032382335, - "size": 21, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:14.820Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665285443, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189655285443, - "size": 16, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189675285443, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 189705285443, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 189735285443, - "size": 69, - "orderCount": 5 - }, - { - "priceNanos": 189785285443, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:14.847Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349983312040, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349948312040, - "size": 94, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350018312040, - "size": 37, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350068312040, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350078312040, - "size": 73, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.886Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823598050355, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823553050355, - "size": 26, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823643050355, - "size": 48, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:14.975Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569940, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350088047085, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 350068047085, - "size": 11, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350018047085, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349998047085, - "size": 6, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350108047085, - "size": 38, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.043Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052834013, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220032834013, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 220002834013, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 219972834013, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 219962834013, - "size": 8, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219952834013, - "size": 72, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220072834013, - "size": 7, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.128Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220000371714, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219955371714, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219905371714, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 219875371714, - "size": 35, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220045371714, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 220075371714, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 220125371714, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220165371714, - "size": 94, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:15.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059368398, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80019368398, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79999368398, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 79959368398, - "size": 73, - "orderCount": 16 - }, - { - "priceNanos": 79939368398, - "size": 15, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.220Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350055747614, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350010747614, - "size": 75, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350100747614, - "size": 91, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350120747614, - "size": 42, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350170747614, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350210747614, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 350230747614, - "size": 36, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.242Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79991532652, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79981532652, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 79961532652, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 79951532652, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 79931532652, - "size": 34, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80001532652, - "size": 66, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:15.315Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086946265, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80061946265, - "size": 48, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80041946265, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 80021946265, - "size": 60, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79981946265, - "size": 85, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111946265, - "size": 58, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.341Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007179162, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79977179162, - "size": 27, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79947179162, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79907179162, - "size": 58, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.407Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569948, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678796013892, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678746013892, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678706013892, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678656013892, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 1678606013892, - "size": 40, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.460Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569949, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189722669024, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 189692669024, - "size": 91, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.473Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706533972, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678666533972, - "size": 34, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678636533972, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678606533972, - "size": 23, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678586533972, - "size": 29, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678746533972, - "size": 36, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678786533972, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678796533972, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 1678826533972, - "size": 67, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:15.499Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569951, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220044951616, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 220014951616, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 219974951616, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 219954951616, - "size": 15, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220064951616, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 220114951616, - "size": 40, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220134951616, - "size": 68, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.591Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438038782, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403038782, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 4823373038782, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823323038782, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 4823283038782, - "size": 72, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823473038782, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823523038782, - "size": 68, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823573038782, - "size": 63, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823623038782, - "size": 69, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:15.684Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498134763, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.767Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350081489778, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350031489778, - "size": 7, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350131489778, - "size": 66, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.813Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067108277, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80032108277, - "size": 75, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80102108277, - "size": 67, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80152108277, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 80182108277, - "size": 59, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.882Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189809672215, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189759672215, - "size": 30, - "orderCount": 3 - }, - { - "priceNanos": 189729672215, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 189699672215, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189859672215, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 189909672215, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 189959672215, - "size": 18, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74931013713, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74896013713, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 74866013713, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74856013713, - "size": 76, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74966013713, - "size": 91, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:15.924Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597399937, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823592399937, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823552399937, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 4823532399937, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823522399937, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 4823492399937, - "size": 93, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823602399937, - "size": 28, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:16.006Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823440397134, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823390397134, - "size": 93, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823490397134, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 4823530397134, - "size": 67, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.081Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569960, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80068451117, - "size": 25, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80038451117, - "size": 91, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80028451117, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80008451117, - "size": 20, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80118451117, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 80148451117, - "size": 41, - "orderCount": 13 - }, - { - "priceNanos": 80178451117, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 80228451117, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 80238451117, - "size": 63, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.119Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700129006, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189740129006, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189760129006, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189790129006, - "size": 30, - "orderCount": 3 - }, - { - "priceNanos": 189820129006, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189840129006, - "size": 25, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.157Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220020994531, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219970994531, - "size": 12, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219930994531, - "size": 56, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220070994531, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 220080994531, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220100994531, - "size": 49, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220120994531, - "size": 78, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.241Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74952791453, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74927791453, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 74877791453, - "size": 53, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74977791453, - "size": 40, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75017791453, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 75047791453, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 75057791453, - "size": 81, - "orderCount": 20 - }, - { - "priceNanos": 75107791453, - "size": 31, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:16.318Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419176536, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823384176536, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 4823374176536, - "size": 44, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823344176536, - "size": 39, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.334Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823534162137, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 4823494162137, - "size": 89, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.348Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537879225, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823517879225, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823497879225, - "size": 43, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823557879225, - "size": 95, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823567879225, - "size": 55, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823577879225, - "size": 24, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823627879225, - "size": 23, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.363Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823503631247, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823453631247, - "size": 72, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823413631247, - "size": 5, - "orderCount": 15 - }, - { - "priceNanos": 4823403631247, - "size": 56, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823553631247, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823593631247, - "size": 74, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.399Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75085061686, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75080061686, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 75070061686, - "size": 6, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75090061686, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75110061686, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 75150061686, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 75200061686, - "size": 36, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75210061686, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987829930, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74967829930, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74917829930, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 74907829930, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 74857829930, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74837829930, - "size": 40, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:16.540Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189740460865, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189700460865, - "size": 47, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189670460865, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 189630460865, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 189610460865, - "size": 51, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189580460865, - "size": 85, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189780460865, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189810460865, - "size": 53, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.557Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569971, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678849617608, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678884617608, - "size": 55, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.569Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782902154, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678772902154, - "size": 64, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678742902154, - "size": 16, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678722902154, - "size": 60, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678682902154, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678652902154, - "size": 75, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678792902154, - "size": 70, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678822902154, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678832902154, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 1678842902154, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678872902154, - "size": 77, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.657Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066678798, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80031678798, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80021678798, - "size": 59, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79991678798, - "size": 23, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79981678798, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79961678798, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80101678798, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 80141678798, - "size": 5, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80191678798, - "size": 49, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.692Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189684354349, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.773Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569975, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678818390183, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678778390183, - "size": 91, - "orderCount": 17 - }, - { - "priceNanos": 1678728390183, - "size": 80, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:16.843Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832672421, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787672421, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 189747672421, - "size": 54, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189877672421, - "size": 47, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:16.921Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569977, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597696763, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823547696763, - "size": 81, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823517696763, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 4823497696763, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 4823487696763, - "size": 7, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823647696763, - "size": 69, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823657696763, - "size": 16, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:17.003Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569978, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987599606, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79957599606, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79917599606, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 79887599606, - "size": 80, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80017599606, - "size": 36, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:17.096Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045522287, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75035522287, - "size": 83, - "orderCount": 13 - }, - { - "priceNanos": 75025522287, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 74985522287, - "size": 52, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75055522287, - "size": 24, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75075522287, - "size": 100, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.148Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569980, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75071967722, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75031967722, - "size": 91, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 75021967722, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74971967722, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 74951967722, - "size": 28, - "orderCount": 7 - }, - { - "priceNanos": 74931967722, - "size": 78, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75111967722, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 75131967722, - "size": 89, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75161967722, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 75201967722, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.234Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678841529736, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678836529736, - "size": 15, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678816529736, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 1678786529736, - "size": 50, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678846529736, - "size": 5, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:17.295Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219972383196, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220002383196, - "size": 4, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220012383196, - "size": 27, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.329Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569983, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923244693, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74898244693, - "size": 5, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74868244693, - "size": 28, - "orderCount": 8 - }, - { - "priceNanos": 74828244693, - "size": 63, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74808244693, - "size": 77, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74948244693, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 74958244693, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74988244693, - "size": 59, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75028244693, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.362Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984569984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189676951687, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189671951687, - "size": 36, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189681951687, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 189691951687, - "size": 16, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189731951687, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 189761951687, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 189781951687, - "size": 66, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.379Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569985, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75064036949, - "size": 20, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 75044036949, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 75034036949, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 74984036949, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 74974036949, - "size": 21, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75094036949, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75134036949, - "size": 55, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75154036949, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 75164036949, - "size": 90, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.479Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79973467979, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79938467979, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 79928467979, - "size": 51, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79908467979, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 79858467979, - "size": 41, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80008467979, - "size": 33, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80038467979, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 80088467979, - "size": 83, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80098467979, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 80148467979, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:17.524Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678791381161, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678771381161, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 1678761381161, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 1678721381161, - "size": 40, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678711381161, - "size": 21, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678671381161, - "size": 20, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678811381161, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678831381161, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678851381161, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 1678901381161, - "size": 14, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.574Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708720739, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678678720739, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678648720739, - "size": 30, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678738720739, - "size": 98, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:17.599Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984569989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542475828, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:17.659Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984569990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753474439, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678768474439, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678788474439, - "size": 39, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678828474439, - "size": 96, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:17.720Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967713724, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79922713724, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 79882713724, - "size": 57, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:17.794Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569992, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220048515414, - "size": 26, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 220028515414, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 219978515414, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219968515414, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219958515414, - "size": 94, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:17.805Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569993, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79953359380, - "size": 50, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79903359380, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79863359380, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 79853359380, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 79833359380, - "size": 1, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:17.822Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927632779, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74882632779, - "size": 33, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74872632779, - "size": 97, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74852632779, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74842632779, - "size": 60, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74972632779, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 74982632779, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 75002632779, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 75042632779, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 75062632779, - "size": 2, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:17.904Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984569995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956620372, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:17.998Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984569996, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349964055138, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349944055138, - "size": 83, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349984055138, - "size": 49, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350014055138, - "size": 31, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350054055138, - "size": 81, - "orderCount": 17 - }, - { - "priceNanos": 350104055138, - "size": 61, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:18.043Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80024254654, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80009254654, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79999254654, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 79989254654, - "size": 69, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79949254654, - "size": 91, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79909254654, - "size": 50, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80039254654, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80059254654, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 80069254654, - "size": 47, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80109254654, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80139254654, - "size": 88, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.069Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984569998, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220045503715, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220015503715, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 219975503715, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 219945503715, - "size": 58, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219895503715, - "size": 96, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.128Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984569999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963588553, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79913588553, - "size": 100, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79863588553, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79823588553, - "size": 13, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79813588553, - "size": 15, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80013588553, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80033588553, - "size": 5, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:18.224Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570000, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350001332889, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349991332889, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 349941332889, - "size": 17, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350011332889, - "size": 5, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350021332889, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 350071332889, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 350081332889, - "size": 75, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.315Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220084214553, - "size": 21, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.405Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041823397, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80026823397, - "size": 63, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80056823397, - "size": 34, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80066823397, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80106823397, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 80126823397, - "size": 32, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:18.433Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846553941, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189821553941, - "size": 8, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189771553941, - "size": 80, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189721553941, - "size": 60, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189701553941, - "size": 77, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189871553941, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 189921553941, - "size": 16, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.501Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570004, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219983835739, - "size": 74, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220013835739, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 220053835739, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 220093835739, - "size": 44, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.517Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75088088784, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75053088784, - "size": 12, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75123088784, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 75163088784, - "size": 83, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75173088784, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75203088784, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 75253088784, - "size": 43, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.564Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75083530537, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75043530537, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 75003530537, - "size": 20, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74993530537, - "size": 37, - "orderCount": 9 - }, - { - "priceNanos": 74953530537, - "size": 12, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75123530537, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 75153530537, - "size": 58, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.655Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570007, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79913500328, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79883500328, - "size": 29, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 79933500328, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79943500328, - "size": 14, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 79973500328, - "size": 84, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80013500328, - "size": 49, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:18.717Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75125633110, - "size": 43, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75155633110, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:18.750Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75032869358, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74982869358, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 74942869358, - "size": 78, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.769Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75022724997, - "size": 36, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75002724997, - "size": 49, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75122724997, - "size": 5, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.815Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570011, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79913487333, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79878487333, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 79838487333, - "size": 39, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79948487333, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 79958487333, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 79998487333, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80038487333, - "size": 100, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.826Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74949264947, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74924264947, - "size": 15, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74904264947, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 74864264947, - "size": 25, - "orderCount": 6 - }, - { - "priceNanos": 74854264947, - "size": 66, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74844264947, - "size": 23, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74974264947, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 75004264947, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 75014264947, - "size": 81, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.880Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570013, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80029561128, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 79979561128, - "size": 44, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79929561128, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79899561128, - "size": 48, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80079561128, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 80089561128, - "size": 40, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.913Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906867236, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349881867236, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 349831867236, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 349801867236, - "size": 54, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349751867236, - "size": 95, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349731867236, - "size": 86, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349931867236, - "size": 82, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349961867236, - "size": 83, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349981867236, - "size": 81, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350031867236, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 350051867236, - "size": 58, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:18.923Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560741077, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823510741077, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 4823470741077, - "size": 63, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823440741077, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 4823420741077, - "size": 72, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.013Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823514298339, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464298339, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 4823434298339, - "size": 74, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823564298339, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 4823594298339, - "size": 40, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.098Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823557388068, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823537388068, - "size": 62, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823497388068, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823447388068, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823397388068, - "size": 19, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823577388068, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823617388068, - "size": 70, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:19.179Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823576647008, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823591647008, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823641647008, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 4823691647008, - "size": 23, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.253Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570019, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349912043154, - "size": 2, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349892043154, - "size": 44, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349862043154, - "size": 37, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349932043154, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 349952043154, - "size": 10, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350002043154, - "size": 35, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:19.341Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570020, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189746405833, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 189726405833, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 189696405833, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 189686405833, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 189676405833, - "size": 71, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189806405833, - "size": 58, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189836405833, - "size": 19, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:19.383Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678765250869, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678715250869, - "size": 6, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678685250869, - "size": 37, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678635250869, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 1678595250869, - "size": 87, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678815250869, - "size": 93, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.400Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953467353, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79928467353, - "size": 24, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:19.414Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570023, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219949923086, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219979923086, - "size": 43, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220029923086, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 220049923086, - "size": 57, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.512Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472290048, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823457290048, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 4823407290048, - "size": 32, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823377290048, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 4823337290048, - "size": 96, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823287290048, - "size": 79, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823487290048, - "size": 41, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823537290048, - "size": 3, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.599Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047968188, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007968188, - "size": 89, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350087968188, - "size": 76, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350117968188, - "size": 47, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350157968188, - "size": 3, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350197968188, - "size": 44, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350207968188, - "size": 86, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.685Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768262250, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189738262250, - "size": 62, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189728262250, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 189718262250, - "size": 100, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189798262250, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189838262250, - "size": 37, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189888262250, - "size": 2, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.762Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80053857560, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80048857560, - "size": 17, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80018857560, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 79998857560, - "size": 27, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80058857560, - "size": 97, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.860Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189720308841, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189715308841, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 189685308841, - "size": 91, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189725308841, - "size": 7, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189755308841, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189795308841, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 189835308841, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189865308841, - "size": 80, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.885Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719818431, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678669818431, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 1678649818431, - "size": 21, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678619818431, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 1678579818431, - "size": 21, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678539818431, - "size": 69, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:19.918Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776501797, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678751501797, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 1678711501797, - "size": 87, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678671501797, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678621501797, - "size": 96, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678801501797, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 1678831501797, - "size": 59, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.969Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570031, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74997269587, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 74947269587, - "size": 22, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74927269587, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74897269587, - "size": 83, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75007269587, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 75037269587, - "size": 35, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75047269587, - "size": 86, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:19.990Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570032, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349914898502, - "size": 34, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349994898502, - "size": 44, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350034898502, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 350084898502, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 350104898502, - "size": 44, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350154898502, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.033Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570033, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74962800820, - "size": 61, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75022800820, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 75072800820, - "size": 71, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:20.128Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065501548, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80030501548, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 80010501548, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 79990501548, - "size": 56, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79960501548, - "size": 40, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79940501548, - "size": 91, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80100501548, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 80120501548, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 80170501548, - "size": 43, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80210501548, - "size": 64, - "orderCount": 15 - }, - { - "priceNanos": 80260501548, - "size": 74, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:20.151Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570035, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823575520055, - "size": 19, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823605520055, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 4823635520055, - "size": 87, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.173Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570036, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823365589017, - "size": 81, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823465589017, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823475589017, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 4823495589017, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 4823515589017, - "size": 56, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.245Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570037, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79874928873, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 79824928873, - "size": 5, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79964928873, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 80004928873, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 80054928873, - "size": 75, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.265Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823459431675, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823419431675, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823369431675, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 4823349431675, - "size": 50, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823319431675, - "size": 19, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823499431675, - "size": 7, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.342Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823509621921, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823474621921, - "size": 65, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823434621921, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 4823384621921, - "size": 44, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823544621921, - "size": 11, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.371Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548107150, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823513107150, - "size": 12, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823463107150, - "size": 100, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823433107150, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 4823383107150, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 4823353107150, - "size": 84, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823583107150, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 4823633107150, - "size": 43, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823663107150, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823683107150, - "size": 31, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:20.404Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570041, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678740323284, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678730323284, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 1678700323284, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678680323284, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 1678630323284, - "size": 98, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678780323284, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 1678800323284, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678820323284, - "size": 10, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:20.482Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350004589186, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349994589186, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 349944589186, - "size": 51, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349904589186, - "size": 96, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350014589186, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 350034589186, - "size": 5, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:20.570Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570043, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678682414819, - "size": 24, - "orderCount": 7 - }, - { - "priceNanos": 1678642414819, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678622414819, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678592414819, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678552414819, - "size": 41, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678742414819, - "size": 64, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.652Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995519992, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74950519992, - "size": 8, - "orderCount": 3 - }, - { - "priceNanos": 74940519992, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 74930519992, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 74900519992, - "size": 4, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75040519992, - "size": 21, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.684Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570045, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960972906, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74945972906, - "size": 88, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74915972906, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 74905972906, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 74895972906, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 74855972906, - "size": 34, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74975972906, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 75025972906, - "size": 90, - "orderCount": 12 - }, - { - "priceNanos": 75055972906, - "size": 54, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75075972906, - "size": 25, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75105972906, - "size": 79, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:20.700Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823507413436, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823467413436, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 4823447413436, - "size": 27, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823407413436, - "size": 88, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547413436, - "size": 36, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823577413436, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823587413436, - "size": 27, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823637413436, - "size": 96, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.714Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570047, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678695598413, - "size": 61, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678655598413, - "size": 19, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678705598413, - "size": 81, - "orderCount": 13 - }, - { - "priceNanos": 1678725598413, - "size": 59, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678745598413, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678795598413, - "size": 92, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678815598413, - "size": 78, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823581191013, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823536191013, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 4823486191013, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 4823476191013, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 4823436191013, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 4823396191013, - "size": 59, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823626191013, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 4823646191013, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 4823686191013, - "size": 41, - "orderCount": 17 - }, - { - "priceNanos": 4823736191013, - "size": 51, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:20.828Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570049, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219970938959, - "size": 94, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220030938959, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 220070938959, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 220080938959, - "size": 54, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:20.906Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349928473472, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:20.966Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570051, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74877895802, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74867895802, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 74847895802, - "size": 5, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74827895802, - "size": 94, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74797895802, - "size": 66, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74967895802, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 74977895802, - "size": 86, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75007895802, - "size": 20, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:21.011Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189819791552, - "size": 16, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189839791552, - "size": 7, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189849791552, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189879791552, - "size": 25, - "orderCount": 6 - }, - { - "priceNanos": 189899791552, - "size": 86, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.024Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993713723, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74968713723, - "size": 9, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75018713723, - "size": 18, - "orderCount": 14 - }, - { - "priceNanos": 75068713723, - "size": 2, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75118713723, - "size": 84, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:21.114Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823583740556, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823538740556, - "size": 9, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823488740556, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 4823478740556, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 4823428740556, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823398740556, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.154Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678833205303, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678883205303, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 1678913205303, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 1678953205303, - "size": 26, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.207Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80008222101, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79978222101, - "size": 71, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79948222101, - "size": 5, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79898222101, - "size": 20, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80038222101, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 80048222101, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 80088222101, - "size": 76, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:21.272Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665317834, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189650317834, - "size": 25, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189680317834, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189690317834, - "size": 54, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.340Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570058, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846770092, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189826770092, - "size": 66, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189866770092, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 189916770092, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 189956770092, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189976770092, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 190016770092, - "size": 96, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.428Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570059, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189648014906, - "size": 40, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189608014906, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 189578014906, - "size": 56, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189678014906, - "size": 76, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189718014906, - "size": 70, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189738014906, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:21.475Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75065131288, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75040131288, - "size": 97, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 75020131288, - "size": 34, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74970131288, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 74920131288, - "size": 39, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74870131288, - "size": 16, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75090131288, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 75100131288, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 75120131288, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75130131288, - "size": 76, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:21.518Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570061, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80020408851, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 79970408851, - "size": 80, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79940408851, - "size": 30, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79900408851, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 79850408851, - "size": 96, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80050408851, - "size": 7, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.594Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499321610, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464321610, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 4823454321610, - "size": 21, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823534321610, - "size": 37, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823544321610, - "size": 64, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:21.650Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570063, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823568034991, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 4823558034991, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 4823518034991, - "size": 29, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823498034991, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823458034991, - "size": 89, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823588034991, - "size": 8, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.696Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570064, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678828487058, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 1678778487058, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 1678758487058, - "size": 39, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678918487058, - "size": 82, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678958487058, - "size": 55, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.712Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350042285505, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350007285505, - "size": 74, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349987285505, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 349937285505, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 349907285505, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349887285505, - "size": 89, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077285505, - "size": 54, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350087285505, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350097285505, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 350127285505, - "size": 1, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.765Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417502930, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823397502930, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 4823367502930, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823347502930, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 4823317502930, - "size": 4, - "orderCount": 20 - }, - { - "priceNanos": 4823267502930, - "size": 24, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823437502930, - "size": 91, - "orderCount": 11 - }, - { - "priceNanos": 4823447502930, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 4823487502930, - "size": 88, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:21.811Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570067, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189712927042, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189677927042, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 189667927042, - "size": 7, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189747927042, - "size": 72, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189777927042, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 189807927042, - "size": 72, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:21.895Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477839160, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823437839160, - "size": 28, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823407839160, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 4823367839160, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 4823317839160, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 4823297839160, - "size": 50, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823517839160, - "size": 96, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:21.943Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570069, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439068041, - "size": 70, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823419068041, - "size": 62, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823369068041, - "size": 67, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823319068041, - "size": 76, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823279068041, - "size": 90, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823499068041, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 4823549068041, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 4823589068041, - "size": 8, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.002Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570070, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823558263281, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 4823508263281, - "size": 47, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823568263281, - "size": 31, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823598263281, - "size": 12, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823608263281, - "size": 66, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823648263281, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823668263281, - "size": 53, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.021Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570071, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349979316560, - "size": 57, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 349999316560, - "size": 74, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350039316560, - "size": 10, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350049316560, - "size": 57, - "orderCount": 18 - }, - { - "priceNanos": 350069316560, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350079316560, - "size": 6, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.087Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350076539045, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350036539045, - "size": 100, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 350006539045, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 349996539045, - "size": 35, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.160Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067718867, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75032718867, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 74992718867, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 74972718867, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 74922718867, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74882718867, - "size": 30, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75102718867, - "size": 14, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.225Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570074, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823551678652, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823546678652, - "size": 59, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823536678652, - "size": 45, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823506678652, - "size": 78, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823556678652, - "size": 68, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.284Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567564706, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823517564706, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 4823507564706, - "size": 25, - "orderCount": 1 - }, - { - "priceNanos": 4823497564706, - "size": 34, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823477564706, - "size": 6, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823617564706, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823667564706, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 4823697564706, - "size": 4, - "orderCount": 14 - }, - { - "priceNanos": 4823747564706, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823757564706, - "size": 58, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:22.373Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570076, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350075711047, - "size": 6, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350065711047, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 350055711047, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 350035711047, - "size": 60, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350095711047, - "size": 13, - "orderCount": 11 - }, - { - "priceNanos": 350135711047, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 350175711047, - "size": 24, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:22.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902413444, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74872413444, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74822413444, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 74772413444, - "size": 49, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74732413444, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 74722413444, - "size": 86, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74932413444, - "size": 52, - "orderCount": 11 - }, - { - "priceNanos": 74982413444, - "size": 94, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75012413444, - "size": 46, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.487Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974234348, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219959234348, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 219939234348, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 219889234348, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219869234348, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 219819234348, - "size": 28, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.571Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708672983, - "size": 9, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.655Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832929445, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189847929445, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189887929445, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 189897929445, - "size": 87, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189917929445, - "size": 97, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:22.754Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74973117760, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74968117760, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 74918117760, - "size": 73, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74978117760, - "size": 92, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.764Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570082, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349986600977, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 349946600977, - "size": 46, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350006600977, - "size": 88, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.782Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899628444, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678874628444, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 1678844628444, - "size": 67, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678834628444, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 1678784628444, - "size": 87, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678924628444, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 1678954628444, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 1678974628444, - "size": 77, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.794Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570084, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79901882898, - "size": 72, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79881882898, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 79831882898, - "size": 100, - "orderCount": 8 - }, - { - "priceNanos": 79791882898, - "size": 65, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79931882898, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 79971882898, - "size": 20, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80011882898, - "size": 58, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:22.855Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823460550498, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823425550498, - "size": 42, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823495550498, - "size": 76, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:22.884Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80076553763, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80061553763, - "size": 45, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80091553763, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 80101553763, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 80141553763, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 80161553763, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80171553763, - "size": 93, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:22.919Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570087, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:22.987Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912486480, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349872486480, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349822486480, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 349782486480, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 349762486480, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 349712486480, - "size": 80, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 349952486480, - "size": 36, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349972486480, - "size": 73, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.069Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061487556, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220036487556, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 220026487556, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 219986487556, - "size": 1, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220086487556, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220136487556, - "size": 8, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:23.079Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219905647312, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219870647312, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219820647312, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 219780647312, - "size": 88, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219940647312, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 219970647312, - "size": 67, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:23.141Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570091, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79966576028, - "size": 76, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79936576028, - "size": 55, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79886576028, - "size": 23, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79846576028, - "size": 23, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80056576028, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80106576028, - "size": 18, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.172Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570092, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945560575, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895560575, - "size": 10, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79865560575, - "size": 4, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79835560575, - "size": 50, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79995560575, - "size": 79, - "orderCount": 19 - }, - { - "priceNanos": 80015560575, - "size": 71, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.188Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055602044, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015602044, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80005602044, - "size": 100, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095602044, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 80115602044, - "size": 2, - "orderCount": 20 - }, - { - "priceNanos": 80125602044, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 80165602044, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 80185602044, - "size": 17, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.276Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570094, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062598325, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80112598325, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 80142598325, - "size": 68, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:23.361Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678807998470, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678802998470, - "size": 70, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678782998470, - "size": 86, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678812998470, - "size": 62, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678822998470, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 1678832998470, - "size": 5, - "orderCount": 19 - }, - { - "priceNanos": 1678862998470, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.419Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570096, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678717799942, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678702799942, - "size": 75, - "orderCount": 7 - }, - { - "priceNanos": 1678692799942, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 1678662799942, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678612799942, - "size": 55, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678582799942, - "size": 36, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678732799942, - "size": 21, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.452Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573713366, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543713366, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 4823523713366, - "size": 87, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823603713366, - "size": 94, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:23.515Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704165285, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678659165285, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678609165285, - "size": 53, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678589165285, - "size": 25, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678749165285, - "size": 81, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678759165285, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678769165285, - "size": 67, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:23.613Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570099, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350080914162, - "size": 33, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350120914162, - "size": 71, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350140914162, - "size": 61, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.628Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570100, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907063440, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79867063440, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 79857063440, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 79807063440, - "size": 3, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79797063440, - "size": 48, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79947063440, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 79987063440, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 80017063440, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 80067063440, - "size": 72, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:23.690Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059881023, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80094881023, - "size": 80, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.701Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570102, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75057935759, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 75047935759, - "size": 31, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75077935759, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 75107935759, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 75127935759, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75177935759, - "size": 24, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.787Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808070001, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678803070001, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 1678783070001, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678743070001, - "size": 28, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:23.861Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219960650366, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219910650366, - "size": 97, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220010650366, - "size": 2, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:23.906Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570105, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350029074422, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349994074422, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349944074422, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349894074422, - "size": 36, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349874074422, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 349854074422, - "size": 1, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350064074422, - "size": 59, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:23.979Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469363836, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823434363836, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 4823394363836, - "size": 77, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823384363836, - "size": 65, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504363836, - "size": 90, - "orderCount": 17 - }, - { - "priceNanos": 4823514363836, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823524363836, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 4823564363836, - "size": 28, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823594363836, - "size": 97, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:24.022Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570107, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823470308173, - "size": 80, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823480308173, - "size": 57, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823530308173, - "size": 79, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823550308173, - "size": 79, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:24.085Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220072843169, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220062843169, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 220022843169, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 220012843169, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 219962843169, - "size": 3, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220082843169, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 220132843169, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 220152843169, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220192843169, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 220232843169, - "size": 56, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.176Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692674913, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189722674913, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 189742674913, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 189792674913, - "size": 79, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.249Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567800425, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823517800425, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823487800425, - "size": 61, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823617800425, - "size": 6, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823657800425, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 4823697800425, - "size": 64, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.287Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189773727881, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189743727881, - "size": 39, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189733727881, - "size": 28, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189693727881, - "size": 83, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.331Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74916831903, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74906831903, - "size": 98, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74896831903, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 74866831903, - "size": 18, - "orderCount": 14 - }, - { - "priceNanos": 74816831903, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 74766831903, - "size": 63, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74926831903, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 74936831903, - "size": 99, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:24.359Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189792590195, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189752590195, - "size": 56, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189742590195, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 189732590195, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 189692590195, - "size": 95, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189672590195, - "size": 43, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189832590195, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 189862590195, - "size": 70, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.408Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678764058886, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678749058886, - "size": 72, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678699058886, - "size": 74, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678779058886, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 1678789058886, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 1678809058886, - "size": 31, - "orderCount": 12 - }, - { - "priceNanos": 1678819058886, - "size": 41, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:24.485Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220096158932, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220146158932, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 220186158932, - "size": 61, - "orderCount": 13 - }, - { - "priceNanos": 220216158932, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220246158932, - "size": 22, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.541Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570116, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774761881, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678744761881, - "size": 32, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678724761881, - "size": 62, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678804761881, - "size": 91, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678834761881, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 1678884761881, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678894761881, - "size": 35, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.590Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189755740532, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189740740532, - "size": 31, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189690740532, - "size": 32, - "orderCount": 17 - }, - { - "priceNanos": 189680740532, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 189640740532, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189630740532, - "size": 85, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189770740532, - "size": 69, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189780740532, - "size": 46, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.607Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74992880640, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75012880640, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 75022880640, - "size": 81, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.706Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80068459316, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80023459316, - "size": 33, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80113459316, - "size": 55, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80133459316, - "size": 21, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.802Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79941000121, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79891000121, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79991000121, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80041000121, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 80051000121, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 80071000121, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 80081000121, - "size": 15, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.825Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350097252298, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350057252298, - "size": 58, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350137252298, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 350187252298, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 350197252298, - "size": 24, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350237252298, - "size": 29, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350267252298, - "size": 71, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:24.893Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451297389, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823446297389, - "size": 100, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823456297389, - "size": 31, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:24.940Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405268699, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823395268699, - "size": 61, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823415268699, - "size": 26, - "orderCount": 8 - }, - { - "priceNanos": 4823465268699, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 4823475268699, - "size": 52, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:24.993Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451024519, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823436024519, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823386024519, - "size": 39, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:25.078Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711365818, - "size": 48, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678751365818, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678761365818, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.169Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350022558827, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349972558827, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 349922558827, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 349882558827, - "size": 94, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350072558827, - "size": 91, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350122558827, - "size": 6, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350152558827, - "size": 72, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350192558827, - "size": 52, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.212Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79980502542, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79935502542, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 79905502542, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 79895502542, - "size": 78, - "orderCount": 3 - }, - { - "priceNanos": 79855502542, - "size": 10, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80025502542, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 80065502542, - "size": 6, - "orderCount": 6 - }, - { - "priceNanos": 80105502542, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80145502542, - "size": 89, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:25.309Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729751447, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678709751447, - "size": 47, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678749751447, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 1678769751447, - "size": 62, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:25.357Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570129, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948583404, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79938583404, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79928583404, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 79908583404, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 79898583404, - "size": 15, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80028583404, - "size": 62, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:25.399Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570130, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189841975456, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189796975456, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 189776975456, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189766975456, - "size": 86, - "orderCount": 9 - }, - { - "priceNanos": 189746975456, - "size": 65, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189886975456, - "size": 71, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570131, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037879732, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75022879732, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74972879732, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 74962879732, - "size": 54, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75052879732, - "size": 35, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75062879732, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 75112879732, - "size": 48, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.480Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80022610566, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79977610566, - "size": 15, - "orderCount": 2 - }, - { - "priceNanos": 79967610566, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 79937610566, - "size": 94, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79917610566, - "size": 40, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79887610566, - "size": 20, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80067610566, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 80087610566, - "size": 80, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:25.542Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189651235118, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189601235118, - "size": 28, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189701235118, - "size": 67, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189711235118, - "size": 18, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:25.584Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220070840933, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220030840933, - "size": 94, - "orderCount": 15 - }, - { - "priceNanos": 220000840933, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 219960840933, - "size": 78, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220110840933, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 220150840933, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220190840933, - "size": 80, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220210840933, - "size": 99, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220230840933, - "size": 84, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.651Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678842777783, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678802777783, - "size": 38, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678752777783, - "size": 59, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678882777783, - "size": 74, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678912777783, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 1678932777783, - "size": 92, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.666Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570136, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189796117036, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 189786117036, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189776117036, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189726117036, - "size": 84, - "orderCount": 6 - }, - { - "priceNanos": 189696117036, - "size": 25, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189856117036, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189906117036, - "size": 58, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.721Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723345272, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678698345272, - "size": 85, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678648345272, - "size": 91, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678748345272, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 1678788345272, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678798345272, - "size": 4, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:25.748Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570138, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349882431859, - "size": 53, - "orderCount": 3 - }, - { - "priceNanos": 349852431859, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 349842431859, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349832431859, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 349792431859, - "size": 14, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349932431859, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 349972431859, - "size": 94, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.815Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959588106, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74979588106, - "size": 90, - "orderCount": 14 - }, - { - "priceNanos": 75029588106, - "size": 78, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75049588106, - "size": 50, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.896Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482096016, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823457096016, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 4823407096016, - "size": 97, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823507096016, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823547096016, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 4823577096016, - "size": 75, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.913Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522074920, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823477074920, - "size": 43, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823567074920, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 4823577074920, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823627074920, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 4823657074920, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 4823707074920, - "size": 73, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:25.960Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80072107238, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80022107238, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 80012107238, - "size": 95, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80122107238, - "size": 45, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:26.057Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678845237874, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678820237874, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678790237874, - "size": 37, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678750237874, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 1678700237874, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 1678680237874, - "size": 32, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678870237874, - "size": 86, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678890237874, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 1678910237874, - "size": 18, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.093Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678800001653, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678755001653, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 1678715001653, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 1678675001653, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678625001653, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 1678595001653, - "size": 3, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678845001653, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 1678885001653, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 1678925001653, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678975001653, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1679015001653, - "size": 97, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:26.161Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350082645560, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350047645560, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 350027645560, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 350017645560, - "size": 43, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350117645560, - "size": 54, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350147645560, - "size": 80, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.238Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75072406378, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75062406378, - "size": 33, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75082406378, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 75092406378, - "size": 56, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75112406378, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 75122406378, - "size": 21, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:26.275Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570147, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912137567, - "size": 85, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79862137567, - "size": 35, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79942137567, - "size": 31, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79972137567, - "size": 81, - "orderCount": 4 - }, - { - "priceNanos": 80002137567, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 80022137567, - "size": 24, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80032137567, - "size": 91, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.287Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570148, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79993599730, - "size": 26, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:26.335Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79918879957, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79908879957, - "size": 19, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79898879957, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 79868879957, - "size": 22, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79818879957, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 79798879957, - "size": 78, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:26.426Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80048180992, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80098180992, - "size": 82, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:26.455Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570151, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74980190710, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74960190710, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74930190710, - "size": 64, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74900190710, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 74850190710, - "size": 52, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75020190710, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 75030190710, - "size": 25, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75070190710, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 75110190710, - "size": 24, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.504Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678844979999, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678814979999, - "size": 19, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854979999, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678884979999, - "size": 18, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.565Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570153, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79940555520, - "size": 35, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79930555520, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 79910555520, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 79880555520, - "size": 33, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79950555520, - "size": 94, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:26.587Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80045342015, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015342015, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 79995342015, - "size": 97, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79985342015, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79945342015, - "size": 37, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80075342015, - "size": 77, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80085342015, - "size": 17, - "orderCount": 20 - }, - { - "priceNanos": 80105342015, - "size": 21, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.654Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884005039, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678864005039, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 1678854005039, - "size": 3, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678834005039, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678784005039, - "size": 57, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:26.691Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000803387, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74980803387, - "size": 69, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74930803387, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 74890803387, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74850803387, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 74810803387, - "size": 19, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75020803387, - "size": 17, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75040803387, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 75070803387, - "size": 5, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75090803387, - "size": 11, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.790Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941820843, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74931820843, - "size": 54, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74951820843, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 75001820843, - "size": 84, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.801Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349917803420, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349877803420, - "size": 86, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 349957803420, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 349987803420, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 350007803420, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 350017803420, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.859Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061223070, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80056223070, - "size": 35, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80036223070, - "size": 79, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80066223070, - "size": 23, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80116223070, - "size": 19, - "orderCount": 6 - }, - { - "priceNanos": 80156223070, - "size": 53, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80196223070, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 80206223070, - "size": 58, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.870Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659253750, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.915Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80077897647, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80117897647, - "size": 71, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:26.970Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665844032, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189655844032, - "size": 95, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189605844032, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 189555844032, - "size": 12, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189505844032, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189495844032, - "size": 16, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189675844032, - "size": 88, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189725844032, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189775844032, - "size": 61, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:27.039Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189805878253, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189825878253, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 189875878253, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 189895878253, - "size": 91, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.129Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570164, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823400079043, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823380079043, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 4823350079043, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823300079043, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 4823260079043, - "size": 33, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:27.195Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570165, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678751993868, - "size": 38, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678711993868, - "size": 70, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678831993868, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 1678881993868, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75041586996, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75026586996, - "size": 49, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75006586996, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 74996586996, - "size": 11, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75056586996, - "size": 54, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75076586996, - "size": 47, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75116586996, - "size": 91, - "orderCount": 15 - }, - { - "priceNanos": 75156586996, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 75206586996, - "size": 27, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:27.328Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570167, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220008979227, - "size": 12, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219958979227, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 219918979227, - "size": 5, - "orderCount": 3 - }, - { - "priceNanos": 219898979227, - "size": 47, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220098979227, - "size": 65, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:27.344Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721526918, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678736526918, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 1678786526918, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 1678826526918, - "size": 39, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:27.426Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79906641571, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79891641571, - "size": 60, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79841641571, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 79821641571, - "size": 70, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 79921641571, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 79951641571, - "size": 83, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79961641571, - "size": 4, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.503Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863751162, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678913751162, - "size": 34, - "orderCount": 2 - }, - { - "priceNanos": 1678953751162, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679003751162, - "size": 61, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1679023751162, - "size": 68, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.561Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823419588543, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823394588543, - "size": 24, - "orderCount": 4 - }, - { - "priceNanos": 4823384588543, - "size": 53, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823444588543, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 4823494588543, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 4823544588543, - "size": 16, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.602Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570172, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75088858993, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75133858993, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 75163858993, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75193858993, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 75233858993, - "size": 15, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.673Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872137415, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678857137415, - "size": 100, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.726Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823582281967, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823537281967, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 4823527281967, - "size": 31, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823627281967, - "size": 17, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823667281967, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823717281967, - "size": 18, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823747281967, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 4823797281967, - "size": 79, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.742Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189778012720, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189743012720, - "size": 46, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189703012720, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189693012720, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 189643012720, - "size": 79, - "orderCount": 3 - }, - { - "priceNanos": 189633012720, - "size": 38, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189813012720, - "size": 66, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189853012720, - "size": 47, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189873012720, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 189883012720, - "size": 73, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:27.781Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80064967788, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80024967788, - "size": 51, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80004967788, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 79984967788, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 79954967788, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 79914967788, - "size": 53, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104967788, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 80124967788, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80174967788, - "size": 81, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.802Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349989784393, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349974784393, - "size": 50, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350004784393, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 350054784393, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 350094784393, - "size": 15, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:27.846Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570178, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189759643997, - "size": 28, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189819643997, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 189849643997, - "size": 33, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.913Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189801269700, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189841269700, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 189851269700, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 189881269700, - "size": 3, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:27.969Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522140596, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823532140596, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823552140596, - "size": 45, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:27.995Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570181, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189765005199, - "size": 9, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189755005199, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 189735005199, - "size": 49, - "orderCount": 8 - }, - { - "priceNanos": 189695005199, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189775005199, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 189795005199, - "size": 7, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.071Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823456332482, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823451332482, - "size": 95, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823461332482, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 4823491332482, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823521332482, - "size": 4, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:28.135Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747753452, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678697753452, - "size": 39, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678687753452, - "size": 61, - "orderCount": 8 - }, - { - "priceNanos": 1678637753452, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 1678607753452, - "size": 3, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678577753452, - "size": 15, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678797753452, - "size": 38, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.226Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678768761037, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678748761037, - "size": 64, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678698761037, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678648761037, - "size": 94, - "orderCount": 7 - }, - { - "priceNanos": 1678608761037, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 1678558761037, - "size": 95, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678788761037, - "size": 91, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.264Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349963135332, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349933135332, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349883135332, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 349873135332, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 349853135332, - "size": 89, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349993135332, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 350043135332, - "size": 4, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350073135332, - "size": 28, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350103135332, - "size": 84, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350113135332, - "size": 95, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:28.328Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970151943, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74995151943, - "size": 67, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75035151943, - "size": 11, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.369Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570187, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80053650696, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80003650696, - "size": 15, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79963650696, - "size": 26, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80103650696, - "size": 76, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.426Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570188, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350031257176, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 350021257176, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350111257176, - "size": 74, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.474Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570189, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74900949089, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74880949089, - "size": 11, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74830949089, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 74800949089, - "size": 31, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74990949089, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 75040949089, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75080949089, - "size": 36, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.529Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570190, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548187066, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823573187066, - "size": 12, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:28.583Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75064216618, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75039216618, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 75029216618, - "size": 13, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75089216618, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75119216618, - "size": 81, - "orderCount": 7 - }, - { - "priceNanos": 75149216618, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 75169216618, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75209216618, - "size": 7, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.607Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570192, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349939356210, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349919356210, - "size": 93, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349959356210, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 349979356210, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 350009356210, - "size": 14, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.617Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790531113, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678760531113, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 1678710531113, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 1678690531113, - "size": 66, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:28.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570194, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678847194832, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 1678887194832, - "size": 71, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678927194832, - "size": 84, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:28.673Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570195, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75018753726, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 74978753726, - "size": 54, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75058753726, - "size": 37, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.763Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189686831894, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189671831894, - "size": 85, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189661831894, - "size": 34, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189701831894, - "size": 91, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189711831894, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 189721831894, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 189741831894, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 189781831894, - "size": 95, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.856Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807795705, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189802795705, - "size": 68, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189812795705, - "size": 15, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189862795705, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189902795705, - "size": 18, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189932795705, - "size": 22, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:28.954Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74974823738, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74934823738, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 74914823738, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74894823738, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 74864823738, - "size": 77, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75014823738, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 75064823738, - "size": 26, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:28.996Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778604974, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678733604974, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 1678723604974, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678693604974, - "size": 34, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678683604974, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678663604974, - "size": 93, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678823604974, - "size": 92, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.090Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061616647, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75041616647, - "size": 16, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75081616647, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 75101616647, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 75111616647, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 75151616647, - "size": 86, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75201616647, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:29.179Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350018422093, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349973422093, - "size": 86, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350063422093, - "size": 68, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350113422093, - "size": 36, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:29.228Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447373765, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823407373765, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823387373765, - "size": 90, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823487373765, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 4823497373765, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 4823517373765, - "size": 88, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:29.313Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570203, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823381837763, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 4823361837763, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 4823311837763, - "size": 96, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823471837763, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823481837763, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823521837763, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 4823531837763, - "size": 10, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823581837763, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.412Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570204, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350020237732, - "size": 53, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350030237732, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350040237732, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 350060237732, - "size": 19, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350110237732, - "size": 80, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.472Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570205, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678733803858, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 1678723803858, - "size": 77, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678693803858, - "size": 26, - "orderCount": 17 - }, - { - "priceNanos": 1678673803858, - "size": 38, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678653803858, - "size": 95, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678833803858, - "size": 49, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678883803858, - "size": 44, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678933803858, - "size": 68, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.534Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729823525, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678684823525, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 1678644823525, - "size": 14, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678594823525, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 1678554823525, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 1678524823525, - "size": 74, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678774823525, - "size": 16, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.615Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220043384522, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220033384522, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 220013384522, - "size": 7, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219993384522, - "size": 63, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219943384522, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 219933384522, - "size": 51, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220053384522, - "size": 14, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220103384522, - "size": 40, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:29.628Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570208, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189648187964, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189628187964, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189588187964, - "size": 39, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738187964, - "size": 38, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189778187964, - "size": 55, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189818187964, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 189858187964, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 189868187964, - "size": 7, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.649Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868860167, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678863860167, - "size": 62, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678843860167, - "size": 50, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678873860167, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678893860167, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 1678903860167, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678953860167, - "size": 83, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678973860167, - "size": 11, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.692Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570210, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349896056638, - "size": 91, - "orderCount": 12 - }, - { - "priceNanos": 349876056638, - "size": 17, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349906056638, - "size": 92, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349926056638, - "size": 99, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349936056638, - "size": 55, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:29.704Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899309009, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678924309009, - "size": 92, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678964309009, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678974309009, - "size": 54, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.801Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905207846, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:29.886Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678884357791, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678859357791, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 1678839357791, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 1678809357791, - "size": 6, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:29.931Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678841492971, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678861492971, - "size": 7, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678911492971, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678951492971, - "size": 37, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678981492971, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 1678991492971, - "size": 54, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:29.996Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570215, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75065429138, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75055429138, - "size": 39, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75075429138, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 75085429138, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 75105429138, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 75155429138, - "size": 53, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.087Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74880651875, - "size": 8, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74850651875, - "size": 57, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74950651875, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75000651875, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 75040651875, - "size": 43, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.180Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570217, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678850040662, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678810040662, - "size": 41, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678760040662, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 1678710040662, - "size": 30, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:30.279Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570218, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:30.372Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052005835, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220072005835, - "size": 24, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220122005835, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220152005835, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 220162005835, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 220212005835, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.438Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220027767486, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220012767486, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 219992767486, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 219972767486, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 219962767486, - "size": 14, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220042767486, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 220092767486, - "size": 34, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220112767486, - "size": 77, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.528Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678754611307, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678714611307, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 1678674611307, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 1678644611307, - "size": 92, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678794611307, - "size": 83, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.540Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570222, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823539532414, - "size": 50, - "orderCount": 5 - }, - { - "priceNanos": 4823589532414, - "size": 64, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:30.583Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570223, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678758630239, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678768630239, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 1678818630239, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 1678868630239, - "size": 53, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678898630239, - "size": 10, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:30.595Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920692201, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74915692201, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74875692201, - "size": 6, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74835692201, - "size": 15, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74825692201, - "size": 79, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74805692201, - "size": 74, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.683Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972059594, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74962059594, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 74912059594, - "size": 27, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74872059594, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74982059594, - "size": 28, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75032059594, - "size": 40, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:30.716Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962569517, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219937569517, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219897569517, - "size": 75, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219987569517, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220027569517, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220077569517, - "size": 13, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:30.787Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570227, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189647676935, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189607676935, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 189557676935, - "size": 72, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189527676935, - "size": 31, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189517676935, - "size": 48, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189677676935, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 189707676935, - "size": 17, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:30.854Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570228, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049586988, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79999586988, - "size": 67, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79989586988, - "size": 76, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80099586988, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80119586988, - "size": 34, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80139586988, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 80189586988, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 80239586988, - "size": 88, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:30.940Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570229, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75031495370, - "size": 70, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75011495370, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74961495370, - "size": 2, - "orderCount": 17 - }, - { - "priceNanos": 74921495370, - "size": 47, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74911495370, - "size": 28, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75071495370, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 75081495370, - "size": 64, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75091495370, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 75101495370, - "size": 68, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75121495370, - "size": 8, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:30.979Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570230, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823498227088, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823458227088, - "size": 53, - "orderCount": 1 - }, - { - "priceNanos": 4823408227088, - "size": 48, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823568227088, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823598227088, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.016Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570231, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678871802931, - "size": 85, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.099Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570232, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678840014675, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 1678800014675, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 1678760014675, - "size": 17, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.143Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570233, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:31.180Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011215587, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74976215587, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74926215587, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 74906215587, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 74896215587, - "size": 2, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74866215587, - "size": 36, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:31.258Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818380688, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:31.312Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096410807, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75071410807, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 75021410807, - "size": 65, - "orderCount": 8 - }, - { - "priceNanos": 74971410807, - "size": 21, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75121410807, - "size": 3, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75141410807, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75161410807, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 75181410807, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 75221410807, - "size": 83, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.393Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821439535, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678771439535, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678721439535, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 1678681439535, - "size": 77, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678871439535, - "size": 28, - "orderCount": 12 - }, - { - "priceNanos": 1678901439535, - "size": 41, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.474Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570238, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823383410569, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 4823363410569, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823343410569, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 4823293410569, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 4823273410569, - "size": 6, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433410569, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823453410569, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 4823483410569, - "size": 14, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823503410569, - "size": 54, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823523410569, - "size": 99, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:31.525Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790330654, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189760330654, - "size": 71, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189740330654, - "size": 78, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189700330654, - "size": 59, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189820330654, - "size": 97, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189860330654, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189870330654, - "size": 23, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189910330654, - "size": 52, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:31.614Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349950831294, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349935831294, - "size": 75, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349965831294, - "size": 8, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 349995831294, - "size": 63, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350005831294, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 350025831294, - "size": 1, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350065831294, - "size": 74, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:31.698Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678791375540, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678776375540, - "size": 67, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678806375540, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678846375540, - "size": 49, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.779Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089279096, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350069279096, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 350039279096, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 350019279096, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 349969279096, - "size": 92, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350109279096, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 350149279096, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 350179279096, - "size": 80, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.826Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570243, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823551742728, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 4823501742728, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 4823481742728, - "size": 40, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823471742728, - "size": 83, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823591742728, - "size": 99, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:31.911Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020799711, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75035799711, - "size": 58, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:31.988Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986815498, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79946815498, - "size": 72, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80026815498, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 80036815498, - "size": 12, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80056815498, - "size": 92, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:32.084Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699722961, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189659722961, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 189629722961, - "size": 62, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189619722961, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189579722961, - "size": 43, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:32.170Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79967887570, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79937887570, - "size": 48, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.253Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570248, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220057159350, - "size": 82, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 220007159350, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219967159350, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 219937159350, - "size": 52, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220077159350, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 220097159350, - "size": 42, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220147159350, - "size": 22, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220167159350, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 220217159350, - "size": 9, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:32.267Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74914917144, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74899917144, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 74889917144, - "size": 20, - "orderCount": 20 - }, - { - "priceNanos": 74849917144, - "size": 82, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74929917144, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 74979917144, - "size": 62, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75019917144, - "size": 3, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.313Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570250, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189748101272, - "size": 99, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189768101272, - "size": 95, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189808101272, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 189818101272, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189828101272, - "size": 81, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:32.333Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74925862205, - "size": 23, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74935862205, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 74955862205, - "size": 26, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74975862205, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 74985862205, - "size": 28, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75025862205, - "size": 77, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:32.384Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570252, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678752357852, - "size": 93, - "orderCount": 18 - }, - { - "priceNanos": 1678792357852, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 1678832357852, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678862357852, - "size": 45, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678882357852, - "size": 54, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.435Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189820589837, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189805589837, - "size": 65, - "orderCount": 6 - }, - { - "priceNanos": 189785589837, - "size": 53, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189745589837, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189695589837, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 189665589837, - "size": 86, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189835589837, - "size": 7, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189885589837, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 189905589837, - "size": 20, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189945589837, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 189975589837, - "size": 100, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:32.529Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570254, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349936145729, - "size": 36, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349906145729, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 349886145729, - "size": 12, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 349996145729, - "size": 61, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350026145729, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350056145729, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 350086145729, - "size": 71, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.606Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922179938, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74897179938, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74847179938, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:32.678Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678770168660, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678755168660, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 1678715168660, - "size": 43, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678685168660, - "size": 31, - "orderCount": 19 - }, - { - "priceNanos": 1678675168660, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 1678655168660, - "size": 68, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.727Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570257, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80036828117, - "size": 1, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79996828117, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 79946828117, - "size": 74, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80106828117, - "size": 78, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.817Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570258, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981877825, - "size": 31, - "orderCount": 16 - }, - { - "priceNanos": 74961877825, - "size": 7, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75081877825, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 75091877825, - "size": 40, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:32.886Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570259, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678890132621, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:32.924Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451607276, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823406607276, - "size": 48, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496607276, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 4823546607276, - "size": 96, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823576607276, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823606607276, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823656607276, - "size": 46, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:32.979Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570261, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349927743024, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 349897743024, - "size": 6, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349947743024, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 349977743024, - "size": 1, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350027743024, - "size": 96, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.075Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189779626824, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189729626824, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 189709626824, - "size": 14, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189659626824, - "size": 78, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189829626824, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 189859626824, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189899626824, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 189909626824, - "size": 61, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.113Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570263, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678867746753, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 1678877746753, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 1678887746753, - "size": 13, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.155Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570264, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678720785095, - "size": 86, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678820785095, - "size": 13, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678870785095, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 1678890785095, - "size": 17, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678940785095, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 1678980785095, - "size": 76, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.249Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80073655909, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80068655909, - "size": 57, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80038655909, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 80018655909, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 79998655909, - "size": 67, - "orderCount": 6 - }, - { - "priceNanos": 79958655909, - "size": 69, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80078655909, - "size": 57, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80118655909, - "size": 82, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80138655909, - "size": 95, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.318Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823550634218, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823520634218, - "size": 89, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823510634218, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 4823500634218, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823450634218, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 4823420634218, - "size": 69, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823580634218, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 4823630634218, - "size": 74, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823660634218, - "size": 40, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:33.333Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75026575555, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75011575555, - "size": 1, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74991575555, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 74951575555, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 74911575555, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 74891575555, - "size": 11, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75041575555, - "size": 37, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75091575555, - "size": 32, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75131575555, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.367Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189653804646, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 189643804646, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 189633804646, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 189613804646, - "size": 86, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189673804646, - "size": 5, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189693804646, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189733804646, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 189773804646, - "size": 16, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189803804646, - "size": 92, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:33.442Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919394976, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219884394976, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 219864394976, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 219834394976, - "size": 2, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219954394976, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 220004394976, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 220054394976, - "size": 82, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220104394976, - "size": 60, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.455Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823489040338, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823454040338, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 4823414040338, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823364040338, - "size": 49, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823524040338, - "size": 44, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823554040338, - "size": 57, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.507Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189660557671, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189625557671, - "size": 78, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189615557671, - "size": 35, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.545Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823426596409, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823381596409, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 4823351596409, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 4823321596409, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 4823311596409, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823301596409, - "size": 69, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823471596409, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823521596409, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 4823531596409, - "size": 96, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.586Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570273, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75032577527, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 74982577527, - "size": 52, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75072577527, - "size": 36, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.672Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020028994, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74985028994, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 74935028994, - "size": 23, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74905028994, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 74875028994, - "size": 56, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74835028994, - "size": 14, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75055028994, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 75075028994, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 75095028994, - "size": 90, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75145028994, - "size": 50, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:33.720Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570275, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79995601045, - "size": 55, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.814Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189694679280, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189654679280, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189784679280, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189824679280, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:33.845Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570277, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189767476253, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189717476253, - "size": 46, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189687476253, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 189647476253, - "size": 76, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189617476253, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189587476253, - "size": 76, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189817476253, - "size": 75, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:33.904Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084357986, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220039357986, - "size": 1, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220029357986, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 220019357986, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220129357986, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 220139357986, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 220179357986, - "size": 4, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220219357986, - "size": 29, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:33.946Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500522904, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:33.996Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570280, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79962139887, - "size": 95, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80022139887, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 80062139887, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 80082139887, - "size": 78, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.032Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570281, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823544255311, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 4823504255311, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 4823494255311, - "size": 91, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823604255311, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 4823654255311, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 4823664255311, - "size": 78, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:34.059Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220098699546, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220058699546, - "size": 58, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.074Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713830621, - "size": 16, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.144Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570284, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189640563612, - "size": 93, - "orderCount": 4 - }, - { - "priceNanos": 189590563612, - "size": 93, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189730563612, - "size": 79, - "orderCount": 8 - }, - { - "priceNanos": 189780563612, - "size": 19, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.231Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79993814362, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79968814362, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 79928814362, - "size": 59, - "orderCount": 15 - }, - { - "priceNanos": 79888814362, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 79848814362, - "size": 5, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80018814362, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80048814362, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80088814362, - "size": 58, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.327Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422805965, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823377805965, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 4823337805965, - "size": 64, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823287805965, - "size": 63, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823467805965, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 4823507805965, - "size": 96, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.418Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570287, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189668575628, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189643575628, - "size": 18, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189633575628, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 189593575628, - "size": 46, - "orderCount": 13 - }, - { - "priceNanos": 189553575628, - "size": 37, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189693575628, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 189723575628, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 189753575628, - "size": 46, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.472Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570288, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397504493, - "size": 17, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823357504493, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 4823337504493, - "size": 1, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823437504493, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 4823447504493, - "size": 43, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823467504493, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823477504493, - "size": 35, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:34.498Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753296545, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678788296545, - "size": 1, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.561Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349890569182, - "size": 58, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349880569182, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349830569182, - "size": 5, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349790569182, - "size": 47, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.640Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011013649, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74981013649, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 74931013649, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74881013649, - "size": 86, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74861013649, - "size": 87, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74831013649, - "size": 11, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.669Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570292, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189839774125, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 189869774125, - "size": 85, - "orderCount": 12 - }, - { - "priceNanos": 189889774125, - "size": 22, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189919774125, - "size": 46, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.752Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570293, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007940294, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79957940294, - "size": 88, - "orderCount": 9 - }, - { - "priceNanos": 79937940294, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 79887940294, - "size": 3, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80057940294, - "size": 82, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80097940294, - "size": 67, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80107940294, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 80137940294, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80167940294, - "size": 63, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.795Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570294, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349903363742, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 349863363742, - "size": 20, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349813363742, - "size": 34, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 349933363742, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 349983363742, - "size": 80, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350013363742, - "size": 44, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350053363742, - "size": 90, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.832Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570295, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823420665872, - "size": 83, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823430665872, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 4823480665872, - "size": 38, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.909Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75053862891, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75018862891, - "size": 91, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75088862891, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 75128862891, - "size": 54, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75158862891, - "size": 45, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75188862891, - "size": 8, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75218862891, - "size": 31, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:34.933Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573329032, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823523329032, - "size": 38, - "orderCount": 3 - }, - { - "priceNanos": 4823483329032, - "size": 13, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823433329032, - "size": 33, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823623329032, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 4823643329032, - "size": 42, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823693329032, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823743329032, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 4823753329032, - "size": 13, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:35.003Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051041879, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75011041879, - "size": 93, - "orderCount": 16 - }, - { - "priceNanos": 74981041879, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 74951041879, - "size": 13, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74911041879, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 74901041879, - "size": 37, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75091041879, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 75131041879, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75171041879, - "size": 24, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75201041879, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75251041879, - "size": 99, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.061Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570299, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80026637516, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 80036637516, - "size": 62, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.142Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80097194414, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80082194414, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 80062194414, - "size": 31, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80032194414, - "size": 49, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79992194414, - "size": 61, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80112194414, - "size": 51, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:35.183Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077995121, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75062995121, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75032995121, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 74982995121, - "size": 66, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75092995121, - "size": 52, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75142995121, - "size": 61, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.258Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823433449923, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823418449923, - "size": 87, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823378449923, - "size": 50, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823368449923, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823358449923, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 4823328449923, - "size": 55, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448449923, - "size": 78, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.269Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777517092, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678802517092, - "size": 49, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678842517092, - "size": 89, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:35.290Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570304, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823536006036, - "size": 36, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823506006036, - "size": 51, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823476006036, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 4823466006036, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823426006036, - "size": 6, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823566006036, - "size": 29, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823606006036, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 4823626006036, - "size": 81, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.319Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570305, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349925037108, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349930037108, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 349970037108, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349990037108, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 350040037108, - "size": 74, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:35.333Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735497342, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189685497342, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 189675497342, - "size": 90, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189785497342, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 189815497342, - "size": 55, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.393Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909949979, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79889949979, - "size": 90, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79839949979, - "size": 21, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79809949979, - "size": 25, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79759949979, - "size": 100, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79929949979, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79959949979, - "size": 34, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:35.412Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570308, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74870699343, - "size": 64, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74970699343, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 74990699343, - "size": 22, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75010699343, - "size": 91, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75050699343, - "size": 94, - "orderCount": 1 - }, - { - "priceNanos": 75100699343, - "size": 98, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.448Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79993770370, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80033770370, - "size": 65, - "orderCount": 6 - }, - { - "priceNanos": 80043770370, - "size": 86, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.536Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570310, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79910384702, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 79880384702, - "size": 45, - "orderCount": 9 - }, - { - "priceNanos": 79850384702, - "size": 96, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80000384702, - "size": 59, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80050384702, - "size": 77, - "orderCount": 12 - }, - { - "priceNanos": 80070384702, - "size": 26, - "orderCount": 17 - }, - { - "priceNanos": 80080384702, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80090384702, - "size": 62, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:35.617Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570311, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823406812722, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 4823356812722, - "size": 66, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823476812722, - "size": 87, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:35.645Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570312, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350019898499, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349994898499, - "size": 30, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350044898499, - "size": 64, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350064898499, - "size": 12, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350074898499, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 350094898499, - "size": 85, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:35.714Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570313, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349964327400, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349924327400, - "size": 6, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.725Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219921580380, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219886580380, - "size": 77, - "orderCount": 5 - }, - { - "priceNanos": 219866580380, - "size": 10, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219836580380, - "size": 85, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219816580380, - "size": 19, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219956580380, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 219996580380, - "size": 88, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220046580380, - "size": 58, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220056580380, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220096580380, - "size": 47, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.753Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570315, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678825659824, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678800659824, - "size": 26, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678850659824, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 1678860659824, - "size": 10, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:35.784Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75092469856, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75062469856, - "size": 100, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75122469856, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 75152469856, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 75192469856, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 75212469856, - "size": 35, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.866Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570317, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80025186499, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80060186499, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 80110186499, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80150186499, - "size": 57, - "orderCount": 15 - }, - { - "priceNanos": 80170186499, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80220186499, - "size": 49, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.919Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570318, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219925705068, - "size": 72, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219885705068, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 219875705068, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219855705068, - "size": 79, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219835705068, - "size": 58, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220015705068, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 220045705068, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 220075705068, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 220125705068, - "size": 47, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:35.978Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349948048667, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349938048667, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 349888048667, - "size": 5, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349958048667, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 349968048667, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 349978048667, - "size": 87, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:36.052Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219915306617, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.069Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777710476, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678732710476, - "size": 14, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:36.082Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797561031, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777561031, - "size": 98, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189747561031, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 189717561031, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189667561031, - "size": 26, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189817561031, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 189857561031, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 189867561031, - "size": 86, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189917561031, - "size": 68, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.100Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75023092079, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75043092079, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75093092079, - "size": 39, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.155Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570324, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513214468, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823473214468, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 4823423214468, - "size": 38, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823373214468, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 4823363214468, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 4823343214468, - "size": 42, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823553214468, - "size": 52, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823583214468, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823633214468, - "size": 6, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.255Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570325, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80064694582, - "size": 18, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 80024694582, - "size": 8, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79984694582, - "size": 22, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79964694582, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 79954694582, - "size": 100, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80114694582, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80134694582, - "size": 100, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:36.313Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189816958787, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189821958787, - "size": 33, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.356Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570327, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823556818197, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 4823546818197, - "size": 73, - "orderCount": 6 - }, - { - "priceNanos": 4823536818197, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 4823526818197, - "size": 48, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823516818197, - "size": 35, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823586818197, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823616818197, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 4823666818197, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 4823686818197, - "size": 93, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.451Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570328, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.500Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570329, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79930370757, - "size": 20, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.561Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74944837999, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74924837999, - "size": 66, - "orderCount": 4 - }, - { - "priceNanos": 74904837999, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74864837999, - "size": 70, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964837999, - "size": 18, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:36.613Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678856400424, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678841400424, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 1678791400424, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678751400424, - "size": 49, - "orderCount": 19 - }, - { - "priceNanos": 1678731400424, - "size": 89, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678721400424, - "size": 63, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678871400424, - "size": 40, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678911400424, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678931400424, - "size": 95, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678971400424, - "size": 44, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:36.680Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350019671076, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349969671076, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 349959671076, - "size": 17, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349939671076, - "size": 80, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350069671076, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350109671076, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 350159671076, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350179671076, - "size": 44, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:36.711Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079483585, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75039483585, - "size": 12, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75019483585, - "size": 53, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74989483585, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 74959483585, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74909483585, - "size": 26, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75119483585, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75159483585, - "size": 11, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75179483585, - "size": 62, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.745Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570334, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823490508188, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823480508188, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 4823460508188, - "size": 69, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823440508188, - "size": 29, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823390508188, - "size": 26, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.795Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827375439, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678797375439, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 1678757375439, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 1678717375439, - "size": 56, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678687375439, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 1678677375439, - "size": 32, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678857375439, - "size": 87, - "orderCount": 17 - }, - { - "priceNanos": 1678877375439, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 1678917375439, - "size": 17, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678957375439, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.852Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570336, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189628401717, - "size": 8, - "orderCount": 20 - }, - { - "priceNanos": 189598401717, - "size": 95, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189708401717, - "size": 28, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189728401717, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 189778401717, - "size": 60, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189808401717, - "size": 19, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189818401717, - "size": 21, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:36.909Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570337, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823504512327, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823484512327, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 4823474512327, - "size": 87, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823454512327, - "size": 71, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823404512327, - "size": 40, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823524512327, - "size": 69, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:36.968Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570338, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75030865828, - "size": 99, - "orderCount": 1 - }, - { - "priceNanos": 74990865828, - "size": 35, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.016Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570339, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927613350, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349882613350, - "size": 95, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:37.059Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570340, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915300803, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74885300803, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 74845300803, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 74795300803, - "size": 66, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74945300803, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 74955300803, - "size": 46, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 74975300803, - "size": 90, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:37.110Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189672620098, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189622620098, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 189592620098, - "size": 96, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189722620098, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189762620098, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 189812620098, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 189852620098, - "size": 14, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189892620098, - "size": 95, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.199Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712861450, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678682861450, - "size": 88, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678742861450, - "size": 33, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678772861450, - "size": 75, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678822861450, - "size": 63, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:37.250Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349985527854, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.271Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570344, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189689804575, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189659804575, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 189639804575, - "size": 88, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189589804575, - "size": 24, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189579804575, - "size": 93, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189719804575, - "size": 37, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189759804575, - "size": 66, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189809804575, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 189819804575, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 189829804575, - "size": 81, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:37.315Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570345, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75093023217, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75043023217, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74993023217, - "size": 59, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74943023217, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103023217, - "size": 83, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.385Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546519648, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823541519648, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823531519648, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 4823511519648, - "size": 56, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823461519648, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823441519648, - "size": 94, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823551519648, - "size": 54, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823601519648, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823641519648, - "size": 69, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.474Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778379436, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678743379436, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 1678733379436, - "size": 97, - "orderCount": 2 - }, - { - "priceNanos": 1678723379436, - "size": 35, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678813379436, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 1678823379436, - "size": 98, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:37.513Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558642514, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823508642514, - "size": 26, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823488642514, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823448642514, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 4823398642514, - "size": 19, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823388642514, - "size": 60, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823608642514, - "size": 21, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823638642514, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 4823658642514, - "size": 12, - "orderCount": 9 - }, - { - "priceNanos": 4823678642514, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 4823708642514, - "size": 26, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.570Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570349, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74974517689, - "size": 22, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75024517689, - "size": 67, - "orderCount": 4 - }, - { - "priceNanos": 75074517689, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.631Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049707343, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80009707343, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79959707343, - "size": 17, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79939707343, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 79889707343, - "size": 78, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80089707343, - "size": 46, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.650Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678829733085, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678794733085, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 1678784733085, - "size": 16, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678864733085, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 1678874733085, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 1678914733085, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 1678964733085, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 1678994733085, - "size": 25, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.696Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761047158, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678741047158, - "size": 44, - "orderCount": 12 - }, - { - "priceNanos": 1678701047158, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 1678671047158, - "size": 94, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781047158, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678821047158, - "size": 67, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678851047158, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678901047158, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 1678951047158, - "size": 23, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:37.741Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80092001209, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80047001209, - "size": 51, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80007001209, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 79987001209, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 79967001209, - "size": 88, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:37.781Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714005551, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189674005551, - "size": 95, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189654005551, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 189644005551, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189624005551, - "size": 54, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189614005551, - "size": 99, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189754005551, - "size": 3, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:37.802Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057270535, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350047270535, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 350017270535, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350067270535, - "size": 20, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350117270535, - "size": 12, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:37.854Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570356, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678803825115, - "size": 46, - "orderCount": 14 - }, - { - "priceNanos": 1678753825115, - "size": 20, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678743825115, - "size": 14, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678733825115, - "size": 34, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678873825115, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 1678883825115, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678893825115, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 1678913825115, - "size": 77, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678923825115, - "size": 32, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.892Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570357, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937913799, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219982913799, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 220022913799, - "size": 68, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220062913799, - "size": 50, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:37.978Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75052610935, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75002610935, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 74972610935, - "size": 80, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74942610935, - "size": 66, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74892610935, - "size": 39, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:38.078Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823437107353, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823477107353, - "size": 17, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.117Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570360, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74915764111, - "size": 63, - "orderCount": 7 - }, - { - "priceNanos": 74885764111, - "size": 44, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75005764111, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75015764111, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 75065764111, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 75105764111, - "size": 40, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.159Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951140872, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79936140872, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79886140872, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 79846140872, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 79796140872, - "size": 6, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79746140872, - "size": 29, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:38.171Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823552953846, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823587953846, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 4823637953846, - "size": 67, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.256Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093604353, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350043604353, - "size": 84, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350013604353, - "size": 8, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349973604353, - "size": 33, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349963604353, - "size": 34, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350143604353, - "size": 59, - "orderCount": 1 - }, - { - "priceNanos": 350153604353, - "size": 90, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350173604353, - "size": 40, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350203604353, - "size": 53, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.311Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74939524107, - "size": 99, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74929524107, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 74909524107, - "size": 66, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74879524107, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74869524107, - "size": 35, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74989524107, - "size": 99, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75039524107, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 75059524107, - "size": 16, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.346Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094316238, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75079316238, - "size": 41, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75109316238, - "size": 98, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75129316238, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 75169316238, - "size": 13, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75219316238, - "size": 71, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75259316238, - "size": 57, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.415Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080360337, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80035360337, - "size": 97, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.444Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570367, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:38.518Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980820762, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349955820762, - "size": 18, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350005820762, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350035820762, - "size": 55, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350065820762, - "size": 60, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:38.578Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570369, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80055609874, - "size": 77, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80135609874, - "size": 1, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80165609874, - "size": 99, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80205609874, - "size": 36, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:38.627Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823448794927, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823423794927, - "size": 34, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823383794927, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823333794927, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 4823303794927, - "size": 37, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823283794927, - "size": 83, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.702Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570371, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80011910343, - "size": 15, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79961910343, - "size": 28, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80021910343, - "size": 45, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80031910343, - "size": 17, - "orderCount": 5 - }, - { - "priceNanos": 80081910343, - "size": 27, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80131910343, - "size": 54, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:38.798Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570372, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397894704, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 4823357894704, - "size": 59, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823337894704, - "size": 23, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823487894704, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 4823517894704, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 4823527894704, - "size": 100, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823557894704, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 4823587894704, - "size": 79, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:38.887Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570373, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860772980, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678825772980, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678775772980, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 1678755772980, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 1678725772980, - "size": 73, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:38.947Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570374, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220066808221, - "size": 31, - "orderCount": 1 - }, - { - "priceNanos": 220056808221, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220016808221, - "size": 94, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220086808221, - "size": 26, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220096808221, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 220116808221, - "size": 73, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.006Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80084531956, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80039531956, - "size": 98, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80129531956, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 80169531956, - "size": 57, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80219531956, - "size": 5, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80259531956, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 80279531956, - "size": 71, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:39.057Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570376, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823440421606, - "size": 17, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823400421606, - "size": 58, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823350421606, - "size": 82, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823530421606, - "size": 37, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823550421606, - "size": 18, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823580421606, - "size": 13, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:39.089Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80083695698, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80043695698, - "size": 78, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79993695698, - "size": 88, - "orderCount": 3 - }, - { - "priceNanos": 79973695698, - "size": 42, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80123695698, - "size": 69, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80133695698, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.154Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570378, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80079822451, - "size": 40, - "orderCount": 5 - }, - { - "priceNanos": 80059822451, - "size": 70, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80009822451, - "size": 90, - "orderCount": 3 - }, - { - "priceNanos": 79959822451, - "size": 45, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80089822451, - "size": 92, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:39.209Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099641114, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75054641114, - "size": 96, - "orderCount": 16 - }, - { - "priceNanos": 75004641114, - "size": 2, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75144641114, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 75164641114, - "size": 1, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:39.236Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570380, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823534330135, - "size": 2, - "orderCount": 14 - }, - { - "priceNanos": 4823494330135, - "size": 56, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823474330135, - "size": 72, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823614330135, - "size": 90, - "orderCount": 13 - }, - { - "priceNanos": 4823654330135, - "size": 57, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823684330135, - "size": 82, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.318Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79911041292, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 79861041292, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 79851041292, - "size": 51, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79981041292, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 79991041292, - "size": 77, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80001041292, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 80051041292, - "size": 76, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.388Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219960795900, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219915795900, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219865795900, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 219845795900, - "size": 42, - "orderCount": 11 - }, - { - "priceNanos": 219835795900, - "size": 3, - "orderCount": 16 - }, - { - "priceNanos": 219795795900, - "size": 69, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220005795900, - "size": 62, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220025795900, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220055795900, - "size": 39, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220085795900, - "size": 74, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.437Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189720314193, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189715314193, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189675314193, - "size": 86, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189665314193, - "size": 61, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189725314193, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 189745314193, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 189775314193, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 189815314193, - "size": 76, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:39.525Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570384, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349981720030, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349931720030, - "size": 78, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349921720030, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 349881720030, - "size": 43, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350031720030, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 350071720030, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 350111720030, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350131720030, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350151720030, - "size": 20, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.595Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824979620, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678774979620, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 1678734979620, - "size": 61, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678874979620, - "size": 53, - "orderCount": 12 - }, - { - "priceNanos": 1678904979620, - "size": 45, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:39.644Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083080750, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220048080750, - "size": 80, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219998080750, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219988080750, - "size": 22, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219968080750, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 219928080750, - "size": 16, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.736Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570387, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189786258455, - "size": 88, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189816258455, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189826258455, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 189856258455, - "size": 48, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.819Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515370027, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823505370027, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823455370027, - "size": 96, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823525370027, - "size": 77, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823535370027, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 4823555370027, - "size": 97, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:39.893Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978578758, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79943578758, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79913578758, - "size": 83, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80013578758, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 80023578758, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:39.989Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570390, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823488835956, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458835956, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823408835956, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 4823388835956, - "size": 33, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823358835956, - "size": 6, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823318835956, - "size": 79, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823518835956, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 4823538835956, - "size": 54, - "orderCount": 1 - }, - { - "priceNanos": 4823558835956, - "size": 60, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.086Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570391, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220037847988, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 220007847988, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 219997847988, - "size": 44, - "orderCount": 5 - }, - { - "priceNanos": 219977847988, - "size": 9, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220117847988, - "size": 72, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220127847988, - "size": 10, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.096Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220035671225, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220015671225, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 219995671225, - "size": 98, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220055671225, - "size": 77, - "orderCount": 18 - }, - { - "priceNanos": 220095671225, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 220105671225, - "size": 74, - "orderCount": 10 - }, - { - "priceNanos": 220115671225, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 220155671225, - "size": 64, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:40.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980531614, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74940531614, - "size": 1, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74890531614, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 74850531614, - "size": 80, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74800531614, - "size": 93, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.227Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570394, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673920517, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189648920517, - "size": 95, - "orderCount": 1 - }, - { - "priceNanos": 189628920517, - "size": 66, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189698920517, - "size": 23, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189718920517, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 189768920517, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 189818920517, - "size": 29, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.243Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057278732, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350042278732, - "size": 54, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350072278732, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 350092278732, - "size": 42, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.332Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570396, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678766585740, - "size": 72, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.388Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820196049, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678770196049, - "size": 7, - "orderCount": 1 - }, - { - "priceNanos": 1678750196049, - "size": 66, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678730196049, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 1678710196049, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 1678690196049, - "size": 75, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678870196049, - "size": 77, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678910196049, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 1678940196049, - "size": 32, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:40.471Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570398, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678843697067, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678793697067, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 1678773697067, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 1678753697067, - "size": 73, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678703697067, - "size": 3, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678893697067, - "size": 22, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.539Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964309743, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74934309743, - "size": 9, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74914309743, - "size": 4, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74994309743, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 75034309743, - "size": 95, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:40.583Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061519979, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80046519979, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 79996519979, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 79986519979, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 79966519979, - "size": 40, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80076519979, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 80126519979, - "size": 58, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80176519979, - "size": 40, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.665Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436888286, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823406888286, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823466888286, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823476888286, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 4823516888286, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823566888286, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 4823576888286, - "size": 75, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:40.743Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570402, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350084023903, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 350104023903, - "size": 54, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350134023903, - "size": 23, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350144023903, - "size": 7, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350184023903, - "size": 58, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:40.797Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714201562, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189684201562, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189634201562, - "size": 76, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189744201562, - "size": 36, - "orderCount": 6 - }, - { - "priceNanos": 189784201562, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 189814201562, - "size": 44, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.889Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570404, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79894861207, - "size": 61, - "orderCount": 20 - }, - { - "priceNanos": 79844861207, - "size": 33, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79824861207, - "size": 69, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79924861207, - "size": 98, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 79964861207, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 80004861207, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 80014861207, - "size": 73, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.962Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993414104, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74968414104, - "size": 9, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74938414104, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 74888414104, - "size": 19, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74848414104, - "size": 41, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74828414104, - "size": 62, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75018414104, - "size": 40, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75038414104, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75068414104, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 75108414104, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 75128414104, - "size": 24, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:40.984Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570406, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003257562, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80008257562, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80048257562, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 80058257562, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 80078257562, - "size": 16, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.009Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570407, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076779561, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75061779561, - "size": 6, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75031779561, - "size": 71, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75091779561, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 75121779561, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75161779561, - "size": 88, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:41.064Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350045254861, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350000254861, - "size": 27, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349950254861, - "size": 49, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349930254861, - "size": 42, - "orderCount": 17 - }, - { - "priceNanos": 349880254861, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350090254861, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 350100254861, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 350150254861, - "size": 28, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.160Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570409, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349996441023, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349966441023, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349926441023, - "size": 67, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349876441023, - "size": 50, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350026441023, - "size": 88, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350046441023, - "size": 78, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.220Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047710316, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007710316, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 349987710316, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 349977710316, - "size": 18, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349967710316, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349937710316, - "size": 8, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350087710316, - "size": 60, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.239Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678784525289, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678814525289, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678854525289, - "size": 27, - "orderCount": 12 - }, - { - "priceNanos": 1678874525289, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 1678904525289, - "size": 59, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.270Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570412, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220021773301, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219986773301, - "size": 32, - "orderCount": 10 - }, - { - "priceNanos": 219956773301, - "size": 62, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220056773301, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220106773301, - "size": 79, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220126773301, - "size": 96, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220146773301, - "size": 26, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220176773301, - "size": 48, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.284Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570413, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077036692, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220047036692, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 219997036692, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 219947036692, - "size": 77, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220107036692, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220117036692, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 220147036692, - "size": 53, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220167036692, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220207036692, - "size": 62, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.304Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099722367, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80079722367, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 80049722367, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 80019722367, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 79999722367, - "size": 79, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79969722367, - "size": 53, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80119722367, - "size": 83, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.339Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521222375, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476222375, - "size": 72, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570416, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019862540, - "size": 70, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74979862540, - "size": 95, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75049862540, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 75069862540, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 75089862540, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75099862540, - "size": 62, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75109862540, - "size": 59, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.456Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570417, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74872366071, - "size": 84, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74832366071, - "size": 28, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74942366071, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 74992366071, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.497Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570418, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189803609176, - "size": 90, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189753609176, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189743609176, - "size": 62, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189863609176, - "size": 39, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.543Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79979941861, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79934941861, - "size": 4, - "orderCount": 12 - }, - { - "priceNanos": 79884941861, - "size": 97, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.572Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923509690, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74913509690, - "size": 34, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74933509690, - "size": 66, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 74973509690, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74993509690, - "size": 46, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:41.652Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065072802, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80090072802, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 80140072802, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 80180072802, - "size": 3, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:41.732Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678707013379, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678667013379, - "size": 37, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747013379, - "size": 87, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678777013379, - "size": 88, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678827013379, - "size": 87, - "orderCount": 5 - }, - { - "priceNanos": 1678877013379, - "size": 60, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678927013379, - "size": 45, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:41.787Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570423, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219865028847, - "size": 90, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219825028847, - "size": 79, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219795028847, - "size": 49, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219785028847, - "size": 12, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219755028847, - "size": 8, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219965028847, - "size": 57, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:41.872Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093478435, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068478435, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 80038478435, - "size": 12, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80118478435, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 80138478435, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80188478435, - "size": 16, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:41.890Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969131292, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74949131292, - "size": 89, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74929131292, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 74919131292, - "size": 54, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74989131292, - "size": 82, - "orderCount": 5 - }, - { - "priceNanos": 75019131292, - "size": 38, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:41.922Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570426, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062388410, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75057388410, - "size": 41, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 75037388410, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75017388410, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 75007388410, - "size": 78, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75067388410, - "size": 68, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:41.995Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74951210850, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931210850, - "size": 93, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74891210850, - "size": 96, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74841210850, - "size": 28, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74971210850, - "size": 45, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75001210850, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 75051210850, - "size": 87, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.094Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79959394602, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79909394602, - "size": 46, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79879394602, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79839394602, - "size": 92, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80009394602, - "size": 37, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.171Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057278981, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80052278981, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 80022278981, - "size": 4, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80062278981, - "size": 51, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80102278981, - "size": 24, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:42.266Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220015832923, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220010832923, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219990832923, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 219950832923, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220020832923, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 220060832923, - "size": 36, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.290Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74924548329, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74879548329, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 74829548329, - "size": 37, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74809548329, - "size": 44, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74789548329, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74969548329, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 74989548329, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 75029548329, - "size": 53, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.369Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570432, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75107212672, - "size": 68, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75127212672, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 75137212672, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 75167212672, - "size": 68, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:42.464Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678779810189, - "size": 59, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.481Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570434, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049406365, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80069406365, - "size": 29, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.543Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220085256392, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220080256392, - "size": 84, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220070256392, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220030256392, - "size": 44, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219980256392, - "size": 37, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220090256392, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220130256392, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220180256392, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 220220256392, - "size": 86, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220250256392, - "size": 98, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:42.589Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349908882088, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349883882088, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 349873882088, - "size": 83, - "orderCount": 8 - }, - { - "priceNanos": 349823882088, - "size": 58, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349803882088, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 349783882088, - "size": 91, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 349933882088, - "size": 29, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349973882088, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 349983882088, - "size": 81, - "orderCount": 20 - }, - { - "priceNanos": 350033882088, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 350073882088, - "size": 15, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.689Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570437, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439048107, - "size": 40, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823429048107, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 4823389048107, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823369048107, - "size": 43, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823519048107, - "size": 69, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823539048107, - "size": 66, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823579048107, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 4823609048107, - "size": 50, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.785Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570438, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189739663557, - "size": 85, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:42.837Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570439, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073419861, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350043419861, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 350003419861, - "size": 52, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350103419861, - "size": 60, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.851Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530089411, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823515089411, - "size": 45, - "orderCount": 5 - }, - { - "priceNanos": 4823495089411, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 4823465089411, - "size": 2, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823545089411, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823585089411, - "size": 18, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:42.936Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189748014536, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189768014536, - "size": 37, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189798014536, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 189848014536, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.016Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570442, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678706790505, - "size": 82, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678696790505, - "size": 47, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678726790505, - "size": 7, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.089Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219949906862, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 219929906862, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 219899906862, - "size": 90, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219989906862, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220019906862, - "size": 22, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220039906862, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.139Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570444, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189710799785, - "size": 81, - "orderCount": 16 - }, - { - "priceNanos": 189680799785, - "size": 53, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189810799785, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 189830799785, - "size": 100, - "orderCount": 1 - }, - { - "priceNanos": 189880799785, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189920799785, - "size": 80, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.212Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189805515315, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189760515315, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 189730515315, - "size": 76, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189850515315, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189870515315, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189900515315, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 189950515315, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 189990515315, - "size": 77, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.236Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570446, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823466607756, - "size": 98, - "orderCount": 20 - }, - { - "priceNanos": 4823416607756, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 4823386607756, - "size": 20, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.271Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823446014923, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823461014923, - "size": 84, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:43.367Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570448, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490195966, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823480195966, - "size": 52, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823500195966, - "size": 3, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823540195966, - "size": 63, - "orderCount": 20 - }, - { - "priceNanos": 4823590195966, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 4823640195966, - "size": 12, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:43.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570449, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75032236408, - "size": 9, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75012236408, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 74982236408, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 74942236408, - "size": 75, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75042236408, - "size": 46, - "orderCount": 19 - }, - { - "priceNanos": 75052236408, - "size": 78, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75072236408, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75112236408, - "size": 43, - "orderCount": 17 - }, - { - "priceNanos": 75122236408, - "size": 51, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.481Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956575858, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74916575858, - "size": 57, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74996575858, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75036575858, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75056575858, - "size": 84, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:43.548Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678751645098, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678711645098, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 1678681645098, - "size": 22, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678791645098, - "size": 3, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678831645098, - "size": 13, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678861645098, - "size": 65, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:43.599Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019710400, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80009710400, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 79999710400, - "size": 82, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80029710400, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 80079710400, - "size": 37, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.616Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570453, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666537059, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189631537059, - "size": 45, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189701537059, - "size": 64, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189711537059, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 189761537059, - "size": 49, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.671Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79943916369, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79958916369, - "size": 29, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79968916369, - "size": 3, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79978916369, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 80028916369, - "size": 75, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.766Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678813323359, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678783323359, - "size": 18, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678843323359, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 1678883323359, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 1678933323359, - "size": 48, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:43.816Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80015364491, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79995364491, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79975364491, - "size": 23, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79965364491, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 79935364491, - "size": 27, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.837Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570457, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823444619745, - "size": 24, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823434619745, - "size": 61, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823394619745, - "size": 85, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823514619745, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 4823524619745, - "size": 5, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823534619745, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 4823574619745, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 4823584619745, - "size": 95, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:43.931Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350024157540, - "size": 54, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350004157540, - "size": 77, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349954157540, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349904157540, - "size": 83, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350124157540, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 350144157540, - "size": 88, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:43.975Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75070162779, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75095162779, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 75125162779, - "size": 31, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:44.044Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570460, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189802677783, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 189782677783, - "size": 78, - "orderCount": 3 - }, - { - "priceNanos": 189762677783, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 189712677783, - "size": 75, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189862677783, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 189892677783, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 189922677783, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189952677783, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 190002677783, - "size": 87, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.093Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80002742755, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80007742755, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 80027742755, - "size": 20, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80037742755, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.144Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570462, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823409609805, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 4823389609805, - "size": 70, - "orderCount": 15 - }, - { - "priceNanos": 4823349609805, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 4823339609805, - "size": 23, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823439609805, - "size": 17, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823489609805, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 4823509609805, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:44.198Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998288670, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80003288670, - "size": 35, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80053288670, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80093288670, - "size": 31, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.271Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967593152, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349932593152, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 349892593152, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 349852593152, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350002593152, - "size": 87, - "orderCount": 4 - }, - { - "priceNanos": 350012593152, - "size": 86, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350062593152, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350092593152, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 350112593152, - "size": 39, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.334Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570465, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75050452124, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 75020452124, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75000452124, - "size": 35, - "orderCount": 7 - }, - { - "priceNanos": 74990452124, - "size": 12, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75130452124, - "size": 65, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75170452124, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 75220452124, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 75230452124, - "size": 66, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:44.364Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570466, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350044858647, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 350014858647, - "size": 91, - "orderCount": 16 - }, - { - "priceNanos": 350004858647, - "size": 67, - "orderCount": 12 - }, - { - "priceNanos": 349994858647, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349964858647, - "size": 64, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350124858647, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 350154858647, - "size": 65, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.446Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75010110975, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74980110975, - "size": 9, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74950110975, - "size": 89, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74930110975, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 74920110975, - "size": 67, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.527Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570468, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349925581670, - "size": 47, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:44.562Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678832458425, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678822458425, - "size": 6, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678842458425, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 1678872458425, - "size": 74, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678902458425, - "size": 50, - "orderCount": 20 - }, - { - "priceNanos": 1678942458425, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678952458425, - "size": 70, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.621Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570470, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823432520185, - "size": 29, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823382520185, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823352520185, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 4823312520185, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 4823292520185, - "size": 44, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823472520185, - "size": 29, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823492520185, - "size": 100, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823532520185, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823552520185, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:44.647Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219920597966, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219895597966, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 219875597966, - "size": 29, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219855597966, - "size": 93, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 219945597966, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 219955597966, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 220005597966, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 220025597966, - "size": 84, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220055597966, - "size": 28, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.741Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570472, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823423391014, - "size": 20, - "orderCount": 4 - }, - { - "priceNanos": 4823383391014, - "size": 61, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503391014, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 4823533391014, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 4823573391014, - "size": 89, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:44.773Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570473, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:44.849Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189771446555, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189821446555, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 189851446555, - "size": 55, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189881446555, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 189911446555, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 189931446555, - "size": 32, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:44.917Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812548106, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189762548106, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189742548106, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 189722548106, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189862548106, - "size": 52, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189882548106, - "size": 34, - "orderCount": 20 - }, - { - "priceNanos": 189932548106, - "size": 80, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189982548106, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 190002548106, - "size": 18, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.010Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189712170348, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189662170348, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189632170348, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189592170348, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189762170348, - "size": 44, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:45.097Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349998425171, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349963425171, - "size": 48, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349933425171, - "size": 2, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350033425171, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 350053425171, - "size": 71, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.112Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570478, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823530299045, - "size": 46, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823570299045, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 4823600299045, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 4823610299045, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 4823630299045, - "size": 92, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:45.153Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570479, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901157601, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349926157601, - "size": 87, - "orderCount": 14 - }, - { - "priceNanos": 349936157601, - "size": 20, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349966157601, - "size": 26, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.236Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570480, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033333598, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75078333598, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 75098333598, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 75128333598, - "size": 74, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:45.254Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570481, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062627977, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027627977, - "size": 55, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80097627977, - "size": 55, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80117627977, - "size": 4, - "orderCount": 3 - }, - { - "priceNanos": 80147627977, - "size": 18, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:45.318Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034128967, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75014128967, - "size": 82, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75054128967, - "size": 26, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75084128967, - "size": 12, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75114128967, - "size": 98, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.329Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823543051057, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823578051057, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 4823608051057, - "size": 84, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823628051057, - "size": 97, - "orderCount": 17 - }, - { - "priceNanos": 4823668051057, - "size": 91, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:45.372Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570484, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678845839124, - "size": 40, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678875839124, - "size": 44, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.431Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936721636, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79896721636, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79856721636, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79816721636, - "size": 84, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79776721636, - "size": 45, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79976721636, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570486, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79930070985, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 79910070985, - "size": 17, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80030070985, - "size": 68, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.488Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091477990, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75046477990, - "size": 54, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75136477990, - "size": 63, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:45.558Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189747868171, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189722868171, - "size": 92, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189682868171, - "size": 69, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189662868171, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189612868171, - "size": 73, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189572868171, - "size": 51, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189772868171, - "size": 95, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189812868171, - "size": 44, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.578Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570489, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349987388030, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 349997388030, - "size": 19, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.673Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570490, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350051317598, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 350041317598, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350011317598, - "size": 11, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350111317598, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 350161317598, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350171317598, - "size": 37, - "orderCount": 1 - }, - { - "priceNanos": 350191317598, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 350231317598, - "size": 44, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.754Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438440215, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823443440215, - "size": 82, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.791Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570492, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350046292471, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350041292471, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 350011292471, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 349961292471, - "size": 82, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349941292471, - "size": 23, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350051292471, - "size": 43, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:45.845Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570493, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189807492829, - "size": 62, - "orderCount": 4 - }, - { - "priceNanos": 189757492829, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 189717492829, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 189667492829, - "size": 80, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189627492829, - "size": 80, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189817492829, - "size": 78, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:45.921Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189704058018, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:45.960Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823512441046, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823527441046, - "size": 27, - "orderCount": 11 - }, - { - "priceNanos": 4823557441046, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 4823587441046, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.048Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936920315, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74891920315, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 74841920315, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74831920315, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 74791920315, - "size": 13, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74981920315, - "size": 4, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.071Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219903147192, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219938147192, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 219948147192, - "size": 97, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219958147192, - "size": 100, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219998147192, - "size": 51, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.149Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570498, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189661535017, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189636535017, - "size": 75, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189686535017, - "size": 19, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189736535017, - "size": 91, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:46.239Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843145213, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189813145213, - "size": 36, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189773145213, - "size": 36, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189873145213, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 189923145213, - "size": 74, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189943145213, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 189993145213, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:46.319Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014876604, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75039876604, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 75059876604, - "size": 44, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75069876604, - "size": 10, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.356Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349860920194, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349810920194, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 349790920194, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 349740920194, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 349950920194, - "size": 71, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 349990920194, - "size": 3, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.393Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570502, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798332782, - "size": 4, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678778332782, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 1678768332782, - "size": 61, - "orderCount": 15 - }, - { - "priceNanos": 1678728332782, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678688332782, - "size": 81, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678858332782, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 1678878332782, - "size": 92, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.462Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981898309, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219956898309, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219916898309, - "size": 97, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219866898309, - "size": 39, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219816898309, - "size": 9, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220006898309, - "size": 97, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.541Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570504, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350072710971, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350032710971, - "size": 3, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350002710971, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349962710971, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 349932710971, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350112710971, - "size": 7, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.603Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442990534, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823422990534, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823392990534, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 4823342990534, - "size": 60, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823322990534, - "size": 83, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823462990534, - "size": 12, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.675Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570506, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74988654143, - "size": 74, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:46.700Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570507, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994758174, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79989758174, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 79979758174, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 79959758174, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 79929758174, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 79919758174, - "size": 98, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79999758174, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 80039758174, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 80059758174, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 80109758174, - "size": 8, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.726Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823508912388, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823503912388, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 4823453912388, - "size": 84, - "orderCount": 12 - }, - { - "priceNanos": 4823403912388, - "size": 11, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823513912388, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 4823563912388, - "size": 5, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823583912388, - "size": 34, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.760Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038176929, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:46.839Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969968291, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79929968291, - "size": 52, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79919968291, - "size": 80, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79899968291, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79859968291, - "size": 66, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79839968291, - "size": 30, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:46.860Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74979619312, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 74949619312, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74939619312, - "size": 59, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74989619312, - "size": 67, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75039619312, - "size": 65, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.875Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941931310, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74931931310, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 74891931310, - "size": 17, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74951931310, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 74971931310, - "size": 26, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 74991931310, - "size": 67, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:46.909Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844609215, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189824609215, - "size": 30, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189804609215, - "size": 36, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189784609215, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 189774609215, - "size": 98, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189864609215, - "size": 68, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:47.005Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189707197809, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189672197809, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 189652197809, - "size": 76, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189742197809, - "size": 29, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189772197809, - "size": 35, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189822197809, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:47.074Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570515, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219902407098, - "size": 59, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219852407098, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 219832407098, - "size": 51, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220002407098, - "size": 38, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220042407098, - "size": 88, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220092407098, - "size": 70, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.118Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570516, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75020196768, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 75010196768, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74970196768, - "size": 97, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74940196768, - "size": 30, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75060196768, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 75080196768, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 75110196768, - "size": 57, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75120196768, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.204Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570517, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189714938271, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189724938271, - "size": 18, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189774938271, - "size": 15, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:47.288Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349970519028, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349920519028, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 349910519028, - "size": 89, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350020519028, - "size": 53, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.363Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570519, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74971541682, - "size": 50, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74961541682, - "size": 3, - "orderCount": 20 - }, - { - "priceNanos": 74941541682, - "size": 29, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74901541682, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74891541682, - "size": 21, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75011541682, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75041541682, - "size": 95, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75091541682, - "size": 47, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75141541682, - "size": 57, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.454Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570520, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349929196601, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349909196601, - "size": 41, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349979196601, - "size": 77, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 349999196601, - "size": 3, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.484Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570521, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219905376134, - "size": 5, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220005376134, - "size": 36, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.518Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824897695, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189789897695, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 189739897695, - "size": 39, - "orderCount": 9 - }, - { - "priceNanos": 189689897695, - "size": 4, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189859897695, - "size": 99, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189879897695, - "size": 53, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.584Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580630074, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823560630074, - "size": 46, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823510630074, - "size": 48, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823600630074, - "size": 55, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:47.656Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220006839270, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219981839270, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219951839270, - "size": 74, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219901839270, - "size": 7, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.724Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570525, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553504422, - "size": 6, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:47.812Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570526, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220073404992, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 220043404992, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 219993404992, - "size": 98, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219963404992, - "size": 10, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219953404992, - "size": 15, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220103404992, - "size": 90, - "orderCount": 6 - }, - { - "priceNanos": 220113404992, - "size": 63, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220133404992, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 220183404992, - "size": 35, - "orderCount": 4 - }, - { - "priceNanos": 220193404992, - "size": 63, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:47.857Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949843601, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79899843601, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 79889843601, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 79839843601, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79789843601, - "size": 97, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79999843601, - "size": 82, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:47.922Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678739590459, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678714590459, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 1678684590459, - "size": 100, - "orderCount": 14 - }, - { - "priceNanos": 1678634590459, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 1678584590459, - "size": 3, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678764590459, - "size": 54, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:47.989Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220090822197, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220085822197, - "size": 82, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220075822197, - "size": 29, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220095822197, - "size": 31, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.001Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570530, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678791576764, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678776576764, - "size": 60, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678736576764, - "size": 1, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678686576764, - "size": 24, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678806576764, - "size": 2, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678826576764, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 1678876576764, - "size": 9, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678886576764, - "size": 96, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678916576764, - "size": 56, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:48.075Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091282747, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80126282747, - "size": 37, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80136282747, - "size": 61, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80156282747, - "size": 56, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80196282747, - "size": 73, - "orderCount": 17 - }, - { - "priceNanos": 80206282747, - "size": 85, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.104Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823524968922, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823494968922, - "size": 96, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823554968922, - "size": 49, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823564968922, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823584968922, - "size": 43, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823604968922, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823624968922, - "size": 81, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.155Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569458968, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823519458968, - "size": 7, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823469458968, - "size": 74, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823459458968, - "size": 11, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823439458968, - "size": 86, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823619458968, - "size": 16, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823669458968, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 4823689458968, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 4823729458968, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 4823739458968, - "size": 87, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570534, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74976691042, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 74956691042, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 74946691042, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74936691042, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 74896691042, - "size": 23, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.242Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79957412808, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79952412808, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 79922412808, - "size": 38, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79902412808, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 79862412808, - "size": 55, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79832412808, - "size": 90, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962412808, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 80012412808, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 80052412808, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 80092412808, - "size": 91, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80112412808, - "size": 95, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.324Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570536, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189641517790, - "size": 87, - "orderCount": 13 - }, - { - "priceNanos": 189621517790, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 189611517790, - "size": 28, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189741517790, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189771517790, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 189821517790, - "size": 24, - "orderCount": 18 - }, - { - "priceNanos": 189861517790, - "size": 37, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189881517790, - "size": 59, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:48.371Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74957097796, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74912097796, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 74872097796, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 74852097796, - "size": 82, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:48.447Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570538, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678845726925, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 1678825726925, - "size": 52, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678815726925, - "size": 31, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678795726925, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 1678775726925, - "size": 90, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678855726925, - "size": 79, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678905726925, - "size": 52, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678925726925, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 1678945726925, - "size": 50, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.504Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350033241094, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349988241094, - "size": 100, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350078241094, - "size": 98, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.592Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570540, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823531215699, - "size": 15, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823511215699, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 4823491215699, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 4823461215699, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823441215699, - "size": 97, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823571215699, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 4823621215699, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 4823631215699, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 4823641215699, - "size": 36, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:48.623Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974367761, - "size": 40, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220019367761, - "size": 57, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220049367761, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 220079367761, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220089367761, - "size": 83, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:48.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189746979122, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189696979122, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 189656979122, - "size": 23, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189606979122, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189596979122, - "size": 85, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189586979122, - "size": 81, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189796979122, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 189836979122, - "size": 46, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.704Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823386481918, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823366481918, - "size": 92, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823346481918, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 4823336481918, - "size": 4, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823446481918, - "size": 13, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823456481918, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823476481918, - "size": 53, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823496481918, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 4823546481918, - "size": 97, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.784Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350085821167, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350135821167, - "size": 67, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350155821167, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 350165821167, - "size": 5, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350195821167, - "size": 32, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350205821167, - "size": 30, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.815Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570545, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349918812193, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349968812193, - "size": 65, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350018812193, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 350068812193, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 350108812193, - "size": 55, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.882Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570546, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74949755487, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.972Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495956560, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823460956560, - "size": 25, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:48.983Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678783363978, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678823363978, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678873363978, - "size": 57, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:49.067Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678895289786, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678855289786, - "size": 91, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678825289786, - "size": 91, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.159Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189757323726, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189717323726, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 189697323726, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189647323726, - "size": 76, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189607323726, - "size": 54, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189797323726, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 189827323726, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 189837323726, - "size": 48, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189857323726, - "size": 96, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.177Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099920039, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80114920039, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80164920039, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80194920039, - "size": 84, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80214920039, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 80254920039, - "size": 54, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.264Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823583687040, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823538687040, - "size": 29, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823628687040, - "size": 61, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823638687040, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 4823648687040, - "size": 85, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:49.344Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189846429529, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189881429529, - "size": 37, - "orderCount": 5 - }, - { - "priceNanos": 189911429529, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 189951429529, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 190001429529, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:49.377Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79984782222, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.437Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189827242566, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189807242566, - "size": 24, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189847242566, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 189867242566, - "size": 30, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:49.513Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823538716901, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498716901, - "size": 55, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823468716901, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 4823458716901, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823408716901, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823388716901, - "size": 94, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:49.550Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570557, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678894443769, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678889443769, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 1678859443769, - "size": 1, - "orderCount": 3 - }, - { - "priceNanos": 1678829443769, - "size": 97, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678899443769, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 1678929443769, - "size": 63, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.614Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570558, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219964893406, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219934893406, - "size": 45, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219904893406, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219864893406, - "size": 38, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220064893406, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 220104893406, - "size": 92, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220144893406, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 220184893406, - "size": 54, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220194893406, - "size": 23, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.655Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570559, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74978685807, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74993685807, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 75013685807, - "size": 95, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:49.752Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570560, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220040077980, - "size": 62, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.773Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570561, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219868078710, - "size": 49, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219848078710, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 219808078710, - "size": 85, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219948078710, - "size": 52, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:49.869Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570562, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843658535, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189813658535, - "size": 71, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189773658535, - "size": 51, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189873658535, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 189893658535, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 189903658535, - "size": 87, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189913658535, - "size": 54, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:49.902Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570563, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189807745434, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189787745434, - "size": 29, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189767745434, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 189717745434, - "size": 82, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189827745434, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189857745434, - "size": 46, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189907745434, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 189947745434, - "size": 45, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:49.955Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415189490, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823375189490, - "size": 66, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823365189490, - "size": 3, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823335189490, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 4823295189490, - "size": 9, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823455189490, - "size": 9, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:50.004Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019638968, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009638968, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74969638968, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 74929638968, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 74879638968, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 74839638968, - "size": 17, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75029638968, - "size": 65, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:50.097Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678723107408, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678688107408, - "size": 57, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678648107408, - "size": 90, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:50.148Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823478520522, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823463520522, - "size": 2, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823493520522, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 4823523520522, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 4823533520522, - "size": 80, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823543520522, - "size": 13, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:50.201Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570568, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:38:50.279Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74941388342, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74911388342, - "size": 98, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74861388342, - "size": 91, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74831388342, - "size": 31, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74791388342, - "size": 75, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74971388342, - "size": 39, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.300Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811664399, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189781664399, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 189761664399, - "size": 99, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189721664399, - "size": 71, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.379Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956208112, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74976208112, - "size": 94, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75026208112, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 75046208112, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 75096208112, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 75146208112, - "size": 67, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.467Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189756452668, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189751452668, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 189721452668, - "size": 83, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189761452668, - "size": 48, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.499Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930883044, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74895883044, - "size": 14, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.585Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570574, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084915786, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75059915786, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 75029915786, - "size": 7, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75109915786, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.665Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823533963448, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823483963448, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 4823473963448, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 4823453963448, - "size": 17, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823423963448, - "size": 68, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823403963448, - "size": 28, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823583963448, - "size": 41, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823613963448, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823633963448, - "size": 6, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823673963448, - "size": 8, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:50.725Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570576, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74905524493, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74870524493, - "size": 17, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74940524493, - "size": 45, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:50.780Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350019562144, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349994562144, - "size": 75, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350044562144, - "size": 31, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350084562144, - "size": 18, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350104562144, - "size": 24, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.837Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349995679260, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349960679260, - "size": 72, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350030679260, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 350050679260, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 350060679260, - "size": 77, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.865Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79924765775, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79914765775, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 79874765775, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 79834765775, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 79824765775, - "size": 2, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79774765775, - "size": 67, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79934765775, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 79964765775, - "size": 6, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:50.911Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570580, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219933265745, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 219893265745, - "size": 27, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219843265745, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 219803265745, - "size": 84, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220003265745, - "size": 68, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:50.946Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939524402, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79929524402, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 79919524402, - "size": 12, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.020Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570582, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350030284101, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349985284101, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349975284101, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 349945284101, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 349895284101, - "size": 45, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349865284101, - "size": 46, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350075284101, - "size": 20, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350105284101, - "size": 36, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.067Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74998282007, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75003282007, - "size": 15, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.132Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79963722110, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79958722110, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79918722110, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 79868722110, - "size": 39, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79968722110, - "size": 69, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79978722110, - "size": 39, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79998722110, - "size": 22, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80008722110, - "size": 21, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:51.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819994756, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678859994756, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 1678879994756, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 1678919994756, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678969994756, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 1678989994756, - "size": 43, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:51.314Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570586, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823496299928, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 4823446299928, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 4823406299928, - "size": 92, - "orderCount": 13 - }, - { - "priceNanos": 4823366299928, - "size": 81, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823346299928, - "size": 48, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823506299928, - "size": 96, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823516299928, - "size": 71, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:51.389Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220017304416, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219977304416, - "size": 7, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220057304416, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 220087304416, - "size": 32, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220117304416, - "size": 61, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220167304416, - "size": 50, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220177304416, - "size": 67, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.459Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350085939694, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350065939694, - "size": 22, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 350045939694, - "size": 74, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350025939694, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 349985939694, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 349975939694, - "size": 19, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350105939694, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350125939694, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 350175939694, - "size": 22, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.506Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80094512593, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80089512593, - "size": 98, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80049512593, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 80009512593, - "size": 2, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80099512593, - "size": 65, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80129512593, - "size": 46, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.565Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75079180983, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75054180983, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 75004180983, - "size": 34, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75104180983, - "size": 51, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75114180983, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75134180983, - "size": 71, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:51.605Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350042846514, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350037846514, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 349997846514, - "size": 56, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349957846514, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 349947846514, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 349927846514, - "size": 54, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350047846514, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 350097846514, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 350137846514, - "size": 60, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350187846514, - "size": 15, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350207846514, - "size": 44, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.702Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570592, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75047061923, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 75017061923, - "size": 91, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74987061923, - "size": 77, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75057061923, - "size": 46, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75067061923, - "size": 52, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.720Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570593, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189774055626, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 189754055626, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 189724055626, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189714055626, - "size": 62, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.780Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350018391024, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349973391024, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 349943391024, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349933391024, - "size": 74, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350063391024, - "size": 5, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350083391024, - "size": 38, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350113391024, - "size": 19, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:51.829Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74934175218, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74889175218, - "size": 1, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74979175218, - "size": 53, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74999175218, - "size": 46, - "orderCount": 16 - }, - { - "priceNanos": 75029175218, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 75069175218, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 75089175218, - "size": 34, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.880Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189659996394, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189629996394, - "size": 73, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189609996394, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 189589996394, - "size": 96, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.907Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219989388797, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219979388797, - "size": 97, - "orderCount": 1 - }, - { - "priceNanos": 219929388797, - "size": 21, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219919388797, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 219909388797, - "size": 34, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219889388797, - "size": 30, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219999388797, - "size": 15, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220039388797, - "size": 56, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220089388797, - "size": 7, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:51.993Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570598, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709334849, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678664334849, - "size": 70, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678614334849, - "size": 75, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678754334849, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678764334849, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 1678804334849, - "size": 58, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:52.044Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877532418, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678907532418, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 1678957532418, - "size": 16, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678967532418, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679017532418, - "size": 99, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.079Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75016225440, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74986225440, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 74946225440, - "size": 96, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75046225440, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 75056225440, - "size": 64, - "orderCount": 1 - }, - { - "priceNanos": 75096225440, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 75126225440, - "size": 73, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75136225440, - "size": 68, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:52.154Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005403316, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79955403316, - "size": 99, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79935403316, - "size": 75, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79895403316, - "size": 93, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80055403316, - "size": 15, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80075403316, - "size": 22, - "orderCount": 14 - }, - { - "priceNanos": 80115403316, - "size": 25, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80125403316, - "size": 1, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:52.174Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220070893185, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220055893185, - "size": 65, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 220025893185, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 219985893185, - "size": 86, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219955893185, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219945893185, - "size": 34, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220085893185, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 220125893185, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 220175893185, - "size": 26, - "orderCount": 2 - }, - { - "priceNanos": 220225893185, - "size": 10, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220255893185, - "size": 69, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.195Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570603, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79968241315, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.283Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901467566, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349906467566, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 349916467566, - "size": 9, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:52.378Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996800794, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79961800794, - "size": 17, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80031800794, - "size": 62, - "orderCount": 6 - }, - { - "priceNanos": 80041800794, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 80081800794, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 80131800794, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80181800794, - "size": 11, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:52.409Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570606, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438870711, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823418870711, - "size": 18, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823398870711, - "size": 25, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823368870711, - "size": 30, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823358870711, - "size": 69, - "orderCount": 16 - }, - { - "priceNanos": 4823318870711, - "size": 78, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823458870711, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823468870711, - "size": 52, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823478870711, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823528870711, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:52.488Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79979678502, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79964678502, - "size": 35, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79994678502, - "size": 53, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:52.510Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570608, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823537905415, - "size": 81, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823527905415, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823477905415, - "size": 52, - "orderCount": 5 - }, - { - "priceNanos": 4823427905415, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 4823407905415, - "size": 27, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823627905415, - "size": 62, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823637905415, - "size": 99, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823667905415, - "size": 82, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.524Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077205708, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220057205708, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220037205708, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220007205708, - "size": 53, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219967205708, - "size": 17, - "orderCount": 20 - }, - { - "priceNanos": 219917205708, - "size": 42, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:52.614Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570610, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74901562804, - "size": 3, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74931562804, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 74981562804, - "size": 90, - "orderCount": 12 - }, - { - "priceNanos": 75011562804, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75061562804, - "size": 75, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75091562804, - "size": 41, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:52.630Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981241407, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79951241407, - "size": 32, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80011241407, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 80021241407, - "size": 83, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.651Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405338089, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823360338089, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823330338089, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823280338089, - "size": 85, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823450338089, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823500338089, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823510338089, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823560338089, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 4823610338089, - "size": 65, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.700Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570613, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823406065913, - "size": 74, - "orderCount": 13 - }, - { - "priceNanos": 4823376065913, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823326065913, - "size": 96, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823476065913, - "size": 39, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823506065913, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.800Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090220442, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75065220442, - "size": 15, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75115220442, - "size": 17, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75135220442, - "size": 76, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.842Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350046409040, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350031409040, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 349991409040, - "size": 2, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349941409040, - "size": 62, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349931409040, - "size": 26, - "orderCount": 20 - }, - { - "priceNanos": 349921409040, - "size": 20, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350061409040, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 350111409040, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 350161409040, - "size": 77, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350181409040, - "size": 34, - "orderCount": 19 - }, - { - "priceNanos": 350201409040, - "size": 46, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:52.872Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350077897838, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350047897838, - "size": 35, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350037897838, - "size": 49, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349987897838, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349977897838, - "size": 2, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:52.906Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80088077567, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80048077567, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 80028077567, - "size": 68, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80128077567, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 80178077567, - "size": 100, - "orderCount": 14 - }, - { - "priceNanos": 80188077567, - "size": 69, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80198077567, - "size": 49, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80208077567, - "size": 14, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.004Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570618, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79896390799, - "size": 55, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79876390799, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 79866390799, - "size": 70, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79916390799, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 79966390799, - "size": 97, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:53.085Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350035593412, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349985593412, - "size": 31, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349965593412, - "size": 58, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:53.180Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570620, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678763915616, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 1678753915616, - "size": 5, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678743915616, - "size": 68, - "orderCount": 9 - }, - { - "priceNanos": 1678713915616, - "size": 94, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678843915616, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678873915616, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 1678923915616, - "size": 86, - "orderCount": 17 - }, - { - "priceNanos": 1678963915616, - "size": 49, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.274Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570621, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823595271167, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823635271167, - "size": 26, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823675271167, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823695271167, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823735271167, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 4823785271167, - "size": 41, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.320Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79989015590, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79954015590, - "size": 91, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.417Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79984852899, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80019852899, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80059852899, - "size": 87, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80089852899, - "size": 77, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80119852899, - "size": 71, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:53.470Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837354746, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678827354746, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678777354746, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 1678727354746, - "size": 42, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678847354746, - "size": 33, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678887354746, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 1678907354746, - "size": 15, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:53.518Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74947009191, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74952009191, - "size": 84, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74972009191, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 75012009191, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 75052009191, - "size": 19, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:53.548Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678837898602, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678822898602, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 1678782898602, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678732898602, - "size": 42, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678712898602, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678682898602, - "size": 23, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852898602, - "size": 28, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678892898602, - "size": 90, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.631Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678816170626, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678791170626, - "size": 25, - "orderCount": 12 - }, - { - "priceNanos": 1678751170626, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 1678721170626, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 1678711170626, - "size": 18, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:53.715Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.775Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570629, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678829632394, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 1678799632394, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 1678749632394, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 1678719632394, - "size": 8, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.801Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350014602448, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350004602448, - "size": 99, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350024602448, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 350044602448, - "size": 75, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350094602448, - "size": 22, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:53.848Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350063989320, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350018989320, - "size": 27, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 350008989320, - "size": 51, - "orderCount": 5 - }, - { - "priceNanos": 349988989320, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349958989320, - "size": 22, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350108989320, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350128989320, - "size": 70, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350168989320, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 350198989320, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 350208989320, - "size": 72, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:53.937Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570632, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678726808529, - "size": 48, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678716808529, - "size": 72, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678696808529, - "size": 77, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678746808529, - "size": 35, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:53.983Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79956203621, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79911203621, - "size": 43, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80001203621, - "size": 32, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.071Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513979589, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823503979589, - "size": 32, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823493979589, - "size": 65, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823463979589, - "size": 29, - "orderCount": 13 - }, - { - "priceNanos": 4823453979589, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 4823433979589, - "size": 43, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.096Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570635, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823401974379, - "size": 19, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441974379, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823461974379, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 4823481974379, - "size": 58, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.119Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959814803, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74929814803, - "size": 68, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74899814803, - "size": 5, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74889814803, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 74859814803, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 74809814803, - "size": 36, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74989814803, - "size": 4, - "orderCount": 19 - }, - { - "priceNanos": 74999814803, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 75019814803, - "size": 40, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:54.219Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80017654663, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79972654663, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 79952654663, - "size": 26, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79922654663, - "size": 100, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80062654663, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80102654663, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 80112654663, - "size": 14, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.288Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706918893, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189686918893, - "size": 53, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189656918893, - "size": 69, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189726918893, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 189756918893, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189796918893, - "size": 69, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189816918893, - "size": 97, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.314Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999247879, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74989247879, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 74969247879, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 74929247879, - "size": 14, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75009247879, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75039247879, - "size": 91, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75069247879, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 75079247879, - "size": 80, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:54.331Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570640, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79938266228, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 79928266228, - "size": 37, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79918266228, - "size": 2, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79898266228, - "size": 73, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79978266228, - "size": 70, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:54.355Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570641, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75034454817, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 75014454817, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 75004454817, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 74974454817, - "size": 16, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75114454817, - "size": 4, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:54.412Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570642, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220090790685, - "size": 63, - "orderCount": 13 - }, - { - "priceNanos": 220050790685, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 220000790685, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 219960790685, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 219940790685, - "size": 20, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220100790685, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 220120790685, - "size": 64, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.432Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570643, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189671037655, - "size": 98, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189761037655, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 189781037655, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 189801037655, - "size": 93, - "orderCount": 15 - }, - { - "priceNanos": 189811037655, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 189831037655, - "size": 19, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.518Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858828716, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678848828716, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 1678838828716, - "size": 73, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678828828716, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678778828716, - "size": 74, - "orderCount": 15 - }, - { - "priceNanos": 1678768828716, - "size": 40, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678868828716, - "size": 47, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678918828716, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 1678938828716, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678988828716, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1679038828716, - "size": 44, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.532Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80058375023, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80053375023, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 80003375023, - "size": 8, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80063375023, - "size": 33, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80103375023, - "size": 79, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80113375023, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 80133375023, - "size": 45, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80183375023, - "size": 5, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.556Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570646, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678788890542, - "size": 49, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678758890542, - "size": 29, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678838890542, - "size": 32, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678878890542, - "size": 33, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:54.583Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570647, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798358124, - "size": 11, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678748358124, - "size": 49, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808358124, - "size": 58, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678838358124, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 1678878358124, - "size": 62, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678918358124, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678948358124, - "size": 81, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:54.633Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350095857697, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350050857697, - "size": 95, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350000857697, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349950857697, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349930857697, - "size": 77, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350140857697, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 350160857697, - "size": 1, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350170857697, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 350220857697, - "size": 1, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350230857697, - "size": 14, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.667Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570649, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74903704137, - "size": 7, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74883704137, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 74833704137, - "size": 89, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74823704137, - "size": 7, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74953704137, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 74963704137, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 74983704137, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74993704137, - "size": 25, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:54.716Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060649061, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75010649061, - "size": 76, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75000649061, - "size": 26, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75110649061, - "size": 27, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75120649061, - "size": 26, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75140649061, - "size": 62, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.751Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570651, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189706547899, - "size": 75, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.851Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570652, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189658347043, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 189628347043, - "size": 65, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189608347043, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 189588347043, - "size": 60, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189668347043, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 189698347043, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 189718347043, - "size": 61, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:54.876Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570653, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220084467024, - "size": 99, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 220064467024, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 220044467024, - "size": 11, - "orderCount": 2 - }, - { - "priceNanos": 220024467024, - "size": 62, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220104467024, - "size": 71, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:54.888Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570654, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432855503, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823427855503, - "size": 68, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823387855503, - "size": 43, - "orderCount": 20 - }, - { - "priceNanos": 4823357855503, - "size": 79, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823437855503, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 4823447855503, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 4823487855503, - "size": 24, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:54.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704273442, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678684273442, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 1678664273442, - "size": 20, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:55.044Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930481057, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74910481057, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74900481057, - "size": 8, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74950481057, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 74970481057, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 75000481057, - "size": 93, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.089Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75011671679, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74966671679, - "size": 83, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74946671679, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 74916671679, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 74896671679, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 74866671679, - "size": 8, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75056671679, - "size": 2, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75066671679, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 75096671679, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75126671679, - "size": 91, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:55.103Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189657154941, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642154941, - "size": 31, - "orderCount": 10 - }, - { - "priceNanos": 189622154941, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189572154941, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 189562154941, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189512154941, - "size": 61, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189672154941, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189722154941, - "size": 43, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.188Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678818050060, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678843050060, - "size": 5, - "orderCount": 14 - }, - { - "priceNanos": 1678883050060, - "size": 49, - "orderCount": 16 - }, - { - "priceNanos": 1678913050060, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 1678933050060, - "size": 44, - "orderCount": 3 - }, - { - "priceNanos": 1678953050060, - "size": 80, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.215Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570660, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047397472, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350062397472, - "size": 20, - "orderCount": 18 - }, - { - "priceNanos": 350072397472, - "size": 7, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.274Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570661, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823572337198, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 4823562337198, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823512337198, - "size": 6, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823612337198, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 4823632337198, - "size": 9, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.325Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75078750983, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75053750983, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75033750983, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74983750983, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 74963750983, - "size": 66, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74933750983, - "size": 74, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103750983, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75123750983, - "size": 4, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.389Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220009878307, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220004878307, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 219994878307, - "size": 30, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219944878307, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 219934878307, - "size": 94, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220014878307, - "size": 30, - "orderCount": 14 - }, - { - "priceNanos": 220024878307, - "size": 7, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.431Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501515171, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823456515171, - "size": 61, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823546515171, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 4823556515171, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 4823576515171, - "size": 17, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.453Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553930744, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823578930744, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 4823608930744, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 4823618930744, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 4823658930744, - "size": 4, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.515Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890465537, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678865465537, - "size": 44, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678915465537, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 1678935465537, - "size": 64, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.567Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570667, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349995196148, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 350035196148, - "size": 58, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350075196148, - "size": 74, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350085196148, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 350105196148, - "size": 40, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.643Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823409676817, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823369676817, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 4823339676817, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 4823319676817, - "size": 38, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823279676817, - "size": 43, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823449676817, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 4823489676817, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823499676817, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823529676817, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 4823579676817, - "size": 13, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:55.670Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823562917429, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823532917429, - "size": 24, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823592917429, - "size": 48, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823622917429, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823632917429, - "size": 39, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.701Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003797104, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74983797104, - "size": 61, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74973797104, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 74943797104, - "size": 50, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75023797104, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 75063797104, - "size": 48, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:55.768Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570671, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350014984522, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349994984522, - "size": 83, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349954984522, - "size": 70, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350034984522, - "size": 18, - "orderCount": 2 - }, - { - "priceNanos": 350074984522, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 350084984522, - "size": 27, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350134984522, - "size": 87, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350164984522, - "size": 52, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:55.850Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79961693955, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79951693955, - "size": 92, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79931693955, - "size": 11, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79971693955, - "size": 26, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79991693955, - "size": 84, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80031693955, - "size": 84, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:55.925Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80030615741, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80010615741, - "size": 68, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79970615741, - "size": 25, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80050615741, - "size": 25, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80100615741, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 80150615741, - "size": 24, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80190615741, - "size": 39, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.021Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014624640, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74979624640, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 74949624640, - "size": 16, - "orderCount": 5 - }, - { - "priceNanos": 74909624640, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74859624640, - "size": 27, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75049624640, - "size": 16, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75089624640, - "size": 11, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.100Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189808434654, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189763434654, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189713434654, - "size": 100, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:56.156Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570676, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74891329288, - "size": 16, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74851329288, - "size": 21, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74921329288, - "size": 8, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74941329288, - "size": 50, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:56.251Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570677, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350071860635, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350111860635, - "size": 51, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350151860635, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 350161860635, - "size": 80, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:56.287Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570678, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79991342978, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 80041342978, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 80081342978, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 80091342978, - "size": 34, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:56.303Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511588813, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476588813, - "size": 23, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823546588813, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 4823586588813, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 4823616588813, - "size": 84, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:56.352Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570680, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74906438609, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74886438609, - "size": 37, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74926438609, - "size": 41, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74936438609, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 74986438609, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 75026438609, - "size": 25, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75066438609, - "size": 21, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.452Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704582468, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678664582468, - "size": 100, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678654582468, - "size": 77, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:56.529Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570682, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824726661, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678809726661, - "size": 7, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678769726661, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 1678759726661, - "size": 57, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678739726661, - "size": 67, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678839726661, - "size": 71, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678849726661, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 1678859726661, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 1678869726661, - "size": 4, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:56.616Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570683, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74965362996, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 75005362996, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75015362996, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 75065362996, - "size": 42, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.683Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570684, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005824295, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79985824295, - "size": 17, - "orderCount": 7 - }, - { - "priceNanos": 79955824295, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79925824295, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 79905824295, - "size": 18, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79885824295, - "size": 32, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80025824295, - "size": 27, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80075824295, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 80095824295, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 80105824295, - "size": 4, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80135824295, - "size": 55, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.697Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80078299069, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80043299069, - "size": 94, - "orderCount": 9 - }, - { - "priceNanos": 80003299069, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 79993299069, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79943299069, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 79913299069, - "size": 82, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80113299069, - "size": 61, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80143299069, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 80193299069, - "size": 12, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80233299069, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 80263299069, - "size": 82, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.741Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517314299, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823487314299, - "size": 100, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823547314299, - "size": 10, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.752Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80011454014, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79986454014, - "size": 13, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79976454014, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79946454014, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80036454014, - "size": 68, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80046454014, - "size": 23, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:56.773Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003784205, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80053784205, - "size": 31, - "orderCount": 16 - }, - { - "priceNanos": 80093784205, - "size": 96, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:56.828Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823494516800, - "size": 21, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823509516800, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 4823519516800, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 4823549516800, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 4823579516800, - "size": 84, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:56.892Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537903425, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823502903425, - "size": 77, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823452903425, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 4823432903425, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823402903425, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823362903425, - "size": 60, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572903425, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 4823622903425, - "size": 85, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823652903425, - "size": 55, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:56.978Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189743738535, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189693738535, - "size": 29, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189793738535, - "size": 15, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.037Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570692, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75055442002, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75010442002, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 74970442002, - "size": 68, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75100442002, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 75120442002, - "size": 14, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.132Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570693, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220054046593, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220044046593, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 219994046593, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 219944046593, - "size": 42, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220094046593, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 220104046593, - "size": 1, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220144046593, - "size": 43, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.205Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570694, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823474087669, - "size": 63, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.216Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570695, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823555940506, - "size": 75, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823525940506, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823475940506, - "size": 76, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823585940506, - "size": 86, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.273Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570696, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350079052876, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350039052876, - "size": 11, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 350009052876, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 349999052876, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 349969052876, - "size": 53, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350119052876, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 350139052876, - "size": 72, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.369Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570697, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:57.416Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823464548171, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823489548171, - "size": 49, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823509548171, - "size": 46, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823549548171, - "size": 43, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:57.497Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220023556967, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219973556967, - "size": 29, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220073556967, - "size": 81, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.561Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219969030348, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219954030348, - "size": 57, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219944030348, - "size": 11, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219984030348, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 220024030348, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220064030348, - "size": 38, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.608Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349979656159, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349974656159, - "size": 76, - "orderCount": 10 - }, - { - "priceNanos": 349954656159, - "size": 98, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349984656159, - "size": 69, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350004656159, - "size": 79, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:57.619Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349964648120, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.719Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349993618337, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349988618337, - "size": 35, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349998618337, - "size": 58, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350048618337, - "size": 60, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.769Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74953991987, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.860Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057987280, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75047987280, - "size": 96, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75007987280, - "size": 8, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74997987280, - "size": 45, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75067987280, - "size": 51, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:57.937Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570706, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219891033054, - "size": 97, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219861033054, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 219831033054, - "size": 29, - "orderCount": 4 - }, - { - "priceNanos": 219811033054, - "size": 43, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219961033054, - "size": 73, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219981033054, - "size": 42, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220021033054, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220031033054, - "size": 83, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220061033054, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:57.970Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74911114976, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74891114976, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 74871114976, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 74831114976, - "size": 8, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74791114976, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 74761114976, - "size": 13, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74931114976, - "size": 75, - "orderCount": 13 - }, - { - "priceNanos": 74981114976, - "size": 63, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75031114976, - "size": 67, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:58.005Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570708, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189646392859, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189726392859, - "size": 2, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:58.082Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570709, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220016491839, - "size": 57, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220036491839, - "size": 55, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220086491839, - "size": 64, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.175Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823459630359, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823474630359, - "size": 22, - "orderCount": 19 - }, - { - "priceNanos": 4823494630359, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.275Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927340537, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74897340537, - "size": 24, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74957340537, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 74997340537, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75037340537, - "size": 99, - "orderCount": 3 - }, - { - "priceNanos": 75057340537, - "size": 79, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.359Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986492291, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79941492291, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 79891492291, - "size": 65, - "orderCount": 11 - }, - { - "priceNanos": 79881492291, - "size": 70, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.401Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947738917, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79932738917, - "size": 98, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79912738917, - "size": 54, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962738917, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 80012738917, - "size": 23, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.462Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574966690, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823539966690, - "size": 44, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823489966690, - "size": 17, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823449966690, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823419966690, - "size": 26, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823609966690, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823659966690, - "size": 51, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823699966690, - "size": 81, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:58.510Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570715, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349882621468, - "size": 56, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349962621468, - "size": 68, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349982621468, - "size": 38, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.527Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80083357056, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80068357056, - "size": 95, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80048357056, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 80018357056, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 79998357056, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 79968357056, - "size": 4, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80098357056, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 80118357056, - "size": 71, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:58.615Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570717, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823482794176, - "size": 1, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823432794176, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 4823412794176, - "size": 35, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.700Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922722714, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74972722714, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 74992722714, - "size": 3, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.716Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901299379, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74906299379, - "size": 2, - "orderCount": 13 - }, - { - "priceNanos": 74956299379, - "size": 66, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 74986299379, - "size": 51, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:58.779Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890044969, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678885044969, - "size": 21, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678865044969, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 1678815044969, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 1678795044969, - "size": 56, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678755044969, - "size": 92, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678895044969, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 1678935044969, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 1678945044969, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 1678995044969, - "size": 91, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.823Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75098674247, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75093674247, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 75053674247, - "size": 38, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 75103674247, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 75153674247, - "size": 78, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75163674247, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 75193674247, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 75213674247, - "size": 70, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.863Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678890144955, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678865144955, - "size": 29, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678815144955, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678765144955, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 1678715144955, - "size": 13, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678695144955, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678915144955, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 1678935144955, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 1678985144955, - "size": 32, - "orderCount": 6 - }, - { - "priceNanos": 1679035144955, - "size": 48, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:58.906Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471944613, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823481944613, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 4823521944613, - "size": 56, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823561944613, - "size": 83, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:38:58.960Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570724, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678740765706, - "size": 67, - "orderCount": 19 - }, - { - "priceNanos": 1678720765706, - "size": 49, - "orderCount": 9 - }, - { - "priceNanos": 1678680765706, - "size": 39, - "orderCount": 10 - }, - { - "priceNanos": 1678630765706, - "size": 15, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678830765706, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 1678880765706, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678890765706, - "size": 85, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:59.018Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553132010, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823508132010, - "size": 59, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823478132010, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823458132010, - "size": 11, - "orderCount": 5 - }, - { - "priceNanos": 4823408132010, - "size": 100, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823398132010, - "size": 74, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823598132010, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823648132010, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 4823678132010, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 4823688132010, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823718132010, - "size": 85, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.112Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413129237, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823363129237, - "size": 67, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823463129237, - "size": 58, - "orderCount": 2 - }, - { - "priceNanos": 4823473129237, - "size": 18, - "orderCount": 19 - }, - { - "priceNanos": 4823513129237, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823563129237, - "size": 76, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.160Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350016319207, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349996319207, - "size": 76, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:59.245Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007659472, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80017659472, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80057659472, - "size": 30, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:59.316Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570729, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79988090406, - "size": 19, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80018090406, - "size": 15, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.391Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75042555268, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75002555268, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 74982555268, - "size": 88, - "orderCount": 17 - }, - { - "priceNanos": 74942555268, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 74912555268, - "size": 40, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75082555268, - "size": 29, - "orderCount": 5 - }, - { - "priceNanos": 75102555268, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 75142555268, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 75162555268, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 75192555268, - "size": 26, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.470Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024823303, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74994823303, - "size": 18, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74974823303, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 74954823303, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 74944823303, - "size": 54, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74934823303, - "size": 25, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.531Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570732, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036982858, - "size": 18, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80071982858, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80101982858, - "size": 90, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.602Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570733, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219901774388, - "size": 93, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219861774388, - "size": 3, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220001774388, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 220041774388, - "size": 97, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.618Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823425614954, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823405614954, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 4823365614954, - "size": 78, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:38:59.714Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349919825553, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349954825553, - "size": 3, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.755Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570736, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825373836, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189810373836, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189790373836, - "size": 43, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189780373836, - "size": 6, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189840373836, - "size": 52, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:38:59.791Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678717810023, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678712810023, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 1678692810023, - "size": 8, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678672810023, - "size": 20, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678722810023, - "size": 56, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678732810023, - "size": 99, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678772810023, - "size": 29, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678822810023, - "size": 41, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:38:59.838Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907935671, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79857935671, - "size": 22, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79817935671, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79787935671, - "size": 87, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79957935671, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 79997935671, - "size": 36, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80047935671, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 80057935671, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 80077935671, - "size": 46, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.854Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80051143525, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80046143525, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 79996143525, - "size": 51, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79966143525, - "size": 41, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80056143525, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80086143525, - "size": 56, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:38:59.949Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570740, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74873419466, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.039Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568352104, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823563352104, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823573352104, - "size": 57, - "orderCount": 6 - }, - { - "priceNanos": 4823623352104, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823633352104, - "size": 25, - "orderCount": 5 - }, - { - "priceNanos": 4823643352104, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823663352104, - "size": 47, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.133Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570742, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189772750985, - "size": 56, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189742750985, - "size": 1, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189702750985, - "size": 84, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189652750985, - "size": 68, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189612750985, - "size": 24, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189832750985, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 189872750985, - "size": 52, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75029397460, - "size": 4, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74989397460, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 74969397460, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 74929397460, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74919397460, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75099397460, - "size": 50, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75129397460, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 75139397460, - "size": 16, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.211Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588411056, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823613411056, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 4823623411056, - "size": 80, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.235Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570745, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700677374, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189670677374, - "size": 93, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189620677374, - "size": 54, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189730677374, - "size": 72, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.278Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570746, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349996520613, - "size": 67, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350086520613, - "size": 67, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350126520613, - "size": 13, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350166520613, - "size": 22, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:00.346Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189824601635, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189779601635, - "size": 66, - "orderCount": 10 - }, - { - "priceNanos": 189749601635, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 189739601635, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 189689601635, - "size": 54, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189869601635, - "size": 63, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189879601635, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 189929601635, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 189959601635, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 189979601635, - "size": 98, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.378Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570748, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678788145365, - "size": 47, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.471Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570749, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220065602638, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220015602638, - "size": 38, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219975602638, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 219945602638, - "size": 73, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220115602638, - "size": 69, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.523Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80087917096, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80047917096, - "size": 27, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80127917096, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 80147917096, - "size": 60, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:00.537Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570751, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219943782161, - "size": 10, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220033782161, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 220053782161, - "size": 18, - "orderCount": 10 - }, - { - "priceNanos": 220093782161, - "size": 81, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.587Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570752, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79976641903, - "size": 4, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79966641903, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 79926641903, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 79896641903, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79866641903, - "size": 82, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.640Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038425604, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80018425604, - "size": 4, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80058425604, - "size": 54, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.734Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570754, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823430918517, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 4823390918517, - "size": 28, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823360918517, - "size": 19, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823460918517, - "size": 68, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823480918517, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 4823530918517, - "size": 60, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823580918517, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 4823630918517, - "size": 75, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.763Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189748248902, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189738248902, - "size": 74, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189708248902, - "size": 68, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189758248902, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 189788248902, - "size": 26, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:00.792Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570756, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189671549508, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189636549508, - "size": 62, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189596549508, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 189576549508, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 189546549508, - "size": 31, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189706549508, - "size": 41, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:00.867Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75005126899, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74995126899, - "size": 62, - "orderCount": 1 - }, - { - "priceNanos": 74955126899, - "size": 5, - "orderCount": 19 - }, - { - "priceNanos": 74925126899, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 74905126899, - "size": 75, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015126899, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 75025126899, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 75055126899, - "size": 63, - "orderCount": 1 - }, - { - "priceNanos": 75085126899, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75135126899, - "size": 12, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.896Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80022523388, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80047523388, - "size": 70, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80057523388, - "size": 2, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80107523388, - "size": 89, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.957Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570759, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834257654, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678819257654, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 1678789257654, - "size": 76, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678749257654, - "size": 19, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678729257654, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 1678699257654, - "size": 94, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678849257654, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 1678859257654, - "size": 61, - "orderCount": 17 - }, - { - "priceNanos": 1678889257654, - "size": 97, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678929257654, - "size": 75, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:00.995Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570760, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678786569842, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678746569842, - "size": 36, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678826569842, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 1678876569842, - "size": 57, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678926569842, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 1678976569842, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678996569842, - "size": 5, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.005Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570761, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79954975826, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79909975826, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 79879975826, - "size": 43, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79859975826, - "size": 42, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79999975826, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 80009975826, - "size": 52, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80039975826, - "size": 23, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:01.094Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823550607760, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823520607760, - "size": 27, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823490607760, - "size": 89, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823580607760, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 4823620607760, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 4823650607760, - "size": 86, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:01.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189672853317, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189627853317, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 189587853317, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 189557853317, - "size": 15, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189717853317, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189727853317, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189777853317, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 189797853317, - "size": 83, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.229Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189751792059, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189771792059, - "size": 62, - "orderCount": 11 - }, - { - "priceNanos": 189821792059, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.321Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570765, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885364663, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678880364663, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 1678860364663, - "size": 13, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678830364663, - "size": 65, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:01.369Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570766, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678777894275, - "size": 55, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678867894275, - "size": 45, - "orderCount": 17 - }, - { - "priceNanos": 1678887894275, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678907894275, - "size": 98, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:01.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054088930, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049088930, - "size": 13, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75019088930, - "size": 78, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:01.459Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570768, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678769334865, - "size": 94, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678759334865, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 1678729334865, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 1678689334865, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 1678669334865, - "size": 64, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.553Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220059691082, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220039691082, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 220029691082, - "size": 36, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220079691082, - "size": 80, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220129691082, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220159691082, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 220209691082, - "size": 85, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.636Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678738601531, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678708601531, - "size": 47, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678768601531, - "size": 5, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.690Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570771, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678816157650, - "size": 99, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678886157650, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 1678896157650, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 1678916157650, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 1678936157650, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.755Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567918251, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823562918251, - "size": 67, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823552918251, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 4823502918251, - "size": 51, - "orderCount": 15 - }, - { - "priceNanos": 4823452918251, - "size": 5, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572918251, - "size": 67, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823592918251, - "size": 30, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.788Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048144694, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75023144694, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 74983144694, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 74953144694, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 74943144694, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 74903144694, - "size": 30, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75073144694, - "size": 6, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75123144694, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 75143144694, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75153144694, - "size": 34, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.854Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570774, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:01.947Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570775, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75113212222, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 75153212222, - "size": 48, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75193212222, - "size": 58, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:01.960Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823475960380, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823455960380, - "size": 13, - "orderCount": 13 - }, - { - "priceNanos": 4823415960380, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 4823365960380, - "size": 27, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823495960380, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 4823535960380, - "size": 14, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823575960380, - "size": 90, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823605960380, - "size": 14, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:02.041Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570777, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75005323276, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 74985323276, - "size": 33, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015323276, - "size": 100, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:02.070Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570778, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007899651, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79987899651, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 79967899651, - "size": 32, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79927899651, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 79907899651, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79867899651, - "size": 65, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:02.112Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570779, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75010302463, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 74980302463, - "size": 68, - "orderCount": 10 - }, - { - "priceNanos": 74970302463, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 74950302463, - "size": 98, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75090302463, - "size": 92, - "orderCount": 2 - }, - { - "priceNanos": 75140302463, - "size": 100, - "orderCount": 18 - }, - { - "priceNanos": 75170302463, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 75220302463, - "size": 50, - "orderCount": 14 - }, - { - "priceNanos": 75270302463, - "size": 76, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.205Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481879308, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823441879308, - "size": 45, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823411879308, - "size": 79, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823521879308, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 4823531879308, - "size": 48, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.244Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570781, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189759206526, - "size": 47, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189729206526, - "size": 34, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189709206526, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 189659206526, - "size": 80, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189629206526, - "size": 80, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189829206526, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 189849206526, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 189869206526, - "size": 5, - "orderCount": 6 - }, - { - "priceNanos": 189909206526, - "size": 75, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:02.305Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349977645457, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349927645457, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 349917645457, - "size": 64, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349877645457, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 349867645457, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 349837645457, - "size": 67, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350027645457, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 350057645457, - "size": 17, - "orderCount": 18 - }, - { - "priceNanos": 350077645457, - "size": 59, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:02.373Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930411133, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74910411133, - "size": 29, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74860411133, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74830411133, - "size": 66, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74950411133, - "size": 16, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.392Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350081223541, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350076223541, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350086223541, - "size": 49, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350136223541, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 350176223541, - "size": 26, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:02.465Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570785, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74926315568, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74921315568, - "size": 66, - "orderCount": 15 - }, - { - "priceNanos": 74881315568, - "size": 18, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74931315568, - "size": 23, - "orderCount": 16 - }, - { - "priceNanos": 74961315568, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 75011315568, - "size": 67, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75051315568, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 75101315568, - "size": 70, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:02.508Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910095231, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74885095231, - "size": 23, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74835095231, - "size": 32, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74805095231, - "size": 96, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74935095231, - "size": 70, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:02.601Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570787, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678848277337, - "size": 26, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678798277337, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678758277337, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 1678728277337, - "size": 6, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678698277337, - "size": 35, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678858277337, - "size": 30, - "orderCount": 20 - }, - { - "priceNanos": 1678878277337, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678908277337, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678928277337, - "size": 9, - "orderCount": 13 - }, - { - "priceNanos": 1678958277337, - "size": 51, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.623Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219960773517, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219910773517, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219890773517, - "size": 92, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219870773517, - "size": 33, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219860773517, - "size": 16, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220010773517, - "size": 60, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220040773517, - "size": 62, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220060773517, - "size": 91, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.702Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570789, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350002589073, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 349972589073, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 349942589073, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 349892589073, - "size": 90, - "orderCount": 5 - }, - { - "priceNanos": 349872589073, - "size": 69, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350062589073, - "size": 46, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.765Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057721418, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80077721418, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 80117721418, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 80127721418, - "size": 18, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:02.835Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570791, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823480686962, - "size": 6, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823510686962, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 4823560686962, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 4823600686962, - "size": 32, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.859Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570792, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780428925, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189830428925, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189860428925, - "size": 86, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.872Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570793, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220031601305, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 219981601305, - "size": 78, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220121601305, - "size": 53, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.950Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860249808, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678855249808, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 1678805249808, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 1678765249808, - "size": 42, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678865249808, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 1678905249808, - "size": 47, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:02.977Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678752454997, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678707454997, - "size": 68, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678657454997, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678607454997, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 1678557454997, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 1678517454997, - "size": 58, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.020Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570796, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823424080412, - "size": 90, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823494080412, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 4823534080412, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 4823574080412, - "size": 23, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.062Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570797, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75047212645, - "size": 93, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75067212645, - "size": 30, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75107212645, - "size": 66, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75137212645, - "size": 89, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:03.105Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998787293, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79963787293, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79943787293, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79913787293, - "size": 5, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79863787293, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 79833787293, - "size": 82, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.168Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570799, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349999396451, - "size": 4, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350079396451, - "size": 69, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:03.239Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570800, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349999130109, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349949130109, - "size": 99, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349929130109, - "size": 84, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.321Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719704357, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678694704357, - "size": 35, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678744704357, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 1678774704357, - "size": 32, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.377Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189679226177, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189639226177, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 189589226177, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 189549226177, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 189519226177, - "size": 39, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189719226177, - "size": 13, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:03.401Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483626751, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823453626751, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 4823403626751, - "size": 100, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823513626751, - "size": 49, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823533626751, - "size": 21, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823573626751, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823593626751, - "size": 88, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823633626751, - "size": 63, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.456Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823494760269, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.485Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570805, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219921829337, - "size": 89, - "orderCount": 11 - }, - { - "priceNanos": 219891829337, - "size": 13, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219951829337, - "size": 100, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 219971829337, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 220011829337, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 220031829337, - "size": 67, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.569Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80060279510, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80040279510, - "size": 92, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.668Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678745607441, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 1678705607441, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 1678655607441, - "size": 94, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678615607441, - "size": 88, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678805607441, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 1678835607441, - "size": 2, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:03.729Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678886288901, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678851288901, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678831288901, - "size": 76, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678791288901, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 1678741288901, - "size": 82, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678921288901, - "size": 44, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678971288901, - "size": 19, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:03.753Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916996663, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79876996663, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 79856996663, - "size": 8, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79956996663, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79986996663, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 80036996663, - "size": 7, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.846Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065765600, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80035765600, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79995765600, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79955765600, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79915765600, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79895765600, - "size": 57, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095765600, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80135765600, - "size": 14, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80155765600, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:03.861Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79960860576, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79945860576, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 79895860576, - "size": 60, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79885860576, - "size": 38, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 79975860576, - "size": 94, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:03.914Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570812, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189699304922, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189659304922, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 189629304922, - "size": 73, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189589304922, - "size": 93, - "orderCount": 18 - }, - { - "priceNanos": 189539304922, - "size": 32, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189769304922, - "size": 77, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189779304922, - "size": 19, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:03.942Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980446298, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74970446298, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 74950446298, - "size": 2, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74930446298, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 74890446298, - "size": 60, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990446298, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75040446298, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 75060446298, - "size": 55, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.025Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678859428066, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678834428066, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678784428066, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 1678754428066, - "size": 93, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678704428066, - "size": 50, - "orderCount": 2 - }, - { - "priceNanos": 1678664428066, - "size": 94, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678884428066, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 1678904428066, - "size": 81, - "orderCount": 2 - }, - { - "priceNanos": 1678934428066, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 1678944428066, - "size": 12, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79934640328, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79894640328, - "size": 53, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79884640328, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 79854640328, - "size": 2, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79974640328, - "size": 95, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80014640328, - "size": 57, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80034640328, - "size": 49, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80084640328, - "size": 3, - "orderCount": 13 - }, - { - "priceNanos": 80134640328, - "size": 90, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.148Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570816, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823483653264, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823463653264, - "size": 33, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823513653264, - "size": 89, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823533653264, - "size": 44, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823573653264, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 4823623653264, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 4823633653264, - "size": 68, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:04.244Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570817, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678835011226, - "size": 54, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678865011226, - "size": 27, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678915011226, - "size": 86, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678955011226, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678985011226, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 1679035011226, - "size": 66, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.333Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436373309, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823431373309, - "size": 6, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.397Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570819, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74928607778, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 74878607778, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 74828607778, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 74818607778, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74768607778, - "size": 34, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75008607778, - "size": 98, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75048607778, - "size": 5, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:04.476Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570820, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823376130185, - "size": 70, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.515Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548530810, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543530810, - "size": 18, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823523530810, - "size": 85, - "orderCount": 8 - }, - { - "priceNanos": 4823493530810, - "size": 13, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823553530810, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.611Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570822, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349946429744, - "size": 35, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 349996429744, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 350016429744, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 350036429744, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350066429744, - "size": 75, - "orderCount": 6 - }, - { - "priceNanos": 350076429744, - "size": 23, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.623Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584790239, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823579790239, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823539790239, - "size": 26, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823589790239, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823619790239, - "size": 38, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.662Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80007588903, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79992588903, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79972588903, - "size": 1, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79952588903, - "size": 87, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79922588903, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 79872588903, - "size": 6, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80022588903, - "size": 97, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.717Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74872505814, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 74822505814, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 74772505814, - "size": 9, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74972505814, - "size": 12, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.801Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189725575809, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189710575809, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 189670575809, - "size": 35, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189650575809, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 189640575809, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 189600575809, - "size": 12, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189740575809, - "size": 61, - "orderCount": 5 - }, - { - "priceNanos": 189790575809, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.849Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570827, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978830237, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79938830237, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 79928830237, - "size": 62, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79878830237, - "size": 50, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80018830237, - "size": 15, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80028830237, - "size": 1, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.859Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219982128697, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219962128697, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219932128697, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 219902128697, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 219892128697, - "size": 85, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220002128697, - "size": 91, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220022128697, - "size": 55, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.938Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570829, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937512780, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79887512780, - "size": 96, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79837512780, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 79827512780, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79787512780, - "size": 79, - "orderCount": 18 - }, - { - "priceNanos": 79767512780, - "size": 15, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79987512780, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 80017512780, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 80027512780, - "size": 50, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:04.963Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220047237150, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220042237150, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 220032237150, - "size": 86, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:05.025Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570831, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349967930028, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350012930028, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 350042930028, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350082930028, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350122930028, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 350162930028, - "size": 89, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.045Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006320086, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74971320086, - "size": 64, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74921320086, - "size": 14, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75041320086, - "size": 21, - "orderCount": 15 - }, - { - "priceNanos": 75061320086, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75111320086, - "size": 16, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.097Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999895446, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74959895446, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 74939895446, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 74899895446, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 74849895446, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 74819895446, - "size": 96, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75039895446, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75089895446, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 75139895446, - "size": 36, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75149895446, - "size": 13, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75189895446, - "size": 67, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:05.167Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706299473, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701299473, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 1678681299473, - "size": 88, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678711299473, - "size": 18, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.249Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570835, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189705666801, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189735666801, - "size": 11, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.287Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189661444068, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189626444068, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 189616444068, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 189576444068, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 189556444068, - "size": 20, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189696444068, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 189726444068, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 189776444068, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 189786444068, - "size": 90, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:05.359Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570837, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75012929025, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74972929025, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 74932929025, - "size": 93, - "orderCount": 18 - }, - { - "priceNanos": 74922929025, - "size": 50, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:05.397Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349946837300, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349936837300, - "size": 96, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349956837300, - "size": 93, - "orderCount": 15 - }, - { - "priceNanos": 350006837300, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 350046837300, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 350086837300, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 350136837300, - "size": 66, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.494Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736380348, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:05.509Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570840, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220067983242, - "size": 14, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.605Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570841, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219940960740, - "size": 25, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219910960740, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 219870960740, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219840960740, - "size": 66, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219790960740, - "size": 44, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220020960740, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 220070960740, - "size": 5, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.703Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570842, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79951867899, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 79931867899, - "size": 16, - "orderCount": 7 - }, - { - "priceNanos": 79911867899, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79891867899, - "size": 16, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80031867899, - "size": 100, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.786Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932036305, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74927036305, - "size": 74, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74887036305, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 74877036305, - "size": 41, - "orderCount": 14 - }, - { - "priceNanos": 74857036305, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74937036305, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 74967036305, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 74987036305, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75017036305, - "size": 42, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.803Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570844, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019839503, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74989839503, - "size": 92, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74949839503, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 74939839503, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74909839503, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 74899839503, - "size": 87, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75049839503, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75069839503, - "size": 49, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:05.860Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220096920579, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220066920579, - "size": 74, - "orderCount": 17 - }, - { - "priceNanos": 220016920579, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 220006920579, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 219986920579, - "size": 81, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220126920579, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 220136920579, - "size": 63, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:05.878Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349966968911, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349916968911, - "size": 53, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349906968911, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 349876968911, - "size": 47, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350016968911, - "size": 54, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350066968911, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350116968911, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 350166968911, - "size": 92, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:05.917Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350070497327, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350040497327, - "size": 19, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349990497327, - "size": 17, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350100497327, - "size": 14, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:05.977Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570848, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397396368, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 4823377396368, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 4823327396368, - "size": 58, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.042Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189761981900, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189751981900, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189721981900, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 189711981900, - "size": 20, - "orderCount": 14 - }, - { - "priceNanos": 189671981900, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 189621981900, - "size": 53, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189771981900, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 189781981900, - "size": 90, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189811981900, - "size": 55, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.065Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942941763, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79937941763, - "size": 24, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79947941763, - "size": 19, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.100Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570851, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79935029397, - "size": 8, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79885029397, - "size": 13, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79835029397, - "size": 30, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79795029397, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79765029397, - "size": 16, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79945029397, - "size": 1, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79975029397, - "size": 26, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80005029397, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 80045029397, - "size": 99, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.179Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219902110832, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219867110832, - "size": 8, - "orderCount": 9 - }, - { - "priceNanos": 219857110832, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 219817110832, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219777110832, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 219747110832, - "size": 46, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 219937110832, - "size": 25, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219957110832, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 219997110832, - "size": 39, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.239Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711978536, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678671978536, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 1678631978536, - "size": 92, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678601978536, - "size": 79, - "orderCount": 16 - }, - { - "priceNanos": 1678561978536, - "size": 54, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678751978536, - "size": 41, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678771978536, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678781978536, - "size": 84, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.323Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570854, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823544588706, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823534588706, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 4823494588706, - "size": 1, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.347Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570855, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:06.444Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015312600, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75000312600, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74970312600, - "size": 37, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75030312600, - "size": 37, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:06.488Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591757744, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823611757744, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 4823631757744, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823661757744, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 4823691757744, - "size": 79, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823741757744, - "size": 29, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.572Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80104758912, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 80134758912, - "size": 66, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80144758912, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80164758912, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 80174758912, - "size": 64, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.642Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570859, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80077790611, - "size": 9, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80127790611, - "size": 25, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.713Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037683973, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349992683973, - "size": 85, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350082683973, - "size": 81, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:06.769Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005058259, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79955058259, - "size": 21, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80055058259, - "size": 42, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:06.841Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082958808, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80042958808, - "size": 84, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80032958808, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 80012958808, - "size": 68, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80122958808, - "size": 67, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80152958808, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 80202958808, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 80252958808, - "size": 63, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:06.934Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570863, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067172098, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80057172098, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80027172098, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 79987172098, - "size": 75, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80077172098, - "size": 100, - "orderCount": 2 - }, - { - "priceNanos": 80087172098, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 80137172098, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 80147172098, - "size": 13, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:06.971Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889092098, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678874092098, - "size": 100, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678904092098, - "size": 32, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678944092098, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678994092098, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1679004092098, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679044092098, - "size": 40, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:06.998Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74958225140, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74933225140, - "size": 5, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74913225140, - "size": 38, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74903225140, - "size": 21, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74853225140, - "size": 17, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74803225140, - "size": 92, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.043Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570866, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189761592700, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189801592700, - "size": 14, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189841592700, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189871592700, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 189891592700, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189931592700, - "size": 43, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:07.108Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75035543089, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75080543089, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75120543089, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 75160543089, - "size": 63, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:07.123Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570868, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678680691461, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678650691461, - "size": 26, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678600691461, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 1678580691461, - "size": 74, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678780691461, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 1678790691461, - "size": 23, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:07.183Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706688649, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189726688649, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 189746688649, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 189766688649, - "size": 74, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189786688649, - "size": 23, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189826688649, - "size": 23, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.203Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570870, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823484493142, - "size": 15, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823474493142, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 4823424493142, - "size": 37, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823394493142, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 4823374493142, - "size": 70, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823504493142, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 4823524493142, - "size": 52, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:07.235Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923092958, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74903092958, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 74893092958, - "size": 46, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74943092958, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 74973092958, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 74993092958, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 75003092958, - "size": 91, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.263Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79957528807, - "size": 8, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79907528807, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79857528807, - "size": 19, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80057528807, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 80087528807, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 80137528807, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80187528807, - "size": 93, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80217528807, - "size": 85, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:07.309Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570873, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059869930, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350009869930, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 349969869930, - "size": 43, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349959869930, - "size": 59, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.391Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79982587418, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79952587418, - "size": 96, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79902587418, - "size": 73, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79882587418, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 79832587418, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 79822587418, - "size": 75, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80012587418, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 80052587418, - "size": 49, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.478Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570875, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678689201962, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678719201962, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 1678729201962, - "size": 91, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678739201962, - "size": 93, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:07.519Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570876, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189715116088, - "size": 4, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189705116088, - "size": 66, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189755116088, - "size": 6, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189805116088, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 189815116088, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 189835116088, - "size": 86, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.610Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570877, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80008872032, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79993872032, - "size": 65, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80023872032, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80073872032, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 80083872032, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 80093872032, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80143872032, - "size": 21, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.686Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678879511899, - "size": 65, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678849511899, - "size": 46, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678799511899, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 1678789511899, - "size": 6, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678909511899, - "size": 31, - "orderCount": 1 - }, - { - "priceNanos": 1678939511899, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 1678989511899, - "size": 88, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.739Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977973258, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79927973258, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79897973258, - "size": 32, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79867973258, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79857973258, - "size": 54, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:07.784Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219989332305, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 219939332305, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 219909332305, - "size": 9, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219879332305, - "size": 99, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219869332305, - "size": 29, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220009332305, - "size": 91, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.812Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570881, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702609722, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678687609722, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 1678677609722, - "size": 6, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678627609722, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 1678587609722, - "size": 16, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678717609722, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678727609722, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 1678747609722, - "size": 2, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.906Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970772533, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79935772533, - "size": 33, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79885772533, - "size": 74, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79865772533, - "size": 98, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79835772533, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 79825772533, - "size": 27, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80005772533, - "size": 7, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80035772533, - "size": 90, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:07.931Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74950634856, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74925634856, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74885634856, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 74865634856, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 74835634856, - "size": 81, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74975634856, - "size": 55, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74995634856, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 75015634856, - "size": 9, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:08.024Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570884, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349864551796, - "size": 41, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349854551796, - "size": 41, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349954551796, - "size": 8, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:08.064Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570885, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823498721293, - "size": 57, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823488721293, - "size": 63, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823478721293, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823438721293, - "size": 80, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:08.107Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570886, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823418588446, - "size": 55, - "orderCount": 13 - }, - { - "priceNanos": 4823408588446, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 4823358588446, - "size": 51, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:08.196Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74945778060, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74895778060, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 74885778060, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 74835778060, - "size": 43, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74995778060, - "size": 68, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:08.231Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570888, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220055915270, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 220015915270, - "size": 31, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220125915270, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 220155915270, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220195915270, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 220205915270, - "size": 8, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.269Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220062900180, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220027900180, - "size": 16, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219987900180, - "size": 81, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219937900180, - "size": 20, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220097900180, - "size": 49, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:08.307Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570890, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823507408566, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 4823487408566, - "size": 75, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823547408566, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 4823557408566, - "size": 49, - "orderCount": 2 - }, - { - "priceNanos": 4823567408566, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 4823587408566, - "size": 42, - "orderCount": 3 - }, - { - "priceNanos": 4823637408566, - "size": 64, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.380Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570891, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219991018136, - "size": 65, - "orderCount": 16 - }, - { - "priceNanos": 219961018136, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219941018136, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219921018136, - "size": 70, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220001018136, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 220051018136, - "size": 47, - "orderCount": 14 - }, - { - "priceNanos": 220081018136, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 220091018136, - "size": 51, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:08.451Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570892, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885422165, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678875422165, - "size": 11, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678895422165, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678905422165, - "size": 16, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.478Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189677692620, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642692620, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189622692620, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189612692620, - "size": 52, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189562692620, - "size": 63, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189712692620, - "size": 39, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:08.540Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570894, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678835434883, - "size": 80, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678925434883, - "size": 47, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678955434883, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 1678995434883, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 1679045434883, - "size": 43, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.578Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570895, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413594472, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823393594472, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 4823353594472, - "size": 10, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823303594472, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823273594472, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 4823263594472, - "size": 41, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433594472, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 4823483594472, - "size": 48, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823493594472, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 4823523594472, - "size": 58, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823553594472, - "size": 57, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.606Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691947616, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189676947616, - "size": 61, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189706947616, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 189746947616, - "size": 43, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189786947616, - "size": 19, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570897, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823438006248, - "size": 38, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823428006248, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 4823378006248, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 4823338006248, - "size": 96, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823458006248, - "size": 66, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823478006248, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 4823498006248, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 4823548006248, - "size": 31, - "orderCount": 16 - }, - { - "priceNanos": 4823568006248, - "size": 1, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.717Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220057406353, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220037406353, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 220007406353, - "size": 36, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219977406353, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219927406353, - "size": 100, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220077406353, - "size": 87, - "orderCount": 1 - }, - { - "priceNanos": 220097406353, - "size": 57, - "orderCount": 17 - }, - { - "priceNanos": 220137406353, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 220177406353, - "size": 5, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:08.758Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570899, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74905795044, - "size": 75, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74885795044, - "size": 26, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74875795044, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 74845795044, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74805795044, - "size": 60, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74955795044, - "size": 60, - "orderCount": 19 - }, - { - "priceNanos": 74995795044, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 75015795044, - "size": 1, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.821Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570900, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79942831550, - "size": 59, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80032831550, - "size": 68, - "orderCount": 2 - }, - { - "priceNanos": 80062831550, - "size": 71, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:08.838Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189843451755, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189798451755, - "size": 79, - "orderCount": 18 - }, - { - "priceNanos": 189768451755, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189748451755, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 189728451755, - "size": 34, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189708451755, - "size": 72, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189888451755, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 189918451755, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189958451755, - "size": 56, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:08.875Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79969219495, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79949219495, - "size": 44, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79939219495, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 79899219495, - "size": 81, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79989219495, - "size": 49, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.939Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570903, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470562906, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465562906, - "size": 18, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823455562906, - "size": 96, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823425562906, - "size": 19, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823375562906, - "size": 38, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823475562906, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 4823505562906, - "size": 70, - "orderCount": 4 - }, - { - "priceNanos": 4823515562906, - "size": 85, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823535562906, - "size": 24, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823585562906, - "size": 93, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.975Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678864334496, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678834334496, - "size": 24, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:08.993Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063561766, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75053561766, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75043561766, - "size": 13, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:09.074Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189774720594, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189744720594, - "size": 1, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189804720594, - "size": 31, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189814720594, - "size": 6, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:09.159Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350062550877, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350052550877, - "size": 24, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350032550877, - "size": 64, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350072550877, - "size": 70, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.222Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823576200412, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823571200412, - "size": 23, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823581200412, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 4823591200412, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 4823631200412, - "size": 77, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.243Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80029815817, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80009815817, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 79979815817, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 79929815817, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 79909815817, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79879815817, - "size": 63, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80049815817, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 80099815817, - "size": 6, - "orderCount": 1 - }, - { - "priceNanos": 80119815817, - "size": 3, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80129815817, - "size": 5, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:09.290Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189784048022, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189774048022, - "size": 23, - "orderCount": 6 - }, - { - "priceNanos": 189754048022, - "size": 43, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 189794048022, - "size": 93, - "orderCount": 11 - }, - { - "priceNanos": 189824048022, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:09.314Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570911, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75040651439, - "size": 64, - "orderCount": 2 - }, - { - "priceNanos": 75050651439, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75080651439, - "size": 58, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75110651439, - "size": 60, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:09.399Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570912, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80069194013, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80099194013, - "size": 45, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80119194013, - "size": 38, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80159194013, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 80169194013, - "size": 69, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.458Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570913, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823518032919, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823548032919, - "size": 4, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823578032919, - "size": 51, - "orderCount": 12 - }, - { - "priceNanos": 4823608032919, - "size": 86, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.551Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570914, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944364130, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349979364130, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 349989364130, - "size": 42, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350009364130, - "size": 27, - "orderCount": 5 - }, - { - "priceNanos": 350059364130, - "size": 94, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:09.611Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570915, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678722336119, - "size": 2, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678752336119, - "size": 14, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678762336119, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678772336119, - "size": 49, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678782336119, - "size": 97, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678812336119, - "size": 56, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:09.686Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983474633, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79973474633, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79953474633, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79933474633, - "size": 78, - "orderCount": 6 - }, - { - "priceNanos": 79883474633, - "size": 4, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79993474633, - "size": 59, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80033474633, - "size": 2, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.722Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570917, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678876096737, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678866096737, - "size": 7, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678816096737, - "size": 47, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678776096737, - "size": 5, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678886096737, - "size": 33, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678896096737, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 1678926096737, - "size": 28, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:09.804Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823463298431, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823453298431, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 4823433298431, - "size": 49, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823473298431, - "size": 38, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823513298431, - "size": 19, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823543298431, - "size": 64, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823583298431, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 4823623298431, - "size": 15, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.815Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570919, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678896201314, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678886201314, - "size": 28, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678836201314, - "size": 62, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678906201314, - "size": 8, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678916201314, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678956201314, - "size": 47, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.909Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570920, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678856025883, - "size": 52, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678816025883, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 1678806025883, - "size": 16, - "orderCount": 13 - }, - { - "priceNanos": 1678766025883, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 1678746025883, - "size": 94, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:09.969Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75053661681, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75003661681, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 74953661681, - "size": 25, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74903661681, - "size": 10, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74853661681, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74803661681, - "size": 82, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75103661681, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 75113661681, - "size": 53, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.011Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570922, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350018365048, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350013365048, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 349973365048, - "size": 75, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349933365048, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 349883365048, - "size": 7, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349863365048, - "size": 83, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350023365048, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 350073365048, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 350093365048, - "size": 99, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350103365048, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 350153365048, - "size": 23, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.024Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570923, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75016562703, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 74966562703, - "size": 86, - "orderCount": 2 - }, - { - "priceNanos": 74916562703, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74896562703, - "size": 29, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75056562703, - "size": 88, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75096562703, - "size": 38, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75126562703, - "size": 47, - "orderCount": 9 - }, - { - "priceNanos": 75146562703, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 75156562703, - "size": 9, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:10.064Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570924, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485866684, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823515866684, - "size": 34, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823565866684, - "size": 40, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:10.115Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570925, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220077466470, - "size": 75, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220097466470, - "size": 3, - "orderCount": 20 - }, - { - "priceNanos": 220127466470, - "size": 25, - "orderCount": 3 - }, - { - "priceNanos": 220167466470, - "size": 92, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220207466470, - "size": 7, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.192Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086741439, - "size": 27, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80121741439, - "size": 1, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80161741439, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 80201741439, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 80251741439, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 80261741439, - "size": 52, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.270Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570927, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678769010876, - "size": 31, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678809010876, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 1678829010876, - "size": 81, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:10.298Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80047455845, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80027455845, - "size": 43, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79997455845, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 79977455845, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 79967455845, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 79927455845, - "size": 84, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80067455845, - "size": 57, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80077455845, - "size": 48, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.374Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981465615, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79976465615, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 79966465615, - "size": 6, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79986465615, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80006465615, - "size": 27, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80036465615, - "size": 100, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.386Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570930, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349954409644, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349949409644, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349959409644, - "size": 75, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349989409644, - "size": 43, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350039409644, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350079409644, - "size": 77, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.414Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570931, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219891271087, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 219841271087, - "size": 55, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219971271087, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 220021271087, - "size": 75, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220031271087, - "size": 85, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.446Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570932, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79936379131, - "size": 87, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79956379131, - "size": 78, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79976379131, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 79996379131, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 80046379131, - "size": 59, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:10.473Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570933, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349952453220, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349907453220, - "size": 74, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349997453220, - "size": 88, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350037453220, - "size": 69, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.551Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570934, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678693193120, - "size": 2, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678773193120, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678823193120, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 1678873193120, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 1678923193120, - "size": 75, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.596Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570935, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79856976967, - "size": 57, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79946976967, - "size": 65, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79986976967, - "size": 37, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.653Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980251347, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74940251347, - "size": 34, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75020251347, - "size": 2, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75040251347, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 75090251347, - "size": 27, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:10.710Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678788427361, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678743427361, - "size": 79, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678693427361, - "size": 31, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678683427361, - "size": 56, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.755Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220008247389, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220048247389, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 220088247389, - "size": 13, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.766Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189720288407, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189690288407, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 189650288407, - "size": 55, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189750288407, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 189780288407, - "size": 83, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.814Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570940, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79953098355, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79908098355, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 79868098355, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 79818098355, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 79768098355, - "size": 47, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79728098355, - "size": 56, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.843Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570941, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189760165812, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189720165812, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 189690165812, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189670165812, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 189660165812, - "size": 10, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.936Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220071068012, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220041068012, - "size": 42, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220101068012, - "size": 11, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:10.992Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80025299125, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80015299125, - "size": 37, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80035299125, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 80045299125, - "size": 35, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:11.008Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570944, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79973099930, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79958099930, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 79918099930, - "size": 51, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79988099930, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.039Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189708005836, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189683005836, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 189663005836, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 189623005836, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 189613005836, - "size": 83, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:11.133Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570946, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189732322651, - "size": 56, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189692322651, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 189682322651, - "size": 55, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189662322651, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 189622322651, - "size": 10, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.210Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79923661311, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79958661311, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 79998661311, - "size": 81, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:11.309Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74929600955, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74894600955, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 74884600955, - "size": 20, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74964600955, - "size": 18, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.370Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678722423019, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678682423019, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 1678662423019, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 1678642423019, - "size": 38, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.423Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036763515, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75021763515, - "size": 23, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75051763515, - "size": 12, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.483Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570951, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823463180771, - "size": 9, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.560Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350009114806, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349979114806, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 349969114806, - "size": 23, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349939114806, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 349899114806, - "size": 25, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350039114806, - "size": 67, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.617Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782267268, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678762267268, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678722267268, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 1678712267268, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 1678692267268, - "size": 24, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678682267268, - "size": 2, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678802267268, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 1678832267268, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 1678852267268, - "size": 66, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678892267268, - "size": 52, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:11.710Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570954, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189873081276, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 189903081276, - "size": 26, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189943081276, - "size": 44, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189993081276, - "size": 15, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:11.793Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570955, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75024136764, - "size": 63, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74994136764, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 74974136764, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74954136764, - "size": 53, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74904136764, - "size": 14, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:11.888Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570956, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350026541049, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349976541049, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 349956541049, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349916541049, - "size": 81, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 350116541049, - "size": 21, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:11.976Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79911328812, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79871328812, - "size": 27, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.001Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747393303, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678722393303, - "size": 84, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678682393303, - "size": 92, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678672393303, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 1678632393303, - "size": 23, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678772393303, - "size": 47, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678802393303, - "size": 28, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678852393303, - "size": 70, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.083Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219900363539, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219895363539, - "size": 33, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.115Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510528399, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465528399, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823415528399, - "size": 20, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823385528399, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 4823355528399, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823305528399, - "size": 74, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823555528399, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 4823585528399, - "size": 98, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823595528399, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 4823625528399, - "size": 16, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.135Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570961, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349883730269, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 349833730269, - "size": 44, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349933730269, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 349943730269, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 349963730269, - "size": 7, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.201Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74927764992, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74892764992, - "size": 93, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74862764992, - "size": 5, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74822764992, - "size": 71, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74962764992, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 74972764992, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 74992764992, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 75042764992, - "size": 15, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75082764992, - "size": 24, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.224Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74962681115, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74932681115, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 74892681115, - "size": 4, - "orderCount": 5 - }, - { - "priceNanos": 74882681115, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 74842681115, - "size": 48, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74992681115, - "size": 6, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75042681115, - "size": 9, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75072681115, - "size": 92, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75122681115, - "size": 4, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.236Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75084013676, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75054013676, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 75024013676, - "size": 99, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74974013676, - "size": 2, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74954013676, - "size": 78, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75114013676, - "size": 69, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75164013676, - "size": 94, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.332Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79879995266, - "size": 84, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79829995266, - "size": 63, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79819995266, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 79769995266, - "size": 51, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79759995266, - "size": 25, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:12.426Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350045038481, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349995038481, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 349975038481, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 349925038481, - "size": 82, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349905038481, - "size": 10, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350095038481, - "size": 44, - "orderCount": 20 - }, - { - "priceNanos": 350125038481, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 350135038481, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 350175038481, - "size": 27, - "orderCount": 10 - }, - { - "priceNanos": 350195038481, - "size": 26, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.513Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006778101, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74956778101, - "size": 34, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75056778101, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 75066778101, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75096778101, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75126778101, - "size": 41, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:12.589Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570968, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74923134742, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 74913134742, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 74883134742, - "size": 55, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74863134742, - "size": 31, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74993134742, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75013134742, - "size": 54, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:12.665Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713533621, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678678533621, - "size": 62, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678668533621, - "size": 69, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678648533621, - "size": 40, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678748533621, - "size": 19, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:12.706Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088449315, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350078449315, - "size": 29, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 350028449315, - "size": 13, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098449315, - "size": 86, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350128449315, - "size": 89, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.729Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570971, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75032513678, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75037513678, - "size": 82, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:12.801Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220017916523, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219992916523, - "size": 90, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219982916523, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219972916523, - "size": 74, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220042916523, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 220062916523, - "size": 4, - "orderCount": 15 - }, - { - "priceNanos": 220092916523, - "size": 36, - "orderCount": 13 - }, - { - "priceNanos": 220142916523, - "size": 12, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.834Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570973, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189655462031, - "size": 31, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189705462031, - "size": 42, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189755462031, - "size": 2, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:12.847Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090477748, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75060477748, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 75050477748, - "size": 91, - "orderCount": 20 - }, - { - "priceNanos": 75010477748, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 74970477748, - "size": 25, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75120477748, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 75160477748, - "size": 33, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75210477748, - "size": 19, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75230477748, - "size": 57, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:12.888Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834975202, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189799975202, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189749975202, - "size": 70, - "orderCount": 16 - }, - { - "priceNanos": 189699975202, - "size": 84, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189679975202, - "size": 76, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189869975202, - "size": 76, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:12.911Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570976, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051934322, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220031934322, - "size": 75, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220011934322, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 219971934322, - "size": 6, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219931934322, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 219921934322, - "size": 73, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220071934322, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 220081934322, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 220111934322, - "size": 77, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:12.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570977, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79965827974, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 79925827974, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79905827974, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 79885827974, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 79875827974, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80045827974, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 80085827974, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 80095827974, - "size": 51, - "orderCount": 2 - }, - { - "priceNanos": 80115827974, - "size": 15, - "orderCount": 8 - }, - { - "priceNanos": 80135827974, - "size": 35, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:13.046Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570978, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:13.081Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984570979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823565848988, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823515848988, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823495848988, - "size": 89, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823615848988, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 4823635848988, - "size": 48, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.172Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570980, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219902325527, - "size": 75, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219862325527, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219852325527, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219812325527, - "size": 46, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220002325527, - "size": 22, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220022325527, - "size": 41, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:13.208Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570981, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79923302015, - "size": 42, - "orderCount": 3 - }, - { - "priceNanos": 79873302015, - "size": 56, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79823302015, - "size": 79, - "orderCount": 14 - }, - { - "priceNanos": 79773302015, - "size": 14, - "orderCount": 4 - }, - { - "priceNanos": 79763302015, - "size": 62, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79973302015, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 80003302015, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 80013302015, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 80043302015, - "size": 12, - "orderCount": 3 - }, - { - "priceNanos": 80093302015, - "size": 39, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:13.306Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570982, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678788856137, - "size": 48, - "orderCount": 15 - }, - { - "priceNanos": 1678778856137, - "size": 31, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678728856137, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 1678678856137, - "size": 96, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678858856137, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 1678868856137, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 1678918856137, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 1678928856137, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 1678938856137, - "size": 33, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.335Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570983, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74974527076, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74944527076, - "size": 91, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74904527076, - "size": 15, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74874527076, - "size": 51, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74844527076, - "size": 58, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75034527076, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75054527076, - "size": 42, - "orderCount": 1 - }, - { - "priceNanos": 75064527076, - "size": 45, - "orderCount": 8 - }, - { - "priceNanos": 75104527076, - "size": 79, - "orderCount": 15 - }, - { - "priceNanos": 75124527076, - "size": 1, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.386Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349960759227, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:13.449Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570985, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79892735287, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79842735287, - "size": 7, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79832735287, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 79802735287, - "size": 65, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79942735287, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79952735287, - "size": 100, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.508Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678810327740, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678770327740, - "size": 57, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:13.534Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678758294727, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678728294727, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678698294727, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 1678688294727, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 1678668294727, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 1678628294727, - "size": 57, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678788294727, - "size": 52, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.599Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570988, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678836558190, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 1678806558190, - "size": 15, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678776558190, - "size": 6, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678746558190, - "size": 75, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678846558190, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 1678896558190, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678946558190, - "size": 62, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:13.619Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189748855721, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189703855721, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 189663855721, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189643855721, - "size": 82, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189633855721, - "size": 36, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189793855721, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 189803855721, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 189843855721, - "size": 78, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.698Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570990, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189811952530, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189846952530, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189886952530, - "size": 53, - "orderCount": 16 - }, - { - "priceNanos": 189916952530, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 189936952530, - "size": 40, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189986952530, - "size": 14, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:13.741Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984570991, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349914535630, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 349894535630, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 349874535630, - "size": 94, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349984535630, - "size": 25, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350004535630, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 350024535630, - "size": 8, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350054535630, - "size": 43, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.774Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219906467935, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219881467935, - "size": 5, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219831467935, - "size": 60, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219791467935, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 219771467935, - "size": 85, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219931467935, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219961467935, - "size": 40, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 219991467935, - "size": 29, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:13.828Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984570993, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80018557470, - "size": 84, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.925Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219991757075, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219961757075, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 219941757075, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219911757075, - "size": 38, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220021757075, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 220071757075, - "size": 64, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220081757075, - "size": 22, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220121757075, - "size": 67, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220151757075, - "size": 2, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:13.970Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061444032, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220021444032, - "size": 62, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220101444032, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 220121444032, - "size": 30, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.034Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984570996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75024702247, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75049702247, - "size": 74, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:14.133Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984570997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219960510807, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219930510807, - "size": 29, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219990510807, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 220040510807, - "size": 58, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220050510807, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 220070510807, - "size": 58, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220080510807, - "size": 35, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.165Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984570998, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835361148, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678800361148, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 1678750361148, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 1678730361148, - "size": 95, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678710361148, - "size": 48, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678870361148, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 1678920361148, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 1678930361148, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 1678970361148, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678990361148, - "size": 7, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.177Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984570999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189754693024, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189709693024, - "size": 91, - "orderCount": 17 - }, - { - "priceNanos": 189679693024, - "size": 80, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189639693024, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189799693024, - "size": 59, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189849693024, - "size": 63, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.260Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571000, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349891423863, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 349871423863, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 349841423863, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 349811423863, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 349761423863, - "size": 11, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349991423863, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350041423863, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 350091423863, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350111423863, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 350161423863, - "size": 4, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:14.299Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571001, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823472910349, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823467910349, - "size": 64, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823427910349, - "size": 66, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823477910349, - "size": 1, - "orderCount": 9 - }, - { - "priceNanos": 4823507910349, - "size": 13, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:14.371Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571002, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678834415611, - "size": 75, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678804415611, - "size": 84, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678764415611, - "size": 24, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678864415611, - "size": 79, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.394Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571003, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823520898028, - "size": 90, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823570898028, - "size": 85, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823610898028, - "size": 75, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823630898028, - "size": 4, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:14.432Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571004, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349922475004, - "size": 43, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349912475004, - "size": 98, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349982475004, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 349992475004, - "size": 85, - "orderCount": 5 - }, - { - "priceNanos": 350042475004, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 350052475004, - "size": 4, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.448Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678757991222, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678742991222, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 1678722991222, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 1678702991222, - "size": 22, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678772991222, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 1678792991222, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 1678832991222, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678842991222, - "size": 75, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.516Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839060069, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678879060069, - "size": 41, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678899060069, - "size": 30, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:14.551Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571007, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034994196, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79994994196, - "size": 96, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79974994196, - "size": 68, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79954994196, - "size": 36, - "orderCount": 13 - }, - { - "priceNanos": 79934994196, - "size": 93, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80074994196, - "size": 52, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:14.603Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189710607817, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 189660607817, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189650607817, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 189640607817, - "size": 95, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189770607817, - "size": 10, - "orderCount": 9 - }, - { - "priceNanos": 189800607817, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 189850607817, - "size": 66, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189900607817, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 189930607817, - "size": 99, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:14.667Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189802564563, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777564563, - "size": 75, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189827564563, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 189847564563, - "size": 87, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189887564563, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189937564563, - "size": 51, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189947564563, - "size": 95, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:14.737Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571010, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678769148979, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678764148979, - "size": 24, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678744148979, - "size": 22, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678714148979, - "size": 55, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678774148979, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 1678804148979, - "size": 49, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678834148979, - "size": 56, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678864148979, - "size": 81, - "orderCount": 10 - }, - { - "priceNanos": 1678914148979, - "size": 57, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.818Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571011, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74991074876, - "size": 24, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:14.912Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220014493771, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219964493771, - "size": 63, - "orderCount": 7 - }, - { - "priceNanos": 219954493771, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 219934493771, - "size": 16, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220064493771, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220084493771, - "size": 53, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220134493771, - "size": 35, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220184493771, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:14.969Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445387048, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823495387048, - "size": 15, - "orderCount": 17 - }, - { - "priceNanos": 4823525387048, - "size": 90, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.045Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571014, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678833969161, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 1678873969161, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 1678893969161, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678943969161, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 1678973969161, - "size": 31, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:15.137Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571015, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219970223591, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 219950223591, - "size": 30, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219920223591, - "size": 31, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220060223591, - "size": 45, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220080223591, - "size": 3, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220090223591, - "size": 14, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.162Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822310134, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777310134, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189747310134, - "size": 34, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189867310134, - "size": 52, - "orderCount": 12 - }, - { - "priceNanos": 189907310134, - "size": 99, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.214Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571017, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189754813175, - "size": 76, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189744813175, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189714813175, - "size": 46, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189834813175, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 189874813175, - "size": 18, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189904813175, - "size": 71, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.271Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571018, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823458920541, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823498920541, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823528920541, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 4823568920541, - "size": 57, - "orderCount": 6 - }, - { - "priceNanos": 4823588920541, - "size": 29, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823598920541, - "size": 9, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.302Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571019, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74906647163, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 74896647163, - "size": 93, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74986647163, - "size": 65, - "orderCount": 11 - }, - { - "priceNanos": 75036647163, - "size": 48, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.374Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571020, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678841697345, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 1678791697345, - "size": 36, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678741697345, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 1678711697345, - "size": 33, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678701697345, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678851697345, - "size": 26, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.438Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416173807, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823411173807, - "size": 23, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823421173807, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 4823471173807, - "size": 55, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823481173807, - "size": 41, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.470Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415860960, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823390860960, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 4823380860960, - "size": 94, - "orderCount": 9 - }, - { - "priceNanos": 4823360860960, - "size": 38, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823340860960, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823310860960, - "size": 63, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823440860960, - "size": 38, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823450860960, - "size": 86, - "orderCount": 1 - }, - { - "priceNanos": 4823470860960, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:15.568Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571023, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678849064750, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 1678839064750, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678789064750, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 1678759064750, - "size": 50, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678749064750, - "size": 57, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678939064750, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678989064750, - "size": 26, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1679029064750, - "size": 75, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:15.639Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469606570, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823464606570, - "size": 28, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823454606570, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823434606570, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 4823424606570, - "size": 33, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823374606570, - "size": 4, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823474606570, - "size": 53, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.674Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79973954718, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79963954718, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79953954718, - "size": 97, - "orderCount": 6 - }, - { - "priceNanos": 79943954718, - "size": 52, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79933954718, - "size": 4, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.771Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189670209016, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189665209016, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 189655209016, - "size": 42, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189605209016, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 189585209016, - "size": 99, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189675209016, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189685209016, - "size": 30, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.797Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571027, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79921311937, - "size": 69, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79891311937, - "size": 45, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79861311937, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 79811311937, - "size": 73, - "orderCount": 13 - }, - { - "priceNanos": 79761311937, - "size": 31, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80001311937, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80051311937, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 80061311937, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 80071311937, - "size": 8, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.837Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678826458668, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678851458668, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678871458668, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 1678891458668, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:15.856Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74934166502, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74914166502, - "size": 33, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74904166502, - "size": 70, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74864166502, - "size": 60, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74954166502, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 74974166502, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75024166502, - "size": 51, - "orderCount": 16 - }, - { - "priceNanos": 75074166502, - "size": 80, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:15.937Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571030, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349937495851, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 349917495851, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349867495851, - "size": 55, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349827495851, - "size": 36, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349807495851, - "size": 62, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350027495851, - "size": 70, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.001Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571031, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349932180204, - "size": 39, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349882180204, - "size": 4, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349962180204, - "size": 51, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 349982180204, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 349992180204, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 350042180204, - "size": 18, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.051Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571032, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80042379061, - "size": 67, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 80012379061, - "size": 9, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79972379061, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79952379061, - "size": 8, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80122379061, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 80172379061, - "size": 55, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80192379061, - "size": 31, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80212379061, - "size": 61, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:16.118Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823509524146, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823469524146, - "size": 96, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823549524146, - "size": 87, - "orderCount": 14 - }, - { - "priceNanos": 4823569524146, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 4823579524146, - "size": 46, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.212Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571034, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349968834007, - "size": 20, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350048834007, - "size": 12, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350068834007, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 350078834007, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 350088834007, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 350128834007, - "size": 78, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.259Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189653044950, - "size": 1, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:16.315Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996201385, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956201385, - "size": 95, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79946201385, - "size": 6, - "orderCount": 5 - }, - { - "priceNanos": 79936201385, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 79886201385, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 79866201385, - "size": 8, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80036201385, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 80056201385, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 80096201385, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 80146201385, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80176201385, - "size": 30, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.368Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75002496599, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74952496599, - "size": 22, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74932496599, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 74882496599, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 74842496599, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 74802496599, - "size": 61, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75052496599, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 75102496599, - "size": 24, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75152496599, - "size": 74, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75162496599, - "size": 17, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:16.443Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909129382, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74869129382, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 74839129382, - "size": 28, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74809129382, - "size": 5, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74949129382, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 74989129382, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 75009129382, - "size": 91, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75049129382, - "size": 10, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.503Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571039, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823451972386, - "size": 55, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.541Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571040, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823508030968, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 4823498030968, - "size": 8, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823458030968, - "size": 37, - "orderCount": 9 - }, - { - "priceNanos": 4823448030968, - "size": 97, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823438030968, - "size": 57, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823518030968, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 4823528030968, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 4823568030968, - "size": 72, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.585Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571041, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678789656653, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678784656653, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 1678754656653, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 1678734656653, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678694656653, - "size": 33, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678794656653, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678814656653, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.596Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80049087518, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80004087518, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 79954087518, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79944087518, - "size": 88, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79924087518, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 79874087518, - "size": 43, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80094087518, - "size": 31, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:16.642Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571043, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909928117, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74874928117, - "size": 57, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74844928117, - "size": 26, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74944928117, - "size": 14, - "orderCount": 6 - }, - { - "priceNanos": 74984928117, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 75014928117, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 75024928117, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 75034928117, - "size": 65, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.688Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79957983791, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80007983791, - "size": 8, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80057983791, - "size": 69, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80067983791, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80087983791, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 80137983791, - "size": 83, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:16.776Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571045, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74883311989, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 74863311989, - "size": 46, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74823311989, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74803311989, - "size": 3, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74943311989, - "size": 83, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74963311989, - "size": 50, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.855Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073072033, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.920Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479639545, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823439639545, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 4823399639545, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 4823379639545, - "size": 93, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823519639545, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 4823559639545, - "size": 4, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823569639545, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823589639545, - "size": 51, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:16.982Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75062695722, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75012695722, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 74992695722, - "size": 52, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74962695722, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 74922695722, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 74902695722, - "size": 36, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75112695722, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 75122695722, - "size": 6, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571049, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878059754, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678863059754, - "size": 100, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678813059754, - "size": 83, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678893059754, - "size": 55, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.119Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571050, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823542353698, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 4823532353698, - "size": 27, - "orderCount": 6 - }, - { - "priceNanos": 4823492353698, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823462353698, - "size": 59, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.163Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571051, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189622436487, - "size": 2, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189582436487, - "size": 1, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:17.177Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556881559, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823516881559, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 4823506881559, - "size": 16, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823466881559, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823426881559, - "size": 14, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:17.260Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220063597283, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220093597283, - "size": 33, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220143597283, - "size": 39, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:17.335Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678799606625, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.432Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768873703, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189803873703, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 189813873703, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 189843873703, - "size": 6, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.455Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866396468, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:17.513Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571057, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189786903474, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189781903474, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 189761903474, - "size": 81, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189751903474, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 189731903474, - "size": 9, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189791903474, - "size": 12, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189841903474, - "size": 90, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:17.557Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571058, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768568423, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189753568423, - "size": 1, - "orderCount": 11 - }, - { - "priceNanos": 189723568423, - "size": 80, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189783568423, - "size": 26, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:17.627Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571059, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80026571796, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80041571796, - "size": 22, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80091571796, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 80101571796, - "size": 44, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.698Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571060, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678801267366, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.714Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571061, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000077365, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74960077365, - "size": 94, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74940077365, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74900077365, - "size": 6, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74850077365, - "size": 19, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75040077365, - "size": 99, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75070077365, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 75090077365, - "size": 7, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75130077365, - "size": 69, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.783Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79936203711, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79896203711, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 79846203711, - "size": 67, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79976203711, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 80016203711, - "size": 74, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:17.855Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79980395941, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79930395941, - "size": 90, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79920395941, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 79870395941, - "size": 74, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79860395941, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 79820395941, - "size": 80, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:17.868Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823446307612, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823431307612, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 4823401307612, - "size": 13, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823381307612, - "size": 54, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823461307612, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 4823481307612, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 4823491307612, - "size": 71, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823511307612, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 4823541307612, - "size": 95, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:17.967Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189714643860, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189689643860, - "size": 17, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189659643860, - "size": 74, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:18.067Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220016349974, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219986349974, - "size": 46, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.080Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571067, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220034996092, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220064996092, - "size": 35, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220074996092, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220084996092, - "size": 50, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:18.105Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571068, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823540355933, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823510355933, - "size": 75, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823460355933, - "size": 45, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823440355933, - "size": 32, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823400355933, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823600355933, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823640355933, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823690355933, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823730355933, - "size": 80, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.124Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349903116421, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349938116421, - "size": 14, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.141Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571070, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80068071737, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80038071737, - "size": 94, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80098071737, - "size": 3, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80128071737, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 80178071737, - "size": 26, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:18.196Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939338910, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79934338910, - "size": 10, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79884338910, - "size": 79, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79944338910, - "size": 99, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 79954338910, - "size": 62, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761615326, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678756615326, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 1678726615326, - "size": 72, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678706615326, - "size": 43, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678766615326, - "size": 89, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.288Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571073, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439512829, - "size": 30, - "orderCount": 2 - }, - { - "priceNanos": 4823389512829, - "size": 13, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823349512829, - "size": 14, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823319512829, - "size": 25, - "orderCount": 5 - }, - { - "priceNanos": 4823299512829, - "size": 15, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.379Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571074, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350029334598, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 349989334598, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 349979334598, - "size": 32, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350049334598, - "size": 49, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.414Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571075, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678710750970, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 1678690750970, - "size": 82, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678730750970, - "size": 35, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:18.510Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219916002823, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219891002823, - "size": 34, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219871002823, - "size": 20, - "orderCount": 16 - }, - { - "priceNanos": 219861002823, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 219821002823, - "size": 72, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219781002823, - "size": 36, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.559Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735714606, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189695714606, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 189655714606, - "size": 42, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189775714606, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189815714606, - "size": 78, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:18.584Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80004037277, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79959037277, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79909037277, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 79879037277, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79839037277, - "size": 74, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80049037277, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 80059037277, - "size": 4, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80099037277, - "size": 25, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80109037277, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 80129037277, - "size": 84, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:18.665Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571079, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823474715105, - "size": 1, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823514715105, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 4823524715105, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 4823544715105, - "size": 3, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.699Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678858059992, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678828059992, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 1678808059992, - "size": 24, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678888059992, - "size": 66, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678918059992, - "size": 63, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:18.798Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571081, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74951511242, - "size": 90, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74921511242, - "size": 46, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74871511242, - "size": 95, - "orderCount": 15 - }, - { - "priceNanos": 74861511242, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74841511242, - "size": 89, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74961511242, - "size": 3, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74971511242, - "size": 10, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:18.886Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827957729, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678777957729, - "size": 90, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678757957729, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 1678737957729, - "size": 60, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678877957729, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 1678927957729, - "size": 70, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.912Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571083, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678767038326, - "size": 81, - "orderCount": 15 - }, - { - "priceNanos": 1678757038326, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678717038326, - "size": 53, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678667038326, - "size": 77, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678647038326, - "size": 34, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678857038326, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 1678867038326, - "size": 55, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:18.972Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571084, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885589720, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678865589720, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678835589720, - "size": 19, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678815589720, - "size": 38, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678805589720, - "size": 10, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678905589720, - "size": 17, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678925589720, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 1678935589720, - "size": 20, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678965589720, - "size": 48, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.051Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571085, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349874778362, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 349864778362, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 349844778362, - "size": 33, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349814778362, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 349764778362, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.120Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350083955488, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350048955488, - "size": 59, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 350038955488, - "size": 24, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350008955488, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 349978955488, - "size": 70, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:19.194Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571087, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219906547351, - "size": 94, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 219936547351, - "size": 17, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:19.263Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571088, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80065265824, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 80115265824, - "size": 69, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.336Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823475941264, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823455941264, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 4823415941264, - "size": 48, - "orderCount": 2 - }, - { - "priceNanos": 4823365941264, - "size": 54, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823315941264, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 4823295941264, - "size": 60, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.433Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571090, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189698677242, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 189688677242, - "size": 20, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189648677242, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 189638677242, - "size": 40, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:19.503Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571091, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75097349515, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75127349515, - "size": 14, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75157349515, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 75207349515, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 75257349515, - "size": 30, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.522Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571092, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350008236930, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349993236930, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 349983236930, - "size": 71, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350023236930, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350053236930, - "size": 97, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350073236930, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 350083236930, - "size": 18, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.559Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971882330, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349931882330, - "size": 74, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350011882330, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 350021882330, - "size": 28, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350061882330, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 350081882330, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350111882330, - "size": 69, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.575Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571094, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823499783576, - "size": 57, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823509783576, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 4823529783576, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 4823539783576, - "size": 86, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823579783576, - "size": 15, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:19.617Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189777124046, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189732124046, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189712124046, - "size": 73, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189692124046, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189672124046, - "size": 76, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189662124046, - "size": 90, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189822124046, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189832124046, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 189852124046, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 189882124046, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 189902124046, - "size": 2, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.658Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571096, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79931770054, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79891770054, - "size": 82, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.702Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571097, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189762439026, - "size": 91, - "orderCount": 8 - }, - { - "priceNanos": 189732439026, - "size": 69, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189802439026, - "size": 39, - "orderCount": 4 - }, - { - "priceNanos": 189832439026, - "size": 25, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.720Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025350435, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74995350435, - "size": 62, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.809Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711620888, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678751620888, - "size": 70, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:19.834Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571100, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79949317575, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 79899317575, - "size": 45, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79849317575, - "size": 51, - "orderCount": 9 - }, - { - "priceNanos": 79819317575, - "size": 3, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:19.883Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571101, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823501940168, - "size": 63, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:19.897Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571102, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823397168336, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 4823387168336, - "size": 85, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457168336, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 4823497168336, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823517168336, - "size": 48, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:19.965Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678867315447, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678817315447, - "size": 62, - "orderCount": 18 - }, - { - "priceNanos": 1678767315447, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 1678727315447, - "size": 72, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678917315447, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 1678957315447, - "size": 97, - "orderCount": 14 - }, - { - "priceNanos": 1679007315447, - "size": 62, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.045Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571104, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189701372342, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 189651372342, - "size": 96, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.070Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571105, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79948549107, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79998549107, - "size": 99, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80018549107, - "size": 71, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.132Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75045976304, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75020976304, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74980976304, - "size": 62, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74970976304, - "size": 40, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74940976304, - "size": 85, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.232Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220099291956, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220054291956, - "size": 51, - "orderCount": 18 - }, - { - "priceNanos": 220034291956, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 220024291956, - "size": 35, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220144291956, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 220164291956, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 220184291956, - "size": 37, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220194291956, - "size": 31, - "orderCount": 13 - }, - { - "priceNanos": 220224291956, - "size": 81, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.251Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966128253, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74936128253, - "size": 45, - "orderCount": 15 - }, - { - "priceNanos": 74896128253, - "size": 14, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74886128253, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 74846128253, - "size": 58, - "orderCount": 20 - }, - { - "priceNanos": 74816128253, - "size": 65, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74996128253, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 75036128253, - "size": 78, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.265Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059552292, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.313Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678824443219, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789443219, - "size": 24, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678759443219, - "size": 48, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678859443219, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 1678899443219, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 1678949443219, - "size": 10, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678969443219, - "size": 36, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.330Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571111, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79987688824, - "size": 36, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80027688824, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80047688824, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 80077688824, - "size": 42, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.390Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571112, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678764729850, - "size": 38, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678714729850, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 1678684729850, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678634729850, - "size": 86, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678584729850, - "size": 82, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678834729850, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 1678884729850, - "size": 98, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678894729850, - "size": 82, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.474Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79978485628, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80008485628, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 80028485628, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 80038485628, - "size": 53, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:20.562Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571114, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349961816110, - "size": 99, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349941816110, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 349931816110, - "size": 74, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350011816110, - "size": 65, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350031816110, - "size": 64, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350071816110, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 350121816110, - "size": 80, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.617Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064868130, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220049868130, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 220019868130, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 219989868130, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219979868130, - "size": 33, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220079868130, - "size": 60, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:20.644Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571116, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189643772124, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189593772124, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189573772124, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 189523772124, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 189503772124, - "size": 48, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189703772124, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 189713772124, - "size": 21, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:20.728Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571117, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219959678127, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 219949678127, - "size": 52, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220019678127, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 220029678127, - "size": 43, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220069678127, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 220099678127, - "size": 48, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.784Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823505699569, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823535699569, - "size": 95, - "orderCount": 1 - }, - { - "priceNanos": 4823575699569, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823595699569, - "size": 29, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823615699569, - "size": 91, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.871Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349966599375, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349921599375, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 349891599375, - "size": 74, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:20.892Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74950717326, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74910717326, - "size": 36, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74990717326, - "size": 55, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:20.931Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75061256127, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75076256127, - "size": 44, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75096256127, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75136256127, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 75156256127, - "size": 48, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:21.022Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79909920161, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79899920161, - "size": 56, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79869920161, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 79859920161, - "size": 46, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79839920161, - "size": 26, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79919920161, - "size": 84, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.034Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571123, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189819580952, - "size": 45, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189839580952, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 189869580952, - "size": 95, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189899580952, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 189939580952, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.058Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571124, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350003805214, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 349963805214, - "size": 30, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350033805214, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350063805214, - "size": 77, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350083805214, - "size": 11, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:21.157Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219905778695, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219930778695, - "size": 94, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 219980778695, - "size": 95, - "orderCount": 12 - }, - { - "priceNanos": 220020778695, - "size": 98, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220070778695, - "size": 11, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.251Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219990972775, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219985972775, - "size": 34, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219965972775, - "size": 78, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219945972775, - "size": 97, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219925972775, - "size": 14, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219995972775, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 220005972775, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 220055972775, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 220065972775, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 220085972775, - "size": 95, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:21.268Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571127, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823351872849, - "size": 57, - "orderCount": 18 - }, - { - "priceNanos": 4823341872849, - "size": 48, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823291872849, - "size": 20, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823451872849, - "size": 13, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:21.330Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703470763, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678673470763, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 1678653470763, - "size": 93, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678613470763, - "size": 62, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678733470763, - "size": 4, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:21.361Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518456615, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823488456615, - "size": 49, - "orderCount": 13 - }, - { - "priceNanos": 4823478456615, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823458456615, - "size": 56, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823428456615, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 4823388456615, - "size": 3, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823548456615, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 4823588456615, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823638456615, - "size": 59, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.399Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571130, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350057015513, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 350007015513, - "size": 29, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349977015513, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 349937015513, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 349927015513, - "size": 36, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.463Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678801235662, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 1678841235662, - "size": 73, - "orderCount": 9 - }, - { - "priceNanos": 1678891235662, - "size": 76, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.512Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571132, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350001112525, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 349971112525, - "size": 76, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349951112525, - "size": 85, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349911112525, - "size": 80, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081112525, - "size": 92, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350091112525, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 350121112525, - "size": 84, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.607Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947474357, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79912474357, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 79872474357, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79832474357, - "size": 7, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79782474357, - "size": 20, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79762474357, - "size": 5, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79982474357, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 80032474357, - "size": 58, - "orderCount": 10 - }, - { - "priceNanos": 80062474357, - "size": 56, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:21.642Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049017413, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009017413, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 74999017413, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 74989017413, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74979017413, - "size": 28, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75089017413, - "size": 5, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75139017413, - "size": 53, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75179017413, - "size": 3, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:21.696Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948982683, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219898982683, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 219868982683, - "size": 56, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219838982683, - "size": 1, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219818982683, - "size": 1, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 219998982683, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220008982683, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 220028982683, - "size": 11, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220038982683, - "size": 71, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220078982683, - "size": 19, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.761Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571136, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349988205554, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 350038205554, - "size": 84, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:21.848Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349931376360, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349891376360, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 349871376360, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 349821376360, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349791376360, - "size": 96, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:21.896Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74981698629, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74961698629, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75001698629, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 75041698629, - "size": 33, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75091698629, - "size": 36, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:21.943Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75064723967, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75044723967, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 75004723967, - "size": 1, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74974723967, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 74924723967, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74884723967, - "size": 93, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.001Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483164822, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823453164822, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 4823433164822, - "size": 78, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.050Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571141, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74922290669, - "size": 14, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74912290669, - "size": 4, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74902290669, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 74882290669, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 74862290669, - "size": 92, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75002290669, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 75022290669, - "size": 32, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.095Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571142, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219932838224, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219922838224, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 219892838224, - "size": 11, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219862838224, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 219842838224, - "size": 86, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:22.173Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571143, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189796804478, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 189826804478, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 189876804478, - "size": 91, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189906804478, - "size": 85, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.196Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571144, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74935595036, - "size": 50, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74895595036, - "size": 13, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.273Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571145, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678686989685, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678656989685, - "size": 99, - "orderCount": 13 - }, - { - "priceNanos": 1678606989685, - "size": 67, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678566989685, - "size": 69, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678746989685, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:22.302Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571146, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189663679258, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189648679258, - "size": 99, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.352Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220097970044, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220052970044, - "size": 33, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 220032970044, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 219992970044, - "size": 85, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220142970044, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 220162970044, - "size": 87, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.412Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571148, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79979336760, - "size": 100, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79959336760, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 79929336760, - "size": 87, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.465Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031621786, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74981621786, - "size": 9, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:22.501Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219913196654, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219898196654, - "size": 63, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219868196654, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 219858196654, - "size": 2, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:22.557Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571151, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866433451, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678826433451, - "size": 96, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678806433451, - "size": 51, - "orderCount": 6 - }, - { - "priceNanos": 1678776433451, - "size": 26, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678906433451, - "size": 75, - "orderCount": 3 - }, - { - "priceNanos": 1678916433451, - "size": 18, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678966433451, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 1679006433451, - "size": 76, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1679016433451, - "size": 10, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:22.568Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571152, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75114390172, - "size": 6, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75164390172, - "size": 60, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:22.583Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571153, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189699681270, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 189749681270, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 189759681270, - "size": 32, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189799681270, - "size": 36, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.674Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049886016, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75009886016, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 74959886016, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 74909886016, - "size": 80, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75089886016, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.714Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349949906457, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349954906457, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 349984906457, - "size": 2, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.724Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189667202863, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642202863, - "size": 60, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189622202863, - "size": 85, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189582202863, - "size": 92, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.786Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921807945, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79886807945, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79836807945, - "size": 25, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79816807945, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 79766807945, - "size": 31, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79746807945, - "size": 77, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79956807945, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 79996807945, - "size": 37, - "orderCount": 8 - }, - { - "priceNanos": 80046807945, - "size": 44, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.877Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693491297, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189668491297, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189618491297, - "size": 65, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189598491297, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 189548491297, - "size": 18, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189718491297, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189748491297, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:22.930Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021081920, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80006081920, - "size": 84, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79976081920, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 79946081920, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 79906081920, - "size": 7, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80036081920, - "size": 4, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80076081920, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 80126081920, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 80166081920, - "size": 87, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80216081920, - "size": 31, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.028Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79957778218, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79952778218, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 79922778218, - "size": 87, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79962778218, - "size": 48, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.072Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820998807, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678775998807, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678725998807, - "size": 81, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678715998807, - "size": 9, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678865998807, - "size": 37, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.098Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866023501, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678821023501, - "size": 49, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678771023501, - "size": 48, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678761023501, - "size": 80, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678911023501, - "size": 99, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678951023501, - "size": 24, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1679001023501, - "size": 79, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.137Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189766133941, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189746133941, - "size": 71, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189786133941, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 189806133941, - "size": 7, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189826133941, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 189846133941, - "size": 13, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189856133941, - "size": 60, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.165Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571164, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093582006, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350053582006, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 350003582006, - "size": 26, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349963582006, - "size": 37, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350133582006, - "size": 44, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350153582006, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 350163582006, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 350183582006, - "size": 51, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350213582006, - "size": 19, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:23.234Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349929004736, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349889004736, - "size": 45, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349969004736, - "size": 76, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350019004736, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 350069004736, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350109004736, - "size": 18, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.272Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678796690409, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678756690409, - "size": 68, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678716690409, - "size": 72, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678666690409, - "size": 83, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678616690409, - "size": 56, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678836690409, - "size": 92, - "orderCount": 8 - }, - { - "priceNanos": 1678876690409, - "size": 58, - "orderCount": 15 - }, - { - "priceNanos": 1678916690409, - "size": 32, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.346Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189762537415, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189722537415, - "size": 74, - "orderCount": 6 - }, - { - "priceNanos": 189672537415, - "size": 23, - "orderCount": 8 - }, - { - "priceNanos": 189642537415, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 189622537415, - "size": 78, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189592537415, - "size": 73, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189802537415, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 189822537415, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 189852537415, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189872537415, - "size": 27, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189892537415, - "size": 51, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.388Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189763085902, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189713085902, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189683085902, - "size": 52, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189673085902, - "size": 9, - "orderCount": 19 - }, - { - "priceNanos": 189643085902, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189813085902, - "size": 90, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189843085902, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 189853085902, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 189863085902, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 189873085902, - "size": 86, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.423Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977298138, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79967298138, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79947298138, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 79917298138, - "size": 33, - "orderCount": 8 - }, - { - "priceNanos": 79897298138, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79857298138, - "size": 53, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79987298138, - "size": 54, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.442Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712785686, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678677785686, - "size": 54, - "orderCount": 15 - }, - { - "priceNanos": 1678667785686, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 1678647785686, - "size": 7, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678637785686, - "size": 8, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678747785686, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678787785686, - "size": 44, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:23.463Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189835313036, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189795313036, - "size": 9, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189875313036, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 189905313036, - "size": 18, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189925313036, - "size": 27, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:23.504Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571172, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75096295624, - "size": 7, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.584Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189845950325, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189885950325, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 189895950325, - "size": 61, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189905950325, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 189935950325, - "size": 41, - "orderCount": 17 - }, - { - "priceNanos": 189985950325, - "size": 81, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:23.638Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678787624971, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678737624971, - "size": 33, - "orderCount": 12 - }, - { - "priceNanos": 1678727624971, - "size": 10, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678717624971, - "size": 51, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678697624971, - "size": 89, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678647624971, - "size": 35, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678837624971, - "size": 53, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678857624971, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678897624971, - "size": 11, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.716Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74939459025, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74909459025, - "size": 79, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74869459025, - "size": 59, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74969459025, - "size": 31, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.813Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74943956307, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74938956307, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74918956307, - "size": 39, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74888956307, - "size": 8, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:23.840Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099421448, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80074421448, - "size": 67, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80024421448, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80004421448, - "size": 38, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:23.902Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453047946, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823413047946, - "size": 73, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823493047946, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 4823513047946, - "size": 12, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823533047946, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 4823573047946, - "size": 2, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.000Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189777802405, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189772802405, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 189722802405, - "size": 53, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189712802405, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 189662802405, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 189652802405, - "size": 67, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189782802405, - "size": 77, - "orderCount": 6 - }, - { - "priceNanos": 189792802405, - "size": 34, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189842802405, - "size": 52, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:24.020Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220075866132, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220040866132, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 220030866132, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 220010866132, - "size": 31, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220110866132, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 220160866132, - "size": 65, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:24.054Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571181, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219900418865, - "size": 87, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219860418865, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 219850418865, - "size": 13, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219990418865, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 220000418865, - "size": 79, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220020418865, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 220070418865, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 220110418865, - "size": 9, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.111Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002037870, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349967037870, - "size": 70, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349917037870, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 349887037870, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 349847037870, - "size": 43, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350037037870, - "size": 81, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350087037870, - "size": 4, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.201Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571183, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189695878661, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189670878661, - "size": 80, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189720878661, - "size": 63, - "orderCount": 11 - }, - { - "priceNanos": 189730878661, - "size": 75, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189780878661, - "size": 10, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.243Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971629123, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74991629123, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75001629123, - "size": 33, - "orderCount": 6 - }, - { - "priceNanos": 75041629123, - "size": 41, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:24.341Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571185, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349991624293, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 349981624293, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 349971624293, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 349931624293, - "size": 35, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350001624293, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 350011624293, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 350031624293, - "size": 18, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.356Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75030059248, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74980059248, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 74940059248, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 74890059248, - "size": 29, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75080059248, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75100059248, - "size": 6, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75130059248, - "size": 100, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75140059248, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 75160059248, - "size": 62, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.456Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571187, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678860543852, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678820543852, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678770543852, - "size": 42, - "orderCount": 12 - }, - { - "priceNanos": 1678730543852, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678710543852, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 1678680543852, - "size": 71, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678900543852, - "size": 60, - "orderCount": 11 - }, - { - "priceNanos": 1678920543852, - "size": 88, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678970543852, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 1679010543852, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1679040543852, - "size": 10, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.509Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790927097, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189785927097, - "size": 74, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189795927097, - "size": 26, - "orderCount": 4 - }, - { - "priceNanos": 189845927097, - "size": 74, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189885927097, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 189925927097, - "size": 69, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.534Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571189, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75115272471, - "size": 70, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.548Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571190, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189755024692, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 189735024692, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189705024692, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 189675024692, - "size": 4, - "orderCount": 11 - }, - { - "priceNanos": 189625024692, - "size": 77, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.626Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219978733627, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219943733627, - "size": 26, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219933733627, - "size": 19, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220013733627, - "size": 34, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:24.671Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571192, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189662577334, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189612577334, - "size": 86, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189582577334, - "size": 94, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189552577334, - "size": 47, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189712577334, - "size": 39, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189752577334, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 189792577334, - "size": 67, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.733Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79965211253, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79940211253, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79910211253, - "size": 47, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79990211253, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 80040211253, - "size": 30, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.817Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571194, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189686210140, - "size": 44, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189676210140, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189626210140, - "size": 8, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189756210140, - "size": 84, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.894Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571195, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75062459863, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:24.926Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571196, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189747974675, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189697974675, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 189647974675, - "size": 48, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189827974675, - "size": 71, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:24.993Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350025411643, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350065411643, - "size": 62, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.072Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571198, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823519921165, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 4823469921165, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 4823459921165, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 4823429921165, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 4823419921165, - "size": 5, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823599921165, - "size": 91, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.152Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571199, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678834054086, - "size": 68, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678804054086, - "size": 24, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678924054086, - "size": 72, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.194Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79938027094, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79918027094, - "size": 18, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79958027094, - "size": 19, - "orderCount": 2 - }, - { - "priceNanos": 79998027094, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 80048027094, - "size": 3, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.281Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75053760209, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75018760209, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 74978760209, - "size": 30, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74928760209, - "size": 53, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74898760209, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 74868760209, - "size": 47, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75088760209, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 75118760209, - "size": 5, - "orderCount": 16 - }, - { - "priceNanos": 75128760209, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 75158760209, - "size": 66, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.303Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219901488876, - "size": 45, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.352Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350040328489, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350025328489, - "size": 61, - "orderCount": 4 - }, - { - "priceNanos": 350005328489, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350055328489, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 350095328489, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 350105328489, - "size": 5, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:25.391Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571204, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219992489729, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220007489729, - "size": 61, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220047489729, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 220067489729, - "size": 57, - "orderCount": 4 - }, - { - "priceNanos": 220117489729, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.429Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189823287507, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189773287507, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 189763287507, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 189713287507, - "size": 11, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189873287507, - "size": 85, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189903287507, - "size": 14, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189933287507, - "size": 47, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189943287507, - "size": 24, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:25.470Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571206, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823536663601, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 4823486663601, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 4823456663601, - "size": 57, - "orderCount": 3 - }, - { - "priceNanos": 4823416663601, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823376663601, - "size": 29, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823556663601, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:25.541Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678734300153, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678729300153, - "size": 17, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678709300153, - "size": 80, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678739300153, - "size": 31, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678769300153, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678789300153, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 1678799300153, - "size": 18, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.607Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350002610359, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349967610359, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 349937610359, - "size": 70, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350037610359, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 350057610359, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 350107610359, - "size": 5, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.625Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090287950, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75065287950, - "size": 63, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75115287950, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 75125287950, - "size": 20, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75135287950, - "size": 67, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.666Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513422252, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823468422252, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 4823438422252, - "size": 34, - "orderCount": 12 - }, - { - "priceNanos": 4823398422252, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 4823348422252, - "size": 22, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823558422252, - "size": 82, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823588422252, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823618422252, - "size": 80, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.709Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74911907850, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74876907850, - "size": 61, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74946907850, - "size": 66, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 74956907850, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75006907850, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 75056907850, - "size": 42, - "orderCount": 20 - }, - { - "priceNanos": 75076907850, - "size": 15, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.776Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050851120, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220035851120, - "size": 8, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220065851120, - "size": 38, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220075851120, - "size": 81, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220095851120, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220115851120, - "size": 25, - "orderCount": 1 - }, - { - "priceNanos": 220155851120, - "size": 90, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.794Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823464714198, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823449714198, - "size": 32, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823419714198, - "size": 69, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823479714198, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823519714198, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 4823549714198, - "size": 27, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823579714198, - "size": 40, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.807Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571214, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75021467464, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74971467464, - "size": 88, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74951467464, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74931467464, - "size": 73, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74901467464, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 74851467464, - "size": 38, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75071467464, - "size": 51, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:25.852Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571215, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:25.879Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571216, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189768493128, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 189718493128, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 189678493128, - "size": 83, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189848493128, - "size": 1, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:25.969Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220008455789, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220048455789, - "size": 35, - "orderCount": 7 - }, - { - "priceNanos": 220058455789, - "size": 75, - "orderCount": 14 - }, - { - "priceNanos": 220078455789, - "size": 8, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220128455789, - "size": 65, - "orderCount": 17 - }, - { - "priceNanos": 220138455789, - "size": 32, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.044Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571218, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350088357867, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350083357867, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 350043357867, - "size": 58, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350033357867, - "size": 84, - "orderCount": 16 - }, - { - "priceNanos": 349983357867, - "size": 38, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350093357867, - "size": 13, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:26.074Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571219, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349884948890, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349924948890, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349954948890, - "size": 56, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.169Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971151365, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74936151365, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 74906151365, - "size": 96, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75006151365, - "size": 25, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75056151365, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 75086151365, - "size": 64, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.258Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571221, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74939724204, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 74919724204, - "size": 86, - "orderCount": 10 - }, - { - "priceNanos": 74869724204, - "size": 3, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74839724204, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74819724204, - "size": 80, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 74989724204, - "size": 87, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75019724204, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75069724204, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 75089724204, - "size": 68, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.344Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571222, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189653892797, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 189623892797, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 189603892797, - "size": 31, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189753892797, - "size": 89, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189783892797, - "size": 80, - "orderCount": 18 - }, - { - "priceNanos": 189833892797, - "size": 36, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189853892797, - "size": 85, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.359Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571223, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220048597494, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220018597494, - "size": 80, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219968597494, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 219918597494, - "size": 30, - "orderCount": 9 - }, - { - "priceNanos": 219888597494, - "size": 27, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220078597494, - "size": 1, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220108597494, - "size": 23, - "orderCount": 4 - }, - { - "priceNanos": 220118597494, - "size": 16, - "orderCount": 15 - }, - { - "priceNanos": 220158597494, - "size": 28, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.415Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571224, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349961125216, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349931125216, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 349901125216, - "size": 10, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349891125216, - "size": 65, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349881125216, - "size": 40, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349861125216, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.493Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571225, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678754836915, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 1678724836915, - "size": 62, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678814836915, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678854836915, - "size": 9, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.573Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678803631713, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678773631713, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 1678743631713, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678733631713, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 1678683631713, - "size": 51, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678833631713, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 1678883631713, - "size": 15, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:26.622Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80040034534, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79995034534, - "size": 34, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80085034534, - "size": 5, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:26.678Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571228, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350013323339, - "size": 20, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349973323339, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 349923323339, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 349903323339, - "size": 36, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349853323339, - "size": 47, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:26.752Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678786481047, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678746481047, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 1678706481047, - "size": 57, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:26.821Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571230, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947276634, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79942276634, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 79902276634, - "size": 90, - "orderCount": 3 - }, - { - "priceNanos": 79852276634, - "size": 33, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79832276634, - "size": 24, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79952276634, - "size": 31, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80002276634, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 80012276634, - "size": 79, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:26.857Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571231, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823477812674, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 4823447812674, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823427812674, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 4823387812674, - "size": 61, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823357812674, - "size": 73, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823567812674, - "size": 98, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:26.946Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571232, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189719398717, - "size": 60, - "orderCount": 3 - }, - { - "priceNanos": 189679398717, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 189659398717, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 189609398717, - "size": 33, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189779398717, - "size": 77, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189799398717, - "size": 30, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:26.963Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571233, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678816226020, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678791226020, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 1678781226020, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678771226020, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 1678721226020, - "size": 39, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678691226020, - "size": 48, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841226020, - "size": 21, - "orderCount": 13 - }, - { - "priceNanos": 1678851226020, - "size": 74, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678871226020, - "size": 62, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678891226020, - "size": 58, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678931226020, - "size": 90, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:27.059Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571234, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80037849214, - "size": 90, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80017849214, - "size": 41, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79977849214, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 79967849214, - "size": 72, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80137849214, - "size": 18, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80177849214, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80217849214, - "size": 42, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80247849214, - "size": 79, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:27.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825349631, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189875349631, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 189895349631, - "size": 32, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.221Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349911947246, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349866947246, - "size": 8, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349956947246, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 349966947246, - "size": 82, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350006947246, - "size": 76, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.261Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980327021, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349955327021, - "size": 63, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349935327021, - "size": 6, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350005327021, - "size": 95, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350045327021, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350065327021, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 350095327021, - "size": 66, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350105327021, - "size": 17, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.315Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571238, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189778416658, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:27.354Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219992442122, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219972442122, - "size": 12, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219942442122, - "size": 89, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220012442122, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 220032442122, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 220052442122, - "size": 8, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220072442122, - "size": 19, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.440Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571240, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189817272618, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189772272618, - "size": 55, - "orderCount": 14 - }, - { - "priceNanos": 189742272618, - "size": 83, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189692272618, - "size": 49, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189862272618, - "size": 45, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189902272618, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189942272618, - "size": 6, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.463Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79931012041, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79911012041, - "size": 92, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79951012041, - "size": 70, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 79981012041, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 80031012041, - "size": 69, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.508Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441239553, - "size": 17, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823476239553, - "size": 18, - "orderCount": 17 - }, - { - "priceNanos": 4823496239553, - "size": 58, - "orderCount": 18 - }, - { - "priceNanos": 4823506239553, - "size": 8, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823556239553, - "size": 64, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:27.553Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571243, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823470607890, - "size": 91, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823430607890, - "size": 90, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823420607890, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823380607890, - "size": 43, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:27.579Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954270509, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74909270509, - "size": 98, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74879270509, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 74849270509, - "size": 94, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74839270509, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 74799270509, - "size": 72, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 74999270509, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 75049270509, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 75099270509, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 75119270509, - "size": 7, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:27.644Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571245, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74994342559, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74944342559, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 74924342559, - "size": 62, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75044342559, - "size": 43, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.731Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189765822935, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189795822935, - "size": 56, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.782Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571247, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189773508762, - "size": 76, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189803508762, - "size": 84, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189853508762, - "size": 13, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189883508762, - "size": 93, - "orderCount": 14 - }, - { - "priceNanos": 189933508762, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 189943508762, - "size": 48, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.798Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571248, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349937529011, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349907529011, - "size": 11, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 349967529011, - "size": 58, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.840Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571249, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823537858415, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823527858415, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823487858415, - "size": 47, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823467858415, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823457858415, - "size": 40, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:27.934Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571250, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556137131, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.029Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571251, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823489287622, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823449287622, - "size": 75, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823419287622, - "size": 63, - "orderCount": 18 - }, - { - "priceNanos": 4823369287622, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823529287622, - "size": 83, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.107Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571252, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678804918807, - "size": 51, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678794918807, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678774918807, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 1678734918807, - "size": 6, - "orderCount": 3 - }, - { - "priceNanos": 1678704918807, - "size": 2, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678904918807, - "size": 45, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678934918807, - "size": 36, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678964918807, - "size": 88, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678974918807, - "size": 1, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1679014918807, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.160Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571253, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678737433137, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.190Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571254, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75050649185, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005649185, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 74965649185, - "size": 85, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75095649185, - "size": 97, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75105649185, - "size": 47, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:28.245Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80012458934, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80052458934, - "size": 25, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.280Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962701211, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219972701211, - "size": 39, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220012701211, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220062701211, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 220112701211, - "size": 63, - "orderCount": 2 - }, - { - "priceNanos": 220132701211, - "size": 63, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:28.305Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220047299052, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220042299052, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 220032299052, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 220002299052, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 219972299052, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 219942299052, - "size": 99, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220052299052, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 220092299052, - "size": 46, - "orderCount": 17 - }, - { - "priceNanos": 220112299052, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220122299052, - "size": 67, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220142299052, - "size": 57, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.399Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571258, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956494233, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74951494233, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74901494233, - "size": 43, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74881494233, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74831494233, - "size": 37, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74781494233, - "size": 58, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961494233, - "size": 53, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75011494233, - "size": 4, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75041494233, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75081494233, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 75101494233, - "size": 77, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.430Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571259, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823561073894, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823511073894, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823471073894, - "size": 81, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823611073894, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823641073894, - "size": 48, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:28.488Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189775012418, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189730012418, - "size": 90, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189820012418, - "size": 97, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:28.575Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823538647805, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823588647805, - "size": 29, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823638647805, - "size": 83, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823648647805, - "size": 90, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.635Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349906476007, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349866476007, - "size": 57, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.721Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571263, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976232892, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941232892, - "size": 12, - "orderCount": 4 - }, - { - "priceNanos": 74891232892, - "size": 68, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74871232892, - "size": 41, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74831232892, - "size": 48, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:28.816Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571264, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930284136, - "size": 36, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.829Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922235124, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79952235124, - "size": 94, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 79992235124, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 80022235124, - "size": 64, - "orderCount": 17 - }, - { - "priceNanos": 80032235124, - "size": 67, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80042235124, - "size": 66, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:28.901Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037638134, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75002638134, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 74972638134, - "size": 1, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74952638134, - "size": 83, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75072638134, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75082638134, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 75122638134, - "size": 98, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:28.948Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350049345771, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350004345771, - "size": 83, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350094345771, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 350124345771, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 350164345771, - "size": 75, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.013Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678734342112, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 1678714342112, - "size": 34, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678664342112, - "size": 7, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678624342112, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 1678574342112, - "size": 46, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678744342112, - "size": 33, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678794342112, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 1678814342112, - "size": 34, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.075Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019423556, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79979423556, - "size": 37, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79929423556, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 79899423556, - "size": 14, - "orderCount": 5 - }, - { - "priceNanos": 79849423556, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79799423556, - "size": 27, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80059423556, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 80079423556, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 80109423556, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 80119423556, - "size": 22, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.096Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823423647783, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823393647783, - "size": 78, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823383647783, - "size": 23, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823353647783, - "size": 22, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823343647783, - "size": 33, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.124Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571271, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189821084637, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189791084637, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 189751084637, - "size": 82, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189741084637, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 189731084637, - "size": 5, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189851084637, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 189861084637, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 189911084637, - "size": 64, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.134Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571272, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477038428, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823512038428, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 4823542038428, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 4823562038428, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 4823592038428, - "size": 23, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:29.159Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998303902, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79968303902, - "size": 14, - "orderCount": 20 - }, - { - "priceNanos": 79918303902, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79878303902, - "size": 56, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80028303902, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 80068303902, - "size": 18, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.194Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189813513745, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189788513745, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 189768513745, - "size": 32, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.235Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220090658085, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220060658085, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 220030658085, - "size": 73, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220120658085, - "size": 44, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.291Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571276, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010490474, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219980490474, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 219950490474, - "size": 29, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219940490474, - "size": 44, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 220040490474, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220070490474, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 220110490474, - "size": 40, - "orderCount": 13 - }, - { - "priceNanos": 220120490474, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 220150490474, - "size": 72, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.320Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571277, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865790444, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678900790444, - "size": 69, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678920790444, - "size": 53, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678960790444, - "size": 40, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:29.364Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442462482, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823402462482, - "size": 26, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823482462482, - "size": 31, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823532462482, - "size": 10, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823552462482, - "size": 68, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:29.450Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571279, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823506678281, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823516678281, - "size": 23, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823536678281, - "size": 76, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.485Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189669210393, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189654210393, - "size": 63, - "orderCount": 7 - }, - { - "priceNanos": 189644210393, - "size": 31, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189684210393, - "size": 21, - "orderCount": 5 - }, - { - "priceNanos": 189714210393, - "size": 80, - "orderCount": 15 - }, - { - "priceNanos": 189764210393, - "size": 45, - "orderCount": 13 - }, - { - "priceNanos": 189794210393, - "size": 62, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.516Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571281, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:29.573Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571282, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74956124975, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 74946124975, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74916124975, - "size": 33, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:29.673Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987785442, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219937785442, - "size": 30, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219907785442, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 219877785442, - "size": 35, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219827785442, - "size": 1, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220037785442, - "size": 29, - "orderCount": 10 - }, - { - "priceNanos": 220057785442, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 220067785442, - "size": 2, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.755Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571284, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823389244601, - "size": 17, - "orderCount": 1 - }, - { - "priceNanos": 4823369244601, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 4823349244601, - "size": 79, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823319244601, - "size": 37, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823479244601, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 4823489244601, - "size": 48, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823509244601, - "size": 55, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:29.768Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571285, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189650708234, - "size": 21, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189600708234, - "size": 14, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189550708234, - "size": 74, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189690708234, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189720708234, - "size": 10, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189730708234, - "size": 98, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189780708234, - "size": 4, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189810708234, - "size": 30, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.823Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416944557, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823396944557, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 4823366944557, - "size": 40, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823436944557, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 4823446944557, - "size": 82, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:29.898Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571287, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74965308091, - "size": 46, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74935308091, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 74905308091, - "size": 86, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75005308091, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75055308091, - "size": 93, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.928Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79982368387, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79962368387, - "size": 13, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79952368387, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 79942368387, - "size": 92, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79912368387, - "size": 53, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80002368387, - "size": 36, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80022368387, - "size": 58, - "orderCount": 7 - }, - { - "priceNanos": 80042368387, - "size": 60, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80082368387, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 80132368387, - "size": 50, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:29.948Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925233895, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79895233895, - "size": 84, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79885233895, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79835233895, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 79825233895, - "size": 54, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79775233895, - "size": 31, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79955233895, - "size": 9, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80005233895, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 80015233895, - "size": 93, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.045Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571290, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349929933597, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349894933597, - "size": 61, - "orderCount": 19 - }, - { - "priceNanos": 349844933597, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349834933597, - "size": 97, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349964933597, - "size": 78, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:30.119Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571291, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823543578244, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823593578244, - "size": 32, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:30.139Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571292, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189718739478, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189713739478, - "size": 24, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189683739478, - "size": 93, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:30.194Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571293, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74953136564, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74923136564, - "size": 62, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74963136564, - "size": 48, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75013136564, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75043136564, - "size": 29, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75063136564, - "size": 85, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.222Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571294, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823467784718, - "size": 93, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823427784718, - "size": 85, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823487784718, - "size": 80, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:30.307Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571295, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432183516, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823427183516, - "size": 1, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823387183516, - "size": 100, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823367183516, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 4823317183516, - "size": 7, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823297183516, - "size": 95, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.326Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073557951, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350048557951, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 349998557951, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 349968557951, - "size": 75, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098557951, - "size": 63, - "orderCount": 17 - }, - { - "priceNanos": 350108557951, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 350118557951, - "size": 4, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.399Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349972751250, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349932751250, - "size": 95, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349912751250, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 349902751250, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 349862751250, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 349842751250, - "size": 80, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.489Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571298, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74886077752, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74876077752, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 74836077752, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 74826077752, - "size": 87, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74796077752, - "size": 51, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74926077752, - "size": 18, - "orderCount": 12 - }, - { - "priceNanos": 74966077752, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 74976077752, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 75016077752, - "size": 26, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.564Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823483034733, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823438034733, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 4823408034733, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 4823398034733, - "size": 38, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823358034733, - "size": 82, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528034733, - "size": 10, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:30.612Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74959481083, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74939481083, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74899481083, - "size": 55, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 74979481083, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 75019481083, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 75029481083, - "size": 5, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75039481083, - "size": 77, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.651Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703554773, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678683554773, - "size": 41, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678723554773, - "size": 96, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.751Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571302, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74995232001, - "size": 8, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.832Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571303, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220026180725, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219991180725, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 219941180725, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 219901180725, - "size": 22, - "orderCount": 10 - }, - { - "priceNanos": 219881180725, - "size": 55, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220061180725, - "size": 94, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220081180725, - "size": 90, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.894Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571304, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219986079143, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219966079143, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220006079143, - "size": 7, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:30.951Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571305, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74919215046, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74869215046, - "size": 49, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:31.015Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571306, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997578792, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952578792, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74912578792, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 74862578792, - "size": 36, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75042578792, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75052578792, - "size": 43, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.100Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571307, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79997131791, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79992131791, - "size": 8, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79982131791, - "size": 45, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79952131791, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 79912131791, - "size": 2, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79882131791, - "size": 56, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80002131791, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 80012131791, - "size": 7, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.178Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571308, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823448881629, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 4823408881629, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 4823398881629, - "size": 29, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.275Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571309, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79983841280, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79958841280, - "size": 17, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79948841280, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 79928841280, - "size": 90, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80008841280, - "size": 43, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80058841280, - "size": 20, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:31.353Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084520524, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220059520524, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 220009520524, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219979520524, - "size": 94, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220109520524, - "size": 30, - "orderCount": 8 - }, - { - "priceNanos": 220139520524, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 220169520524, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 220219520524, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 220239520524, - "size": 14, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:31.428Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220054938382, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220049938382, - "size": 42, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219999938382, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 219949938382, - "size": 33, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219939938382, - "size": 69, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.451Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571312, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80015556317, - "size": 90, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79985556317, - "size": 98, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79965556317, - "size": 96, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79925556317, - "size": 6, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79875556317, - "size": 50, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80025556317, - "size": 29, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.528Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678851816431, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678811816431, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678791816431, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 1678781816431, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 1678761816431, - "size": 2, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678891816431, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 1678921816431, - "size": 91, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678961816431, - "size": 41, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:31.612Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571314, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349962604701, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 349922604701, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 349912604701, - "size": 92, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350052604701, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 350102604701, - "size": 2, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:31.663Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571315, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189834153615, - "size": 6, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189884153615, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189914153615, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 189964153615, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 189984153615, - "size": 77, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.687Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571316, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691475360, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189651475360, - "size": 58, - "orderCount": 17 - }, - { - "priceNanos": 189621475360, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 189601475360, - "size": 41, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189731475360, - "size": 85, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189761475360, - "size": 81, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189811475360, - "size": 18, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.784Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571317, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74930910573, - "size": 72, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74900910573, - "size": 28, - "orderCount": 6 - }, - { - "priceNanos": 74880910573, - "size": 31, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74870910573, - "size": 9, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74840910573, - "size": 5, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 74940910573, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 74980910573, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 75010910573, - "size": 28, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75060910573, - "size": 9, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.841Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823553012445, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548012445, - "size": 23, - "orderCount": 15 - }, - { - "priceNanos": 4823508012445, - "size": 14, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823498012445, - "size": 52, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823558012445, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823598012445, - "size": 74, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823628012445, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823678012445, - "size": 49, - "orderCount": 8 - }, - { - "priceNanos": 4823708012445, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:31.932Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571319, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678879177517, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678884177517, - "size": 37, - "orderCount": 15 - }, - { - "priceNanos": 1678914177517, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 1678964177517, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 1678974177517, - "size": 84, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:32.005Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220025038576, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220000038576, - "size": 8, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220050038576, - "size": 86, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220070038576, - "size": 6, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.074Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050749267, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220020749267, - "size": 80, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220000749267, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 219970749267, - "size": 88, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220080749267, - "size": 17, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220120749267, - "size": 79, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.103Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949342009, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79924342009, - "size": 25, - "orderCount": 20 - }, - { - "priceNanos": 79894342009, - "size": 57, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79884342009, - "size": 51, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79844342009, - "size": 50, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79974342009, - "size": 64, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:32.175Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571323, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79928952769, - "size": 71, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80008952769, - "size": 41, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.274Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571324, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75073850011, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75103850011, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75123850011, - "size": 40, - "orderCount": 20 - }, - { - "priceNanos": 75133850011, - "size": 55, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75143850011, - "size": 72, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.337Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571325, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74992773950, - "size": 88, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74962773950, - "size": 32, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.400Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566140935, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823546140935, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823506140935, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823496140935, - "size": 93, - "orderCount": 18 - }, - { - "priceNanos": 4823486140935, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823456140935, - "size": 76, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:32.461Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571327, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219998852028, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219983852028, - "size": 32, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219953852028, - "size": 61, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220013852028, - "size": 18, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220043852028, - "size": 86, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220053852028, - "size": 96, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220063852028, - "size": 85, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.522Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678756581866, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678721581866, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 1678671581866, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 1678631581866, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 1678591581866, - "size": 73, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:32.574Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571329, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678783861537, - "size": 64, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678803861537, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 1678843861537, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 1678883861537, - "size": 3, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678923861537, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 1678963861537, - "size": 21, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.628Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823527744238, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823512744238, - "size": 59, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823542744238, - "size": 26, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:32.696Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847254583, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189827254583, - "size": 28, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189787254583, - "size": 94, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189767254583, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 189727254583, - "size": 86, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189867254583, - "size": 9, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:32.762Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571332, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75007339628, - "size": 78, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74987339628, - "size": 52, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74947339628, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 74917339628, - "size": 81, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74887339628, - "size": 11, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75097339628, - "size": 39, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75127339628, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 75157339628, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 75197339628, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 75247339628, - "size": 6, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.781Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571333, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823529671236, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 4823519671236, - "size": 40, - "orderCount": 15 - }, - { - "priceNanos": 4823489671236, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823469671236, - "size": 29, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823589671236, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 4823609671236, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 4823659671236, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 4823699671236, - "size": 81, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:32.832Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571334, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814891607, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678779891607, - "size": 23, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678849891607, - "size": 1, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678889891607, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 1678919891607, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 1678929891607, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 1678979891607, - "size": 74, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.857Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823547054385, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823542054385, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823502054385, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 4823492054385, - "size": 56, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823462054385, - "size": 48, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823552054385, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 4823602054385, - "size": 85, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.877Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571336, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678748768076, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678768768076, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678788768076, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 1678818768076, - "size": 73, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:32.961Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349967090555, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 349927090555, - "size": 28, - "orderCount": 16 - }, - { - "priceNanos": 349917090555, - "size": 100, - "orderCount": 3 - }, - { - "priceNanos": 349867090555, - "size": 37, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:33.009Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571338, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189831674499, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189796674499, - "size": 14, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189776674499, - "size": 45, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:33.098Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571339, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74981820555, - "size": 70, - "orderCount": 3 - }, - { - "priceNanos": 74941820555, - "size": 84, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75001820555, - "size": 47, - "orderCount": 13 - }, - { - "priceNanos": 75011820555, - "size": 47, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75041820555, - "size": 100, - "orderCount": 19 - }, - { - "priceNanos": 75081820555, - "size": 43, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:33.127Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571340, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220027301663, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 219977301663, - "size": 61, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220047301663, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220097301663, - "size": 4, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.213Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571341, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74990099363, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74940099363, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74930099363, - "size": 53, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74890099363, - "size": 39, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74850099363, - "size": 24, - "orderCount": 20 - }, - { - "priceNanos": 74820099363, - "size": 77, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75040099363, - "size": 85, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75060099363, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 75100099363, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 75120099363, - "size": 13, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:33.293Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823403437034, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823358437034, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 4823348437034, - "size": 68, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448437034, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 4823488437034, - "size": 98, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.377Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571343, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823524302474, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823514302474, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 4823504302474, - "size": 84, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823534302474, - "size": 63, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823564302474, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 4823604302474, - "size": 24, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823644302474, - "size": 90, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.400Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571344, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74951664891, - "size": 32, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74901664891, - "size": 100, - "orderCount": 12 - }, - { - "priceNanos": 74861664891, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 74821664891, - "size": 93, - "orderCount": 17 - }, - { - "priceNanos": 74801664891, - "size": 76, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74981664891, - "size": 37, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75011664891, - "size": 51, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.426Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571345, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678845264623, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678840264623, - "size": 33, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678800264623, - "size": 51, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678850264623, - "size": 6, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.501Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349901163458, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349871163458, - "size": 20, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349931163458, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 349961163458, - "size": 15, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349971163458, - "size": 35, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350011163458, - "size": 89, - "orderCount": 16 - }, - { - "priceNanos": 350061163458, - "size": 13, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.543Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571347, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065921055, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80025921055, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 79985921055, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 79975921055, - "size": 32, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:33.632Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680371625, - "size": 22, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189730371625, - "size": 29, - "orderCount": 3 - }, - { - "priceNanos": 189740371625, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 189780371625, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189800371625, - "size": 7, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.688Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189650543987, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189625543987, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 189595543987, - "size": 95, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189585543987, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189545543987, - "size": 57, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 189675543987, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 189685543987, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189735543987, - "size": 94, - "orderCount": 16 - }, - { - "priceNanos": 189765543987, - "size": 2, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.768Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513650831, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498650831, - "size": 40, - "orderCount": 7 - }, - { - "priceNanos": 4823448650831, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823428650831, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823408650831, - "size": 89, - "orderCount": 7 - }, - { - "priceNanos": 4823378650831, - "size": 36, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528650831, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 4823578650831, - "size": 75, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823608650831, - "size": 41, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823638650831, - "size": 55, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:33.818Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780376542, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189745376542, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 189725376542, - "size": 80, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189815376542, - "size": 12, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189835376542, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 189845376542, - "size": 65, - "orderCount": 19 - }, - { - "priceNanos": 189895376542, - "size": 70, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:33.911Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571352, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678717476658, - "size": 88, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678797476658, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 1678807476658, - "size": 28, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678837476658, - "size": 97, - "orderCount": 6 - }, - { - "priceNanos": 1678887476658, - "size": 29, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:33.940Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571353, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189678011393, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189663011393, - "size": 30, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189693011393, - "size": 37, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189703011393, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 189713011393, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 189763011393, - "size": 30, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189773011393, - "size": 47, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.010Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219949563638, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219934563638, - "size": 56, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219904563638, - "size": 3, - "orderCount": 10 - }, - { - "priceNanos": 219854563638, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 219804563638, - "size": 35, - "orderCount": 12 - }, - { - "priceNanos": 219764563638, - "size": 71, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964563638, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 219994563638, - "size": 15, - "orderCount": 6 - }, - { - "priceNanos": 220044563638, - "size": 5, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220084563638, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 220104563638, - "size": 23, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.068Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75076950770, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75066950770, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 75016950770, - "size": 64, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086950770, - "size": 64, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75106950770, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 75136950770, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 75186950770, - "size": 31, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75236950770, - "size": 20, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:34.145Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571356, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75088534364, - "size": 54, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.227Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571357, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219937131413, - "size": 87, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219897131413, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219847131413, - "size": 97, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220017131413, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220057131413, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 220077131413, - "size": 51, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220107131413, - "size": 4, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:34.321Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74994686282, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74954686282, - "size": 2, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74944686282, - "size": 33, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74904686282, - "size": 75, - "orderCount": 9 - }, - { - "priceNanos": 74854686282, - "size": 94, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75034686282, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 75064686282, - "size": 10, - "orderCount": 5 - }, - { - "priceNanos": 75104686282, - "size": 34, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.405Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189700026374, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189655026374, - "size": 94, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189605026374, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 189595026374, - "size": 66, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189585026374, - "size": 49, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189545026374, - "size": 68, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189745026374, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 189755026374, - "size": 45, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189785026374, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 189795026374, - "size": 99, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.489Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350037051631, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350032051631, - "size": 100, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350012051631, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 349962051631, - "size": 33, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.562Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189718693576, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189683693576, - "size": 59, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189663693576, - "size": 28, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189753693576, - "size": 1, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189803693576, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 189853693576, - "size": 39, - "orderCount": 2 - }, - { - "priceNanos": 189883693576, - "size": 28, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.631Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189785963576, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189750963576, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 189730963576, - "size": 15, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:34.689Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74998342250, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74993342250, - "size": 42, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:34.771Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.830Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79925105459, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79940105459, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79980105459, - "size": 48, - "orderCount": 6 - }, - { - "priceNanos": 80000105459, - "size": 70, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.900Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823524306273, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823509306273, - "size": 73, - "orderCount": 6 - }, - { - "priceNanos": 4823479306273, - "size": 13, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823439306273, - "size": 51, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823539306273, - "size": 6, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823589306273, - "size": 14, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823609306273, - "size": 70, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823619306273, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 4823649306273, - "size": 65, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:34.962Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571367, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79974890912, - "size": 47, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.062Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189716851048, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189691851048, - "size": 77, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.097Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571369, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678779059044, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678744059044, - "size": 88, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:35.167Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065741525, - "size": 16, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80080741525, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 80110741525, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80150741525, - "size": 66, - "orderCount": 9 - }, - { - "priceNanos": 80200741525, - "size": 62, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.256Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571371, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189789047491, - "size": 24, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189799047491, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 189849047491, - "size": 86, - "orderCount": 3 - }, - { - "priceNanos": 189869047491, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.274Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219982662545, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219977662545, - "size": 81, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219947662545, - "size": 79, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219917662545, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 219887662545, - "size": 43, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.288Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678795225393, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 1678845225393, - "size": 6, - "orderCount": 15 - }, - { - "priceNanos": 1678895225393, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678905225393, - "size": 39, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.376Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571374, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823413616678, - "size": 37, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823423616678, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823433616678, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 4823453616678, - "size": 73, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823483616678, - "size": 88, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823533616678, - "size": 4, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:35.401Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678721872692, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678761872692, - "size": 30, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678811872692, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 1678851872692, - "size": 8, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:35.469Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571376, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:35.508Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350079009561, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350074009561, - "size": 23, - "orderCount": 2 - }, - { - "priceNanos": 350064009561, - "size": 15, - "orderCount": 19 - }, - { - "priceNanos": 350034009561, - "size": 16, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 350084009561, - "size": 81, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350114009561, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 350164009561, - "size": 27, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350184009561, - "size": 77, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.569Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571378, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220066544705, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220031544705, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 220021544705, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219981544705, - "size": 13, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220101544705, - "size": 88, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220131544705, - "size": 25, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:35.601Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571379, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678743159028, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678733159028, - "size": 53, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678713159028, - "size": 14, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678703159028, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678663159028, - "size": 65, - "orderCount": 4 - }, - { - "priceNanos": 1678653159028, - "size": 99, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678753159028, - "size": 10, - "orderCount": 16 - }, - { - "priceNanos": 1678783159028, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 1678813159028, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678823159028, - "size": 92, - "orderCount": 17 - }, - { - "priceNanos": 1678873159028, - "size": 67, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.657Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003993385, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79998993385, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79978993385, - "size": 99, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79958993385, - "size": 63, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80008993385, - "size": 34, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80028993385, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 80048993385, - "size": 69, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:35.727Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571381, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189875426150, - "size": 38, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189915426150, - "size": 14, - "orderCount": 19 - }, - { - "priceNanos": 189965426150, - "size": 68, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.784Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571382, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350008593066, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349978593066, - "size": 4, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350038593066, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350058593066, - "size": 34, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350098593066, - "size": 26, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.860Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75091555180, - "size": 32, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75136555180, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 75176555180, - "size": 75, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75226555180, - "size": 65, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:35.894Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571384, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349998491546, - "size": 24, - "orderCount": 3 - }, - { - "priceNanos": 349968491546, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349938491546, - "size": 3, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350048491546, - "size": 40, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:35.985Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571385, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678779362641, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678774362641, - "size": 84, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678784362641, - "size": 70, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678804362641, - "size": 32, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678834362641, - "size": 68, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.011Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093575189, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80098575189, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 80128575189, - "size": 47, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:36.060Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80040524537, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015524537, - "size": 88, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80065524537, - "size": 77, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80105524537, - "size": 31, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80155524537, - "size": 70, - "orderCount": 7 - }, - { - "priceNanos": 80165524537, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.091Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349999960660, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349979960660, - "size": 93, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349939960660, - "size": 84, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:36.127Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571389, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189680044838, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189670044838, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 189620044838, - "size": 39, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189610044838, - "size": 7, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189590044838, - "size": 13, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189540044838, - "size": 73, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189690044838, - "size": 98, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:36.189Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571390, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823499350467, - "size": 95, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823449350467, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823549350467, - "size": 54, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.285Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571391, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702365680, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678662365680, - "size": 37, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678642365680, - "size": 55, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678632365680, - "size": 71, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678582365680, - "size": 34, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678542365680, - "size": 51, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678742365680, - "size": 38, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:36.352Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011767681, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350001767681, - "size": 34, - "orderCount": 11 - }, - { - "priceNanos": 349961767681, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 349911767681, - "size": 20, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350021767681, - "size": 9, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:36.397Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571393, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:36.460Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571394, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823408657992, - "size": 85, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823458657992, - "size": 2, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.540Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956908960, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349936908960, - "size": 53, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349926908960, - "size": 49, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349906908960, - "size": 61, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349876908960, - "size": 53, - "orderCount": 14 - }, - { - "priceNanos": 349866908960, - "size": 53, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 349976908960, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 350026908960, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350046908960, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 350086908960, - "size": 55, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:36.553Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065924568, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80060924568, - "size": 48, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80070924568, - "size": 4, - "orderCount": 18 - }, - { - "priceNanos": 80120924568, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.586Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571397, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79936090817, - "size": 59, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80036090817, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 80076090817, - "size": 88, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80096090817, - "size": 62, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.680Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571398, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823490437084, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823465437084, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 4823415437084, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 4823365437084, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 4823345437084, - "size": 37, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823315437084, - "size": 30, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823515437084, - "size": 3, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823565437084, - "size": 4, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823605437084, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 4823655437084, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 4823675437084, - "size": 55, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.697Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021605752, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80006605752, - "size": 52, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80036605752, - "size": 20, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80066605752, - "size": 30, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:36.737Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747885431, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678722885431, - "size": 52, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678772885431, - "size": 12, - "orderCount": 10 - }, - { - "priceNanos": 1678782885431, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 1678812885431, - "size": 38, - "orderCount": 20 - }, - { - "priceNanos": 1678842885431, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678872885431, - "size": 65, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.802Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571401, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015741948, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.888Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571402, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75027537848, - "size": 84, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75047537848, - "size": 73, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:36.964Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571403, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80106395920, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 80116395920, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 80136395920, - "size": 19, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.001Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542743498, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823492743498, - "size": 75, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823442743498, - "size": 76, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823402743498, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 4823382743498, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 4823332743498, - "size": 79, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823592743498, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823632743498, - "size": 35, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823682743498, - "size": 80, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823732743498, - "size": 96, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.099Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349970718777, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349935718777, - "size": 80, - "orderCount": 2 - }, - { - "priceNanos": 349905718777, - "size": 63, - "orderCount": 5 - }, - { - "priceNanos": 349855718777, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349845718777, - "size": 40, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350005718777, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 350015718777, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 350065718777, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 350075718777, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350115718777, - "size": 90, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:37.171Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571406, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189746711765, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189696711765, - "size": 33, - "orderCount": 7 - }, - { - "priceNanos": 189676711765, - "size": 12, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189626711765, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 189576711765, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189556711765, - "size": 42, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:37.228Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571407, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75080506624, - "size": 18, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75110506624, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75140506624, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75190506624, - "size": 1, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75240506624, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 75280506624, - "size": 88, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.324Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75033701112, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74988701112, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74938701112, - "size": 62, - "orderCount": 3 - }, - { - "priceNanos": 74918701112, - "size": 29, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75078701112, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 75128701112, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 75168701112, - "size": 28, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.395Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571409, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75016966987, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 75026966987, - "size": 25, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:37.413Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571410, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79951920629, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 79901920629, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 79861920629, - "size": 66, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79851920629, - "size": 74, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:37.459Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920252477, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79885252477, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 79875252477, - "size": 22, - "orderCount": 6 - }, - { - "priceNanos": 79855252477, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 79805252477, - "size": 35, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79955252477, - "size": 69, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79995252477, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 80035252477, - "size": 25, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.542Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571412, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79981268506, - "size": 28, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79931268506, - "size": 16, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79881268506, - "size": 14, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79831268506, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.594Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571413, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79855653711, - "size": 17, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.628Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823417807055, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823372807055, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 4823332807055, - "size": 36, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823462807055, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 4823472807055, - "size": 99, - "orderCount": 7 - }, - { - "priceNanos": 4823492807055, - "size": 67, - "orderCount": 18 - }, - { - "priceNanos": 4823542807055, - "size": 93, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:37.656Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220003005396, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220008005396, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 220058005396, - "size": 40, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220108005396, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220138005396, - "size": 60, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.751Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571416, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096826539, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80076826539, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 80056826539, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 80006826539, - "size": 52, - "orderCount": 17 - }, - { - "priceNanos": 79996826539, - "size": 4, - "orderCount": 4 - }, - { - "priceNanos": 79966826539, - "size": 9, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:37.820Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932128059, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79897128059, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79847128059, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 79837128059, - "size": 15, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79967128059, - "size": 37, - "orderCount": 4 - }, - { - "priceNanos": 79997128059, - "size": 56, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:37.843Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049546917, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220019546917, - "size": 96, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219979546917, - "size": 67, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219969546917, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 219919546917, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219889546917, - "size": 78, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220079546917, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 220089546917, - "size": 33, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220119546917, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 220139546917, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 220159546917, - "size": 11, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.854Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571419, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189791856733, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 189781856733, - "size": 12, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189771856733, - "size": 65, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189811856733, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 189821856733, - "size": 28, - "orderCount": 14 - }, - { - "priceNanos": 189871856733, - "size": 21, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189881856733, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 189921856733, - "size": 34, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:37.928Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350081287019, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350056287019, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 350026287019, - "size": 1, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349996287019, - "size": 44, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350106287019, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350156287019, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350176287019, - "size": 73, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350196287019, - "size": 92, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:37.957Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678891774828, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678841774828, - "size": 89, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678941774828, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 1678961774828, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 1679001774828, - "size": 42, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:37.994Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571422, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:38.024Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80090321709, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:38.111Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476402587, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823431402587, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 4823421402587, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 4823391402587, - "size": 16, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823361402587, - "size": 65, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823521402587, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 4823541402587, - "size": 35, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.128Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571425, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74943511044, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 74933511044, - "size": 13, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74883511044, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 74853511044, - "size": 14, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74963511044, - "size": 55, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.139Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571426, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823403426270, - "size": 30, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823363426270, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 4823323426270, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 4823313426270, - "size": 94, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823283426270, - "size": 99, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823493426270, - "size": 38, - "orderCount": 14 - }, - { - "priceNanos": 4823533426270, - "size": 42, - "orderCount": 17 - }, - { - "priceNanos": 4823543426270, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823593426270, - "size": 21, - "orderCount": 10 - }, - { - "priceNanos": 4823633426270, - "size": 6, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.233Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571427, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678869442516, - "size": 64, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:38.261Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571428, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823444230870, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823399230870, - "size": 76, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823359230870, - "size": 65, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823349230870, - "size": 23, - "orderCount": 3 - }, - { - "priceNanos": 4823329230870, - "size": 34, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823489230870, - "size": 63, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:38.320Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571429, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79963000977, - "size": 33, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79933000977, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 79883000977, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 79853000977, - "size": 37, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80033000977, - "size": 31, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.354Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571430, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350009424216, - "size": 34, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.425Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571431, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219864605335, - "size": 96, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219964605335, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 220004605335, - "size": 61, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220034605335, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 220074605335, - "size": 92, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220114605335, - "size": 55, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:38.487Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571432, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086491639, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75071491639, - "size": 91, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75101491639, - "size": 82, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.506Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823482318894, - "size": 88, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823512318894, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 4823542318894, - "size": 81, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:38.557Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571434, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75078019558, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75033019558, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 75023019558, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 75013019558, - "size": 30, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74983019558, - "size": 13, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75123019558, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 75143019558, - "size": 32, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.628Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219941827322, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219916827322, - "size": 42, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219886827322, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 219866827322, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 219836827322, - "size": 47, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219786827322, - "size": 39, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 219966827322, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 220006827322, - "size": 48, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.715Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823496927226, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823456927226, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823406927226, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 4823376927226, - "size": 6, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:38.792Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571437, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80089106601, - "size": 4, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 80059106601, - "size": 4, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80049106601, - "size": 88, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80029106601, - "size": 21, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80109106601, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 80149106601, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 80199106601, - "size": 18, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.831Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189772615754, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189722615754, - "size": 60, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189672615754, - "size": 70, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189632615754, - "size": 46, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.914Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75045214069, - "size": 2, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75005214069, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75135214069, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 75165214069, - "size": 62, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75205214069, - "size": 13, - "orderCount": 8 - }, - { - "priceNanos": 75235214069, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75245214069, - "size": 84, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.957Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189794782692, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189749782692, - "size": 24, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189729782692, - "size": 98, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189689782692, - "size": 26, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189839782692, - "size": 84, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189849782692, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 189869782692, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 189889782692, - "size": 46, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:38.975Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189726469805, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189721469805, - "size": 66, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189731469805, - "size": 88, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.010Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823560749558, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823525749558, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 4823475749558, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 4823435749558, - "size": 32, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823425749558, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 4823405749558, - "size": 93, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823595749558, - "size": 30, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823645749558, - "size": 66, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.048Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571443, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74980656245, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74945656245, - "size": 96, - "orderCount": 20 - }, - { - "priceNanos": 74925656245, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 74875656245, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 74835656245, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 74825656245, - "size": 16, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015656245, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 75045656245, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 75095656245, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 75135656245, - "size": 96, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:39.119Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571444, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350089341628, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350044341628, - "size": 60, - "orderCount": 17 - }, - { - "priceNanos": 350014341628, - "size": 12, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350134341628, - "size": 92, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350144341628, - "size": 3, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:39.146Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571445, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823407547221, - "size": 20, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823357547221, - "size": 71, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823307547221, - "size": 20, - "orderCount": 3 - }, - { - "priceNanos": 4823277547221, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823237547221, - "size": 52, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457547221, - "size": 82, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.225Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571446, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79928718203, - "size": 72, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.258Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571447, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823497428252, - "size": 73, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823587428252, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 4823637428252, - "size": 71, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:39.354Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571448, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970917192, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79940917192, - "size": 80, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79930917192, - "size": 88, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79880917192, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 79860917192, - "size": 25, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80000917192, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 80040917192, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 80060917192, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80100917192, - "size": 81, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.367Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571449, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678778626753, - "size": 72, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678798626753, - "size": 72, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678838626753, - "size": 31, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:39.420Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571450, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942122980, - "size": 26, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74912122980, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74892122980, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 74842122980, - "size": 67, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74982122980, - "size": 26, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75022122980, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 75032122980, - "size": 68, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.435Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571451, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678880055724, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678850055724, - "size": 69, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678910055724, - "size": 99, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678940055724, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678960055724, - "size": 74, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678970055724, - "size": 62, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.509Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220075102031, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220050102031, - "size": 73, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220100102031, - "size": 74, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:39.594Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571453, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189781706350, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189751706350, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189811706350, - "size": 66, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189831706350, - "size": 85, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:39.641Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823511313154, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461313154, - "size": 95, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823451313154, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 4823401313154, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 4823391313154, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 4823341313154, - "size": 22, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823561313154, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 4823571313154, - "size": 14, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.693Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79971543183, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80021543183, - "size": 25, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80071543183, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80121543183, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80151543183, - "size": 39, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:39.705Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571456, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678862296630, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 1678832296630, - "size": 35, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678892296630, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 1678942296630, - "size": 62, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.735Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571457, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189687102273, - "size": 82, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189657102273, - "size": 59, - "orderCount": 11 - }, - { - "priceNanos": 189627102273, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 189577102273, - "size": 68, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189787102273, - "size": 38, - "orderCount": 19 - }, - { - "priceNanos": 189817102273, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 189837102273, - "size": 12, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189877102273, - "size": 42, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:39.812Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571458, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189654376682, - "size": 82, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189644376682, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 189594376682, - "size": 98, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189554376682, - "size": 4, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189734376682, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 189784376682, - "size": 63, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189834376682, - "size": 93, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.868Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571459, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823545205601, - "size": 97, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823575205601, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 4823585205601, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 4823615205601, - "size": 37, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:39.965Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571460, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79901846767, - "size": 60, - "orderCount": 8 - }, - { - "priceNanos": 79891846767, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79841846767, - "size": 67, - "orderCount": 19 - }, - { - "priceNanos": 79831846767, - "size": 61, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79991846767, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 80041846767, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80091846767, - "size": 40, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.018Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571461, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79956052811, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79931052811, - "size": 90, - "orderCount": 8 - }, - { - "priceNanos": 79921052811, - "size": 29, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79981052811, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 80011052811, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 80031052811, - "size": 45, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.093Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571462, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:40.167Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219992710206, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219977710206, - "size": 2, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:40.207Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057678195, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75052678195, - "size": 91, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75002678195, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 74972678195, - "size": 71, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75062678195, - "size": 63, - "orderCount": 6 - }, - { - "priceNanos": 75102678195, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 75152678195, - "size": 32, - "orderCount": 5 - }, - { - "priceNanos": 75192678195, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 75202678195, - "size": 81, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:40.288Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571465, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219996780821, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219956780821, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 219936780821, - "size": 88, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.346Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069712154, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049712154, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 75029712154, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74989712154, - "size": 43, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75089712154, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 75139712154, - "size": 3, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75159712154, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 75179712154, - "size": 60, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:40.386Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349921778299, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349891778299, - "size": 14, - "orderCount": 12 - }, - { - "priceNanos": 349841778299, - "size": 18, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349791778299, - "size": 2, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349951778299, - "size": 12, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349961778299, - "size": 63, - "orderCount": 3 - }, - { - "priceNanos": 349981778299, - "size": 90, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350011778299, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350051778299, - "size": 61, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.441Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011899085, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349981899085, - "size": 16, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350041899085, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 350061899085, - "size": 53, - "orderCount": 8 - }, - { - "priceNanos": 350071899085, - "size": 21, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.509Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571469, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79918038171, - "size": 25, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79898038171, - "size": 15, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80008038171, - "size": 80, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.578Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571470, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908756261, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74933756261, - "size": 95, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74943756261, - "size": 59, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 74973756261, - "size": 63, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75013756261, - "size": 9, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.593Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571471, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035991626, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80010991626, - "size": 80, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80060991626, - "size": 46, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.660Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571472, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220049340060, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220099340060, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 220139340060, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220169340060, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 220219340060, - "size": 71, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.704Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75099748863, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75049748863, - "size": 50, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75149748863, - "size": 62, - "orderCount": 2 - }, - { - "priceNanos": 75169748863, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 75199748863, - "size": 1, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.739Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350018865632, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350008865632, - "size": 56, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349988865632, - "size": 63, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349958865632, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 349928865632, - "size": 9, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.764Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571475, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75083681422, - "size": 6, - "orderCount": 10 - }, - { - "priceNanos": 75093681422, - "size": 1, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75123681422, - "size": 21, - "orderCount": 14 - }, - { - "priceNanos": 75143681422, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.780Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571476, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588787253, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823553787253, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823513787253, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823483787253, - "size": 96, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823623787253, - "size": 46, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823643787253, - "size": 2, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:40.820Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548635511, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823498635511, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823448635511, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 4823438635511, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 4823428635511, - "size": 59, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823598635511, - "size": 52, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.871Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801933186, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678756933186, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 1678736933186, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678686933186, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 1678656933186, - "size": 84, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678846933186, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 1678886933186, - "size": 34, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678896933186, - "size": 74, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.926Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571479, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75075945615, - "size": 77, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75025945615, - "size": 44, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74975945615, - "size": 55, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74955945615, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 74945945615, - "size": 44, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75085945615, - "size": 99, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:40.939Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571480, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74859934333, - "size": 82, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74849934333, - "size": 40, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74799934333, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 74749934333, - "size": 54, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74949934333, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 74989934333, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74999934333, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 75049934333, - "size": 40, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.013Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571481, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678875131144, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 1678845131144, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 1678795131144, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 1678785131144, - "size": 94, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.102Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189745984091, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189705984091, - "size": 30, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189695984091, - "size": 37, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189665984091, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189615984091, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 189585984091, - "size": 87, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189785984091, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 189805984091, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 189855984091, - "size": 100, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.114Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571483, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825181150, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189775181150, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 189765181150, - "size": 56, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189875181150, - "size": 87, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189925181150, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 189965181150, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 189975181150, - "size": 20, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 190025181150, - "size": 9, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.209Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571484, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678766643525, - "size": 28, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678736643525, - "size": 100, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:41.237Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678853406640, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678828406640, - "size": 72, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878406640, - "size": 9, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678918406640, - "size": 11, - "orderCount": 19 - }, - { - "priceNanos": 1678958406640, - "size": 61, - "orderCount": 2 - }, - { - "priceNanos": 1678978406640, - "size": 73, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.318Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79945982703, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79905982703, - "size": 73, - "orderCount": 2 - }, - { - "priceNanos": 79895982703, - "size": 48, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79855982703, - "size": 22, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79845982703, - "size": 5, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79985982703, - "size": 54, - "orderCount": 9 - }, - { - "priceNanos": 79995982703, - "size": 98, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80005982703, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80055982703, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 80075982703, - "size": 54, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.407Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571487, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80032003353, - "size": 6, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79992003353, - "size": 20, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80042003353, - "size": 78, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80072003353, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 80112003353, - "size": 47, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:41.417Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571488, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75054135471, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75034135471, - "size": 96, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75074135471, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 75104135471, - "size": 57, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75144135471, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 75174135471, - "size": 73, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75194135471, - "size": 70, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.483Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571489, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75023157366, - "size": 17, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74983157366, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 74953157366, - "size": 78, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74943157366, - "size": 67, - "orderCount": 9 - }, - { - "priceNanos": 74893157366, - "size": 64, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:41.576Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571490, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219957785381, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 219907785381, - "size": 55, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219897785381, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219987785381, - "size": 45, - "orderCount": 4 - }, - { - "priceNanos": 219997785381, - "size": 27, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.623Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571491, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189653054503, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189633054503, - "size": 72, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189593054503, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 189563054503, - "size": 88, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:41.694Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571492, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220053881842, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220008881842, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 219958881842, - "size": 24, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098881842, - "size": 41, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220148881842, - "size": 94, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220188881842, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 220228881842, - "size": 10, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:41.785Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729013453, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678694013453, - "size": 67, - "orderCount": 14 - }, - { - "priceNanos": 1678674013453, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 1678634013453, - "size": 10, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678604013453, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 1678584013453, - "size": 42, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678764013453, - "size": 64, - "orderCount": 7 - }, - { - "priceNanos": 1678774013453, - "size": 32, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678804013453, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 1678834013453, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 1678844013453, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.866Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74985886714, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74965886714, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 74925886714, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74875886714, - "size": 68, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75005886714, - "size": 96, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75025886714, - "size": 79, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:41.888Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031137633, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75026137633, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75006137633, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 74956137633, - "size": 52, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75036137633, - "size": 83, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75056137633, - "size": 22, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:41.900Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350009937486, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349999937486, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 349989937486, - "size": 69, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:41.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992005127, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79967005127, - "size": 3, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79957005127, - "size": 18, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80017005127, - "size": 20, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80067005127, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 80087005127, - "size": 39, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:42.014Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571498, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823511028689, - "size": 28, - "orderCount": 13 - }, - { - "priceNanos": 4823521028689, - "size": 28, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823531028689, - "size": 36, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.089Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571499, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798837365, - "size": 65, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678768837365, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 1678728837365, - "size": 88, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678708837365, - "size": 73, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678658837365, - "size": 55, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571500, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189790168099, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 189770168099, - "size": 56, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189800168099, - "size": 14, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.150Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571501, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220049352646, - "size": 50, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220129352646, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 220139352646, - "size": 78, - "orderCount": 15 - }, - { - "priceNanos": 220189352646, - "size": 56, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220219352646, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220259352646, - "size": 90, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:42.177Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571502, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189756157717, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189776157717, - "size": 12, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:42.208Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571503, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219950795902, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219965795902, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 219985795902, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 220005795902, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220015795902, - "size": 5, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.257Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571504, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80039715610, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80014715610, - "size": 19, - "orderCount": 20 - }, - { - "priceNanos": 79974715610, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 79944715610, - "size": 81, - "orderCount": 9 - }, - { - "priceNanos": 79934715610, - "size": 68, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80064715610, - "size": 81, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80114715610, - "size": 86, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.303Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571505, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093425997, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220058425997, - "size": 31, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 220028425997, - "size": 6, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220128425997, - "size": 42, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.401Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571506, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219902858909, - "size": 6, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219892858909, - "size": 21, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219842858909, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 219812858909, - "size": 92, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219952858909, - "size": 16, - "orderCount": 9 - }, - { - "priceNanos": 220002858909, - "size": 71, - "orderCount": 4 - }, - { - "priceNanos": 220032858909, - "size": 86, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.420Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571507, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:42.442Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571508, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189646506295, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 189616506295, - "size": 17, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189676506295, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189706506295, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 189746506295, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189766506295, - "size": 100, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.515Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349915186006, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349865186006, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 349845186006, - "size": 84, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349965186006, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 350015186006, - "size": 1, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:42.560Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571510, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79977553050, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 79967553050, - "size": 64, - "orderCount": 20 - }, - { - "priceNanos": 79937553050, - "size": 89, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80027553050, - "size": 82, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:42.585Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79988903044, - "size": 56, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80008903044, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 80018903044, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 80028903044, - "size": 22, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.682Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025045351, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74985045351, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 74975045351, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74965045351, - "size": 24, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75065045351, - "size": 5, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75085045351, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 75125045351, - "size": 63, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.730Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678751577216, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678716577216, - "size": 43, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678786577216, - "size": 72, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:42.799Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482555780, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823452555780, - "size": 94, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823512555780, - "size": 37, - "orderCount": 2 - }, - { - "priceNanos": 4823542555780, - "size": 48, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.817Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678716766144, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678676766144, - "size": 67, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678756766144, - "size": 26, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678796766144, - "size": 59, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678836766144, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 1678846766144, - "size": 27, - "orderCount": 16 - }, - { - "priceNanos": 1678856766144, - "size": 8, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:42.892Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220053815736, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:42.953Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80087046052, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80042046052, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 80002046052, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 79992046052, - "size": 63, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80132046052, - "size": 93, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80152046052, - "size": 70, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.032Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349933737776, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349923737776, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 349893737776, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 349873737776, - "size": 46, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349943737776, - "size": 50, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:43.059Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571519, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74963640582, - "size": 32, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74983640582, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 75023640582, - "size": 17, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75073640582, - "size": 36, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.117Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988288561, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220028288561, - "size": 83, - "orderCount": 9 - }, - { - "priceNanos": 220048288561, - "size": 27, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220088288561, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 220118288561, - "size": 60, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.203Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571521, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219893006243, - "size": 20, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219853006243, - "size": 96, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219833006243, - "size": 93, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219803006243, - "size": 21, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 219913006243, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219953006243, - "size": 59, - "orderCount": 17 - }, - { - "priceNanos": 219993006243, - "size": 74, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220023006243, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 220063006243, - "size": 16, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:43.291Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932349182, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74912349182, - "size": 18, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74862349182, - "size": 56, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 74952349182, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74982349182, - "size": 31, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 74992349182, - "size": 34, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.363Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571523, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189673417812, - "size": 61, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189753417812, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 189783417812, - "size": 7, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.373Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571524, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678785128117, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678745128117, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 1678725128117, - "size": 64, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825128117, - "size": 27, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678845128117, - "size": 52, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678875128117, - "size": 82, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:43.422Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74983487676, - "size": 6, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74953487676, - "size": 48, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74903487676, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74893487676, - "size": 26, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013487676, - "size": 100, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75023487676, - "size": 9, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.482Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219931376753, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219901376753, - "size": 82, - "orderCount": 7 - }, - { - "priceNanos": 219871376753, - "size": 78, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219831376753, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219821376753, - "size": 58, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219791376753, - "size": 18, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:43.546Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096795487, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75056795487, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 75036795487, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 75006795487, - "size": 10, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75136795487, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 75186795487, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 75196795487, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 75246795487, - "size": 71, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:43.573Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80093660890, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80078660890, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 80068660890, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 80038660890, - "size": 69, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79998660890, - "size": 93, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80108660890, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 80138660890, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 80158660890, - "size": 28, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.625Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79949998830, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79934998830, - "size": 37, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79884998830, - "size": 26, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:43.662Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571530, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678799712520, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678774712520, - "size": 98, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678764712520, - "size": 6, - "orderCount": 13 - }, - { - "priceNanos": 1678724712520, - "size": 4, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678824712520, - "size": 54, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678854712520, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 1678874712520, - "size": 29, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.752Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823454872715, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823429872715, - "size": 78, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823399872715, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 4823369872715, - "size": 29, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823479872715, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 4823499872715, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823529872715, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 4823569872715, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 4823619872715, - "size": 50, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539502642, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823509502642, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823489502642, - "size": 50, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823459502642, - "size": 72, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823569502642, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 4823589502642, - "size": 68, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823599502642, - "size": 80, - "orderCount": 14 - }, - { - "priceNanos": 4823619502642, - "size": 4, - "orderCount": 17 - }, - { - "priceNanos": 4823649502642, - "size": 8, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:43.803Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350073436085, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350103436085, - "size": 64, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350133436085, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 350183436085, - "size": 73, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:43.845Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571534, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932544098, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74927544098, - "size": 72, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74917544098, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 74877544098, - "size": 46, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74937544098, - "size": 21, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74947544098, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 74987544098, - "size": 37, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:43.897Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571535, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80008682532, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:43.924Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678715666501, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678665666501, - "size": 62, - "orderCount": 9 - }, - { - "priceNanos": 1678635666501, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 1678605666501, - "size": 58, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678765666501, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 1678795666501, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 1678815666501, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 1678825666501, - "size": 11, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678875666501, - "size": 80, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:44.010Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571537, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678847555477, - "size": 63, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:44.089Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219931884274, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219911884274, - "size": 7, - "orderCount": 13 - }, - { - "priceNanos": 219891884274, - "size": 8, - "orderCount": 6 - }, - { - "priceNanos": 219861884274, - "size": 83, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 219951884274, - "size": 63, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219971884274, - "size": 1, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:44.141Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75069740368, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75049740368, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 75029740368, - "size": 25, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75089740368, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75119740368, - "size": 15, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75129740368, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 75179740368, - "size": 73, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.196Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976762100, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220006762100, - "size": 7, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.258Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823454155076, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823419155076, - "size": 9, - "orderCount": 10 - }, - { - "priceNanos": 4823369155076, - "size": 34, - "orderCount": 18 - }, - { - "priceNanos": 4823329155076, - "size": 72, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823489155076, - "size": 85, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.336Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678794362714, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678749362714, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 1678719362714, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678669362714, - "size": 35, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678629362714, - "size": 8, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678839362714, - "size": 91, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678869362714, - "size": 43, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678899362714, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 1678949362714, - "size": 32, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678959362714, - "size": 23, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.403Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571543, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678765471914, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 1678785471914, - "size": 53, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.443Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219948855342, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219938855342, - "size": 62, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219908855342, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219888855342, - "size": 40, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219958855342, - "size": 4, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.542Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571545, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79995651437, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 80035651437, - "size": 91, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:44.566Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571546, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678720127809, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678680127809, - "size": 96, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678640127809, - "size": 29, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678610127809, - "size": 16, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678810127809, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678850127809, - "size": 34, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.617Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074388391, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80089388391, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 80109388391, - "size": 96, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80129388391, - "size": 63, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80169388391, - "size": 84, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80199388391, - "size": 71, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.710Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189793812811, - "size": 72, - "orderCount": 12 - }, - { - "priceNanos": 189763812811, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 189723812811, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 189703812811, - "size": 11, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189823812811, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 189843812811, - "size": 16, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.735Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571549, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189750643628, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 189720643628, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 189700643628, - "size": 24, - "orderCount": 8 - }, - { - "priceNanos": 189680643628, - "size": 78, - "orderCount": 5 - }, - { - "priceNanos": 189640643628, - "size": 12, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:44.789Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571550, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75007740104, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 74957740104, - "size": 17, - "orderCount": 10 - }, - { - "priceNanos": 74907740104, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 74897740104, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75017740104, - "size": 88, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75057740104, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75077740104, - "size": 11, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.874Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571551, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678853654754, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678833654754, - "size": 19, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678813654754, - "size": 64, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678763654754, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 1678743654754, - "size": 72, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678943654754, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 1678953654754, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 1678973654754, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 1679013654754, - "size": 63, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1679033654754, - "size": 55, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:44.937Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350047819077, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350027819077, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 350007819077, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 349987819077, - "size": 44, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350067819077, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 350077819077, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 350117819077, - "size": 52, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:44.977Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571553, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678690006506, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 1678670006506, - "size": 31, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678650006506, - "size": 88, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678750006506, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 1678780006506, - "size": 84, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.032Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571554, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981546326, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79971546326, - "size": 23, - "orderCount": 14 - }, - { - "priceNanos": 79921546326, - "size": 87, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79881546326, - "size": 68, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79991546326, - "size": 46, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80011546326, - "size": 79, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80031546326, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80081546326, - "size": 99, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.121Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80010547318, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79980547318, - "size": 31, - "orderCount": 20 - }, - { - "priceNanos": 79930547318, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 79890547318, - "size": 78, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79880547318, - "size": 66, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80040547318, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 80050547318, - "size": 79, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80060547318, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 80090547318, - "size": 56, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80110547318, - "size": 87, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.175Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691344038, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189661344038, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 189621344038, - "size": 16, - "orderCount": 11 - }, - { - "priceNanos": 189571344038, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 189521344038, - "size": 31, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189721344038, - "size": 26, - "orderCount": 17 - }, - { - "priceNanos": 189771344038, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189811344038, - "size": 41, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:45.216Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571557, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74924713299, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 74884713299, - "size": 6, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75004713299, - "size": 60, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.298Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571558, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189687884500, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189657884500, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 189647884500, - "size": 40, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189617884500, - "size": 73, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189717884500, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 189757884500, - "size": 22, - "orderCount": 17 - }, - { - "priceNanos": 189797884500, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 189837884500, - "size": 61, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.339Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571559, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349910061004, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349865061004, - "size": 55, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349845061004, - "size": 47, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349835061004, - "size": 22, - "orderCount": 13 - }, - { - "priceNanos": 349815061004, - "size": 95, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.423Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571560, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071831466, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80041831466, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 80021831466, - "size": 72, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79971831466, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 79931831466, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79921831466, - "size": 30, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.460Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571561, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.541Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571562, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823506240381, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823526240381, - "size": 33, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823556240381, - "size": 74, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823566240381, - "size": 55, - "orderCount": 3 - }, - { - "priceNanos": 4823616240381, - "size": 28, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.607Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571563, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823383853347, - "size": 40, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823433853347, - "size": 16, - "orderCount": 3 - }, - { - "priceNanos": 4823453853347, - "size": 17, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823473853347, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 4823483853347, - "size": 7, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:45.668Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349974658266, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349954658266, - "size": 22, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 349994658266, - "size": 6, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.748Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571565, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79947737877, - "size": 3, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79907737877, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 79897737877, - "size": 41, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79987737877, - "size": 56, - "orderCount": 20 - }, - { - "priceNanos": 80027737877, - "size": 96, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.809Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571566, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75073474641, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75038474641, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 74988474641, - "size": 1, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74958474641, - "size": 44, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74928474641, - "size": 67, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75108474641, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 75118474641, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.880Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571567, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189724586302, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189694586302, - "size": 20, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189664586302, - "size": 81, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189644586302, - "size": 48, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189754586302, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 189794586302, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 189844586302, - "size": 93, - "orderCount": 2 - }, - { - "priceNanos": 189884586302, - "size": 99, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.936Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571568, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189665822950, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189635822950, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 189615822950, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 189575822950, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 189555822950, - "size": 20, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189695822950, - "size": 74, - "orderCount": 16 - }, - { - "priceNanos": 189705822950, - "size": 55, - "orderCount": 1 - }, - { - "priceNanos": 189715822950, - "size": 64, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:45.997Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422884320, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412884320, - "size": 90, - "orderCount": 7 - }, - { - "priceNanos": 4823372884320, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 4823342884320, - "size": 40, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823292884320, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 4823272884320, - "size": 46, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823432884320, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 4823472884320, - "size": 52, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823482884320, - "size": 22, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823492884320, - "size": 85, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:46.038Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189829601355, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189864601355, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 189914601355, - "size": 41, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:46.125Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220038921421, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219998921421, - "size": 80, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220078921421, - "size": 98, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.195Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571572, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977603560, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79962603560, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79912603560, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 79862603560, - "size": 34, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79822603560, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 79782603560, - "size": 10, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79992603560, - "size": 37, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80022603560, - "size": 19, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.240Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872165107, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678847165107, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 1678817165107, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678767165107, - "size": 77, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678737165107, - "size": 94, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.294Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571574, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189804059493, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 189754059493, - "size": 72, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189704059493, - "size": 72, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.341Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441166323, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411166323, - "size": 81, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823471166323, - "size": 49, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.411Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571576, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75094832662, - "size": 76, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:46.492Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080477930, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80065477930, - "size": 40, - "orderCount": 17 - }, - { - "priceNanos": 80055477930, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 80015477930, - "size": 54, - "orderCount": 5 - }, - { - "priceNanos": 79975477930, - "size": 5, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80095477930, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 80145477930, - "size": 9, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80185477930, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 80225477930, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 80255477930, - "size": 80, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.546Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189712016198, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189702016198, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189672016198, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 189622016198, - "size": 13, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189572016198, - "size": 78, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189722016198, - "size": 15, - "orderCount": 15 - }, - { - "priceNanos": 189772016198, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189792016198, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 189842016198, - "size": 38, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:46.586Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349959943603, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349929943603, - "size": 48, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 349989943603, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350019943603, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 350039943603, - "size": 39, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350069943603, - "size": 97, - "orderCount": 16 - }, - { - "priceNanos": 350099943603, - "size": 2, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.667Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220090794254, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220085794254, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220055794254, - "size": 85, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220095794254, - "size": 59, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:46.714Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571581, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678872248030, - "size": 33, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.725Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571582, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189685699510, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 189655699510, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 189605699510, - "size": 82, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189775699510, - "size": 39, - "orderCount": 19 - }, - { - "priceNanos": 189805699510, - "size": 66, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189835699510, - "size": 44, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:46.744Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823566643637, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823531643637, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 4823491643637, - "size": 99, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823441643637, - "size": 91, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823601643637, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 4823611643637, - "size": 27, - "orderCount": 7 - }, - { - "priceNanos": 4823641643637, - "size": 77, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823671643637, - "size": 24, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:46.837Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349914600722, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349869600722, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 349849600722, - "size": 43, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349809600722, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 349779600722, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 349749600722, - "size": 43, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349959600722, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 349989600722, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 350039600722, - "size": 74, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350079600722, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 350099600722, - "size": 55, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:46.934Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678720080924, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678670080924, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 1678630080924, - "size": 85, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678590080924, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678540080924, - "size": 63, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678770080924, - "size": 42, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.013Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678785401332, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678775401332, - "size": 1, - "orderCount": 17 - }, - { - "priceNanos": 1678725401332, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 1678695401332, - "size": 44, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.069Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020983900, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80000983900, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79990983900, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 79940983900, - "size": 94, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80040983900, - "size": 13, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80080983900, - "size": 67, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80110983900, - "size": 66, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.164Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521103890, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823566103890, - "size": 99, - "orderCount": 14 - }, - { - "priceNanos": 4823606103890, - "size": 58, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823616103890, - "size": 35, - "orderCount": 2 - }, - { - "priceNanos": 4823626103890, - "size": 77, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823656103890, - "size": 24, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:47.207Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823473760934, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823458760934, - "size": 79, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823488760934, - "size": 96, - "orderCount": 13 - }, - { - "priceNanos": 4823498760934, - "size": 70, - "orderCount": 4 - }, - { - "priceNanos": 4823548760934, - "size": 5, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823568760934, - "size": 48, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823578760934, - "size": 45, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:47.270Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451927011, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823441927011, - "size": 90, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823461927011, - "size": 82, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823471927011, - "size": 27, - "orderCount": 8 - }, - { - "priceNanos": 4823501927011, - "size": 64, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.359Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571591, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75080599865, - "size": 4, - "orderCount": 6 - }, - { - "priceNanos": 75120599865, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75170599865, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75200599865, - "size": 29, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.423Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571592, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823502903633, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452903633, - "size": 80, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823442903633, - "size": 21, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823392903633, - "size": 4, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.439Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571593, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80035897106, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79995897106, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 79985897106, - "size": 100, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80075897106, - "size": 54, - "orderCount": 12 - }, - { - "priceNanos": 80115897106, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 80155897106, - "size": 60, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80195897106, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80205897106, - "size": 13, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:47.460Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571594, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74944109694, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74929109694, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 74889109694, - "size": 67, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74859109694, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 74829109694, - "size": 79, - "orderCount": 17 - }, - { - "priceNanos": 74779109694, - "size": 52, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74959109694, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:47.510Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571595, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048224263, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75098224263, - "size": 81, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75138224263, - "size": 79, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.565Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673208733, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189628208733, - "size": 68, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189718208733, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189758208733, - "size": 83, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.591Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797169088, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189747169088, - "size": 70, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189847169088, - "size": 80, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189877169088, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 189887169088, - "size": 93, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.640Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571598, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349903465614, - "size": 3, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349863465614, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 349853465614, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349833465614, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349793465614, - "size": 21, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349953465614, - "size": 54, - "orderCount": 2 - }, - { - "priceNanos": 350003465614, - "size": 22, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:47.683Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571599, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219942268866, - "size": 30, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219922268866, - "size": 86, - "orderCount": 19 - }, - { - "priceNanos": 219882268866, - "size": 4, - "orderCount": 7 - }, - { - "priceNanos": 219842268866, - "size": 91, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220022268866, - "size": 12, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:47.770Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219969121101, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219939121101, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 219929121101, - "size": 53, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219999121101, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 220009121101, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 220029121101, - "size": 82, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220049121101, - "size": 8, - "orderCount": 20 - }, - { - "priceNanos": 220089121101, - "size": 91, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.852Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75019475896, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74979475896, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 74959475896, - "size": 44, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74919475896, - "size": 72, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75059475896, - "size": 4, - "orderCount": 1 - }, - { - "priceNanos": 75069475896, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 75099475896, - "size": 27, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.890Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571602, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74947436635, - "size": 89, - "orderCount": 11 - }, - { - "priceNanos": 74897436635, - "size": 19, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75037436635, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 75067436635, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75087436635, - "size": 70, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:47.942Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571603, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450741587, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823480741587, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 4823510741587, - "size": 55, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.025Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75007840418, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74967840418, - "size": 78, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75047840418, - "size": 90, - "orderCount": 18 - }, - { - "priceNanos": 75087840418, - "size": 45, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75137840418, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 75157840418, - "size": 73, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:48.065Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066081686, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75056081686, - "size": 74, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75036081686, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 74996081686, - "size": 90, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75076081686, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 75116081686, - "size": 62, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75156081686, - "size": 94, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.116Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571606, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823437478406, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 4823387478406, - "size": 30, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.185Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350087677330, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350072677330, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 350032677330, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350022677330, - "size": 48, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350002677330, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349992677330, - "size": 13, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350102677330, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350122677330, - "size": 41, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.208Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571608, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80072964302, - "size": 91, - "orderCount": 6 - }, - { - "priceNanos": 80092964302, - "size": 55, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80112964302, - "size": 55, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80162964302, - "size": 87, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.236Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571609, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556999432, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823546999432, - "size": 49, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823496999432, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 4823486999432, - "size": 58, - "orderCount": 8 - }, - { - "priceNanos": 4823436999432, - "size": 25, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823566999432, - "size": 51, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823596999432, - "size": 44, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823626999432, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 4823656999432, - "size": 10, - "orderCount": 20 - }, - { - "priceNanos": 4823676999432, - "size": 7, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.250Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571610, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823545039213, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823500039213, - "size": 77, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823470039213, - "size": 76, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823420039213, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823410039213, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 4823390039213, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823590039213, - "size": 64, - "orderCount": 8 - }, - { - "priceNanos": 4823620039213, - "size": 12, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.306Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571611, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803595372, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189808595372, - "size": 97, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189818595372, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189858595372, - "size": 71, - "orderCount": 1 - }, - { - "priceNanos": 189898595372, - "size": 82, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189928595372, - "size": 60, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:48.392Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571612, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80022753019, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80002753019, - "size": 2, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80042753019, - "size": 36, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:48.488Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822838087, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678777838087, - "size": 66, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678747838087, - "size": 66, - "orderCount": 13 - }, - { - "priceNanos": 1678717838087, - "size": 79, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678867838087, - "size": 46, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678917838087, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 1678957838087, - "size": 83, - "orderCount": 2 - }, - { - "priceNanos": 1678977838087, - "size": 1, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.522Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571614, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80048316384, - "size": 32, - "orderCount": 17 - }, - { - "priceNanos": 80018316384, - "size": 45, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80128316384, - "size": 27, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80148316384, - "size": 24, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.603Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571615, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678765594056, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 1678755594056, - "size": 36, - "orderCount": 5 - }, - { - "priceNanos": 1678705594056, - "size": 94, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678855594056, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 1678905594056, - "size": 91, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:48.674Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734953823, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189704953823, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 189654953823, - "size": 15, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189624953823, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 189594953823, - "size": 25, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.765Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571617, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:48.806Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571618, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74974001207, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74959001207, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 74909001207, - "size": 86, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74989001207, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 75009001207, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 75049001207, - "size": 14, - "orderCount": 2 - }, - { - "priceNanos": 75079001207, - "size": 24, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.864Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975298799, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75005298799, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 75025298799, - "size": 57, - "orderCount": 10 - }, - { - "priceNanos": 75065298799, - "size": 51, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:48.951Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571620, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74888633877, - "size": 59, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:49.046Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823456826228, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 4823416826228, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 4823386826228, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 4823336826228, - "size": 23, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823466826228, - "size": 99, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.102Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80054410245, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80029410245, - "size": 19, - "orderCount": 9 - }, - { - "priceNanos": 79989410245, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 79959410245, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79939410245, - "size": 53, - "orderCount": 15 - }, - { - "priceNanos": 79899410245, - "size": 12, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80079410245, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 80119410245, - "size": 85, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80129410245, - "size": 19, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.183Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678867698924, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678847698924, - "size": 89, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678817698924, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678887698924, - "size": 49, - "orderCount": 5 - }, - { - "priceNanos": 1678937698924, - "size": 69, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:49.255Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041550597, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79991550597, - "size": 33, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79981550597, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 79941550597, - "size": 37, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80091550597, - "size": 83, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80121550597, - "size": 52, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.283Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75022790689, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75027790689, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 75077790689, - "size": 41, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75117790689, - "size": 53, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75137790689, - "size": 64, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:49.380Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981766079, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956766079, - "size": 76, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79946766079, - "size": 56, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:49.447Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571627, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189635429875, - "size": 70, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189715429875, - "size": 1, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.457Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678700813482, - "size": 71, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678650813482, - "size": 46, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678750813482, - "size": 52, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.551Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835718755, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.607Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571630, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75036321801, - "size": 19, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75106321801, - "size": 22, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.698Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571631, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189672367749, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189627367749, - "size": 31, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189717367749, - "size": 25, - "orderCount": 17 - }, - { - "priceNanos": 189747367749, - "size": 83, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189767367749, - "size": 79, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189787367749, - "size": 72, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.721Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350093648543, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350083648543, - "size": 35, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 350053648543, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 350043648543, - "size": 9, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350103648543, - "size": 76, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350133648543, - "size": 26, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.767Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571633, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832717779, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189872717779, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 189882717779, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:49.819Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571634, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189725127092, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 189755127092, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 189805127092, - "size": 47, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.850Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571635, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823409541489, - "size": 47, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823369541489, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 4823319541489, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 4823289541489, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823269541489, - "size": 37, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823469541489, - "size": 4, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823519541489, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823559541489, - "size": 13, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823599541489, - "size": 39, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:49.934Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422005139, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412005139, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823402005139, - "size": 16, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823352005139, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 4823302005139, - "size": 24, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823262005139, - "size": 71, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823432005139, - "size": 34, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:50.031Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571637, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189666833077, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189716833077, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 189736833077, - "size": 27, - "orderCount": 12 - }, - { - "priceNanos": 189746833077, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 189766833077, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 189816833077, - "size": 99, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.077Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571638, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501514958, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461514958, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 4823421514958, - "size": 37, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823541514958, - "size": 1, - "orderCount": 12 - }, - { - "priceNanos": 4823551514958, - "size": 91, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:50.126Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571639, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350039962567, - "size": 94, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350019962567, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 349989962567, - "size": 82, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349959962567, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 349919962567, - "size": 21, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350119962567, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 350159962567, - "size": 82, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350189962567, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 350239962567, - "size": 83, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.205Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80008809402, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79963809402, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 79953809402, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79923809402, - "size": 18, - "orderCount": 20 - }, - { - "priceNanos": 79893809402, - "size": 37, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79883809402, - "size": 37, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80053809402, - "size": 99, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.270Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571641, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220053084511, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220013084511, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219963084511, - "size": 12, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219923084511, - "size": 23, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220093084511, - "size": 94, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220133084511, - "size": 62, - "orderCount": 6 - }, - { - "priceNanos": 220173084511, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220213084511, - "size": 73, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220263084511, - "size": 90, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.321Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424754330, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823374754330, - "size": 79, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823474754330, - "size": 90, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.392Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571643, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219945413408, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219940413408, - "size": 51, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219890413408, - "size": 35, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219950413408, - "size": 17, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:50.487Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571644, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823413068951, - "size": 32, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823373068951, - "size": 62, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823333068951, - "size": 45, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823433068951, - "size": 99, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.520Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219960210619, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219980210619, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 219990210619, - "size": 66, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:50.562Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220059292249, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220029292249, - "size": 87, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220089292249, - "size": 65, - "orderCount": 6 - }, - { - "priceNanos": 220139292249, - "size": 20, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220179292249, - "size": 56, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220189292249, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 220199292249, - "size": 67, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.600Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571647, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189751059487, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189731059487, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 189721059487, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 189681059487, - "size": 20, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189771059487, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 189821059487, - "size": 97, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:50.643Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189690856952, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189655856952, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 189605856952, - "size": 37, - "orderCount": 13 - }, - { - "priceNanos": 189555856952, - "size": 55, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189725856952, - "size": 37, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.706Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220075172172, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220025172172, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220125172172, - "size": 64, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220175172172, - "size": 93, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.791Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066776910, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80016776910, - "size": 50, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79976776910, - "size": 81, - "orderCount": 5 - }, - { - "priceNanos": 79936776910, - "size": 11, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80116776910, - "size": 74, - "orderCount": 10 - }, - { - "priceNanos": 80156776910, - "size": 70, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80166776910, - "size": 91, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:50.877Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482828482, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823457828482, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 4823417828482, - "size": 48, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823367828482, - "size": 28, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823357828482, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823337828482, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:50.931Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571652, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678825650509, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678785650509, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 1678735650509, - "size": 86, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.006Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678810102662, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678790102662, - "size": 6, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678780102662, - "size": 80, - "orderCount": 1 - }, - { - "priceNanos": 1678740102662, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 1678730102662, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 1678710102662, - "size": 64, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678830102662, - "size": 69, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678850102662, - "size": 57, - "orderCount": 12 - }, - { - "priceNanos": 1678860102662, - "size": 93, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678880102662, - "size": 12, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.083Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571654, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082099860, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220062099860, - "size": 94, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220042099860, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220022099860, - "size": 96, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220102099860, - "size": 32, - "orderCount": 9 - }, - { - "priceNanos": 220152099860, - "size": 56, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:51.159Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571655, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962586240, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79932586240, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 79922586240, - "size": 74, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79912586240, - "size": 25, - "orderCount": 8 - }, - { - "priceNanos": 79892586240, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 79862586240, - "size": 82, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79992586240, - "size": 89, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:51.255Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082198230, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80047198230, - "size": 61, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.348Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219986426692, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219956426692, - "size": 74, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219936426692, - "size": 22, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219906426692, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 219876426692, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 219846426692, - "size": 88, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220016426692, - "size": 52, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220036426692, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220086426692, - "size": 61, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.360Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74935647099, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74885647099, - "size": 95, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74985647099, - "size": 26, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:51.422Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571659, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75048009929, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75013009929, - "size": 73, - "orderCount": 15 - }, - { - "priceNanos": 75003009929, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 74983009929, - "size": 86, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74973009929, - "size": 90, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75083009929, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 75103009929, - "size": 38, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75143009929, - "size": 54, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:51.502Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571660, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219970841330, - "size": 57, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220040841330, - "size": 100, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220070841330, - "size": 5, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220120841330, - "size": 87, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:51.522Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571661, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80009555927, - "size": 17, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79979555927, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79939555927, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 79919555927, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79889555927, - "size": 82, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80029555927, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 80059555927, - "size": 17, - "orderCount": 11 - }, - { - "priceNanos": 80079555927, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80119555927, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 80129555927, - "size": 21, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:51.560Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678853940731, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678838940731, - "size": 21, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678808940731, - "size": 33, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678868940731, - "size": 20, - "orderCount": 17 - }, - { - "priceNanos": 1678898940731, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 1678948940731, - "size": 45, - "orderCount": 1 - }, - { - "priceNanos": 1678978940731, - "size": 86, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1679028940731, - "size": 27, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:51.601Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571663, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823449308064, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823434308064, - "size": 66, - "orderCount": 12 - }, - { - "priceNanos": 4823404308064, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823384308064, - "size": 86, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823354308064, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823304308064, - "size": 53, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823464308064, - "size": 29, - "orderCount": 9 - }, - { - "priceNanos": 4823514308064, - "size": 23, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823564308064, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 4823604308064, - "size": 54, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.697Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571664, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75027883493, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75007883493, - "size": 86, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74997883493, - "size": 53, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74977883493, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 74927883493, - "size": 83, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75047883493, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 75057883493, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 75107883493, - "size": 28, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75147883493, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 75197883493, - "size": 62, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.762Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79995107705, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79990107705, - "size": 12, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80000107705, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 80050107705, - "size": 63, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80080107705, - "size": 77, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80130107705, - "size": 50, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80150107705, - "size": 100, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:51.782Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571666, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090271542, - "size": 46, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75115271542, - "size": 5, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:51.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74977025227, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74962025227, - "size": 5, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74992025227, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 75032025227, - "size": 73, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:51.907Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823450221556, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823445221556, - "size": 82, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823405221556, - "size": 33, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823385221556, - "size": 73, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823455221556, - "size": 21, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823475221556, - "size": 7, - "orderCount": 8 - }, - { - "priceNanos": 4823515221556, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 4823525221556, - "size": 43, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:51.947Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776418089, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678761418089, - "size": 1, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678791418089, - "size": 92, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678801418089, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678831418089, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 1678841418089, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 1678881418089, - "size": 57, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:52.032Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808952046, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678803952046, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678753952046, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678733952046, - "size": 65, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678703952046, - "size": 19, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.097Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823444388351, - "size": 64, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823434388351, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823404388351, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 4823394388351, - "size": 55, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823514388351, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 4823564388351, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823594388351, - "size": 2, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.118Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678840419122, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678830419122, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 1678810419122, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 1678780419122, - "size": 88, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678730419122, - "size": 87, - "orderCount": 12 - }, - { - "priceNanos": 1678690419122, - "size": 100, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678850419122, - "size": 12, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678860419122, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 1678880419122, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 1678890419122, - "size": 58, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.174Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571673, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74966483146, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74941483146, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 74891483146, - "size": 99, - "orderCount": 10 - }, - { - "priceNanos": 74881483146, - "size": 89, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74861483146, - "size": 99, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74991483146, - "size": 41, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.266Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349985247134, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349960247134, - "size": 51, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349940247134, - "size": 58, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350010247134, - "size": 25, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:52.355Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571675, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75023660998, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74978660998, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74958660998, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 74938660998, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74898660998, - "size": 54, - "orderCount": 10 - }, - { - "priceNanos": 74878660998, - "size": 51, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75068660998, - "size": 50, - "orderCount": 18 - }, - { - "priceNanos": 75108660998, - "size": 98, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75138660998, - "size": 74, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75148660998, - "size": 59, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.413Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823532062173, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823497062173, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 4823487062173, - "size": 80, - "orderCount": 3 - }, - { - "priceNanos": 4823457062173, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 4823427062173, - "size": 88, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823567062173, - "size": 54, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823587062173, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 4823627062173, - "size": 59, - "orderCount": 15 - }, - { - "priceNanos": 4823657062173, - "size": 52, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823667062173, - "size": 52, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.435Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571677, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678700574804, - "size": 57, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678740574804, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 1678790574804, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 1678830574804, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 1678850574804, - "size": 35, - "orderCount": 14 - }, - { - "priceNanos": 1678880574804, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:52.532Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823421323288, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823386323288, - "size": 15, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823376323288, - "size": 66, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823356323288, - "size": 68, - "orderCount": 4 - }, - { - "priceNanos": 4823316323288, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 4823266323288, - "size": 19, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823456323288, - "size": 75, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823476323288, - "size": 61, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823496323288, - "size": 73, - "orderCount": 7 - }, - { - "priceNanos": 4823536323288, - "size": 69, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823566323288, - "size": 14, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.620Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034305195, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74999305195, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 74969305195, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74929305195, - "size": 23, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75069305195, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 75099305195, - "size": 20, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75129305195, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 75159305195, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 75179305195, - "size": 76, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.702Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571680, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220058687577, - "size": 44, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.799Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571681, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823589880792, - "size": 64, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:52.898Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571682, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823447282263, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823407282263, - "size": 73, - "orderCount": 20 - }, - { - "priceNanos": 4823397282263, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823347282263, - "size": 39, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823487282263, - "size": 21, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:52.980Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219951028796, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219931028796, - "size": 2, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219921028796, - "size": 55, - "orderCount": 9 - }, - { - "priceNanos": 219911028796, - "size": 95, - "orderCount": 7 - }, - { - "priceNanos": 219861028796, - "size": 28, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219971028796, - "size": 6, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 219981028796, - "size": 60, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.069Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189825850123, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 189805850123, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 189765850123, - "size": 95, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189855850123, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189885850123, - "size": 40, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189895850123, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 189925850123, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 189965850123, - "size": 43, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.167Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571685, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80055136673, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80020136673, - "size": 24, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79980136673, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79930136673, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 79900136673, - "size": 49, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80090136673, - "size": 30, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80120136673, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 80150136673, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 80160136673, - "size": 32, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.232Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79947342617, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79897342617, - "size": 40, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:53.247Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056790937, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220051790937, - "size": 37, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220061790937, - "size": 81, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:53.279Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571688, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912933837, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74897933837, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74877933837, - "size": 96, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74927933837, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 74957933837, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 74977933837, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 75017933837, - "size": 10, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75027933837, - "size": 9, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.338Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571689, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823442958702, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823412958702, - "size": 54, - "orderCount": 13 - }, - { - "priceNanos": 4823392958702, - "size": 17, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:53.413Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571690, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834624874, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678804624874, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 1678754624874, - "size": 95, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678864624874, - "size": 59, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:53.452Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571691, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868549787, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678838549787, - "size": 8, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678898549787, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678918549787, - "size": 47, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678958549787, - "size": 86, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.546Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571692, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79925585819, - "size": 6, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79955585819, - "size": 31, - "orderCount": 16 - }, - { - "priceNanos": 79965585819, - "size": 45, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 79975585819, - "size": 9, - "orderCount": 20 - }, - { - "priceNanos": 80005585819, - "size": 96, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:53.604Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571693, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573916454, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548916454, - "size": 25, - "orderCount": 11 - }, - { - "priceNanos": 4823528916454, - "size": 93, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823598916454, - "size": 66, - "orderCount": 6 - }, - { - "priceNanos": 4823618916454, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 4823638916454, - "size": 78, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.704Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571694, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349955066773, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349970066773, - "size": 51, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350010066773, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 350060066773, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350080066773, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350100066773, - "size": 89, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:53.771Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571695, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678813413964, - "size": 38, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678783413964, - "size": 61, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678733413964, - "size": 91, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678713413964, - "size": 21, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823413964, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678853413964, - "size": 90, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:53.865Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571696, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74927690689, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 74897690689, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 74887690689, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 74877690689, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 74867690689, - "size": 59, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:53.904Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571697, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678880046462, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678835046462, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 1678785046462, - "size": 26, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678775046462, - "size": 89, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678925046462, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 1678965046462, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 1678995046462, - "size": 85, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:54.000Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80096182696, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80046182696, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 80036182696, - "size": 33, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80016182696, - "size": 55, - "orderCount": 11 - }, - { - "priceNanos": 79986182696, - "size": 79, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:54.037Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571699, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.048Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571700, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823483635416, - "size": 76, - "orderCount": 7 - }, - { - "priceNanos": 4823443635416, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 4823433635416, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 4823413635416, - "size": 78, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823493635416, - "size": 36, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.103Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571701, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349891523485, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349881523485, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349871523485, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 349851523485, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 349801523485, - "size": 50, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:54.178Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823568824462, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823553824462, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 4823523824462, - "size": 39, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:54.252Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571703, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75089403398, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75079403398, - "size": 43, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:54.306Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571704, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729838658, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678679838658, - "size": 89, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678779838658, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678799838658, - "size": 12, - "orderCount": 7 - }, - { - "priceNanos": 1678829838658, - "size": 87, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678839838658, - "size": 53, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.362Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571705, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80033566114, - "size": 25, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80013566114, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 80003566114, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 79953566114, - "size": 42, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:54.402Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946617405, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74901617405, - "size": 76, - "orderCount": 2 - }, - { - "priceNanos": 74891617405, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74871617405, - "size": 34, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74991617405, - "size": 34, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75001617405, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75051617405, - "size": 39, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.482Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584949842, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823569949842, - "size": 60, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823599949842, - "size": 4, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823649949842, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823689949842, - "size": 14, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823709949842, - "size": 56, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823719949842, - "size": 5, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.527Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571708, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349927624404, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349942624404, - "size": 59, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349972624404, - "size": 64, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.595Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80019316925, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79974316925, - "size": 30, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:54.679Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415151554, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823365151554, - "size": 43, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823335151554, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 4823315151554, - "size": 23, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.705Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571711, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678777625218, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 1678727625218, - "size": 80, - "orderCount": 8 - }, - { - "priceNanos": 1678717625218, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 1678687625218, - "size": 42, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678817625218, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 1678847625218, - "size": 37, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678857625218, - "size": 28, - "orderCount": 19 - }, - { - "priceNanos": 1678897625218, - "size": 99, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.792Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823441544359, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823401544359, - "size": 64, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.804Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571713, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219904052638, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219874052638, - "size": 57, - "orderCount": 11 - }, - { - "priceNanos": 219864052638, - "size": 26, - "orderCount": 16 - }, - { - "priceNanos": 219834052638, - "size": 82, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219934052638, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 219944052638, - "size": 84, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 219954052638, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 219974052638, - "size": 70, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:54.844Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80076911360, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80126911360, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80176911360, - "size": 17, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80206911360, - "size": 22, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80236911360, - "size": 21, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.855Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189766544750, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189751544750, - "size": 51, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189721544750, - "size": 56, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189781544750, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.880Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571716, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219975136000, - "size": 11, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219955136000, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 219905136000, - "size": 6, - "orderCount": 9 - }, - { - "priceNanos": 219865136000, - "size": 71, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:54.890Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571717, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678745909541, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 1678715909541, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 1678695909541, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678765909541, - "size": 49, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678815909541, - "size": 53, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:54.988Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571718, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75045918937, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 75035918937, - "size": 58, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74995918937, - "size": 85, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75075918937, - "size": 43, - "orderCount": 2 - }, - { - "priceNanos": 75115918937, - "size": 84, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75135918937, - "size": 44, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.082Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678726841230, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678691841230, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 1678651841230, - "size": 53, - "orderCount": 1 - }, - { - "priceNanos": 1678631841230, - "size": 63, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678761841230, - "size": 13, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678771841230, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 1678821841230, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 1678841841230, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 1678891841230, - "size": 25, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:55.182Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571720, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219913520766, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 219893520766, - "size": 49, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219843520766, - "size": 56, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219803520766, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 219773520766, - "size": 88, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 219963520766, - "size": 12, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.271Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571721, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819587254, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678769587254, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678759587254, - "size": 86, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678709587254, - "size": 69, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678869587254, - "size": 73, - "orderCount": 2 - }, - { - "priceNanos": 1678909587254, - "size": 5, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678929587254, - "size": 22, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:55.325Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74999572975, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974572975, - "size": 60, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74944572975, - "size": 62, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75024572975, - "size": 40, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75074572975, - "size": 31, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:55.357Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736632819, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678711632819, - "size": 89, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:55.427Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80041844210, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79996844210, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79946844210, - "size": 28, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79896844210, - "size": 19, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.495Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571725, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189798769781, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 189788769781, - "size": 1, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189808769781, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189848769781, - "size": 31, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189898769781, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 189948769781, - "size": 53, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.517Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80002158020, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79952158020, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 79912158020, - "size": 70, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80052158020, - "size": 10, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80082158020, - "size": 15, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80132158020, - "size": 99, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.544Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79928565284, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79908565284, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 79858565284, - "size": 57, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79828565284, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 79798565284, - "size": 4, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79788565284, - "size": 25, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.596Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220068251653, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.630Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571729, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823494746296, - "size": 75, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823484746296, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823444746296, - "size": 68, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823554746296, - "size": 33, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823584746296, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 4823594746296, - "size": 78, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823634746296, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 4823654746296, - "size": 70, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:55.679Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036583866, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79986583866, - "size": 15, - "orderCount": 14 - }, - { - "priceNanos": 79956583866, - "size": 78, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79906583866, - "size": 61, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79886583866, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80086583866, - "size": 95, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.763Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189841877468, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189861877468, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 189891877468, - "size": 34, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189901877468, - "size": 40, - "orderCount": 1 - }, - { - "priceNanos": 189911877468, - "size": 27, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:55.806Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571732, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74893731962, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74843731962, - "size": 6, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74933731962, - "size": 88, - "orderCount": 17 - }, - { - "priceNanos": 74943731962, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 74993731962, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 75033731962, - "size": 32, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.849Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678874991634, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678854991634, - "size": 10, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678814991634, - "size": 60, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678894991634, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 1678914991634, - "size": 87, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.864Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571734, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678676937123, - "size": 37, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678636937123, - "size": 75, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678626937123, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678586937123, - "size": 93, - "orderCount": 14 - }, - { - "priceNanos": 1678546937123, - "size": 26, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:55.913Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501629880, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823456629880, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 4823406629880, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 4823356629880, - "size": 88, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823316629880, - "size": 58, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823546629880, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 4823556629880, - "size": 3, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:55.946Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571736, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082715187, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220077715187, - "size": 81, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220087715187, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 220117715187, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 220137715187, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 220167715187, - "size": 94, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.003Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984335134, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74964335134, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 74954335134, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74924335134, - "size": 45, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75004335134, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75054335134, - "size": 26, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75064335134, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75104335134, - "size": 25, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.082Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219939082363, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219929082363, - "size": 34, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219909082363, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219869082363, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 219839082363, - "size": 76, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:56.101Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962906867, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79917906867, - "size": 6, - "orderCount": 17 - }, - { - "priceNanos": 79867906867, - "size": 78, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80007906867, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 80017906867, - "size": 83, - "orderCount": 7 - }, - { - "priceNanos": 80037906867, - "size": 59, - "orderCount": 6 - }, - { - "priceNanos": 80067906867, - "size": 68, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.148Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571740, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75092442200, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75042442200, - "size": 7, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 75012442200, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 74962442200, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74942442200, - "size": 40, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74892442200, - "size": 63, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.200Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571741, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219994999606, - "size": 17, - "orderCount": 16 - }, - { - "priceNanos": 219964999606, - "size": 42, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 220094999606, - "size": 82, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.216Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678782281357, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678777281357, - "size": 92, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678767281357, - "size": 12, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678787281357, - "size": 71, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:56.251Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189808642522, - "size": 25, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189858642522, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 189908642522, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189958642522, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 189998642522, - "size": 70, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.324Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189732087329, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189687087329, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 189647087329, - "size": 5, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189777087329, - "size": 21, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189787087329, - "size": 59, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189797087329, - "size": 21, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189817087329, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189837087329, - "size": 71, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:56.357Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571745, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063388700, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75013388700, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 74983388700, - "size": 25, - "orderCount": 17 - }, - { - "priceNanos": 74953388700, - "size": 87, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75113388700, - "size": 98, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75133388700, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 75163388700, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 75203388700, - "size": 28, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:56.421Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678811590744, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678781590744, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 1678741590744, - "size": 55, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841590744, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678881590744, - "size": 42, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678931590744, - "size": 93, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.447Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189754851815, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189714851815, - "size": 30, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189694851815, - "size": 58, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189674851815, - "size": 57, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189794851815, - "size": 23, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.461Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571748, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75073592475, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 75033592475, - "size": 60, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74993592475, - "size": 36, - "orderCount": 1 - }, - { - "priceNanos": 74953592475, - "size": 80, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75083592475, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 75113592475, - "size": 82, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:56.477Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571749, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80055509125, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 80015509125, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 79985509125, - "size": 8, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79935509125, - "size": 29, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80075509125, - "size": 34, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.490Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189652167964, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189627167964, - "size": 22, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189587167964, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 189547167964, - "size": 72, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189677167964, - "size": 32, - "orderCount": 12 - }, - { - "priceNanos": 189687167964, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 189727167964, - "size": 21, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189777167964, - "size": 95, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189807167964, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.546Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571751, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74940212696, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 74910212696, - "size": 30, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75000212696, - "size": 8, - "orderCount": 11 - }, - { - "priceNanos": 75020212696, - "size": 25, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75050212696, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 75070212696, - "size": 39, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75100212696, - "size": 47, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.560Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571752, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350095997329, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350115997329, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350145997329, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 350165997329, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 350195997329, - "size": 100, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350215997329, - "size": 57, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.596Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571753, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691343938, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189676343938, - "size": 97, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189706343938, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 189716343938, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189746343938, - "size": 65, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189776343938, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 189806343938, - "size": 92, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:56.671Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823520606603, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823490606603, - "size": 76, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823440606603, - "size": 93, - "orderCount": 3 - }, - { - "priceNanos": 4823400606603, - "size": 52, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.692Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571755, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823432709132, - "size": 11, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823392709132, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823382709132, - "size": 13, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823352709132, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 4823332709132, - "size": 46, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823442709132, - "size": 17, - "orderCount": 17 - }, - { - "priceNanos": 4823482709132, - "size": 74, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.766Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571756, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219979707595, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219939707595, - "size": 54, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220009707595, - "size": 53, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220039707595, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 220079707595, - "size": 44, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220129707595, - "size": 42, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:56.834Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571757, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74935521521, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 74895521521, - "size": 38, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75035521521, - "size": 74, - "orderCount": 14 - }, - { - "priceNanos": 75045521521, - "size": 22, - "orderCount": 16 - }, - { - "priceNanos": 75085521521, - "size": 60, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75105521521, - "size": 8, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.893Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571758, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220093390206, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:56.925Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75110750173, - "size": 91, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:57.000Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79922863967, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79882863967, - "size": 96, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79962863967, - "size": 58, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79972863967, - "size": 21, - "orderCount": 2 - }, - { - "priceNanos": 79982863967, - "size": 31, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79992863967, - "size": 55, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:57.039Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571761, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189828178954, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189808178954, - "size": 11, - "orderCount": 11 - }, - { - "priceNanos": 189788178954, - "size": 75, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189758178954, - "size": 66, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189728178954, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 189708178954, - "size": 64, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189848178954, - "size": 82, - "orderCount": 9 - }, - { - "priceNanos": 189898178954, - "size": 39, - "orderCount": 14 - }, - { - "priceNanos": 189908178954, - "size": 9, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189958178954, - "size": 30, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189978178954, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:57.067Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189691628215, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189656628215, - "size": 59, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189636628215, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 189606628215, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 189576628215, - "size": 15, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189726628215, - "size": 85, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:57.155Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79979783344, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79974783344, - "size": 59, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79944783344, - "size": 57, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79894783344, - "size": 88, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79984783344, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 79994783344, - "size": 75, - "orderCount": 12 - }, - { - "priceNanos": 80014783344, - "size": 13, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.177Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571764, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823564907969, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823559907969, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823539907969, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 4823509907969, - "size": 38, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823569907969, - "size": 13, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823609907969, - "size": 32, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823619907969, - "size": 49, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.208Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571765, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219967835759, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 219917835759, - "size": 56, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219997835759, - "size": 76, - "orderCount": 4 - }, - { - "priceNanos": 220047835759, - "size": 14, - "orderCount": 13 - }, - { - "priceNanos": 220057835759, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 220107835759, - "size": 7, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:57.268Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349944715322, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349934715322, - "size": 78, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349904715322, - "size": 56, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349894715322, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349884715322, - "size": 14, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 349954715322, - "size": 18, - "orderCount": 5 - }, - { - "priceNanos": 350004715322, - "size": 37, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350044715322, - "size": 3, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.365Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220037949195, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220057949195, - "size": 58, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220097949195, - "size": 13, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.431Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571768, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75014172966, - "size": 39, - "orderCount": 13 - }, - { - "priceNanos": 75064172966, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.448Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571769, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823565685051, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823550685051, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 4823530685051, - "size": 6, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823580685051, - "size": 22, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823590685051, - "size": 49, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823610685051, - "size": 72, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:57.526Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571770, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79990611699, - "size": 64, - "orderCount": 6 - }, - { - "priceNanos": 79980611699, - "size": 34, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79960611699, - "size": 17, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.536Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571771, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678724310499, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678694310499, - "size": 32, - "orderCount": 7 - }, - { - "priceNanos": 1678674310499, - "size": 16, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678654310499, - "size": 63, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678754310499, - "size": 41, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678774310499, - "size": 35, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.634Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823503514901, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823533514901, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 4823543514901, - "size": 21, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.647Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501013903, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823541013903, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 4823561013903, - "size": 44, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823601013903, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 4823611013903, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 4823641013903, - "size": 67, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:57.740Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571774, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189673423952, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189653423952, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 189623423952, - "size": 35, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189583423952, - "size": 15, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189693423952, - "size": 51, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189743423952, - "size": 58, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.793Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571775, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823515972644, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823490972644, - "size": 6, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823540972644, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823560972644, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 4823600972644, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 4823630972644, - "size": 18, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.851Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571776, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349988910321, - "size": 54, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.904Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571777, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75066923355, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 75026923355, - "size": 42, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 75126923355, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 75156923355, - "size": 78, - "orderCount": 3 - }, - { - "priceNanos": 75206923355, - "size": 93, - "orderCount": 16 - }, - { - "priceNanos": 75246923355, - "size": 32, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:57.973Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571778, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350016932970, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349981932970, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349951932970, - "size": 46, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:57.987Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571779, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059459522, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75039459522, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 75029459522, - "size": 3, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75079459522, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 75099459522, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:58.049Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591798468, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823611798468, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 4823641798468, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823681798468, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 4823691798468, - "size": 27, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:58.120Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571781, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981441408, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79936441408, - "size": 1, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:58.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950749005, - "size": 45, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79975749005, - "size": 65, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:58.275Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042878625, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80002878625, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 79972878625, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 79942878625, - "size": 78, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80082878625, - "size": 62, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80102878625, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80112878625, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80132878625, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 80172878625, - "size": 4, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:58.318Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571784, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189719990073, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189694990073, - "size": 45, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189744990073, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189784990073, - "size": 92, - "orderCount": 4 - }, - { - "priceNanos": 189834990073, - "size": 16, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189884990073, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:58.364Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571785, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823393359276, - "size": 62, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823433359276, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823443359276, - "size": 6, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823463359276, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 4823473359276, - "size": 98, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:58.429Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571786, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678852629622, - "size": 68, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678842629622, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 1678812629622, - "size": 5, - "orderCount": 12 - }, - { - "priceNanos": 1678772629622, - "size": 34, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:39:58.527Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708262617, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678748262617, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 1678768262617, - "size": 30, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:58.554Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678704364619, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678669364619, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678659364619, - "size": 90, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678609364619, - "size": 6, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678569364619, - "size": 32, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678529364619, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678739364619, - "size": 62, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678789364619, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 1678829364619, - "size": 2, - "orderCount": 16 - }, - { - "priceNanos": 1678869364619, - "size": 26, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:58.588Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571789, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75108747764, - "size": 10, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75118747764, - "size": 76, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75148747764, - "size": 52, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:58.628Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020650988, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74970650988, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 74960650988, - "size": 29, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74910650988, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 74900650988, - "size": 63, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75070650988, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75120650988, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 75170650988, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75200650988, - "size": 73, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:58.722Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571791, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823589995289, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823609995289, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 4823629995289, - "size": 58, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:39:58.789Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571792, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907674883, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219872674883, - "size": 92, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219842674883, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 219792674883, - "size": 56, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 219942674883, - "size": 48, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 219972674883, - "size": 56, - "orderCount": 8 - }, - { - "priceNanos": 219992674883, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 220002674883, - "size": 67, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:58.853Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571793, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75026141706, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74976141706, - "size": 55, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74946141706, - "size": 55, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75076141706, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 75106141706, - "size": 61, - "orderCount": 16 - }, - { - "priceNanos": 75126141706, - "size": 34, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:58.869Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571794, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823522361174, - "size": 57, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823572361174, - "size": 4, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:58.946Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571795, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80078620885, - "size": 88, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 80058620885, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 80008620885, - "size": 35, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79988620885, - "size": 76, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80088620885, - "size": 31, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80128620885, - "size": 25, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:58.975Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571796, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220044725714, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220024725714, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 220004725714, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 219994725714, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219974725714, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 219934725714, - "size": 54, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.039Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571797, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79910267810, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79915267810, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 79965267810, - "size": 62, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79985267810, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 80025267810, - "size": 7, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.137Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912182059, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74892182059, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74852182059, - "size": 4, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74932182059, - "size": 20, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74982182059, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 75002182059, - "size": 30, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75032182059, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 75082182059, - "size": 68, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.225Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678728820956, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678708820956, - "size": 34, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678748820956, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 1678798820956, - "size": 66, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.255Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571800, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79951210773, - "size": 47, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79901210773, - "size": 23, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79861210773, - "size": 31, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79851210773, - "size": 39, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80041210773, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 80081210773, - "size": 45, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:59.336Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571801, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678705006870, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 1678675006870, - "size": 17, - "orderCount": 9 - }, - { - "priceNanos": 1678625006870, - "size": 33, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678585006870, - "size": 79, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678795006870, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 1678805006870, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 1678835006870, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 1678885006870, - "size": 52, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:59.423Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025366350, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74985366350, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 74975366350, - "size": 27, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75065366350, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 75085366350, - "size": 94, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.459Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678741514047, - "size": 19, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678791514047, - "size": 45, - "orderCount": 18 - }, - { - "priceNanos": 1678811514047, - "size": 75, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678831514047, - "size": 1, - "orderCount": 12 - }, - { - "priceNanos": 1678871514047, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 1678891514047, - "size": 22, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.480Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912197390, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349887197390, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 349837197390, - "size": 41, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349797197390, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 349777197390, - "size": 68, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 349937197390, - "size": 10, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 349947197390, - "size": 72, - "orderCount": 4 - }, - { - "priceNanos": 349957197390, - "size": 90, - "orderCount": 9 - }, - { - "priceNanos": 349987197390, - "size": 86, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.492Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571805, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80063454696, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80013454696, - "size": 93, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80113454696, - "size": 17, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80153454696, - "size": 80, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80203454696, - "size": 60, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:59.504Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099362334, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80149362334, - "size": 43, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80189362334, - "size": 85, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80229362334, - "size": 78, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:59.524Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678865407040, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678925407040, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 1678955407040, - "size": 81, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.541Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571808, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:39:59.569Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571809, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678802859761, - "size": 19, - "orderCount": 15 - }, - { - "priceNanos": 1678772859761, - "size": 69, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678752859761, - "size": 89, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678872859761, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678892859761, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678942859761, - "size": 70, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:59.597Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571810, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80015711843, - "size": 30, - "orderCount": 11 - }, - { - "priceNanos": 80045711843, - "size": 97, - "orderCount": 19 - }, - { - "priceNanos": 80055711843, - "size": 33, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80075711843, - "size": 22, - "orderCount": 3 - }, - { - "priceNanos": 80085711843, - "size": 46, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:39:59.614Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571811, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452909140, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823497909140, - "size": 54, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823547909140, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 4823577909140, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823607909140, - "size": 53, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:39:59.692Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823585205978, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823590205978, - "size": 56, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823620205978, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 4823670205978, - "size": 1, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823720205978, - "size": 27, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.741Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015333318, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75010333318, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 74990333318, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 74980333318, - "size": 45, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75020333318, - "size": 11, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75060333318, - "size": 44, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75090333318, - "size": 11, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.802Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350006604745, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350011604745, - "size": 8, - "orderCount": 13 - }, - { - "priceNanos": 350051604745, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 350081604745, - "size": 68, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350111604745, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 350141604745, - "size": 58, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:39:59.870Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797497117, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189747497117, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 189727497117, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 189717497117, - "size": 55, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189677497117, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189637497117, - "size": 71, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189847497117, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189877497117, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189917497117, - "size": 40, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189947497117, - "size": 79, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189957497117, - "size": 72, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:39:59.957Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571816, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79962053122, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 79922053122, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79912053122, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 79872053122, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79852053122, - "size": 93, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80052053122, - "size": 40, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80082053122, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 80112053122, - "size": 65, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80162053122, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:00.022Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571817, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219984135315, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219959135315, - "size": 80, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219909135315, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 219889135315, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 219879135315, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219839135315, - "size": 8, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220009135315, - "size": 33, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.091Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571818, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825735394, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189810735394, - "size": 65, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189780735394, - "size": 95, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189840735394, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 189870735394, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 189890735394, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 189930735394, - "size": 73, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.112Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975567447, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74970567447, - "size": 12, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74980567447, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75000567447, - "size": 19, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.125Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571820, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542627889, - "size": 8, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823562627889, - "size": 70, - "orderCount": 12 - }, - { - "priceNanos": 4823582627889, - "size": 57, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.157Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571821, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219907895645, - "size": 37, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219897895645, - "size": 14, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219847895645, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219807895645, - "size": 23, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219977895645, - "size": 71, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 219987895645, - "size": 29, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220037895645, - "size": 64, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220067895645, - "size": 86, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:00.247Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778074628, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678773074628, - "size": 77, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678733074628, - "size": 49, - "orderCount": 1 - }, - { - "priceNanos": 1678713074628, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678703074628, - "size": 98, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678783074628, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:00.327Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349974312349, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:00.418Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678750479104, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678725479104, - "size": 51, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678715479104, - "size": 16, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678705479104, - "size": 80, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678775479104, - "size": 39, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678805479104, - "size": 57, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:00.477Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75059316901, - "size": 66, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75139316901, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 75169316901, - "size": 56, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75199316901, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 75219316901, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 75229316901, - "size": 55, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:00.552Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780980306, - "size": 4, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189795980306, - "size": 19, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189825980306, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189845980306, - "size": 12, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.580Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571827, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678799844027, - "size": 55, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678869844027, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 1678909844027, - "size": 74, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.654Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571828, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80021930332, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79981930332, - "size": 65, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79941930332, - "size": 69, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79931930332, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 79901930332, - "size": 77, - "orderCount": 10 - }, - { - "priceNanos": 79861930332, - "size": 20, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80061930332, - "size": 38, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80111930332, - "size": 57, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:00.703Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571829, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678699748347, - "size": 21, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678759748347, - "size": 89, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.739Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930561175, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:00.807Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571831, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823514752897, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823479752897, - "size": 32, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.854Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80061086129, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80051086129, - "size": 78, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:00.875Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571833, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678738627538, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678733627538, - "size": 73, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678743627538, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 1678753627538, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 1678773627538, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 1678783627538, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:00.904Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678722201943, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678677201943, - "size": 88, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678657201943, - "size": 84, - "orderCount": 20 - }, - { - "priceNanos": 1678607201943, - "size": 54, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678557201943, - "size": 100, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678767201943, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678817201943, - "size": 52, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678827201943, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 1678847201943, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 1678867201943, - "size": 73, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:00.964Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571835, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349873080979, - "size": 92, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349833080979, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 349793080979, - "size": 59, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349763080979, - "size": 96, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349953080979, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349993080979, - "size": 94, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:01.031Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571836, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019944087, - "size": 53, - "orderCount": 20 - }, - { - "priceNanos": 75009944087, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 74959944087, - "size": 99, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 75069944087, - "size": 59, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.113Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350041440282, - "size": 5, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081440282, - "size": 45, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350091440282, - "size": 9, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:01.163Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678778170090, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678808170090, - "size": 3, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678848170090, - "size": 2, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678868170090, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678908170090, - "size": 79, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.198Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443059574, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823438059574, - "size": 25, - "orderCount": 6 - }, - { - "priceNanos": 4823388059574, - "size": 18, - "orderCount": 3 - }, - { - "priceNanos": 4823378059574, - "size": 13, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823328059574, - "size": 8, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823448059574, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823488059574, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 4823508059574, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 4823558059574, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 4823608059574, - "size": 97, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.280Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571840, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823385754168, - "size": 40, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823355754168, - "size": 88, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823305754168, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823295754168, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 4823245754168, - "size": 93, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823465754168, - "size": 24, - "orderCount": 12 - }, - { - "priceNanos": 4823485754168, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 4823515754168, - "size": 54, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.310Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571841, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678722062080, - "size": 32, - "orderCount": 15 - }, - { - "priceNanos": 1678682062080, - "size": 23, - "orderCount": 10 - }, - { - "priceNanos": 1678632062080, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 1678612062080, - "size": 79, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678792062080, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 1678812062080, - "size": 32, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:01.375Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571842, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189804566246, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 189784566246, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189764566246, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189734566246, - "size": 45, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.426Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405996437, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823435996437, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 4823445996437, - "size": 21, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823495996437, - "size": 11, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.459Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571844, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823489632827, - "size": 3, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823469632827, - "size": 13, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823449632827, - "size": 28, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823429632827, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 4823379632827, - "size": 97, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823529632827, - "size": 95, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823559632827, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 4823569632827, - "size": 73, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823579632827, - "size": 85, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823589632827, - "size": 78, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:01.513Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571845, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823550321823, - "size": 40, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823640321823, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823650321823, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 4823700321823, - "size": 75, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:01.589Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571846, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75013766487, - "size": 27, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75103766487, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75143766487, - "size": 80, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75193766487, - "size": 41, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75213766487, - "size": 71, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75233766487, - "size": 8, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.620Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571847, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349946329075, - "size": 84, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 349976329075, - "size": 86, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350016329075, - "size": 83, - "orderCount": 20 - }, - { - "priceNanos": 350046329075, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350086329075, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 350116329075, - "size": 35, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.673Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571848, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427106903, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823387106903, - "size": 10, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823347106903, - "size": 10, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823317106903, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823297106903, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823277106903, - "size": 24, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823467106903, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 4823497106903, - "size": 23, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823537106903, - "size": 5, - "orderCount": 6 - }, - { - "priceNanos": 4823577106903, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 4823587106903, - "size": 81, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:01.740Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571849, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74968726829, - "size": 63, - "orderCount": 19 - }, - { - "priceNanos": 74928726829, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 74888726829, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74848726829, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 74808726829, - "size": 91, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74998726829, - "size": 85, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75028726829, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 75068726829, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 75108726829, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 75148726829, - "size": 94, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.810Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349977771657, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349952771657, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 349932771657, - "size": 75, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349902771657, - "size": 70, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350002771657, - "size": 79, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.897Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571851, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79968708941, - "size": 28, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80048708941, - "size": 78, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80068708941, - "size": 45, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80088708941, - "size": 44, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:01.962Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79966339513, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79936339513, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 79906339513, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79876339513, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79866339513, - "size": 42, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 79996339513, - "size": 13, - "orderCount": 20 - }, - { - "priceNanos": 80026339513, - "size": 10, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80056339513, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 80086339513, - "size": 38, - "orderCount": 5 - }, - { - "priceNanos": 80136339513, - "size": 91, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:01.972Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571853, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678801783374, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678751783374, - "size": 58, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678741783374, - "size": 22, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678881783374, - "size": 82, - "orderCount": 5 - }, - { - "priceNanos": 1678931783374, - "size": 26, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.061Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571854, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678834649333, - "size": 69, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678874649333, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.092Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571855, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74926053990, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 74886053990, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 74866053990, - "size": 53, - "orderCount": 9 - }, - { - "priceNanos": 74846053990, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 74836053990, - "size": 20, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74946053990, - "size": 93, - "orderCount": 10 - }, - { - "priceNanos": 74976053990, - "size": 80, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:02.159Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482797909, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823467797909, - "size": 65, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823457797909, - "size": 79, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823407797909, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823397797909, - "size": 47, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.257Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220056287982, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220006287982, - "size": 49, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220106287982, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220156287982, - "size": 90, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220176287982, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 220196287982, - "size": 49, - "orderCount": 12 - }, - { - "priceNanos": 220236287982, - "size": 30, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:02.298Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571858, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79962829354, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 79912829354, - "size": 29, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79872829354, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79832829354, - "size": 8, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79982829354, - "size": 35, - "orderCount": 13 - }, - { - "priceNanos": 79992829354, - "size": 13, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.379Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571859, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75083647760, - "size": 24, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75053647760, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 75043647760, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 74993647760, - "size": 9, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75113647760, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 75163647760, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75193647760, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 75213647760, - "size": 89, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75243647760, - "size": 18, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571860, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79985264487, - "size": 52, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79955264487, - "size": 28, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.478Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571861, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350015015311, - "size": 32, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350035015311, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 350085015311, - "size": 86, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350135015311, - "size": 14, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350175015311, - "size": 83, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:02.513Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571862, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74914642765, - "size": 1, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74874642765, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74864642765, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 74834642765, - "size": 33, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 74934642765, - "size": 79, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74984642765, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 74994642765, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 75014642765, - "size": 74, - "orderCount": 11 - }, - { - "priceNanos": 75024642765, - "size": 10, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.587Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571863, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823478309701, - "size": 89, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.668Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219935398461, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219890398461, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 219860398461, - "size": 86, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219980398461, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 220030398461, - "size": 9, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.720Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823562222961, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823527222961, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 4823517222961, - "size": 63, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823467222961, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 4823457222961, - "size": 7, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597222961, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823607222961, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 4823657222961, - "size": 73, - "orderCount": 10 - }, - { - "priceNanos": 4823697222961, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 4823707222961, - "size": 73, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.778Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571866, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75048310722, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 75018310722, - "size": 31, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74988310722, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 74968310722, - "size": 9, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75108310722, - "size": 61, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75148310722, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 75168310722, - "size": 84, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.798Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914098153, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79899098153, - "size": 12, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79889098153, - "size": 35, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79929098153, - "size": 50, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:02.871Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350038217028, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350018217028, - "size": 83, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349998217028, - "size": 54, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350058217028, - "size": 80, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350098217028, - "size": 89, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350128217028, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 350138217028, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 350188217028, - "size": 53, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:02.949Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74964597354, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75009597354, - "size": 84, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75029597354, - "size": 96, - "orderCount": 18 - }, - { - "priceNanos": 75069597354, - "size": 24, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75109597354, - "size": 9, - "orderCount": 9 - }, - { - "priceNanos": 75149597354, - "size": 31, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:02.996Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975883316, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349995883316, - "size": 1, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350005883316, - "size": 24, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.058Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678843665473, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678818665473, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 1678798665473, - "size": 19, - "orderCount": 9 - }, - { - "priceNanos": 1678758665473, - "size": 41, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.119Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571872, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678864808958, - "size": 24, - "orderCount": 2 - }, - { - "priceNanos": 1678824808958, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678774808958, - "size": 27, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 1678914808958, - "size": 34, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.164Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571873, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:03.238Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571874, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942556969, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79937556969, - "size": 8, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:03.305Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571875, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590953931, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823565953931, - "size": 93, - "orderCount": 4 - }, - { - "priceNanos": 4823545953931, - "size": 90, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823535953931, - "size": 74, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823505953931, - "size": 37, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823475953931, - "size": 20, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823615953931, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 4823635953931, - "size": 39, - "orderCount": 7 - }, - { - "priceNanos": 4823645953931, - "size": 74, - "orderCount": 13 - }, - { - "priceNanos": 4823655953931, - "size": 47, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.360Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189669983840, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189639983840, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 189599983840, - "size": 66, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.427Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571877, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74935859463, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 74885859463, - "size": 33, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 74955859463, - "size": 12, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75005859463, - "size": 56, - "orderCount": 19 - }, - { - "priceNanos": 75055859463, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 75105859463, - "size": 66, - "orderCount": 18 - }, - { - "priceNanos": 75115859463, - "size": 32, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:03.468Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571878, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189675191804, - "size": 18, - "orderCount": 11 - }, - { - "priceNanos": 189645191804, - "size": 28, - "orderCount": 20 - }, - { - "priceNanos": 189635191804, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189605191804, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 189595191804, - "size": 99, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.525Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349993403800, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349988403800, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 349948403800, - "size": 17, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 349998403800, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 350038403800, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350078403800, - "size": 59, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:03.547Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571880, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74986787600, - "size": 82, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74946787600, - "size": 37, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75026787600, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 75046787600, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75096787600, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 75116787600, - "size": 63, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75166787600, - "size": 63, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:03.594Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571881, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79977715414, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 79937715414, - "size": 100, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79917715414, - "size": 94, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79987715414, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 80017715414, - "size": 67, - "orderCount": 16 - }, - { - "priceNanos": 80047715414, - "size": 56, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:03.661Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220032315019, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.759Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350064133402, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350019133402, - "size": 88, - "orderCount": 18 - }, - { - "priceNanos": 349989133402, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349979133402, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349939133402, - "size": 12, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349929133402, - "size": 90, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350109133402, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 350159133402, - "size": 17, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:03.841Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974420779, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219969420779, - "size": 76, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219939420779, - "size": 14, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219919420779, - "size": 60, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219879420779, - "size": 100, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:03.922Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571885, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823436102095, - "size": 32, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823426102095, - "size": 83, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823456102095, - "size": 27, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:03.987Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571886, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80049899849, - "size": 29, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80079899849, - "size": 25, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80099899849, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 80139899849, - "size": 78, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:04.010Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823493853992, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823478853992, - "size": 42, - "orderCount": 17 - }, - { - "priceNanos": 4823458853992, - "size": 87, - "orderCount": 16 - }, - { - "priceNanos": 4823408853992, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823378853992, - "size": 42, - "orderCount": 18 - }, - { - "priceNanos": 4823338853992, - "size": 74, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823508853992, - "size": 7, - "orderCount": 11 - }, - { - "priceNanos": 4823548853992, - "size": 45, - "orderCount": 16 - }, - { - "priceNanos": 4823598853992, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 4823638853992, - "size": 37, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:04.071Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189740412210, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189690412210, - "size": 24, - "orderCount": 14 - }, - { - "priceNanos": 189660412210, - "size": 76, - "orderCount": 1 - }, - { - "priceNanos": 189640412210, - "size": 52, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189610412210, - "size": 34, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189570412210, - "size": 14, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 189790412210, - "size": 62, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189800412210, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 189850412210, - "size": 45, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189880412210, - "size": 58, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.125Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189816003834, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189801003834, - "size": 79, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189781003834, - "size": 67, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189731003834, - "size": 33, - "orderCount": 5 - }, - { - "priceNanos": 189711003834, - "size": 68, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189831003834, - "size": 79, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189851003834, - "size": 71, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189861003834, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 189901003834, - "size": 75, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:04.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571890, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992101950, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79952101950, - "size": 68, - "orderCount": 12 - }, - { - "priceNanos": 79932101950, - "size": 59, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79912101950, - "size": 42, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80032101950, - "size": 33, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80062101950, - "size": 83, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80092101950, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80142101950, - "size": 20, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.251Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992297227, - "size": 35, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80002297227, - "size": 92, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.277Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571892, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74968783546, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 74998783546, - "size": 95, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75008783546, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 75028783546, - "size": 66, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.293Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571893, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80047872412, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80017872412, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 79977872412, - "size": 93, - "orderCount": 1 - }, - { - "priceNanos": 79967872412, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79957872412, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79907872412, - "size": 17, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 80077872412, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 80097872412, - "size": 19, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80127872412, - "size": 78, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.393Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571894, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823481894844, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 4823441894844, - "size": 73, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823411894844, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 4823361894844, - "size": 71, - "orderCount": 6 - }, - { - "priceNanos": 4823311894844, - "size": 61, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823511894844, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823531894844, - "size": 70, - "orderCount": 5 - }, - { - "priceNanos": 4823581894844, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 4823601894844, - "size": 91, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.490Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571895, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951793540, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79941793540, - "size": 19, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79911793540, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79861793540, - "size": 90, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79821793540, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79791793540, - "size": 83, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79961793540, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 79991793540, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 80001793540, - "size": 81, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.587Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482529438, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823452529438, - "size": 61, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823512529438, - "size": 93, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.602Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75020869203, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75005869203, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 74995869203, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 74985869203, - "size": 45, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74935869203, - "size": 47, - "orderCount": 17 - }, - { - "priceNanos": 74915869203, - "size": 70, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75035869203, - "size": 67, - "orderCount": 1 - }, - { - "priceNanos": 75045869203, - "size": 83, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75075869203, - "size": 68, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75095869203, - "size": 81, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:04.617Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571898, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74976419391, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 74946419391, - "size": 69, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74916419391, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74906419391, - "size": 70, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:04.716Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571899, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848982552, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833982552, - "size": 34, - "orderCount": 9 - }, - { - "priceNanos": 1678783982552, - "size": 91, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678743982552, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 1678723982552, - "size": 9, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678673982552, - "size": 95, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863982552, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 1678913982552, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678943982552, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 1678963982552, - "size": 62, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.732Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219997872098, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219977872098, - "size": 89, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.752Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812049680, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189767049680, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189727049680, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189717049680, - "size": 17, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189857049680, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 189907049680, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:04.839Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823409026982, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823434026982, - "size": 69, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823454026982, - "size": 98, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823464026982, - "size": 45, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823504026982, - "size": 6, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823554026982, - "size": 17, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:04.871Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571903, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79907948680, - "size": 80, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79997948680, - "size": 35, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:04.884Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350031920885, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349981920885, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 349951920885, - "size": 65, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350081920885, - "size": 6, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350111920885, - "size": 50, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:04.964Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678853619971, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678858619971, - "size": 46, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.064Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044746607, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75009746607, - "size": 95, - "orderCount": 19 - }, - { - "priceNanos": 74999746607, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 74969746607, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 74949746607, - "size": 38, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75079746607, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75129746607, - "size": 66, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75139746607, - "size": 94, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.157Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571907, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79921912605, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79896912605, - "size": 92, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79886912605, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 79876912605, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 79856912605, - "size": 30, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 79946912605, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 79986912605, - "size": 96, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.221Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571908, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678693157097, - "size": 61, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678643157097, - "size": 34, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678773157097, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 1678813157097, - "size": 89, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.254Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571909, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79993765692, - "size": 6, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80003765692, - "size": 22, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80023765692, - "size": 47, - "orderCount": 19 - }, - { - "priceNanos": 80043765692, - "size": 95, - "orderCount": 3 - }, - { - "priceNanos": 80073765692, - "size": 37, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80123765692, - "size": 81, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.324Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571910, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80040464644, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 80020464644, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 79980464644, - "size": 20, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80100464644, - "size": 82, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.355Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571911, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189835545633, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189795545633, - "size": 28, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189765545633, - "size": 52, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.409Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571912, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75021982219, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 75051982219, - "size": 26, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:05.449Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678746546213, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678711546213, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 1678691546213, - "size": 11, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781546213, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 1678791546213, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 1678831546213, - "size": 79, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.489Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571914, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220074768646, - "size": 58, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220114768646, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 220124768646, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 220164768646, - "size": 4, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.570Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571915, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823472201027, - "size": 50, - "orderCount": 13 - }, - { - "priceNanos": 4823452201027, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823402201027, - "size": 44, - "orderCount": 11 - }, - { - "priceNanos": 4823362201027, - "size": 5, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.603Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034498467, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80019498467, - "size": 68, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79969498467, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 79939498467, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79919498467, - "size": 46, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80049498467, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 80059498467, - "size": 83, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:05.681Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350079960410, - "size": 72, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350089960410, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 350139960410, - "size": 12, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350149960410, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 350169960410, - "size": 63, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.745Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678729985202, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678704985202, - "size": 81, - "orderCount": 1 - }, - { - "priceNanos": 1678664985202, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678654985202, - "size": 5, - "orderCount": 18 - }, - { - "priceNanos": 1678604985202, - "size": 89, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678754985202, - "size": 5, - "orderCount": 5 - }, - { - "priceNanos": 1678794985202, - "size": 86, - "orderCount": 20 - }, - { - "priceNanos": 1678814985202, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678844985202, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 1678894985202, - "size": 57, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:05.794Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571919, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678826835755, - "size": 64, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678906835755, - "size": 50, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:05.843Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571920, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74899721635, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74849721635, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74829721635, - "size": 14, - "orderCount": 1 - }, - { - "priceNanos": 74799721635, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74749721635, - "size": 24, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:05.880Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065217256, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80105217256, - "size": 96, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80115217256, - "size": 62, - "orderCount": 13 - }, - { - "priceNanos": 80165217256, - "size": 93, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:05.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571922, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678738160861, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 1678708160861, - "size": 68, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678688160861, - "size": 38, - "orderCount": 3 - }, - { - "priceNanos": 1678638160861, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 1678618160861, - "size": 70, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678748160861, - "size": 31, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678778160861, - "size": 8, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678788160861, - "size": 73, - "orderCount": 11 - }, - { - "priceNanos": 1678828160861, - "size": 45, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.012Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571923, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80016865284, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79991865284, - "size": 64, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79941865284, - "size": 59, - "orderCount": 5 - }, - { - "priceNanos": 79891865284, - "size": 66, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80041865284, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80071865284, - "size": 11, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80091865284, - "size": 12, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.029Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571924, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349959238278, - "size": 29, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349949238278, - "size": 25, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349899238278, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 349869238278, - "size": 94, - "orderCount": 13 - }, - { - "priceNanos": 349839238278, - "size": 21, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 350059238278, - "size": 93, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350109238278, - "size": 57, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.065Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823431490649, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823451490649, - "size": 52, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.121Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571926, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823500438947, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 4823490438947, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 4823470438947, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 4823430438947, - "size": 85, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823410438947, - "size": 75, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823510438947, - "size": 45, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823560438947, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823600438947, - "size": 47, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:06.207Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571927, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189718255920, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189688255920, - "size": 6, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.294Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349943879246, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349893879246, - "size": 97, - "orderCount": 3 - }, - { - "priceNanos": 349873879246, - "size": 83, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349833879246, - "size": 63, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349783879246, - "size": 67, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 349993879246, - "size": 16, - "orderCount": 12 - }, - { - "priceNanos": 350003879246, - "size": 62, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350013879246, - "size": 90, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.384Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571929, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74950127120, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74910127120, - "size": 92, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74860127120, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 74850127120, - "size": 34, - "orderCount": 3 - }, - { - "priceNanos": 74800127120, - "size": 81, - "orderCount": 19 - }, - { - "priceNanos": 74760127120, - "size": 55, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74990127120, - "size": 63, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75030127120, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 75050127120, - "size": 71, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:06.411Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571930, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74906856336, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 74886856336, - "size": 66, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74856856336, - "size": 37, - "orderCount": 20 - }, - { - "priceNanos": 74806856336, - "size": 35, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74966856336, - "size": 4, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 74976856336, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 75016856336, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 75046856336, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75076856336, - "size": 74, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.433Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571931, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349967905390, - "size": 18, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 350017905390, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350047905390, - "size": 19, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350077905390, - "size": 77, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350107905390, - "size": 89, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.444Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678855036622, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678840036622, - "size": 82, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678830036622, - "size": 54, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678820036622, - "size": 35, - "orderCount": 17 - }, - { - "priceNanos": 1678810036622, - "size": 36, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678870036622, - "size": 51, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678880036622, - "size": 78, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.466Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571933, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823509615907, - "size": 16, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823539615907, - "size": 48, - "orderCount": 18 - }, - { - "priceNanos": 4823549615907, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823569615907, - "size": 46, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823609615907, - "size": 40, - "orderCount": 19 - }, - { - "priceNanos": 4823639615907, - "size": 37, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:06.498Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571934, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678731477865, - "size": 4, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678811477865, - "size": 7, - "orderCount": 2 - }, - { - "priceNanos": 1678831477865, - "size": 93, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678871477865, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 1678911477865, - "size": 25, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.575Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571935, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349974613512, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349939613512, - "size": 15, - "orderCount": 10 - }, - { - "priceNanos": 349919613512, - "size": 82, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350009613512, - "size": 6, - "orderCount": 8 - }, - { - "priceNanos": 350039613512, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 350079613512, - "size": 66, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.599Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571936, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74900751211, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74895751211, - "size": 33, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 74905751211, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 74955751211, - "size": 33, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 74975751211, - "size": 99, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.696Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571937, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79933150416, - "size": 74, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79943150416, - "size": 35, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79973150416, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 80023150416, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 80033150416, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 80053150416, - "size": 46, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.785Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935917869, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79925917869, - "size": 85, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79875917869, - "size": 27, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79845917869, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 79835917869, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 79795917869, - "size": 86, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79945917869, - "size": 32, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79955917869, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 79975917869, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 80005917869, - "size": 39, - "orderCount": 11 - }, - { - "priceNanos": 80015917869, - "size": 4, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.824Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823454223008, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823434223008, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 4823384223008, - "size": 88, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823474223008, - "size": 88, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823514223008, - "size": 12, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823524223008, - "size": 18, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.865Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571940, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678798800874, - "size": 34, - "orderCount": 7 - }, - { - "priceNanos": 1678818800874, - "size": 25, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:06.896Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189828374566, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189788374566, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 189738374566, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 189718374566, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 189698374566, - "size": 63, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189868374566, - "size": 95, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189888374566, - "size": 39, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189898374566, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 189948374566, - "size": 78, - "orderCount": 16 - }, - { - "priceNanos": 189988374566, - "size": 35, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:06.948Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349912596660, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349872596660, - "size": 85, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349842596660, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349822596660, - "size": 3, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349802596660, - "size": 59, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349952596660, - "size": 31, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 349992596660, - "size": 11, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:07.001Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084827656, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220079827656, - "size": 5, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220069827656, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220039827656, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 220009827656, - "size": 71, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219989827656, - "size": 63, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220089827656, - "size": 95, - "orderCount": 10 - }, - { - "priceNanos": 220099827656, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 220139827656, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 220159827656, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 220169827656, - "size": 84, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.034Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571944, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823435586089, - "size": 60, - "orderCount": 12 - }, - { - "priceNanos": 4823415586089, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 4823405586089, - "size": 26, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823515586089, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 4823565586089, - "size": 19, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.066Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571945, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74980834023, - "size": 13, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74950834023, - "size": 61, - "orderCount": 11 - }, - { - "priceNanos": 74900834023, - "size": 45, - "orderCount": 7 - }, - { - "priceNanos": 74860834023, - "size": 5, - "orderCount": 15 - }, - { - "priceNanos": 74840834023, - "size": 14, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 75070834023, - "size": 44, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75080834023, - "size": 5, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.118Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80018615582, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79998615582, - "size": 21, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.175Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80003023536, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79978023536, - "size": 31, - "orderCount": 6 - }, - { - "priceNanos": 79948023536, - "size": 10, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79898023536, - "size": 32, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80028023536, - "size": 61, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80058023536, - "size": 89, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.200Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571948, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349958611958, - "size": 79, - "orderCount": 12 - }, - { - "priceNanos": 349928611958, - "size": 19, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349878611958, - "size": 49, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350008611958, - "size": 71, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350028611958, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 350038611958, - "size": 84, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:07.288Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571949, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548835363, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823543835363, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 4823523835363, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 4823503835363, - "size": 60, - "orderCount": 6 - }, - { - "priceNanos": 4823483835363, - "size": 83, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823463835363, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823553835363, - "size": 45, - "orderCount": 2 - }, - { - "priceNanos": 4823583835363, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823593835363, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823623835363, - "size": 15, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.369Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189685135845, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189675135845, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 189655135845, - "size": 50, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189615135845, - "size": 32, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189605135845, - "size": 2, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189695135845, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189725135845, - "size": 3, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189765135845, - "size": 29, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.380Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571951, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79861620036, - "size": 41, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79841620036, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 79831620036, - "size": 9, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79951620036, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 79961620036, - "size": 30, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80001620036, - "size": 62, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:07.464Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571952, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:07.523Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571953, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80046301556, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80031301556, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 79991301556, - "size": 19, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79971301556, - "size": 37, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79921301556, - "size": 100, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79891301556, - "size": 36, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80061301556, - "size": 43, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80091301556, - "size": 68, - "orderCount": 13 - }, - { - "priceNanos": 80131301556, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 80141301556, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 80191301556, - "size": 20, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:07.562Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349915253145, - "size": 41, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.643Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571955, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678831745422, - "size": 77, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678791745422, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 1678751745422, - "size": 29, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678711745422, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 1678671745422, - "size": 59, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678841745422, - "size": 92, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.679Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571956, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823439536205, - "size": 32, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539536205, - "size": 62, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823559536205, - "size": 20, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823569536205, - "size": 69, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823619536205, - "size": 67, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:07.689Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75065579429, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75035579429, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74995579429, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 74955579429, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 74925579429, - "size": 61, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74895579429, - "size": 87, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75095579429, - "size": 1, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.718Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571958, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544119428, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823494119428, - "size": 80, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823474119428, - "size": 9, - "orderCount": 17 - }, - { - "priceNanos": 4823464119428, - "size": 15, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823414119428, - "size": 8, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823374119428, - "size": 68, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594119428, - "size": 78, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823644119428, - "size": 99, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823674119428, - "size": 11, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:07.757Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571959, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219927893139, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219897893139, - "size": 75, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219997893139, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 220027893139, - "size": 13, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220077893139, - "size": 27, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:07.809Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79993600897, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79948600897, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 79918600897, - "size": 22, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79898600897, - "size": 52, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79848600897, - "size": 60, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79808600897, - "size": 80, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 80038600897, - "size": 63, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:07.877Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571961, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801369978, - "size": 16, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678841369978, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 1678861369978, - "size": 38, - "orderCount": 8 - }, - { - "priceNanos": 1678871369978, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678881369978, - "size": 1, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.939Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349941044660, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349946044660, - "size": 91, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 349956044660, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 349976044660, - "size": 15, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350016044660, - "size": 66, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:07.993Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571963, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75038310715, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75023310715, - "size": 11, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75053310715, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 75063310715, - "size": 86, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75103310715, - "size": 24, - "orderCount": 17 - }, - { - "priceNanos": 75143310715, - "size": 12, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75183310715, - "size": 2, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.040Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571964, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74991929867, - "size": 100, - "orderCount": 13 - }, - { - "priceNanos": 75001929867, - "size": 81, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75041929867, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:08.088Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571965, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219886078908, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 219836078908, - "size": 81, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219966078908, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220006078908, - "size": 43, - "orderCount": 15 - }, - { - "priceNanos": 220016078908, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 220036078908, - "size": 41, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220056078908, - "size": 21, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:08.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571966, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405940781, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823420940781, - "size": 26, - "orderCount": 3 - }, - { - "priceNanos": 4823460940781, - "size": 25, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:08.154Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349963981239, - "size": 2, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349988981239, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 349998981239, - "size": 92, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.223Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571968, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220031770383, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220016770383, - "size": 57, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219966770383, - "size": 36, - "orderCount": 18 - }, - { - "priceNanos": 219956770383, - "size": 48, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219916770383, - "size": 50, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220046770383, - "size": 35, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220086770383, - "size": 22, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.237Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571969, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80002987799, - "size": 10, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79982987799, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79942987799, - "size": 63, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80052987799, - "size": 18, - "orderCount": 9 - }, - { - "priceNanos": 80062987799, - "size": 4, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.255Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571970, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823443025808, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 4823393025808, - "size": 83, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823363025808, - "size": 16, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823453025808, - "size": 89, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823463025808, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 4823513025808, - "size": 66, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.333Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571971, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678724017870, - "size": 2, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678794017870, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 1678824017870, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 1678874017870, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 1678904017870, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678914017870, - "size": 38, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:08.367Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189682458720, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189652458720, - "size": 38, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189712458720, - "size": 21, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189742458720, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 189762458720, - "size": 72, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189772458720, - "size": 56, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:08.427Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220027426832, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219987426832, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 219947426832, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 219937426832, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 219887426832, - "size": 92, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.472Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80034466009, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80004466009, - "size": 77, - "orderCount": 16 - }, - { - "priceNanos": 79964466009, - "size": 66, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79924466009, - "size": 33, - "orderCount": 16 - }, - { - "priceNanos": 79884466009, - "size": 81, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80064466009, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 80084466009, - "size": 49, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80104466009, - "size": 83, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80134466009, - "size": 42, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:08.550Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75080278192, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75060278192, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 75010278192, - "size": 61, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75100278192, - "size": 100, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75110278192, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.603Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571976, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80055710877, - "size": 54, - "orderCount": 11 - }, - { - "priceNanos": 80005710877, - "size": 60, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80075710877, - "size": 22, - "orderCount": 20 - }, - { - "priceNanos": 80125710877, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 80135710877, - "size": 93, - "orderCount": 19 - }, - { - "priceNanos": 80175710877, - "size": 28, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.692Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571977, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219933847537, - "size": 30, - "orderCount": 11 - }, - { - "priceNanos": 219913847537, - "size": 42, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219863847537, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 219813847537, - "size": 35, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219803847537, - "size": 3, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219953847537, - "size": 55, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.703Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984571978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74883830678, - "size": 43, - "orderCount": 20 - }, - { - "priceNanos": 74863830678, - "size": 86, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74943830678, - "size": 20, - "orderCount": 11 - }, - { - "priceNanos": 74973830678, - "size": 96, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:08.721Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571979, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350004908983, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 350024908983, - "size": 58, - "orderCount": 13 - }, - { - "priceNanos": 350034908983, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 350064908983, - "size": 44, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:08.759Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571980, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79913670412, - "size": 5, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79903670412, - "size": 45, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79883670412, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 79833670412, - "size": 63, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.831Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571981, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823472705786, - "size": 98, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823442705786, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 4823392705786, - "size": 49, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823362705786, - "size": 14, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823492705786, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823532705786, - "size": 43, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.868Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899551774, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678884551774, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 1678854551774, - "size": 28, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678914551774, - "size": 28, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:08.922Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571983, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350058819559, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350103819559, - "size": 75, - "orderCount": 16 - }, - { - "priceNanos": 350153819559, - "size": 22, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:08.983Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349931967205, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349906967205, - "size": 84, - "orderCount": 5 - }, - { - "priceNanos": 349886967205, - "size": 19, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349876967205, - "size": 75, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349956967205, - "size": 56, - "orderCount": 14 - }, - { - "priceNanos": 350006967205, - "size": 31, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350026967205, - "size": 53, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:09.038Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220039541841, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220084541841, - "size": 48, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:09.068Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981251499, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79961251499, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 79951251499, - "size": 76, - "orderCount": 19 - }, - { - "priceNanos": 79931251499, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 79901251499, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 79891251499, - "size": 25, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.150Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219914125184, - "size": 23, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.184Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571988, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350041271477, - "size": 69, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 350141271477, - "size": 77, - "orderCount": 11 - }, - { - "priceNanos": 350161271477, - "size": 50, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350211271477, - "size": 94, - "orderCount": 14 - }, - { - "priceNanos": 350251271477, - "size": 69, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350291271477, - "size": 94, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.250Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80099944573, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80049944573, - "size": 76, - "orderCount": 11 - }, - { - "priceNanos": 80029944573, - "size": 11, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80019944573, - "size": 88, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80009944573, - "size": 90, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80149944573, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 80189944573, - "size": 74, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.325Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571990, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189741373918, - "size": 50, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189731373918, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 189721373918, - "size": 5, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 189811373918, - "size": 89, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189821373918, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 189861373918, - "size": 86, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.403Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984571991, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189829216710, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189789216710, - "size": 16, - "orderCount": 14 - }, - { - "priceNanos": 189739216710, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 189689216710, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 189659216710, - "size": 77, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.476Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834230716, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678784230716, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 1678774230716, - "size": 29, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678764230716, - "size": 85, - "orderCount": 17 - }, - { - "priceNanos": 1678714230716, - "size": 47, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:09.503Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80044686024, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80019686024, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 79999686024, - "size": 47, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79949686024, - "size": 78, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79929686024, - "size": 51, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 80069686024, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 80079686024, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80109686024, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 80139686024, - "size": 3, - "orderCount": 7 - }, - { - "priceNanos": 80159686024, - "size": 21, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:09.538Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984571994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219922174027, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219912174027, - "size": 45, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 219932174027, - "size": 73, - "orderCount": 6 - }, - { - "priceNanos": 219982174027, - "size": 55, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.627Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79901632082, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79931632082, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:09.685Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984571996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350041281295, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350026281295, - "size": 52, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349976281295, - "size": 91, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350056281295, - "size": 69, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350106281295, - "size": 2, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350156281295, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350176281295, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 350206281295, - "size": 36, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.725Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984571997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823517000115, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823507000115, - "size": 2, - "orderCount": 17 - }, - { - "priceNanos": 4823497000115, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 4823447000115, - "size": 64, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823417000115, - "size": 78, - "orderCount": 17 - }, - { - "priceNanos": 4823397000115, - "size": 11, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823527000115, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 4823577000115, - "size": 69, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:09.776Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984571998, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.853Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984571999, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79988367975, - "size": 6, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79938367975, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 79908367975, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79868367975, - "size": 37, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80068367975, - "size": 73, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80108367975, - "size": 72, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80148367975, - "size": 14, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.935Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572000, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823485739553, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823465739553, - "size": 78, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823435739553, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823505739553, - "size": 21, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823525739553, - "size": 32, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823565739553, - "size": 71, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:09.996Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74934205948, - "size": 98, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74944205948, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 74974205948, - "size": 60, - "orderCount": 13 - }, - { - "priceNanos": 74994205948, - "size": 63, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.068Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74924917132, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74914917132, - "size": 83, - "orderCount": 15 - }, - { - "priceNanos": 74884917132, - "size": 67, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74934917132, - "size": 86, - "orderCount": 13 - }, - { - "priceNanos": 74984917132, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 75034917132, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 75064917132, - "size": 91, - "orderCount": 5 - }, - { - "priceNanos": 75114917132, - "size": 34, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.103Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995205451, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74965205451, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 74945205451, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74895205451, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 74875205451, - "size": 17, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75025205451, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 75075205451, - "size": 84, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.129Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572004, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747645193, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678707645193, - "size": 25, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678697645193, - "size": 25, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678787645193, - "size": 31, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678827645193, - "size": 49, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.187Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572005, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823584993404, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 4823534993404, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 4823504993404, - "size": 3, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823474993404, - "size": 65, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823594993404, - "size": 89, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.242Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572006, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823448930742, - "size": 41, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823428930742, - "size": 37, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823378930742, - "size": 93, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823368930742, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 4823318930742, - "size": 31, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823488930742, - "size": 35, - "orderCount": 19 - }, - { - "priceNanos": 4823498930742, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823518930742, - "size": 48, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.258Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572007, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220091565654, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220071565654, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 220041565654, - "size": 68, - "orderCount": 5 - }, - { - "priceNanos": 219991565654, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 219941565654, - "size": 50, - "orderCount": 16 - }, - { - "priceNanos": 219931565654, - "size": 19, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220111565654, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 220151565654, - "size": 94, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220201565654, - "size": 78, - "orderCount": 11 - }, - { - "priceNanos": 220221565654, - "size": 40, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.336Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572008, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74987649372, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952649372, - "size": 94, - "orderCount": 6 - }, - { - "priceNanos": 74932649372, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 74902649372, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74852649372, - "size": 54, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75022649372, - "size": 33, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75062649372, - "size": 39, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75072649372, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 75082649372, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75112649372, - "size": 64, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:10.391Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572009, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350003826605, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.442Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798893154, - "size": 18, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678778893154, - "size": 54, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678878893154, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 1678898893154, - "size": 42, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678928893154, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 1678938893154, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678958893154, - "size": 16, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:10.542Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572011, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79931441796, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79901441796, - "size": 69, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79861441796, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 79811441796, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 79781441796, - "size": 33, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79971441796, - "size": 42, - "orderCount": 9 - }, - { - "priceNanos": 79991441796, - "size": 90, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80001441796, - "size": 69, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.633Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572012, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678749208363, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678704208363, - "size": 78, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678794208363, - "size": 52, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:10.661Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956845904, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349926845904, - "size": 48, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349896845904, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349866845904, - "size": 97, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 349986845904, - "size": 14, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350016845904, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350046845904, - "size": 14, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350076845904, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 350096845904, - "size": 90, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.749Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572014, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044384026, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75014384026, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 75004384026, - "size": 64, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75074384026, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 75084384026, - "size": 32, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.775Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823510584263, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823500584263, - "size": 29, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823490584263, - "size": 19, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823460584263, - "size": 70, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823520584263, - "size": 2, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823530584263, - "size": 21, - "orderCount": 20 - }, - { - "priceNanos": 4823540584263, - "size": 79, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.855Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572016, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823570130461, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823610130461, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 4823620130461, - "size": 94, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823630130461, - "size": 69, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823660130461, - "size": 14, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.890Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79916024008, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79871024008, - "size": 18, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 79961024008, - "size": 71, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 79991024008, - "size": 57, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80001024008, - "size": 22, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:10.934Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572018, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74919761684, - "size": 61, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74929761684, - "size": 38, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74979761684, - "size": 99, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75019761684, - "size": 89, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75029761684, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 75049761684, - "size": 5, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:10.977Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572019, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80068683150, - "size": 54, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80128683150, - "size": 88, - "orderCount": 17 - }, - { - "priceNanos": 80158683150, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 80208683150, - "size": 14, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80238683150, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80258683150, - "size": 10, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:11.023Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572020, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74944894505, - "size": 11, - "orderCount": 13 - }, - { - "priceNanos": 74934894505, - "size": 30, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74974894505, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 74984894505, - "size": 11, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75034894505, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 75084894505, - "size": 78, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.071Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077083376, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75042083376, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 75002083376, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 74952083376, - "size": 26, - "orderCount": 8 - }, - { - "priceNanos": 74932083376, - "size": 53, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74912083376, - "size": 78, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75112083376, - "size": 11, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:11.090Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492343328, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823467343328, - "size": 97, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823457343328, - "size": 11, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823447343328, - "size": 59, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823517343328, - "size": 41, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823527343328, - "size": 37, - "orderCount": 19 - }, - { - "priceNanos": 4823567343328, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823617343328, - "size": 14, - "orderCount": 16 - }, - { - "priceNanos": 4823647343328, - "size": 26, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:11.175Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572023, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678867255544, - "size": 82, - "orderCount": 20 - }, - { - "priceNanos": 1678857255544, - "size": 67, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678877255544, - "size": 48, - "orderCount": 5 - }, - { - "priceNanos": 1678897255544, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 1678937255544, - "size": 90, - "orderCount": 10 - }, - { - "priceNanos": 1678967255544, - "size": 100, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.249Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349968968582, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349963968582, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 349943968582, - "size": 38, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349923968582, - "size": 21, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349883968582, - "size": 70, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349973968582, - "size": 34, - "orderCount": 6 - }, - { - "priceNanos": 350003968582, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 350043968582, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 350063968582, - "size": 13, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.287Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678744076700, - "size": 23, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678794076700, - "size": 58, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.368Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678748012253, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678703012253, - "size": 61, - "orderCount": 8 - }, - { - "priceNanos": 1678663012253, - "size": 94, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678643012253, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 1678593012253, - "size": 10, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678793012253, - "size": 5, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.432Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599864967, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823564864967, - "size": 80, - "orderCount": 5 - }, - { - "priceNanos": 4823514864967, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823484864967, - "size": 100, - "orderCount": 10 - }, - { - "priceNanos": 4823454864967, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 4823444864967, - "size": 64, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823634864967, - "size": 52, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.515Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572028, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79900798329, - "size": 42, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79980798329, - "size": 25, - "orderCount": 10 - }, - { - "priceNanos": 80020798329, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 80030798329, - "size": 26, - "orderCount": 5 - }, - { - "priceNanos": 80040798329, - "size": 46, - "orderCount": 5 - }, - { - "priceNanos": 80070798329, - "size": 22, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:11.529Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998447073, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79958447073, - "size": 17, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79948447073, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 79928447073, - "size": 62, - "orderCount": 6 - }, - { - "priceNanos": 79888447073, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79878447073, - "size": 2, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80038447073, - "size": 13, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.561Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572030, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678703968317, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 1678673968317, - "size": 41, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678633968317, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678623968317, - "size": 13, - "orderCount": 7 - }, - { - "priceNanos": 1678583968317, - "size": 62, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678773968317, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 1678823968317, - "size": 71, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.599Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823521470070, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823501470070, - "size": 67, - "orderCount": 17 - }, - { - "priceNanos": 4823451470070, - "size": 15, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823421470070, - "size": 49, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541470070, - "size": 57, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.616Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678775235021, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678760235021, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 1678720235021, - "size": 59, - "orderCount": 7 - }, - { - "priceNanos": 1678710235021, - "size": 51, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678680235021, - "size": 35, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678790235021, - "size": 68, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678810235021, - "size": 76, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678820235021, - "size": 22, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.683Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572033, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823540145269, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 4823520145269, - "size": 15, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823500145269, - "size": 22, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823480145269, - "size": 38, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823600145269, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 4823610145269, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 4823620145269, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823670145269, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 4823680145269, - "size": 50, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.718Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735004566, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678710004566, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 1678700004566, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 1678650004566, - "size": 50, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678640004566, - "size": 36, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678760004566, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 1678810004566, - "size": 10, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.736Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823531664671, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823491664671, - "size": 33, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823441664671, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 4823401664671, - "size": 95, - "orderCount": 9 - }, - { - "priceNanos": 4823351664671, - "size": 68, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.816Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823415345521, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823380345521, - "size": 99, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823350345521, - "size": 48, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823300345521, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 4823270345521, - "size": 3, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.869Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219908475580, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219888475580, - "size": 87, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 219928475580, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 219968475580, - "size": 47, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 219978475580, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 220008475580, - "size": 69, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:11.933Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572038, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189710442614, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189665442614, - "size": 56, - "orderCount": 9 - }, - { - "priceNanos": 189655442614, - "size": 87, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189615442614, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189755442614, - "size": 39, - "orderCount": 15 - }, - { - "priceNanos": 189785442614, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 189825442614, - "size": 25, - "orderCount": 18 - }, - { - "priceNanos": 189865442614, - "size": 70, - "orderCount": 6 - }, - { - "priceNanos": 189915442614, - "size": 40, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.033Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572039, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823518316811, - "size": 51, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823468316811, - "size": 40, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823458316811, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823418316811, - "size": 49, - "orderCount": 6 - }, - { - "priceNanos": 4823408316811, - "size": 24, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823568316811, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 4823588316811, - "size": 96, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823618316811, - "size": 3, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:12.076Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572040, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350033537773, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 350003537773, - "size": 73, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349983537773, - "size": 63, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349933537773, - "size": 95, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350113537773, - "size": 40, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.175Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572041, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75050569462, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75020569462, - "size": 68, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75080569462, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 75130569462, - "size": 31, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75170569462, - "size": 1, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.214Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584504822, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823539504822, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823499504822, - "size": 49, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823469504822, - "size": 99, - "orderCount": 19 - }, - { - "priceNanos": 4823449504822, - "size": 95, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823429504822, - "size": 55, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:12.240Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572043, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189728275619, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189698275619, - "size": 45, - "orderCount": 14 - }, - { - "priceNanos": 189668275619, - "size": 32, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189758275619, - "size": 63, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.299Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572044, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80026339505, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79986339505, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 79956339505, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79936339505, - "size": 97, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80076339505, - "size": 67, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80126339505, - "size": 18, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.318Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572045, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823561963116, - "size": 29, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823571963116, - "size": 53, - "orderCount": 2 - }, - { - "priceNanos": 4823581963116, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823631963116, - "size": 43, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.391Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453363603, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823443363603, - "size": 80, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823393363603, - "size": 57, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823363363603, - "size": 85, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823333363603, - "size": 81, - "orderCount": 13 - }, - { - "priceNanos": 4823293363603, - "size": 21, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823463363603, - "size": 72, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823513363603, - "size": 81, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823553363603, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 4823603363603, - "size": 95, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:12.452Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572047, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019983839, - "size": 5, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74979983839, - "size": 73, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74949983839, - "size": 22, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:12.533Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572048, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219918086772, - "size": 36, - "orderCount": 2 - }, - { - "priceNanos": 219898086772, - "size": 10, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219878086772, - "size": 27, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219978086772, - "size": 40, - "orderCount": 12 - }, - { - "priceNanos": 220018086772, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 220048086772, - "size": 65, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220078086772, - "size": 100, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.560Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572049, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678698325491, - "size": 59, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678708325491, - "size": 72, - "orderCount": 7 - }, - { - "priceNanos": 1678758325491, - "size": 35, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:12.629Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79914570264, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79899570264, - "size": 36, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79849570264, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79799570264, - "size": 75, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79749570264, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 79719570264, - "size": 70, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79929570264, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79979570264, - "size": 73, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 79989570264, - "size": 27, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80009570264, - "size": 18, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:12.674Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350039357704, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349994357704, - "size": 7, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 350084357704, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 350134357704, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 350154357704, - "size": 25, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:12.760Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189743119968, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189703119968, - "size": 31, - "orderCount": 1 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:12.841Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189654514403, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189609514403, - "size": 77, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189699514403, - "size": 28, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189719514403, - "size": 47, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189729514403, - "size": 5, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:12.918Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010526189, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349975526189, - "size": 77, - "orderCount": 20 - }, - { - "priceNanos": 349935526189, - "size": 24, - "orderCount": 13 - }, - { - "priceNanos": 349905526189, - "size": 34, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349855526189, - "size": 85, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349825526189, - "size": 79, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350045526189, - "size": 33, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:12.978Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572055, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051080050, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75016080050, - "size": 45, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086080050, - "size": 54, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75106080050, - "size": 29, - "orderCount": 4 - }, - { - "priceNanos": 75146080050, - "size": 8, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75186080050, - "size": 38, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.039Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572056, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678868741334, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678883741334, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 1678903741334, - "size": 61, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:13.132Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572057, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75009514068, - "size": 51, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75079514068, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 75099514068, - "size": 27, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75129514068, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 75179514068, - "size": 2, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:13.221Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572058, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219979710058, - "size": 30, - "orderCount": 4 - }, - { - "priceNanos": 219949710058, - "size": 48, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219939710058, - "size": 13, - "orderCount": 6 - }, - { - "priceNanos": 219919710058, - "size": 95, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220029710058, - "size": 31, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220049710058, - "size": 42, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.295Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572059, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823519374965, - "size": 12, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823509374965, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 4823459374965, - "size": 20, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823539374965, - "size": 22, - "orderCount": 5 - }, - { - "priceNanos": 4823569374965, - "size": 27, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.341Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092655938, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220072655938, - "size": 48, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220042655938, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 219992655938, - "size": 58, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220112655938, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 220132655938, - "size": 4, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220152655938, - "size": 4, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.401Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572061, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678817762611, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678812762611, - "size": 72, - "orderCount": 20 - }, - { - "priceNanos": 1678802762611, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678772762611, - "size": 7, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 1678822762611, - "size": 20, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678832762611, - "size": 31, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678842762611, - "size": 28, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678872762611, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 1678902762611, - "size": 100, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.472Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572062, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678880496658, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678870496658, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 1678830496658, - "size": 68, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.518Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572063, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678725678250, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678680678250, - "size": 97, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678770678250, - "size": 57, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678800678250, - "size": 21, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.544Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926361047, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79971361047, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80001361047, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 80031361047, - "size": 88, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.586Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572065, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350022455463, - "size": 25, - "orderCount": 9 - }, - { - "priceNanos": 349982455463, - "size": 60, - "orderCount": 9 - }, - { - "priceNanos": 349962455463, - "size": 59, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349922455463, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 349912455463, - "size": 59, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:13.655Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037269265, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75027269265, - "size": 26, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74977269265, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 74967269265, - "size": 26, - "orderCount": 14 - }, - { - "priceNanos": 74937269265, - "size": 88, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74917269265, - "size": 31, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75047269265, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 75067269265, - "size": 18, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75077269265, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 75097269265, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.675Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572067, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827297182, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678787297182, - "size": 29, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678867297182, - "size": 65, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.705Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572068, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678876274938, - "size": 57, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678886274938, - "size": 81, - "orderCount": 6 - }, - { - "priceNanos": 1678916274938, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 1678926274938, - "size": 23, - "orderCount": 12 - }, - { - "priceNanos": 1678946274938, - "size": 36, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.774Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823539680677, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823489680677, - "size": 3, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823459680677, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 4823409680677, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 4823379680677, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 4823369680677, - "size": 92, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823589680677, - "size": 9, - "orderCount": 8 - }, - { - "priceNanos": 4823599680677, - "size": 79, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823649680677, - "size": 37, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:13.787Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572070, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977527592, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79967527592, - "size": 32, - "orderCount": 11 - }, - { - "priceNanos": 79947527592, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 79917527592, - "size": 52, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79987527592, - "size": 73, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79997527592, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 80017527592, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 80057527592, - "size": 38, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:13.798Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572071, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80084875411, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80074875411, - "size": 14, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80024875411, - "size": 57, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79974875411, - "size": 73, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79924875411, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 79894875411, - "size": 97, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80094875411, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80124875411, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.836Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907903083, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74902903083, - "size": 78, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 74912903083, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 74932903083, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 74952903083, - "size": 2, - "orderCount": 7 - }, - { - "priceNanos": 74992903083, - "size": 96, - "orderCount": 6 - }, - { - "priceNanos": 75032903083, - "size": 7, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:13.887Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591774614, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823541774614, - "size": 38, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823491774614, - "size": 72, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823451774614, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 4823421774614, - "size": 81, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823381774614, - "size": 48, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823641774614, - "size": 71, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.905Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572074, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051222316, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75021222316, - "size": 90, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:13.987Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74982350526, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.069Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572076, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74919762737, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74924762737, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 74964762737, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 74994762737, - "size": 34, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75014762737, - "size": 92, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.123Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572077, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75041567060, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75021567060, - "size": 81, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75001567060, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74991567060, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 74971567060, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 74961567060, - "size": 15, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75061567060, - "size": 7, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:14.143Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823584659166, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823534659166, - "size": 43, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823634659166, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 4823654659166, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:14.204Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189727093804, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189677093804, - "size": 50, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189647093804, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 189607093804, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 189597093804, - "size": 75, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189777093804, - "size": 90, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.278Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74951170999, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74916170999, - "size": 20, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74876170999, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 74856170999, - "size": 91, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.350Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189799432870, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189754432870, - "size": 69, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189734432870, - "size": 90, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189844432870, - "size": 47, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189854432870, - "size": 37, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189884432870, - "size": 97, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:14.416Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678882481189, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678872481189, - "size": 60, - "orderCount": 5 - }, - { - "priceNanos": 1678842481189, - "size": 21, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678802481189, - "size": 22, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678782481189, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 1678732481189, - "size": 45, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678892481189, - "size": 5, - "orderCount": 17 - }, - { - "priceNanos": 1678922481189, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 1678962481189, - "size": 72, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678982481189, - "size": 9, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.491Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572083, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74967015794, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952015794, - "size": 88, - "orderCount": 14 - }, - { - "priceNanos": 74922015794, - "size": 14, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74982015794, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 75002015794, - "size": 63, - "orderCount": 15 - }, - { - "priceNanos": 75042015794, - "size": 46, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.589Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572084, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349927537409, - "size": 95, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.625Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572085, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823590993027, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823555993027, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 4823525993027, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 4823485993027, - "size": 33, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823455993027, - "size": 36, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823405993027, - "size": 99, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823625993027, - "size": 34, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823665993027, - "size": 75, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823685993027, - "size": 42, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823725993027, - "size": 24, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823735993027, - "size": 43, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.701Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865892107, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678835892107, - "size": 20, - "orderCount": 20 - }, - { - "priceNanos": 1678795892107, - "size": 65, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.758Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572087, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189786157531, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189741157531, - "size": 61, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189731157531, - "size": 24, - "orderCount": 2 - }, - { - "priceNanos": 189681157531, - "size": 1, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189831157531, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189871157531, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 189921157531, - "size": 10, - "orderCount": 3 - }, - { - "priceNanos": 189931157531, - "size": 61, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.792Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189722589711, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189717589711, - "size": 56, - "orderCount": 12 - }, - { - "priceNanos": 189667589711, - "size": 10, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189647589711, - "size": 66, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189727589711, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189767589711, - "size": 60, - "orderCount": 3 - }, - { - "priceNanos": 189777589711, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 189827589711, - "size": 28, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189877589711, - "size": 2, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:14.880Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015291233, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74990291233, - "size": 77, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75040291233, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75080291233, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 75090291233, - "size": 37, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75110291233, - "size": 46, - "orderCount": 3 - }, - { - "priceNanos": 75150291233, - "size": 94, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:14.928Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74967098081, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74952098081, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 74932098081, - "size": 56, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74982098081, - "size": 57, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:14.996Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572091, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74971248658, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74991248658, - "size": 34, - "orderCount": 16 - }, - { - "priceNanos": 75031248658, - "size": 54, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:15.044Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189703482000, - "size": 49, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189793482000, - "size": 59, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189833482000, - "size": 38, - "orderCount": 7 - }, - { - "priceNanos": 189883482000, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 189893482000, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 189923482000, - "size": 67, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.130Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572093, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189839960444, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189859960444, - "size": 29, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189909960444, - "size": 34, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189949960444, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 189989960444, - "size": 86, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189999960444, - "size": 34, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.188Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572094, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003421656, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74963421656, - "size": 4, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75043421656, - "size": 33, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.247Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189656522712, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189626522712, - "size": 80, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189686522712, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189716522712, - "size": 85, - "orderCount": 19 - }, - { - "priceNanos": 189756522712, - "size": 25, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:15.347Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572096, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823561606390, - "size": 40, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823521606390, - "size": 67, - "orderCount": 7 - }, - { - "priceNanos": 4823501606390, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 4823451606390, - "size": 28, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823441606390, - "size": 26, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823571606390, - "size": 36, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823621606390, - "size": 89, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823671606390, - "size": 31, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823711606390, - "size": 89, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:15.402Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572097, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189658887748, - "size": 50, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189608887748, - "size": 99, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189568887748, - "size": 30, - "orderCount": 7 - }, - { - "priceNanos": 189548887748, - "size": 34, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.489Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220027791527, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219997791527, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 219947791527, - "size": 56, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219907791527, - "size": 41, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 220057791527, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 220097791527, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 220147791527, - "size": 30, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:15.583Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75025565360, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74975565360, - "size": 17, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75075565360, - "size": 59, - "orderCount": 9 - }, - { - "priceNanos": 75115565360, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 75145565360, - "size": 8, - "orderCount": 15 - }, - { - "priceNanos": 75175565360, - "size": 19, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.595Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572100, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220043764537, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220008764537, - "size": 29, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220078764537, - "size": 12, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.640Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80057671554, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80022671554, - "size": 51, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80092671554, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 80122671554, - "size": 67, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.729Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572102, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79946567079, - "size": 61, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79926567079, - "size": 61, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80016567079, - "size": 80, - "orderCount": 2 - }, - { - "priceNanos": 80046567079, - "size": 86, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80086567079, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80136567079, - "size": 36, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:15.826Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80064825319, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80049825319, - "size": 54, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80029825319, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 79999825319, - "size": 52, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79959825319, - "size": 28, - "orderCount": 2 - }, - { - "priceNanos": 79919825319, - "size": 3, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80079825319, - "size": 79, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80119825319, - "size": 67, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80139825319, - "size": 61, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.890Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572104, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220089629694, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220069629694, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 220049629694, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 220019629694, - "size": 38, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220109629694, - "size": 75, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220129629694, - "size": 65, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220159629694, - "size": 83, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220209629694, - "size": 36, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:15.945Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572105, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79963258670, - "size": 27, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:16.013Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572106, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219987327397, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219937327397, - "size": 37, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219927327397, - "size": 3, - "orderCount": 13 - }, - { - "priceNanos": 219877327397, - "size": 94, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220037327397, - "size": 24, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.083Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572107, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189829234235, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189799234235, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 189749234235, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189719234235, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 189709234235, - "size": 22, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189689234235, - "size": 27, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189859234235, - "size": 87, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.119Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768038959, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189718038959, - "size": 76, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189688038959, - "size": 90, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189818038959, - "size": 95, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189838038959, - "size": 91, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189878038959, - "size": 34, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189908038959, - "size": 80, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:16.181Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747260463, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678702260463, - "size": 88, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678692260463, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678672260463, - "size": 30, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678622260463, - "size": 81, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678582260463, - "size": 76, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678792260463, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:16.232Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761526664, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678746526664, - "size": 86, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678706526664, - "size": 12, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678776526664, - "size": 38, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678806526664, - "size": 15, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678846526664, - "size": 30, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.255Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75060634571, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75045634571, - "size": 75, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75075634571, - "size": 60, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75115634571, - "size": 58, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75125634571, - "size": 91, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:16.332Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865247294, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678825247294, - "size": 76, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678905247294, - "size": 54, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.425Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572113, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812796154, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678772796154, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 1678722796154, - "size": 96, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678852796154, - "size": 68, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678882796154, - "size": 49, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678912796154, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678942796154, - "size": 8, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678952796154, - "size": 29, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.446Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349956316657, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349941316657, - "size": 44, - "orderCount": 15 - }, - { - "priceNanos": 349931316657, - "size": 50, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349971316657, - "size": 93, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 349991316657, - "size": 14, - "orderCount": 9 - }, - { - "priceNanos": 350021316657, - "size": 58, - "orderCount": 15 - }, - { - "priceNanos": 350051316657, - "size": 25, - "orderCount": 16 - }, - { - "priceNanos": 350091316657, - "size": 72, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.527Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75081332665, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75046332665, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 75026332665, - "size": 24, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74976332665, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74966332665, - "size": 13, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 75116332665, - "size": 2, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75156332665, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75176332665, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 75216332665, - "size": 83, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75246332665, - "size": 26, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:16.553Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572116, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516962856, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476962856, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 4823466962856, - "size": 100, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823556962856, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823576962856, - "size": 56, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.576Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220004932447, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:16.591Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572118, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219907155060, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219902155060, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219892155060, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219872155060, - "size": 58, - "orderCount": 14 - }, - { - "priceNanos": 219842155060, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 219812155060, - "size": 26, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 219912155060, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 219932155060, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219972155060, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 220012155060, - "size": 35, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:16.616Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572119, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79882907408, - "size": 31, - "orderCount": 15 - }, - { - "priceNanos": 79862907408, - "size": 88, - "orderCount": 4 - }, - { - "priceNanos": 79852907408, - "size": 68, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79982907408, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80022907408, - "size": 26, - "orderCount": 15 - }, - { - "priceNanos": 80042907408, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 80052907408, - "size": 51, - "orderCount": 1 - }, - { - "priceNanos": 80102907408, - "size": 34, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:16.709Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572120, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189715746753, - "size": 15, - "orderCount": 4 - }, - { - "priceNanos": 189665746753, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189615746753, - "size": 68, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189775746753, - "size": 83, - "orderCount": 16 - }, - { - "priceNanos": 189805746753, - "size": 31, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.739Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413817780, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823373817780, - "size": 38, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823453817780, - "size": 6, - "orderCount": 20 - }, - { - "priceNanos": 4823493817780, - "size": 3, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.785Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486806120, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823461806120, - "size": 38, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823441806120, - "size": 7, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823511806120, - "size": 15, - "orderCount": 3 - }, - { - "priceNanos": 4823531806120, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 4823571806120, - "size": 65, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823581806120, - "size": 6, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:16.883Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847645380, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189842645380, - "size": 69, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189832645380, - "size": 62, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189852645380, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 189872645380, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189922645380, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189952645380, - "size": 9, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:16.972Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572124, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220057054279, - "size": 80, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220117054279, - "size": 62, - "orderCount": 19 - }, - { - "priceNanos": 220127054279, - "size": 56, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220177054279, - "size": 54, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.031Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736739308, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696739308, - "size": 95, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678776739308, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678816739308, - "size": 42, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678826739308, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 1678846739308, - "size": 5, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:17.108Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219923708819, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.167Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189751847077, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189761847077, - "size": 85, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189801847077, - "size": 38, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.231Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80081887169, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80076887169, - "size": 92, - "orderCount": 12 - }, - { - "priceNanos": 80026887169, - "size": 54, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 80086887169, - "size": 77, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.304Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572129, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74885201495, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 74865201495, - "size": 41, - "orderCount": 7 - }, - { - "priceNanos": 74835201495, - "size": 32, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74965201495, - "size": 71, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 74985201495, - "size": 92, - "orderCount": 20 - }, - { - "priceNanos": 74995201495, - "size": 11, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75045201495, - "size": 58, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.380Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572130, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349965149033, - "size": 52, - "orderCount": 3 - }, - { - "priceNanos": 349955149033, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 349945149033, - "size": 47, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349915149033, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349885149033, - "size": 19, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.397Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572131, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220046966892, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220081966892, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 220121966892, - "size": 75, - "orderCount": 6 - }, - { - "priceNanos": 220171966892, - "size": 3, - "orderCount": 12 - }, - { - "priceNanos": 220211966892, - "size": 44, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.497Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057126157, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350037126157, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350007126157, - "size": 65, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349977126157, - "size": 87, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349967126157, - "size": 24, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349957126157, - "size": 85, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350077126157, - "size": 1, - "orderCount": 4 - }, - { - "priceNanos": 350087126157, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 350117126157, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350137126157, - "size": 18, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350167126157, - "size": 88, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.515Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79920384827, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79900384827, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 79880384827, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 79860384827, - "size": 55, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79810384827, - "size": 93, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79940384827, - "size": 56, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 79980384827, - "size": 28, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:17.606Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885391035, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678860391035, - "size": 38, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678820391035, - "size": 8, - "orderCount": 5 - }, - { - "priceNanos": 1678780391035, - "size": 44, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678910391035, - "size": 90, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678930391035, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 1678960391035, - "size": 3, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.634Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220052064266, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220047064266, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 220027064266, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 220007064266, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 219997064266, - "size": 58, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:17.645Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051200118, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001200118, - "size": 85, - "orderCount": 10 - }, - { - "priceNanos": 74971200118, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74961200118, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 74941200118, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74901200118, - "size": 10, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 75101200118, - "size": 48, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75151200118, - "size": 96, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75191200118, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 75211200118, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 75221200118, - "size": 38, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:17.737Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220008103355, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219958103355, - "size": 55, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220058103355, - "size": 25, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:17.759Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349937872820, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349917872820, - "size": 10, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349877872820, - "size": 78, - "orderCount": 7 - }, - { - "priceNanos": 349837872820, - "size": 66, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349957872820, - "size": 91, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 349967872820, - "size": 20, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.820Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572139, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994803713, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79984803713, - "size": 23, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80004803713, - "size": 10, - "orderCount": 15 - }, - { - "priceNanos": 80034803713, - "size": 97, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.872Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572140, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908219488, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74948219488, - "size": 84, - "orderCount": 15 - }, - { - "priceNanos": 74958219488, - "size": 54, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:17.886Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572141, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189755461991, - "size": 30, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189705461991, - "size": 95, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189845461991, - "size": 92, - "orderCount": 15 - }, - { - "priceNanos": 189855461991, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 189875461991, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 189895461991, - "size": 98, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189905461991, - "size": 85, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:17.908Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823402011257, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823352011257, - "size": 8, - "orderCount": 17 - }, - { - "priceNanos": 4823332011257, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 4823292011257, - "size": 92, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823272011257, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 4823222011257, - "size": 21, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823452011257, - "size": 15, - "orderCount": 11 - }, - { - "priceNanos": 4823472011257, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 4823522011257, - "size": 82, - "orderCount": 1 - }, - { - "priceNanos": 4823542011257, - "size": 66, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:17.969Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823550064445, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823525064445, - "size": 51, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823495064445, - "size": 31, - "orderCount": 4 - }, - { - "priceNanos": 4823475064445, - "size": 60, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823445064445, - "size": 6, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823575064445, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 4823595064445, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 4823615064445, - "size": 99, - "orderCount": 9 - }, - { - "priceNanos": 4823635064445, - "size": 85, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.053Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991120327, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74966120327, - "size": 15, - "orderCount": 5 - }, - { - "priceNanos": 74916120327, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 74896120327, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 74866120327, - "size": 4, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75016120327, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 75026120327, - "size": 55, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:18.091Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74998773410, - "size": 38, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75048773410, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.143Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572146, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823492537587, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823452537587, - "size": 24, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823582537587, - "size": 89, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823612537587, - "size": 69, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823632537587, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 4823662537587, - "size": 7, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.234Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713645772, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678663645772, - "size": 17, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678643645772, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 1678623645772, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 1678573645772, - "size": 45, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678763645772, - "size": 61, - "orderCount": 9 - }, - { - "priceNanos": 1678783645772, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 1678803645772, - "size": 88, - "orderCount": 12 - }, - { - "priceNanos": 1678813645772, - "size": 41, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678853645772, - "size": 84, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:18.276Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572148, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349965869870, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349930869870, - "size": 8, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349900869870, - "size": 3, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350000869870, - "size": 75, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350040869870, - "size": 26, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.319Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572149, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350011017270, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349996017270, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 349966017270, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 349916017270, - "size": 65, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350026017270, - "size": 13, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350046017270, - "size": 20, - "orderCount": 8 - }, - { - "priceNanos": 350066017270, - "size": 90, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.369Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189781134180, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189771134180, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 189731134180, - "size": 39, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189691134180, - "size": 65, - "orderCount": 13 - }, - { - "priceNanos": 189671134180, - "size": 88, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189631134180, - "size": 1, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189791134180, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 189831134180, - "size": 52, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.388Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572151, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74945453966, - "size": 63, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74905453966, - "size": 37, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74995453966, - "size": 46, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.413Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572152, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79901366833, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79941366833, - "size": 68, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 79961366833, - "size": 53, - "orderCount": 18 - }, - { - "priceNanos": 80011366833, - "size": 62, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.433Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572153, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74892213380, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 74842213380, - "size": 82, - "orderCount": 3 - }, - { - "priceNanos": 74802213380, - "size": 61, - "orderCount": 14 - }, - { - "priceNanos": 74772213380, - "size": 95, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74942213380, - "size": 74, - "orderCount": 1 - }, - { - "priceNanos": 74962213380, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 74982213380, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 75012213380, - "size": 70, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:18.481Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014116992, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74974116992, - "size": 13, - "orderCount": 19 - }, - { - "priceNanos": 74934116992, - "size": 93, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74924116992, - "size": 97, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74904116992, - "size": 79, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75054116992, - "size": 3, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:18.502Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907443377, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74867443377, - "size": 76, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74857443377, - "size": 66, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74837443377, - "size": 35, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74947443377, - "size": 69, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 74987443377, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75017443377, - "size": 35, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.599Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984967912, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74964967912, - "size": 66, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75004967912, - "size": 51, - "orderCount": 4 - }, - { - "priceNanos": 75054967912, - "size": 92, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.660Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678835285194, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678830285194, - "size": 79, - "orderCount": 1 - }, - { - "priceNanos": 1678790285194, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 1678750285194, - "size": 46, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678840285194, - "size": 51, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678860285194, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678880285194, - "size": 55, - "orderCount": 15 - }, - { - "priceNanos": 1678890285194, - "size": 37, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678900285194, - "size": 46, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:18.744Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572158, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678785487514, - "size": 73, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678775487514, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 1678765487514, - "size": 10, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678825487514, - "size": 81, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678845487514, - "size": 70, - "orderCount": 9 - }, - { - "priceNanos": 1678895487514, - "size": 80, - "orderCount": 19 - }, - { - "priceNanos": 1678945487514, - "size": 75, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:18.821Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678885532273, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678835532273, - "size": 79, - "orderCount": 11 - }, - { - "priceNanos": 1678815532273, - "size": 8, - "orderCount": 7 - }, - { - "priceNanos": 1678795532273, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678785532273, - "size": 81, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678775532273, - "size": 11, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678935532273, - "size": 43, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678955532273, - "size": 80, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678995532273, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 1679015532273, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 1679055532273, - "size": 33, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.833Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219928612472, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219878612472, - "size": 90, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219828612472, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 219798612472, - "size": 86, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219978612472, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220018612472, - "size": 30, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220038612472, - "size": 97, - "orderCount": 11 - }, - { - "priceNanos": 220058612472, - "size": 33, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:18.914Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678761093955, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678731093955, - "size": 85, - "orderCount": 17 - }, - { - "priceNanos": 1678691093955, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 1678661093955, - "size": 73, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678651093955, - "size": 13, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678791093955, - "size": 40, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678821093955, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678831093955, - "size": 53, - "orderCount": 7 - }, - { - "priceNanos": 1678851093955, - "size": 53, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678871093955, - "size": 86, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:18.978Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572162, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189730952764, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189695952764, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189685952764, - "size": 63, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189765952764, - "size": 86, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:19.032Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572163, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937755556, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219897755556, - "size": 89, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219847755556, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 219827755556, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 219817755556, - "size": 19, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219977755556, - "size": 48, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.061Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572164, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74936825327, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74911825327, - "size": 35, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74861825327, - "size": 85, - "orderCount": 11 - }, - { - "priceNanos": 74821825327, - "size": 2, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74781825327, - "size": 45, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74961825327, - "size": 56, - "orderCount": 4 - }, - { - "priceNanos": 75011825327, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 75051825327, - "size": 100, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75071825327, - "size": 54, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75081825327, - "size": 79, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:19.153Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572165, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189690009472, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189650009472, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 189620009472, - "size": 29, - "orderCount": 11 - }, - { - "priceNanos": 189600009472, - "size": 78, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189580009472, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 189540009472, - "size": 75, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189730009472, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 189750009472, - "size": 42, - "orderCount": 5 - }, - { - "priceNanos": 189800009472, - "size": 1, - "orderCount": 17 - }, - { - "priceNanos": 189850009472, - "size": 50, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.215Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74957696887, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74942696887, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 74922696887, - "size": 88, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74902696887, - "size": 89, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74972696887, - "size": 97, - "orderCount": 13 - }, - { - "priceNanos": 75022696887, - "size": 73, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:19.298Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349924243184, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349889243184, - "size": 56, - "orderCount": 2 - }, - { - "priceNanos": 349869243184, - "size": 29, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349829243184, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349799243184, - "size": 74, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349759243184, - "size": 58, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349959243184, - "size": 90, - "orderCount": 11 - }, - { - "priceNanos": 349999243184, - "size": 92, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350039243184, - "size": 61, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.383Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572168, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823548532176, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498532176, - "size": 83, - "orderCount": 11 - }, - { - "priceNanos": 4823468532176, - "size": 78, - "orderCount": 1 - }, - { - "priceNanos": 4823428532176, - "size": 78, - "orderCount": 6 - }, - { - "priceNanos": 4823388532176, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 4823348532176, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823598532176, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 4823618532176, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 4823658532176, - "size": 87, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.405Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572169, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75077400219, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75047400219, - "size": 75, - "orderCount": 4 - }, - { - "priceNanos": 74997400219, - "size": 52, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74977400219, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 74967400219, - "size": 28, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74927400219, - "size": 19, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75107400219, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.471Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051666271, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220036666271, - "size": 68, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220066666271, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220116666271, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 220156666271, - "size": 23, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:19.539Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189676406507, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189626406507, - "size": 83, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189576406507, - "size": 85, - "orderCount": 13 - }, - { - "priceNanos": 189556406507, - "size": 63, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189506406507, - "size": 85, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189726406507, - "size": 41, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:19.561Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572172, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349979173001, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350019173001, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350059173001, - "size": 46, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.643Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349928162155, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349883162155, - "size": 5, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349853162155, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 349813162155, - "size": 25, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349973162155, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 350003162155, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 350023162155, - "size": 99, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.673Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572174, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071207468, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80111207468, - "size": 62, - "orderCount": 14 - }, - { - "priceNanos": 80121207468, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 80171207468, - "size": 3, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:19.770Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349999925867, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350034925867, - "size": 93, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350044925867, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 350084925867, - "size": 43, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350114925867, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 350144925867, - "size": 10, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:19.863Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349937190663, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349912190663, - "size": 1, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 349962190663, - "size": 20, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 349992190663, - "size": 59, - "orderCount": 8 - }, - { - "priceNanos": 350042190663, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 350082190663, - "size": 91, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350122190663, - "size": 62, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:19.942Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678714223122, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678689223122, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678659223122, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 1678639223122, - "size": 58, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678739223122, - "size": 71, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678769223122, - "size": 64, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678819223122, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 1678829223122, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 1678839223122, - "size": 74, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.001Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79956049713, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79926049713, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 79886049713, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 79866049713, - "size": 38, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79986049713, - "size": 32, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80016049713, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 80046049713, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 80056049713, - "size": 93, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:20.055Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572179, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80019895876, - "size": 100, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80089895876, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 80129895876, - "size": 31, - "orderCount": 9 - }, - { - "priceNanos": 80139895876, - "size": 79, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.128Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572180, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528620887, - "size": 3, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823558620887, - "size": 37, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823598620887, - "size": 31, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.196Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572181, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79949598208, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79939598208, - "size": 99, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80019598208, - "size": 56, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80029598208, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 80069598208, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80099598208, - "size": 35, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.227Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823544889209, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823514889209, - "size": 78, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823574889209, - "size": 70, - "orderCount": 10 - }, - { - "priceNanos": 4823604889209, - "size": 72, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823624889209, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 4823644889209, - "size": 78, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.239Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572183, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349949371024, - "size": 25, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 349929371024, - "size": 11, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349959371024, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 349969371024, - "size": 78, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.259Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572184, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:20.305Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572185, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79896264985, - "size": 70, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79886264985, - "size": 92, - "orderCount": 6 - }, - { - "priceNanos": 79866264985, - "size": 37, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79996264985, - "size": 97, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80016264985, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 80066264985, - "size": 9, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.398Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572186, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823492807100, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823542807100, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 4823552807100, - "size": 35, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823582807100, - "size": 31, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:20.442Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572187, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219962239110, - "size": 5, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.511Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220073846008, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220033846008, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 220023846008, - "size": 97, - "orderCount": 18 - }, - { - "priceNanos": 219993846008, - "size": 4, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220113846008, - "size": 97, - "orderCount": 17 - }, - { - "priceNanos": 220163846008, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 220203846008, - "size": 53, - "orderCount": 6 - }, - { - "priceNanos": 220213846008, - "size": 98, - "orderCount": 13 - }, - { - "priceNanos": 220233846008, - "size": 36, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:20.559Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572189, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189804324714, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189774324714, - "size": 95, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189744324714, - "size": 44, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189704324714, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189674324714, - "size": 11, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189834324714, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 189844324714, - "size": 70, - "orderCount": 19 - }, - { - "priceNanos": 189884324714, - "size": 36, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:20.600Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572190, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349960065632, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 349920065632, - "size": 11, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 350050065632, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 350070065632, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350080065632, - "size": 27, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350120065632, - "size": 99, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350130065632, - "size": 14, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.616Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844152898, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189809152898, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189779152898, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 189729152898, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 189679152898, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 189669152898, - "size": 82, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189879152898, - "size": 88, - "orderCount": 13 - }, - { - "priceNanos": 189889152898, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 189929152898, - "size": 18, - "orderCount": 15 - }, - { - "priceNanos": 189949152898, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 189959152898, - "size": 52, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:20.695Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572192, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534831770, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823484831770, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 4823464831770, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 4823454831770, - "size": 65, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823444831770, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 4823394831770, - "size": 42, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823584831770, - "size": 63, - "orderCount": 14 - }, - { - "priceNanos": 4823604831770, - "size": 64, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:20.709Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572193, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219960450320, - "size": 86, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 219970450320, - "size": 8, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220000450320, - "size": 3, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572194, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74942450740, - "size": 75, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74902450740, - "size": 28, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74852450740, - "size": 82, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 75012450740, - "size": 69, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75032450740, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 75072450740, - "size": 71, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:20.819Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572195, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:20.878Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220010659719, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220060659719, - "size": 33, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220110659719, - "size": 33, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220160659719, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220180659719, - "size": 40, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:20.920Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678854063962, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678849063962, - "size": 37, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678799063962, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 1678789063962, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 1678749063962, - "size": 32, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678859063962, - "size": 57, - "orderCount": 13 - }, - { - "priceNanos": 1678879063962, - "size": 62, - "orderCount": 7 - }, - { - "priceNanos": 1678889063962, - "size": 64, - "orderCount": 10 - }, - { - "priceNanos": 1678929063962, - "size": 35, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:20.984Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572198, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823387923063, - "size": 15, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:21.010Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350057186321, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350007186321, - "size": 37, - "orderCount": 3 - }, - { - "priceNanos": 349967186321, - "size": 44, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.088Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75089659282, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75084659282, - "size": 1, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75054659282, - "size": 44, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.108Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823430230557, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823385230557, - "size": 40, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823475230557, - "size": 1, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823505230557, - "size": 94, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823545230557, - "size": 76, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823595230557, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 4823645230557, - "size": 84, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.201Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962628546, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219922628546, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 219902628546, - "size": 34, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220002628546, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 220012628546, - "size": 99, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220032628546, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 220052628546, - "size": 85, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:21.261Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572203, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526157049, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823521157049, - "size": 18, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823531157049, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 4823551157049, - "size": 3, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:21.317Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572204, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79974374863, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79924374863, - "size": 48, - "orderCount": 1 - }, - { - "priceNanos": 79884374863, - "size": 26, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79864374863, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 79824374863, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 79804374863, - "size": 67, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80024374863, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80044374863, - "size": 33, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.380Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572205, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189726100376, - "size": 35, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189766100376, - "size": 47, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.412Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189733387367, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189718387367, - "size": 20, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189688387367, - "size": 53, - "orderCount": 11 - }, - { - "priceNanos": 189648387367, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189628387367, - "size": 70, - "orderCount": 20 - }, - { - "priceNanos": 189578387367, - "size": 99, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189748387367, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189778387367, - "size": 59, - "orderCount": 2 - }, - { - "priceNanos": 189808387367, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189828387367, - "size": 51, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.455Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572207, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349927391940, - "size": 35, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349917391940, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 349867391940, - "size": 11, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 350017391940, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350057391940, - "size": 81, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:21.523Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572208, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350021102253, - "size": 88, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349991102253, - "size": 52, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349951102253, - "size": 18, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081102253, - "size": 47, - "orderCount": 15 - }, - { - "priceNanos": 350101102253, - "size": 73, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.561Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902712711, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74882712711, - "size": 26, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74922712711, - "size": 8, - "orderCount": 14 - }, - { - "priceNanos": 74972712711, - "size": 73, - "orderCount": 13 - }, - { - "priceNanos": 75012712711, - "size": 43, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.631Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848922926, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678828922926, - "size": 47, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678788922926, - "size": 58, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678868922926, - "size": 98, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678918922926, - "size": 60, - "orderCount": 18 - }, - { - "priceNanos": 1678948922926, - "size": 3, - "orderCount": 6 - }, - { - "priceNanos": 1678988922926, - "size": 54, - "orderCount": 18 - }, - { - "priceNanos": 1678998922926, - "size": 20, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.647Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572211, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823534972691, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823529972691, - "size": 4, - "orderCount": 10 - }, - { - "priceNanos": 4823479972691, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 4823459972691, - "size": 16, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823429972691, - "size": 43, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823389972691, - "size": 7, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823539972691, - "size": 28, - "orderCount": 18 - }, - { - "priceNanos": 4823569972691, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 4823599972691, - "size": 81, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:21.718Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572212, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189686709230, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189636709230, - "size": 95, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189736709230, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 189776709230, - "size": 84, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.763Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572213, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678811462532, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678786462532, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 1678766462532, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 1678716462532, - "size": 90, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678836462532, - "size": 88, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678876462532, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678906462532, - "size": 87, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678916462532, - "size": 99, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.854Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572214, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823487254694, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 4823447254694, - "size": 85, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823437254694, - "size": 92, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:21.893Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572215, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350061838734, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 350011838734, - "size": 77, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350101838734, - "size": 26, - "orderCount": 18 - }, - { - "priceNanos": 350111838734, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350131838734, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 350151838734, - "size": 25, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350201838734, - "size": 7, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:21.981Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572216, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094501233, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75084501233, - "size": 66, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75074501233, - "size": 69, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75104501233, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 75124501233, - "size": 67, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:21.994Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572217, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988935362, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79938935362, - "size": 7, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79908935362, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 79878935362, - "size": 4, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80038935362, - "size": 59, - "orderCount": 3 - }, - { - "priceNanos": 80058935362, - "size": 7, - "orderCount": 12 - }, - { - "priceNanos": 80108935362, - "size": 80, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.071Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572218, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75081478405, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 75051478405, - "size": 22, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75091478405, - "size": 65, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.156Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572219, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010575586, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350000575586, - "size": 61, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350020575586, - "size": 25, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.242Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572220, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75046260204, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74996260204, - "size": 84, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75096260204, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 75146260204, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 75156260204, - "size": 92, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75196260204, - "size": 24, - "orderCount": 2 - }, - { - "priceNanos": 75206260204, - "size": 26, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:22.275Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572221, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74901035462, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74866035462, - "size": 61, - "orderCount": 12 - }, - { - "priceNanos": 74856035462, - "size": 19, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74936035462, - "size": 61, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 74956035462, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 74966035462, - "size": 19, - "orderCount": 10 - }, - { - "priceNanos": 74996035462, - "size": 24, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:22.343Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572222, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823430293044, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823410293044, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 4823400293044, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 4823360293044, - "size": 14, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.410Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572223, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189833423837, - "size": 57, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189843423837, - "size": 74, - "orderCount": 12 - }, - { - "priceNanos": 189863423837, - "size": 85, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.447Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572224, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823559107308, - "size": 52, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823549107308, - "size": 27, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823519107308, - "size": 23, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823569107308, - "size": 24, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823599107308, - "size": 15, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.523Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572225, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823400762259, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823380762259, - "size": 28, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823420762259, - "size": 9, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823440762259, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 4823470762259, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 4823490762259, - "size": 46, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823500762259, - "size": 73, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:22.606Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572226, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79987126293, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79977126293, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 79947126293, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 79917126293, - "size": 98, - "orderCount": 7 - }, - { - "priceNanos": 79907126293, - "size": 23, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 79997126293, - "size": 1, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.627Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572227, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477381762, - "size": 5, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823482381762, - "size": 59, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823532381762, - "size": 22, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823552381762, - "size": 92, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.716Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572228, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349942461635, - "size": 27, - "orderCount": 2 - }, - { - "priceNanos": 349912461635, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 349902461635, - "size": 77, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349892461635, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 349872461635, - "size": 36, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350012461635, - "size": 25, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350052461635, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 350092461635, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 350142461635, - "size": 30, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.797Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572229, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678872196571, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678857196571, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 1678817196571, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 1678797196571, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678757196571, - "size": 89, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678887196571, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 1678897196571, - "size": 17, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.825Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572230, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189676836770, - "size": 52, - "orderCount": 11 - }, - { - "priceNanos": 189626836770, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 189596836770, - "size": 26, - "orderCount": 19 - }, - { - "priceNanos": 189566836770, - "size": 62, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189736836770, - "size": 15, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:22.908Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572231, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678854830721, - "size": 55, - "orderCount": 18 - }, - { - "priceNanos": 1678894830721, - "size": 3, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:22.982Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572232, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823554877368, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823544877368, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 4823504877368, - "size": 71, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823474877368, - "size": 6, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823464877368, - "size": 66, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.007Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572233, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823542495395, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823492495395, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823482495395, - "size": 30, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823572495395, - "size": 92, - "orderCount": 10 - }, - { - "priceNanos": 4823612495395, - "size": 86, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823632495395, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823682495395, - "size": 38, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:23.022Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572234, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067494255, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80047494255, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 80037494255, - "size": 2, - "orderCount": 20 - }, - { - "priceNanos": 80017494255, - "size": 84, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79967494255, - "size": 43, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80087494255, - "size": 6, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80137494255, - "size": 46, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80187494255, - "size": 30, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80217494255, - "size": 92, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.099Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572235, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997450519, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74947450519, - "size": 67, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74937450519, - "size": 43, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.176Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572236, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823587552402, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823572552402, - "size": 80, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823532552402, - "size": 33, - "orderCount": 3 - }, - { - "priceNanos": 4823502552402, - "size": 24, - "orderCount": 15 - }, - { - "priceNanos": 4823472552402, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823442552402, - "size": 53, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823602552402, - "size": 2, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823642552402, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 4823652552402, - "size": 83, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823702552402, - "size": 29, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:23.238Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572237, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678730993824, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678705993824, - "size": 61, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678755993824, - "size": 41, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678785993824, - "size": 42, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678815993824, - "size": 100, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.299Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572238, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349948902651, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349968902651, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 349998902651, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350008902651, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 350048902651, - "size": 90, - "orderCount": 19 - }, - { - "priceNanos": 350078902651, - "size": 4, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.346Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572239, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350030890304, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350015890304, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 350005890304, - "size": 16, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349985890304, - "size": 3, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350045890304, - "size": 36, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350095890304, - "size": 18, - "orderCount": 7 - }, - { - "priceNanos": 350125890304, - "size": 3, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:23.392Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572240, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80019521582, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 79989521582, - "size": 44, - "orderCount": 2 - }, - { - "priceNanos": 79969521582, - "size": 71, - "orderCount": 5 - }, - { - "priceNanos": 79939521582, - "size": 39, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80109521582, - "size": 10, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:23.487Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572241, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79965058128, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79925058128, - "size": 34, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79885058128, - "size": 42, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80005058128, - "size": 45, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80025058128, - "size": 56, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.587Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572242, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678701728240, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678671728240, - "size": 5, - "orderCount": 14 - }, - { - "priceNanos": 1678661728240, - "size": 78, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678651728240, - "size": 6, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678731728240, - "size": 93, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678741728240, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 1678761728240, - "size": 44, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:23.626Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572243, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79958597616, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79968597616, - "size": 19, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80008597616, - "size": 51, - "orderCount": 3 - }, - { - "priceNanos": 80048597616, - "size": 71, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80088597616, - "size": 52, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80108597616, - "size": 74, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.672Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572244, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823591217514, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823581217514, - "size": 97, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823571217514, - "size": 97, - "orderCount": 10 - }, - { - "priceNanos": 4823521217514, - "size": 69, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823601217514, - "size": 8, - "orderCount": 20 - }, - { - "priceNanos": 4823621217514, - "size": 72, - "orderCount": 19 - }, - { - "priceNanos": 4823671217514, - "size": 53, - "orderCount": 10 - }, - { - "priceNanos": 4823721217514, - "size": 97, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.761Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572245, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678863147126, - "size": 44, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678893147126, - "size": 76, - "orderCount": 15 - }, - { - "priceNanos": 1678933147126, - "size": 40, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:23.811Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572246, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80068780264, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80018780264, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 79978780264, - "size": 100, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79958780264, - "size": 99, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79938780264, - "size": 21, - "orderCount": 4 - }, - { - "priceNanos": 79888780264, - "size": 44, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80118780264, - "size": 7, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:23.888Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572247, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842391958, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189822391958, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189802391958, - "size": 87, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189862391958, - "size": 89, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189882391958, - "size": 15, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189922391958, - "size": 89, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189972391958, - "size": 91, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:23.954Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572248, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678688858506, - "size": 22, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678748858506, - "size": 96, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678778858506, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 1678788858506, - "size": 6, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678808858506, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 1678858858506, - "size": 16, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.050Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572249, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219943445922, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219923445922, - "size": 37, - "orderCount": 10 - }, - { - "priceNanos": 219903445922, - "size": 10, - "orderCount": 10 - }, - { - "priceNanos": 219853445922, - "size": 87, - "orderCount": 20 - }, - { - "priceNanos": 219803445922, - "size": 42, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219963445922, - "size": 20, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 219973445922, - "size": 1, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 219983445922, - "size": 33, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220013445922, - "size": 95, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.082Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572250, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518950867, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823503950867, - "size": 62, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823463950867, - "size": 82, - "orderCount": 15 - }, - { - "priceNanos": 4823423950867, - "size": 96, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823373950867, - "size": 96, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823533950867, - "size": 73, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823573950867, - "size": 9, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823583950867, - "size": 9, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823623950867, - "size": 49, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823673950867, - "size": 82, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:24.146Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572251, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79924384529, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 79874384529, - "size": 9, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79854384529, - "size": 49, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79834384529, - "size": 28, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79984384529, - "size": 13, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:24.227Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572252, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823597950136, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823567950136, - "size": 75, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823627950136, - "size": 54, - "orderCount": 20 - }, - { - "priceNanos": 4823667950136, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 4823717950136, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 4823727950136, - "size": 13, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.239Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572253, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220028319110, - "size": 39, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 220008319110, - "size": 38, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219978319110, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 219928319110, - "size": 62, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220048319110, - "size": 3, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220098319110, - "size": 61, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220148319110, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 220178319110, - "size": 23, - "orderCount": 13 - }, - { - "priceNanos": 220198319110, - "size": 78, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:24.294Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572254, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995256215, - "size": 25, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75040256215, - "size": 84, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.312Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572255, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189767223549, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189747223549, - "size": 41, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189727223549, - "size": 23, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189707223549, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 189667223549, - "size": 42, - "orderCount": 4 - }, - { - "priceNanos": 189657223549, - "size": 74, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.399Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572256, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220050526417, - "size": 9, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220080526417, - "size": 1, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220120526417, - "size": 69, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:24.484Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572257, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79998554696, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79983554696, - "size": 82, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79953554696, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 79923554696, - "size": 40, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80013554696, - "size": 50, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80023554696, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 80073554696, - "size": 26, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.564Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572258, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678887021997, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678857021997, - "size": 96, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678837021997, - "size": 19, - "orderCount": 11 - }, - { - "priceNanos": 1678827021997, - "size": 54, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678917021997, - "size": 1, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:24.658Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572259, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823477572867, - "size": 15, - "orderCount": 16 - }, - { - "priceNanos": 4823427572867, - "size": 18, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823577572867, - "size": 100, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823597572867, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 4823607572867, - "size": 20, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.698Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572260, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960579131, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.786Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572261, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401174283, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823391174283, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 4823361174283, - "size": 99, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823411174283, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 4823451174283, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 4823471174283, - "size": 65, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823501174283, - "size": 43, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.859Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572262, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952945341, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79927945341, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 79917945341, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 79887945341, - "size": 28, - "orderCount": 10 - }, - { - "priceNanos": 79847945341, - "size": 5, - "orderCount": 20 - }, - { - "priceNanos": 79827945341, - "size": 45, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79977945341, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 80017945341, - "size": 46, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80027945341, - "size": 73, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80037945341, - "size": 47, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80067945341, - "size": 96, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:24.880Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572263, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219971190935, - "size": 7, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219921190935, - "size": 41, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220041190935, - "size": 91, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.908Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572264, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80100351364, - "size": 21, - "orderCount": 9 - }, - { - "priceNanos": 80110351364, - "size": 88, - "orderCount": 9 - }, - { - "priceNanos": 80150351364, - "size": 96, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:24.926Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572265, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79992556605, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79952556605, - "size": 68, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 80032556605, - "size": 2, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:24.989Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572266, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823452224962, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823437224962, - "size": 65, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823407224962, - "size": 78, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823357224962, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 4823327224962, - "size": 79, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823297224962, - "size": 50, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823467224962, - "size": 61, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.043Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572267, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219952709465, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219917709465, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 219867709465, - "size": 29, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219837709465, - "size": 59, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219817709465, - "size": 53, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219987709465, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 220037709465, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 220047709465, - "size": 87, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:25.055Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572268, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189743965191, - "size": 17, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189783965191, - "size": 61, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189823965191, - "size": 86, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.087Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572269, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350061570846, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350036570846, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 349986570846, - "size": 65, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350086570846, - "size": 18, - "orderCount": 4 - }, - { - "priceNanos": 350106570846, - "size": 57, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.183Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572270, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79981397434, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79961397434, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 79931397434, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 79911397434, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80001397434, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 80051397434, - "size": 43, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.265Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572271, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189731020504, - "size": 84, - "orderCount": 7 - }, - { - "priceNanos": 189721020504, - "size": 31, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189811020504, - "size": 37, - "orderCount": 7 - }, - { - "priceNanos": 189861020504, - "size": 2, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189891020504, - "size": 17, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:25.293Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572272, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220029873008, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 219979873008, - "size": 59, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:25.315Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572273, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219976372747, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219941372747, - "size": 21, - "orderCount": 7 - }, - { - "priceNanos": 219911372747, - "size": 76, - "orderCount": 6 - }, - { - "priceNanos": 219861372747, - "size": 2, - "orderCount": 8 - }, - { - "priceNanos": 219841372747, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220011372747, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 220061372747, - "size": 61, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220091372747, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 220111372747, - "size": 78, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220161372747, - "size": 28, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.388Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572274, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349943957286, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349918957286, - "size": 55, - "orderCount": 5 - }, - { - "priceNanos": 349878957286, - "size": 72, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 349968957286, - "size": 17, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 349998957286, - "size": 11, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.486Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572275, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220077228607, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220042228607, - "size": 12, - "orderCount": 5 - }, - { - "priceNanos": 220012228607, - "size": 92, - "orderCount": 14 - }, - { - "priceNanos": 219982228607, - "size": 91, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220112228607, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 220162228607, - "size": 56, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.514Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572276, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79967719470, - "size": 81, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 79977719470, - "size": 9, - "orderCount": 14 - }, - { - "priceNanos": 79987719470, - "size": 89, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80017719470, - "size": 36, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:25.553Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572277, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823466842906, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823436842906, - "size": 74, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496842906, - "size": 7, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.649Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572278, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219919030045, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219969030045, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 219979030045, - "size": 86, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220019030045, - "size": 100, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220039030045, - "size": 52, - "orderCount": 18 - }, - { - "priceNanos": 220069030045, - "size": 46, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.742Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572279, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74964976732, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74954976732, - "size": 95, - "orderCount": 13 - }, - { - "priceNanos": 74944976732, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 74934976732, - "size": 17, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75064976732, - "size": 16, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75084976732, - "size": 100, - "orderCount": 6 - }, - { - "priceNanos": 75104976732, - "size": 5, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75134976732, - "size": 84, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75184976732, - "size": 54, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.825Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572280, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516264410, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823501264410, - "size": 21, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823531264410, - "size": 100, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823581264410, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 4823611264410, - "size": 96, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823661264410, - "size": 100, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:25.894Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572281, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189628103421, - "size": 73, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189678103421, - "size": 19, - "orderCount": 18 - }, - { - "priceNanos": 189708103421, - "size": 50, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189748103421, - "size": 40, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:25.929Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572282, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219973259840, - "size": 7, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219983259840, - "size": 17, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220013259840, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 220033259840, - "size": 99, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220083259840, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:25.978Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572283, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823572478952, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823547478952, - "size": 99, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823597478952, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 4823607478952, - "size": 76, - "orderCount": 12 - }, - { - "priceNanos": 4823657478952, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 4823677478952, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 4823697478952, - "size": 6, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.021Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572284, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74976327568, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941327568, - "size": 38, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74901327568, - "size": 76, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 75011327568, - "size": 82, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572285, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75087236525, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75052236525, - "size": 16, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 75022236525, - "size": 22, - "orderCount": 18 - }, - { - "priceNanos": 75012236525, - "size": 62, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 75002236525, - "size": 22, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75122236525, - "size": 95, - "orderCount": 1 - }, - { - "priceNanos": 75152236525, - "size": 13, - "orderCount": 1 - }, - { - "priceNanos": 75172236525, - "size": 7, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75222236525, - "size": 37, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75262236525, - "size": 36, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.086Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572286, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678878963646, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678833963646, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 1678813963646, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 1678793963646, - "size": 64, - "orderCount": 12 - }, - { - "priceNanos": 1678743963646, - "size": 20, - "orderCount": 5, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.136Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572287, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80025835755, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 79985835755, - "size": 17, - "orderCount": 12 - }, - { - "priceNanos": 79975835755, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 79955835755, - "size": 77, - "orderCount": 13 - }, - { - "priceNanos": 79945835755, - "size": 30, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80065835755, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80085835755, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 80105835755, - "size": 61, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:26.148Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572288, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678781792737, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678761792737, - "size": 58, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678711792737, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 1678661792737, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 1678631792737, - "size": 46, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678801792737, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 1678831792737, - "size": 96, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.225Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572289, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219975218975, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219965218975, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219945218975, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 219935218975, - "size": 28, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 219985218975, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 220035218975, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 220065218975, - "size": 61, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:26.296Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572290, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350025240372, - "size": 37, - "orderCount": 12 - }, - { - "priceNanos": 350015240372, - "size": 28, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 349995240372, - "size": 64, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349945240372, - "size": 94, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349915240372, - "size": 7, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 350075240372, - "size": 17, - "orderCount": 3 - }, - { - "priceNanos": 350105240372, - "size": 99, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:26.358Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572291, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350062454886, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 350042454886, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 350002454886, - "size": 74, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 350092454886, - "size": 44, - "orderCount": 8 - }, - { - "priceNanos": 350102454886, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 350122454886, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 350162454886, - "size": 76, - "orderCount": 20 - }, - { - "priceNanos": 350182454886, - "size": 19, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:26.431Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572292, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79923775712, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 79893775712, - "size": 14, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79883775712, - "size": 41, - "orderCount": 8 - }, - { - "priceNanos": 79873775712, - "size": 16, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79973775712, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 80003775712, - "size": 65, - "orderCount": 3 - }, - { - "priceNanos": 80043775712, - "size": 54, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80053775712, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 80073775712, - "size": 57, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.469Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572293, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823418766760, - "size": 21, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823368766760, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 4823328766760, - "size": 69, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823458766760, - "size": 16, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823498766760, - "size": 40, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823538766760, - "size": 7, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.550Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572294, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938497784, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74893497784, - "size": 95, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74983497784, - "size": 13, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.569Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572295, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678888051442, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678873051442, - "size": 35, - "orderCount": 8 - }, - { - "priceNanos": 1678823051442, - "size": 50, - "orderCount": 9 - }, - { - "priceNanos": 1678813051442, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 1678793051442, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 1678783051442, - "size": 67, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 1678903051442, - "size": 72, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.586Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572296, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220086449217, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220036449217, - "size": 99, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 220136449217, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220146449217, - "size": 10, - "orderCount": 11 - }, - { - "priceNanos": 220196449217, - "size": 28, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.632Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572297, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219977386020, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219932386020, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 219892386020, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 219842386020, - "size": 72, - "orderCount": 3 - }, - { - "priceNanos": 219802386020, - "size": 77, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219752386020, - "size": 99, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220022386020, - "size": 1, - "orderCount": 7 - }, - { - "priceNanos": 220062386020, - "size": 75, - "orderCount": 8 - }, - { - "priceNanos": 220082386020, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 220122386020, - "size": 89, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:26.702Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572298, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79968757304, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79933757304, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 79893757304, - "size": 37, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.772Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572299, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091223023, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80081223023, - "size": 54, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80101223023, - "size": 24, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80131223023, - "size": 8, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:26.864Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572300, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993441185, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74953441185, - "size": 99, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74903441185, - "size": 38, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:26.925Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572301, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991973409, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349946973409, - "size": 14, - "orderCount": 7 - }, - { - "priceNanos": 349896973409, - "size": 21, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349856973409, - "size": 8, - "orderCount": 8 - }, - { - "priceNanos": 349816973409, - "size": 66, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350036973409, - "size": 93, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350066973409, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 350096973409, - "size": 17, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:27.020Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572302, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74968623086, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74933623086, - "size": 71, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74903623086, - "size": 23, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.030Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572303, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80043592993, - "size": 39, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.072Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572304, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678741638677, - "size": 88, - "orderCount": 17 - }, - { - "priceNanos": 1678791638677, - "size": 22, - "orderCount": 1 - }, - { - "priceNanos": 1678801638677, - "size": 37, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.104Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572305, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823427433517, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823392433517, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 4823342433517, - "size": 20, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823332433517, - "size": 52, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823292433517, - "size": 79, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823462433517, - "size": 88, - "orderCount": 2 - }, - { - "priceNanos": 4823472433517, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 4823482433517, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 4823492433517, - "size": 88, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823532433517, - "size": 40, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.202Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572306, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:27.242Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572307, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220102252010, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 220142252010, - "size": 2, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.325Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572308, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678722926033, - "size": 71, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678822926033, - "size": 73, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.419Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572309, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823369736239, - "size": 24, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823359736239, - "size": 56, - "orderCount": 20 - }, - { - "priceNanos": 4823349736239, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 4823339736239, - "size": 89, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823469736239, - "size": 60, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:27.464Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572310, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75003261107, - "size": 37, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75018261107, - "size": 33, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:27.489Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572311, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499912732, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823454912732, - "size": 75, - "orderCount": 20 - }, - { - "priceNanos": 4823424912732, - "size": 68, - "orderCount": 18 - }, - { - "priceNanos": 4823374912732, - "size": 85, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823544912732, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823554912732, - "size": 30, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823584912732, - "size": 62, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.514Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572312, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678798928418, - "size": 30, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678758928418, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 1678708928418, - "size": 12, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678688928418, - "size": 3, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678848928418, - "size": 77, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678878928418, - "size": 27, - "orderCount": 4 - }, - { - "priceNanos": 1678898928418, - "size": 99, - "orderCount": 6 - }, - { - "priceNanos": 1678928928418, - "size": 38, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.542Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572313, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823468602098, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823443602098, - "size": 73, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823413602098, - "size": 6, - "orderCount": 18 - }, - { - "priceNanos": 4823383602098, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823333602098, - "size": 42, - "orderCount": 2 - }, - { - "priceNanos": 4823323602098, - "size": 97, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823493602098, - "size": 60, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.598Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572314, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823552563703, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823537563703, - "size": 16, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823487563703, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 4823447563703, - "size": 83, - "orderCount": 3 - }, - { - "priceNanos": 4823407563703, - "size": 96, - "orderCount": 8 - }, - { - "priceNanos": 4823377563703, - "size": 49, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823567563703, - "size": 69, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823617563703, - "size": 21, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823657563703, - "size": 66, - "orderCount": 13 - }, - { - "priceNanos": 4823667563703, - "size": 1, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823707563703, - "size": 8, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.616Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572315, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79872783697, - "size": 96, - "orderCount": 5 - }, - { - "priceNanos": 79862783697, - "size": 65, - "orderCount": 9 - }, - { - "priceNanos": 79832783697, - "size": 89, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.687Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572316, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220019934477, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 219979934477, - "size": 8, - "orderCount": 18 - }, - { - "priceNanos": 219959934477, - "size": 1, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219939934477, - "size": 53, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220109934477, - "size": 60, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.702Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572317, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74993727751, - "size": 76, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74953727751, - "size": 93, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75023727751, - "size": 63, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:27.722Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572318, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350059201135, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350049201135, - "size": 50, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350069201135, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 350119201135, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350139201135, - "size": 71, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.795Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572319, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220020189500, - "size": 48, - "orderCount": 14 - }, - { - "priceNanos": 220010189500, - "size": 89, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220120189500, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 220130189500, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 220140189500, - "size": 52, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220150189500, - "size": 28, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:27.865Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572320, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678811491230, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678766491230, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 1678746491230, - "size": 24, - "orderCount": 4 - }, - { - "priceNanos": 1678696491230, - "size": 7, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678856491230, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678896491230, - "size": 13, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678936491230, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:27.882Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572321, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189654985686, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189639985686, - "size": 57, - "orderCount": 16 - }, - { - "priceNanos": 189589985686, - "size": 8, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189539985686, - "size": 30, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189519985686, - "size": 51, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189669985686, - "size": 97, - "orderCount": 7 - }, - { - "priceNanos": 189689985686, - "size": 22, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189719985686, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 189729985686, - "size": 36, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:27.966Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572322, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937573616, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219902573616, - "size": 42, - "orderCount": 8 - }, - { - "priceNanos": 219852573616, - "size": 46, - "orderCount": 6 - }, - { - "priceNanos": 219842573616, - "size": 38, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219972573616, - "size": 75, - "orderCount": 14 - }, - { - "priceNanos": 219982573616, - "size": 40, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.056Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572323, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75027988553, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75022988553, - "size": 91, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74992988553, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 74952988553, - "size": 66, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74922988553, - "size": 39, - "orderCount": 17 - }, - { - "priceNanos": 74892988553, - "size": 41, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:28.145Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572324, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823464849801, - "size": 95, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823484849801, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 4823534849801, - "size": 39, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823544849801, - "size": 94, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:28.165Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572325, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349881932843, - "size": 99, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349971932843, - "size": 1, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:28.259Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572326, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75023822998, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74988822998, - "size": 52, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74948822998, - "size": 11, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75058822998, - "size": 67, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:28.272Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572327, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678790406500, - "size": 87, - "orderCount": 13 - }, - { - "priceNanos": 1678800406500, - "size": 42, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.328Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572328, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75034569282, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75009569282, - "size": 52, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75059569282, - "size": 49, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75079569282, - "size": 50, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.399Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572329, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823449162789, - "size": 79, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823419162789, - "size": 31, - "orderCount": 11 - }, - { - "priceNanos": 4823409162789, - "size": 42, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823489162789, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 4823539162789, - "size": 62, - "orderCount": 8 - }, - { - "priceNanos": 4823589162789, - "size": 20, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823639162789, - "size": 52, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823689162789, - "size": 91, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:28.498Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572330, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678881729765, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678851729765, - "size": 89, - "orderCount": 14 - }, - { - "priceNanos": 1678831729765, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 1678811729765, - "size": 42, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678781729765, - "size": 17, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678911729765, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678941729765, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 1678971729765, - "size": 47, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679001729765, - "size": 7, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.528Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572331, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951641208, - "size": 31, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79961641208, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 80011641208, - "size": 85, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80031641208, - "size": 33, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.604Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572332, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823474702275, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823464702275, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 4823414702275, - "size": 52, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823484702275, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 4823504702275, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 4823524702275, - "size": 86, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.638Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572333, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678899880063, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678879880063, - "size": 16, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678869880063, - "size": 35, - "orderCount": 1 - }, - { - "priceNanos": 1678859880063, - "size": 55, - "orderCount": 10 - }, - { - "priceNanos": 1678839880063, - "size": 11, - "orderCount": 10 - }, - { - "priceNanos": 1678799880063, - "size": 69, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678919880063, - "size": 10, - "orderCount": 12 - }, - { - "priceNanos": 1678939880063, - "size": 22, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.723Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572334, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349900017413, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349855017413, - "size": 17, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349815017413, - "size": 70, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349765017413, - "size": 82, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349945017413, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 349965017413, - "size": 36, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:28.765Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572335, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678741142078, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701142078, - "size": 92, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678681142078, - "size": 7, - "orderCount": 19 - }, - { - "priceNanos": 1678671142078, - "size": 28, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678651142078, - "size": 36, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678781142078, - "size": 45, - "orderCount": 3 - }, - { - "priceNanos": 1678811142078, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 1678841142078, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 1678861142078, - "size": 26, - "orderCount": 7 - }, - { - "priceNanos": 1678891142078, - "size": 12, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.831Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572336, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74930440539, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 74890440539, - "size": 54, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74860440539, - "size": 91, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.870Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572337, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823462143432, - "size": 25, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823492143432, - "size": 37, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823522143432, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 4823552143432, - "size": 46, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.890Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572338, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79947920455, - "size": 22, - "orderCount": 18 - }, - { - "priceNanos": 79897920455, - "size": 28, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80027920455, - "size": 21, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80067920455, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 80107920455, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 80127920455, - "size": 15, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80177920455, - "size": 34, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:28.962Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572339, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703249194, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678683249194, - "size": 76, - "orderCount": 18 - }, - { - "priceNanos": 1678653249194, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 1678643249194, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 1678623249194, - "size": 60, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678723249194, - "size": 59, - "orderCount": 13 - }, - { - "priceNanos": 1678733249194, - "size": 43, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678773249194, - "size": 52, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678793249194, - "size": 8, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.030Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572340, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823566859587, - "size": 95, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823516859587, - "size": 80, - "orderCount": 11 - }, - { - "priceNanos": 4823476859587, - "size": 68, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823576859587, - "size": 6, - "orderCount": 2 - }, - { - "priceNanos": 4823596859587, - "size": 36, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823606859587, - "size": 85, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:29.114Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572341, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74934583468, - "size": 3, - "orderCount": 15 - }, - { - "priceNanos": 74914583468, - "size": 8, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74904583468, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74874583468, - "size": 1, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75004583468, - "size": 9, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.129Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572342, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80014041992, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79994041992, - "size": 20, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79984041992, - "size": 71, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79944041992, - "size": 25, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79904041992, - "size": 1, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80034041992, - "size": 55, - "orderCount": 20 - }, - { - "priceNanos": 80064041992, - "size": 85, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80114041992, - "size": 35, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:29.190Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572343, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776318386, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678771318386, - "size": 59, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678781318386, - "size": 60, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:29.265Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572344, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823471769712, - "size": 72, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823481769712, - "size": 54, - "orderCount": 6 - }, - { - "priceNanos": 4823501769712, - "size": 3, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823531769712, - "size": 19, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823581769712, - "size": 43, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:29.315Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572345, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79892665276, - "size": 58, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79862665276, - "size": 20, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79992665276, - "size": 14, - "orderCount": 10 - }, - { - "priceNanos": 80002665276, - "size": 37, - "orderCount": 6 - }, - { - "priceNanos": 80042665276, - "size": 16, - "orderCount": 18 - }, - { - "priceNanos": 80062665276, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 80072665276, - "size": 71, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:29.380Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572346, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476699828, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823456699828, - "size": 25, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823436699828, - "size": 79, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823426699828, - "size": 27, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496699828, - "size": 31, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:29.397Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572347, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219886281589, - "size": 34, - "orderCount": 5 - }, - { - "priceNanos": 219876281589, - "size": 18, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219836281589, - "size": 84, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 219966281589, - "size": 93, - "orderCount": 9 - }, - { - "priceNanos": 219996281589, - "size": 50, - "orderCount": 4 - }, - { - "priceNanos": 220006281589, - "size": 46, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.418Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572348, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438519451, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823413519451, - "size": 50, - "orderCount": 6 - }, - { - "priceNanos": 4823393519451, - "size": 30, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823373519451, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 4823343519451, - "size": 62, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 4823463519451, - "size": 8, - "orderCount": 7 - }, - { - "priceNanos": 4823473519451, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 4823493519451, - "size": 92, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823503519451, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823513519451, - "size": 72, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.502Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572349, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74922681398, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74872681398, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74822681398, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 74812681398, - "size": 38, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74802681398, - "size": 9, - "orderCount": 3 - }, - { - "priceNanos": 74782681398, - "size": 21, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.578Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572350, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349952736938, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349942736938, - "size": 8, - "orderCount": 17 - }, - { - "priceNanos": 349902736938, - "size": 89, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349882736938, - "size": 29, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349962736938, - "size": 36, - "orderCount": 18 - }, - { - "priceNanos": 350012736938, - "size": 20, - "orderCount": 15 - }, - { - "priceNanos": 350062736938, - "size": 81, - "orderCount": 16 - }, - { - "priceNanos": 350082736938, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 350102736938, - "size": 73, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.623Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572351, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75090792426, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75095792426, - "size": 89, - "orderCount": 17 - }, - { - "priceNanos": 75125792426, - "size": 76, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.683Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572352, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220064563891, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220034563891, - "size": 18, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:29.744Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572353, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823534613489, - "size": 10, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823514613489, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 4823494613489, - "size": 22, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823454613489, - "size": 13, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823554613489, - "size": 83, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.766Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572354, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189654673072, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189624673072, - "size": 47, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189614673072, - "size": 40, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189684673072, - "size": 78, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:29.831Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572355, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678727252194, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678692252194, - "size": 43, - "orderCount": 13 - }, - { - "priceNanos": 1678662252194, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678612252194, - "size": 88, - "orderCount": 8 - }, - { - "priceNanos": 1678572252194, - "size": 53, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678562252194, - "size": 76, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678762252194, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 1678782252194, - "size": 55, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678812252194, - "size": 74, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:29.859Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572356, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189788572439, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189753572439, - "size": 89, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189723572439, - "size": 34, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189683572439, - "size": 9, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189823572439, - "size": 83, - "orderCount": 4 - }, - { - "priceNanos": 189873572439, - "size": 67, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:29.922Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572357, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678807318116, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678787318116, - "size": 11, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678777318116, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 1678757318116, - "size": 30, - "orderCount": 1 - }, - { - "priceNanos": 1678717318116, - "size": 37, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678827318116, - "size": 30, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:29.992Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572358, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823469074525, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823434074525, - "size": 70, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823394074525, - "size": 82, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823344074525, - "size": 27, - "orderCount": 18 - }, - { - "priceNanos": 4823304074525, - "size": 90, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823504074525, - "size": 26, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823554074525, - "size": 14, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.033Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572359, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75085690038, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75045690038, - "size": 52, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 75035690038, - "size": 99, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75125690038, - "size": 35, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:30.088Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572360, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80088940183, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80098940183, - "size": 65, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80108940183, - "size": 16, - "orderCount": 11 - }, - { - "priceNanos": 80138940183, - "size": 92, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.120Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572361, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453574075, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823433574075, - "size": 98, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823393574075, - "size": 49, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823353574075, - "size": 11, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823473574075, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 4823523574075, - "size": 65, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.183Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572362, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479513867, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823459513867, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823419513867, - "size": 27, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823409513867, - "size": 62, - "orderCount": 16 - }, - { - "priceNanos": 4823369513867, - "size": 17, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823499513867, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 4823509513867, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 4823529513867, - "size": 64, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823579513867, - "size": 26, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.280Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572363, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088484385, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220133484385, - "size": 41, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220153484385, - "size": 53, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:30.338Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572364, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823413967337, - "size": 91, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823363967337, - "size": 31, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503967337, - "size": 15, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823553967337, - "size": 51, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823563967337, - "size": 21, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823613967337, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 4823643967337, - "size": 91, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:30.390Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572365, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823543219430, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823533219430, - "size": 4, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823493219430, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 4823463219430, - "size": 99, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 4823553219430, - "size": 10, - "orderCount": 18 - }, - { - "priceNanos": 4823573219430, - "size": 18, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823613219430, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 4823663219430, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823693219430, - "size": 58, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.490Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572366, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410518641, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823400518641, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 4823390518641, - "size": 72, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823420518641, - "size": 18, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823460518641, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 4823470518641, - "size": 84, - "orderCount": 8 - }, - { - "priceNanos": 4823490518641, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823540518641, - "size": 69, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.588Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572367, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823595428909, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823545428909, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823505428909, - "size": 50, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823475428909, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 4823425428909, - "size": 4, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 4823645428909, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 4823655428909, - "size": 63, - "orderCount": 7 - }, - { - "priceNanos": 4823675428909, - "size": 82, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.639Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572368, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678771275929, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678731275929, - "size": 63, - "orderCount": 16 - }, - { - "priceNanos": 1678701275929, - "size": 30, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678681275929, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678631275929, - "size": 73, - "orderCount": 1 - }, - { - "priceNanos": 1678601275929, - "size": 88, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678811275929, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 1678841275929, - "size": 31, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.712Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572369, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79988886110, - "size": 10, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79968886110, - "size": 26, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80028886110, - "size": 65, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80058886110, - "size": 78, - "orderCount": 6 - }, - { - "priceNanos": 80098886110, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 80118886110, - "size": 2, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:30.725Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572370, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219990722739, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219940722739, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 219920722739, - "size": 71, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220040722739, - "size": 36, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:30.794Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572371, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823522046730, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823497046730, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 4823487046730, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 4823467046730, - "size": 98, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823437046730, - "size": 26, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823547046730, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 4823567046730, - "size": 52, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823587046730, - "size": 85, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823607046730, - "size": 84, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823617046730, - "size": 46, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.846Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572372, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75092879447, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75077879447, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 75057879447, - "size": 92, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75107879447, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 75117879447, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 75147879447, - "size": 34, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75197879447, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 75227879447, - "size": 88, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.867Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572373, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823481591748, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 4823441591748, - "size": 91, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823411591748, - "size": 92, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823371591748, - "size": 78, - "orderCount": 8 - }, - { - "priceNanos": 4823331591748, - "size": 1, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823571591748, - "size": 55, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:30.917Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572374, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349949505227, - "size": 34, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 349989505227, - "size": 32, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350009505227, - "size": 71, - "orderCount": 14 - }, - { - "priceNanos": 350039505227, - "size": 33, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350069505227, - "size": 22, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:30.927Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572375, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74921972981, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74886972981, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 74866972981, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 74816972981, - "size": 43, - "orderCount": 11 - }, - { - "priceNanos": 74806972981, - "size": 17, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74956972981, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 74996972981, - "size": 99, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75026972981, - "size": 10, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.026Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572376, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75007606110, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74987606110, - "size": 78, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75047606110, - "size": 100, - "orderCount": 15 - }, - { - "priceNanos": 75067606110, - "size": 21, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75087606110, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 75097606110, - "size": 63, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75147606110, - "size": 94, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.119Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572377, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069986504, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80049986504, - "size": 61, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80089986504, - "size": 35, - "orderCount": 11 - }, - { - "priceNanos": 80129986504, - "size": 47, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:31.178Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572378, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031396689, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75001396689, - "size": 67, - "orderCount": 20 - }, - { - "priceNanos": 74971396689, - "size": 4, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74951396689, - "size": 35, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74931396689, - "size": 88, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 75061396689, - "size": 84, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.195Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572379, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79979189950, - "size": 6, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80029189950, - "size": 72, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80049189950, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 80079189950, - "size": 72, - "orderCount": 14 - }, - { - "priceNanos": 80099189950, - "size": 24, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80109189950, - "size": 10, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:31.261Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572380, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349976290387, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349946290387, - "size": 99, - "orderCount": 5 - }, - { - "priceNanos": 349926290387, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349876290387, - "size": 44, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350006290387, - "size": 19, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350046290387, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 350086290387, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 350096290387, - "size": 33, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350136290387, - "size": 55, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:31.326Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572381, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220033794099, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220013794099, - "size": 99, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220053794099, - "size": 33, - "orderCount": 4 - }, - { - "priceNanos": 220083794099, - "size": 24, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220113794099, - "size": 55, - "orderCount": 19 - }, - { - "priceNanos": 220163794099, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 220203794099, - "size": 78, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:31.372Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572382, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349981540741, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350016540741, - "size": 36, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350026540741, - "size": 73, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.391Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572383, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990227252, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79985227252, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79945227252, - "size": 16, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79905227252, - "size": 40, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:31.444Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572384, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823549349100, - "size": 64, - "orderCount": 13 - }, - { - "priceNanos": 4823529349100, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 4823489349100, - "size": 13, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823639349100, - "size": 14, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.520Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572385, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79931504156, - "size": 73, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79881504156, - "size": 28, - "orderCount": 3 - }, - { - "priceNanos": 79871504156, - "size": 1, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.543Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572386, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051779949, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220011779949, - "size": 73, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220091779949, - "size": 76, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:31.643Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572387, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79952504427, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79917504427, - "size": 41, - "orderCount": 10 - }, - { - "priceNanos": 79867504427, - "size": 65, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 79987504427, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 80017504427, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 80057504427, - "size": 72, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80077504427, - "size": 12, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:31.727Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572388, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79943082182, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79918082182, - "size": 96, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79908082182, - "size": 72, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79878082182, - "size": 22, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:31.821Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572389, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350032959759, - "size": 98, - "orderCount": 18 - }, - { - "priceNanos": 350002959759, - "size": 75, - "orderCount": 19 - }, - { - "priceNanos": 349982959759, - "size": 71, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349942959759, - "size": 5, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350042959759, - "size": 30, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350092959759, - "size": 40, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350142959759, - "size": 57, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:31.916Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572390, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823483056296, - "size": 58, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823433056296, - "size": 31, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823383056296, - "size": 31, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823353056296, - "size": 30, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823553056296, - "size": 11, - "orderCount": 7 - }, - { - "priceNanos": 4823593056296, - "size": 46, - "orderCount": 19 - }, - { - "priceNanos": 4823643056296, - "size": 28, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.016Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572391, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678761297985, - "size": 27, - "orderCount": 14 - }, - { - "priceNanos": 1678731297985, - "size": 14, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.115Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572392, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219989068515, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219939068515, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 219929068515, - "size": 91, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.125Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572393, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017617628, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.155Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572394, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74970726032, - "size": 37, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74960726032, - "size": 65, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74950726032, - "size": 35, - "orderCount": 9 - }, - { - "priceNanos": 74900726032, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 74860726032, - "size": 83, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74980726032, - "size": 45, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75000726032, - "size": 72, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.215Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572395, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823481098735, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823526098735, - "size": 78, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.267Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572396, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984135552, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74944135552, - "size": 91, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 75024135552, - "size": 51, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.283Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572397, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349922448902, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349897448902, - "size": 69, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349867448902, - "size": 26, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349947448902, - "size": 44, - "orderCount": 10 - }, - { - "priceNanos": 349987448902, - "size": 72, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 350017448902, - "size": 49, - "orderCount": 7 - }, - { - "priceNanos": 350047448902, - "size": 48, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:32.294Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572398, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189822580137, - "size": 87, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189872580137, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 189882580137, - "size": 90, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:32.392Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572399, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80070827663, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80020827663, - "size": 17, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80120827663, - "size": 27, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.433Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572400, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823457054519, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823492054519, - "size": 48, - "orderCount": 7 - }, - { - "priceNanos": 4823512054519, - "size": 56, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823532054519, - "size": 8, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823572054519, - "size": 100, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:32.519Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572401, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189886126948, - "size": 52, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189936126948, - "size": 60, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:32.579Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572402, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349978227824, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349963227824, - "size": 84, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349933227824, - "size": 47, - "orderCount": 5 - }, - { - "priceNanos": 349893227824, - "size": 27, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349993227824, - "size": 38, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350013227824, - "size": 50, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:32.644Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572403, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220017854396, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219967854396, - "size": 18, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219947854396, - "size": 40, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220067854396, - "size": 61, - "orderCount": 19 - }, - { - "priceNanos": 220087854396, - "size": 24, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220097854396, - "size": 5, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:32.738Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572404, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189728904470, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189683904470, - "size": 84, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189773904470, - "size": 66, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:32.793Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572405, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79986267684, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79966267684, - "size": 29, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.853Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572406, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75122282114, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75132282114, - "size": 76, - "orderCount": 9 - }, - { - "priceNanos": 75172282114, - "size": 6, - "orderCount": 12 - }, - { - "priceNanos": 75182282114, - "size": 97, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.889Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572407, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80058881896, - "size": 25, - "orderCount": 14 - }, - { - "priceNanos": 80048881896, - "size": 80, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80038881896, - "size": 93, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 80068881896, - "size": 86, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80118881896, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80138881896, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 80178881896, - "size": 15, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:32.915Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572408, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74945404802, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:32.967Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572409, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189644306931, - "size": 24, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189624306931, - "size": 22, - "orderCount": 18 - }, - { - "priceNanos": 189614306931, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 189564306931, - "size": 62, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189714306931, - "size": 33, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189744306931, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189774306931, - "size": 94, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.010Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572410, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938050680, - "size": 7, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74968050680, - "size": 74, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75018050680, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:33.050Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572411, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219969022855, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219919022855, - "size": 12, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219899022855, - "size": 47, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220019022855, - "size": 14, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.083Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572412, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75001128424, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74966128424, - "size": 8, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74956128424, - "size": 24, - "orderCount": 10 - }, - { - "priceNanos": 74946128424, - "size": 11, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74896128424, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 75036128424, - "size": 25, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75076128424, - "size": 11, - "orderCount": 12 - }, - { - "priceNanos": 75106128424, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75116128424, - "size": 55, - "orderCount": 12 - }, - { - "priceNanos": 75126128424, - "size": 58, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:33.130Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572413, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349978996336, - "size": 54, - "orderCount": 18 - }, - { - "priceNanos": 349968996336, - "size": 87, - "orderCount": 11 - }, - { - "priceNanos": 349948996336, - "size": 10, - "orderCount": 8 - }, - { - "priceNanos": 349908996336, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 349868996336, - "size": 22, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349998996336, - "size": 83, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.191Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572414, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069308113, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80044308113, - "size": 21, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 80034308113, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 79994308113, - "size": 84, - "orderCount": 4 - }, - { - "priceNanos": 79984308113, - "size": 2, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80094308113, - "size": 96, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.206Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572415, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753831501, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678703831501, - "size": 85, - "orderCount": 2 - }, - { - "priceNanos": 1678673831501, - "size": 10, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678803831501, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678813831501, - "size": 30, - "orderCount": 10 - }, - { - "priceNanos": 1678853831501, - "size": 98, - "orderCount": 5 - }, - { - "priceNanos": 1678863831501, - "size": 80, - "orderCount": 7 - }, - { - "priceNanos": 1678873831501, - "size": 72, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:33.294Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572416, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 220051805118, - "size": 16, - "orderCount": 6 - }, - { - "priceNanos": 220061805118, - "size": 98, - "orderCount": 6 - }, - { - "priceNanos": 220111805118, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 220121805118, - "size": 3, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.320Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572417, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80032267016, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79987267016, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 79967267016, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 79937267016, - "size": 71, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80077267016, - "size": 48, - "orderCount": 11 - }, - { - "priceNanos": 80107267016, - "size": 88, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80147267016, - "size": 80, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80187267016, - "size": 49, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.401Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572418, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219952389875, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219957389875, - "size": 58, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 219987389875, - "size": 93, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220037389875, - "size": 18, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:33.481Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572419, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74930262028, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74895262028, - "size": 56, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74965262028, - "size": 33, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.509Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572420, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981786420, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219946786420, - "size": 35, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219926786420, - "size": 95, - "orderCount": 14 - }, - { - "priceNanos": 219896786420, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219886786420, - "size": 42, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219866786420, - "size": 60, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 220016786420, - "size": 80, - "orderCount": 10 - }, - { - "priceNanos": 220046786420, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 220066786420, - "size": 41, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.596Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572421, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189735044708, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189720044708, - "size": 27, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189700044708, - "size": 28, - "orderCount": 17 - }, - { - "priceNanos": 189690044708, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 189650044708, - "size": 96, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189750044708, - "size": 7, - "orderCount": 5 - }, - { - "priceNanos": 189800044708, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 189840044708, - "size": 38, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.640Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572422, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219983817783, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219963817783, - "size": 54, - "orderCount": 17 - }, - { - "priceNanos": 219923817783, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 219883817783, - "size": 12, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220003817783, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 220013817783, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 220033817783, - "size": 84, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220053817783, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220063817783, - "size": 81, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.722Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572423, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74907347245, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74872347245, - "size": 38, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74852347245, - "size": 63, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74812347245, - "size": 25, - "orderCount": 4 - }, - { - "priceNanos": 74792347245, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74762347245, - "size": 79, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74942347245, - "size": 13, - "orderCount": 3 - }, - { - "priceNanos": 74992347245, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 75042347245, - "size": 50, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.819Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572424, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842350792, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189822350792, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 189792350792, - "size": 69, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189762350792, - "size": 1, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189862350792, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 189902350792, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189922350792, - "size": 57, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189932350792, - "size": 44, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.889Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572425, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920792806, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74880792806, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 74830792806, - "size": 17, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74960792806, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 74970792806, - "size": 19, - "orderCount": 12 - }, - { - "priceNanos": 75000792806, - "size": 93, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.911Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572426, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75044291763, - "size": 47, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75084291763, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 75134291763, - "size": 16, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75174291763, - "size": 38, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75214291763, - "size": 50, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75224291763, - "size": 56, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:33.943Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572427, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189831271691, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189811271691, - "size": 68, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189761271691, - "size": 79, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189851271691, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 189881271691, - "size": 15, - "orderCount": 18 - }, - { - "priceNanos": 189891271691, - "size": 97, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189911271691, - "size": 15, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.009Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572428, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823468464505, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.052Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572429, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823593140622, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823568140622, - "size": 35, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823558140622, - "size": 2, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823618140622, - "size": 55, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823658140622, - "size": 3, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823698140622, - "size": 17, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823728140622, - "size": 52, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.134Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572430, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79911984022, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79866984022, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79816984022, - "size": 30, - "orderCount": 17 - }, - { - "priceNanos": 79796984022, - "size": 100, - "orderCount": 9 - }, - { - "priceNanos": 79786984022, - "size": 27, - "orderCount": 15 - }, - { - "priceNanos": 79736984022, - "size": 40, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79956984022, - "size": 28, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80006984022, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 80036984022, - "size": 33, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:34.215Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572431, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74997201067, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74947201067, - "size": 52, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74907201067, - "size": 82, - "orderCount": 8 - }, - { - "priceNanos": 74897201067, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74857201067, - "size": 71, - "orderCount": 19 - }, - { - "priceNanos": 74847201067, - "size": 95, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75047201067, - "size": 40, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 75067201067, - "size": 66, - "orderCount": 20 - }, - { - "priceNanos": 75097201067, - "size": 48, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.228Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572432, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678754150142, - "size": 49, - "orderCount": 15 - }, - { - "priceNanos": 1678724150142, - "size": 72, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678694150142, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 1678654150142, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 1678634150142, - "size": 30, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678834150142, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 1678854150142, - "size": 2, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678894150142, - "size": 38, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.240Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572433, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823416368052, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823386368052, - "size": 12, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823376368052, - "size": 47, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496368052, - "size": 46, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.257Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572434, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74962542449, - "size": 24, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74997542449, - "size": 67, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75027542449, - "size": 9, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.277Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572435, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189729897058, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189679897058, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189629897058, - "size": 71, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189779897058, - "size": 61, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189829897058, - "size": 3, - "orderCount": 17 - }, - { - "priceNanos": 189839897058, - "size": 80, - "orderCount": 17 - }, - { - "priceNanos": 189869897058, - "size": 96, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189919897058, - "size": 48, - "orderCount": 9 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:34.377Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572436, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75078663375, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75118663375, - "size": 3, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75168663375, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 75208663375, - "size": 10, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.424Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572437, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556480380, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823531480380, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823481480380, - "size": 62, - "orderCount": 5 - }, - { - "priceNanos": 4823441480380, - "size": 42, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823581480380, - "size": 48, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823591480380, - "size": 95, - "orderCount": 2 - }, - { - "priceNanos": 4823611480380, - "size": 21, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:34.452Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572438, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74923151362, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74898151362, - "size": 83, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74858151362, - "size": 14, - "orderCount": 17 - }, - { - "priceNanos": 74828151362, - "size": 75, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 74948151362, - "size": 93, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74968151362, - "size": 91, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75018151362, - "size": 21, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75048151362, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 75078151362, - "size": 12, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.463Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572439, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75019056543, - "size": 15, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 75029056543, - "size": 76, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75039056543, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 75069056543, - "size": 91, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75099056543, - "size": 49, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75149056543, - "size": 57, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:34.524Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572440, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678774921481, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678734921481, - "size": 16, - "orderCount": 1 - }, - { - "priceNanos": 1678714921481, - "size": 63, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678664921481, - "size": 90, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:34.541Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572441, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349988462815, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349938462815, - "size": 61, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349898462815, - "size": 70, - "orderCount": 14 - }, - { - "priceNanos": 349868462815, - "size": 51, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350038462815, - "size": 4, - "orderCount": 2 - }, - { - "priceNanos": 350048462815, - "size": 91, - "orderCount": 7 - }, - { - "priceNanos": 350068462815, - "size": 100, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350098462815, - "size": 61, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350128462815, - "size": 62, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:34.611Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572442, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092617481, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220057617481, - "size": 61, - "orderCount": 1 - }, - { - "priceNanos": 220037617481, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 220017617481, - "size": 93, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220127617481, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 220137617481, - "size": 89, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220187617481, - "size": 43, - "orderCount": 4 - }, - { - "priceNanos": 220207617481, - "size": 13, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.675Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572443, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823472165726, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 4823462165726, - "size": 74, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823422165726, - "size": 64, - "orderCount": 3 - }, - { - "priceNanos": 4823372165726, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 4823352165726, - "size": 79, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:34.734Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572444, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678733941576, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678708941576, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 1678668941576, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 1678638941576, - "size": 21, - "orderCount": 16 - }, - { - "priceNanos": 1678608941576, - "size": 67, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678558941576, - "size": 100, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678758941576, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 1678808941576, - "size": 2, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.756Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572445, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445929770, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823400929770, - "size": 8, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823380929770, - "size": 67, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823490929770, - "size": 47, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823530929770, - "size": 43, - "orderCount": 1 - }, - { - "priceNanos": 4823570929770, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 4823580929770, - "size": 61, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.851Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572446, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349938169235, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349888169235, - "size": 31, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349988169235, - "size": 98, - "orderCount": 12 - }, - { - "priceNanos": 350008169235, - "size": 7, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350018169235, - "size": 17, - "orderCount": 4 - }, - { - "priceNanos": 350028169235, - "size": 82, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350048169235, - "size": 34, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.874Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572447, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75037593851, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74997593851, - "size": 85, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75077593851, - "size": 75, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75107593851, - "size": 96, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75137593851, - "size": 25, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75147593851, - "size": 6, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75167593851, - "size": 36, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:34.923Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572448, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678871412466, - "size": 88, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678861412466, - "size": 47, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 1678901412466, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 1678941412466, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678971412466, - "size": 19, - "orderCount": 13 - }, - { - "priceNanos": 1679001412466, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 1679011412466, - "size": 95, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:35.016Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572449, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790675510, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189745675510, - "size": 59, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.087Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572450, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75096932321, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75106932321, - "size": 35, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75116932321, - "size": 71, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75146932321, - "size": 47, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75156932321, - "size": 47, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75166932321, - "size": 66, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.131Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572451, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350039991398, - "size": 39, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349989991398, - "size": 77, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.169Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572452, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79903961394, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79923961394, - "size": 8, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.232Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572453, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219901533971, - "size": 49, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.275Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572454, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80065127313, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80020127313, - "size": 91, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 80010127313, - "size": 99, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79960127313, - "size": 77, - "orderCount": 17 - }, - { - "priceNanos": 79950127313, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79910127313, - "size": 100, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80110127313, - "size": 81, - "orderCount": 18 - }, - { - "priceNanos": 80160127313, - "size": 60, - "orderCount": 7 - }, - { - "priceNanos": 80180127313, - "size": 27, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.301Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572455, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219937412503, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219927412503, - "size": 47, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219917412503, - "size": 17, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219877412503, - "size": 60, - "orderCount": 14 - }, - { - "priceNanos": 219867412503, - "size": 30, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219857412503, - "size": 81, - "orderCount": 14 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.367Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572456, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79997771514, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79977771514, - "size": 25, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79937771514, - "size": 100, - "orderCount": 11 - }, - { - "priceNanos": 79917771514, - "size": 75, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80017771514, - "size": 35, - "orderCount": 15 - }, - { - "priceNanos": 80037771514, - "size": 77, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.384Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572457, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062981010, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80012981010, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79962981010, - "size": 22, - "orderCount": 4 - }, - { - "priceNanos": 79922981010, - "size": 81, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79882981010, - "size": 51, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:35.399Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572458, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445991558, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823410991558, - "size": 78, - "orderCount": 13 - }, - { - "priceNanos": 4823390991558, - "size": 52, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.417Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572459, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80025192288, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80020192288, - "size": 49, - "orderCount": 14 - }, - { - "priceNanos": 79970192288, - "size": 36, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80030192288, - "size": 67, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80060192288, - "size": 16, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.483Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572460, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823576016497, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823541016497, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 4823531016497, - "size": 67, - "orderCount": 14 - }, - { - "priceNanos": 4823481016497, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823431016497, - "size": 86, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823411016497, - "size": 17, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823611016497, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823621016497, - "size": 50, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823671016497, - "size": 36, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823681016497, - "size": 5, - "orderCount": 8 - }, - { - "priceNanos": 4823731016497, - "size": 95, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:35.578Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572461, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823486096439, - "size": 31, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823466096439, - "size": 25, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823506096439, - "size": 81, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823526096439, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 4823546096439, - "size": 3, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823576096439, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 4823626096439, - "size": 1, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.677Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572462, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:35.770Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572463, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678734187062, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678719187062, - "size": 90, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678669187062, - "size": 28, - "orderCount": 1 - }, - { - "priceNanos": 1678649187062, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678629187062, - "size": 67, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678749187062, - "size": 63, - "orderCount": 4 - }, - { - "priceNanos": 1678769187062, - "size": 38, - "orderCount": 3 - }, - { - "priceNanos": 1678789187062, - "size": 47, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:35.857Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572464, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407289190, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823372289190, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 4823362289190, - "size": 84, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823442289190, - "size": 89, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823462289190, - "size": 31, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:35.936Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572465, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75051222293, - "size": 92, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75011222293, - "size": 47, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75001222293, - "size": 73, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:36.016Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572466, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349988679588, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349938679588, - "size": 89, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 350038679588, - "size": 76, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:36.085Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572467, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083134383, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220048134383, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220008134383, - "size": 82, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219998134383, - "size": 27, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220118134383, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 220128134383, - "size": 18, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:36.101Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572468, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350044684782, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349999684782, - "size": 22, - "orderCount": 6 - }, - { - "priceNanos": 349979684782, - "size": 56, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349959684782, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349909684782, - "size": 36, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350089684782, - "size": 67, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.199Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572469, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558464477, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823513464477, - "size": 77, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823603464477, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 4823613464477, - "size": 66, - "orderCount": 3 - }, - { - "priceNanos": 4823623464477, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 4823643464477, - "size": 68, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:36.299Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572470, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823528307653, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823478307653, - "size": 96, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823458307653, - "size": 34, - "orderCount": 1 - }, - { - "priceNanos": 4823448307653, - "size": 34, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823438307653, - "size": 69, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823578307653, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 4823588307653, - "size": 31, - "orderCount": 3 - }, - { - "priceNanos": 4823598307653, - "size": 47, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823608307653, - "size": 12, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.371Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572471, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823529209580, - "size": 14, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823479209580, - "size": 14, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823459209580, - "size": 63, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823629209580, - "size": 13, - "orderCount": 10 - }, - { - "priceNanos": 4823659209580, - "size": 49, - "orderCount": 10 - }, - { - "priceNanos": 4823669209580, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 4823689209580, - "size": 2, - "orderCount": 20 - }, - { - "priceNanos": 4823719209580, - "size": 19, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.465Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572472, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220020559879, - "size": 54, - "orderCount": 18 - }, - { - "priceNanos": 220010559879, - "size": 78, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219980559879, - "size": 57, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220110559879, - "size": 42, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.542Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572473, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219978257317, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219968257317, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 219948257317, - "size": 35, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 219918257317, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 219908257317, - "size": 47, - "orderCount": 6 - }, - { - "priceNanos": 219878257317, - "size": 66, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.632Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572474, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823581420859, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823541420859, - "size": 34, - "orderCount": 10 - }, - { - "priceNanos": 4823511420859, - "size": 16, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823621420859, - "size": 79, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823671420859, - "size": 13, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:36.671Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572475, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189777245213, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189812245213, - "size": 11, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189852245213, - "size": 25, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189882245213, - "size": 95, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189902245213, - "size": 52, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189932245213, - "size": 59, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.720Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572476, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678818289457, - "size": 83, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678908289457, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 1678938289457, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 1678968289457, - "size": 57, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:36.784Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572477, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75010304374, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75005304374, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74955304374, - "size": 56, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 74925304374, - "size": 22, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74885304374, - "size": 54, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75015304374, - "size": 32, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75065304374, - "size": 6, - "orderCount": 4 - }, - { - "priceNanos": 75115304374, - "size": 27, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:36.855Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572478, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009725831, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74984725831, - "size": 70, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74934725831, - "size": 85, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75034725831, - "size": 74, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75084725831, - "size": 56, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:36.938Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572479, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220062402909, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220037402909, - "size": 45, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 220007402909, - "size": 49, - "orderCount": 4 - }, - { - "priceNanos": 219957402909, - "size": 84, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220087402909, - "size": 64, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220137402909, - "size": 3, - "orderCount": 3 - }, - { - "priceNanos": 220167402909, - "size": 18, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:36.979Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572480, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75081156772, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 75061156772, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75021156772, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 74991156772, - "size": 95, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:37.055Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572481, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79956369237, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79951369237, - "size": 45, - "orderCount": 20 - }, - { - "priceNanos": 79941369237, - "size": 18, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79891369237, - "size": 75, - "orderCount": 18 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.135Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572482, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189838567727, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189793567727, - "size": 3, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189763567727, - "size": 61, - "orderCount": 19 - }, - { - "priceNanos": 189743567727, - "size": 47, - "orderCount": 1 - }, - { - "priceNanos": 189713567727, - "size": 94, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189883567727, - "size": 59, - "orderCount": 16 - }, - { - "priceNanos": 189923567727, - "size": 14, - "orderCount": 3 - }, - { - "priceNanos": 189963567727, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189983567727, - "size": 49, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:37.161Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572483, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189797813685, - "size": 83, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189767813685, - "size": 61, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189817813685, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 189827813685, - "size": 73, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189867813685, - "size": 52, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.219Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572484, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678762929625, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678792929625, - "size": 98, - "orderCount": 14 - }, - { - "priceNanos": 1678812929625, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678832929625, - "size": 45, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.247Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572485, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678711847058, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701847058, - "size": 49, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678721847058, - "size": 26, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.319Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572486, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189809271368, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189784271368, - "size": 77, - "orderCount": 4 - }, - { - "priceNanos": 189754271368, - "size": 88, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189834271368, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 189844271368, - "size": 50, - "orderCount": 12 - }, - { - "priceNanos": 189884271368, - "size": 59, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.363Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572487, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219959280114, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 219979280114, - "size": 86, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.409Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572488, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219944170508, - "size": 54, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220024170508, - "size": 50, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220044170508, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 220094170508, - "size": 25, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:37.484Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572489, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930444016, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79885444016, - "size": 1, - "orderCount": 14 - }, - { - "priceNanos": 79865444016, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 79835444016, - "size": 19, - "orderCount": 4 - }, - { - "priceNanos": 79785444016, - "size": 73, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79975444016, - "size": 8, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.572Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572490, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678812166457, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678792166457, - "size": 58, - "orderCount": 4 - }, - { - "priceNanos": 1678772166457, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 1678732166457, - "size": 47, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678722166457, - "size": 76, - "orderCount": 14 - }, - { - "priceNanos": 1678702166457, - "size": 56, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678832166457, - "size": 77, - "orderCount": 9 - }, - { - "priceNanos": 1678842166457, - "size": 49, - "orderCount": 8 - }, - { - "priceNanos": 1678862166457, - "size": 46, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:37.631Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572491, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74913851237, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.671Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572492, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189655706766, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189620706766, - "size": 65, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189570706766, - "size": 1, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189550706766, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 189500706766, - "size": 60, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189490706766, - "size": 95, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:37.744Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572493, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349980300967, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349945300967, - "size": 71, - "orderCount": 12 - }, - { - "priceNanos": 349915300967, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 349905300967, - "size": 46, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349885300967, - "size": 79, - "orderCount": 9 - }, - { - "priceNanos": 349875300967, - "size": 5, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350015300967, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 350055300967, - "size": 56, - "orderCount": 5 - }, - { - "priceNanos": 350095300967, - "size": 20, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.825Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572494, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79917284251, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79892284251, - "size": 33, - "orderCount": 8 - }, - { - "priceNanos": 79852284251, - "size": 14, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79842284251, - "size": 44, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79942284251, - "size": 60, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.890Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572495, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558314692, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823508314692, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 4823498314692, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 4823468314692, - "size": 77, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823608314692, - "size": 13, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:37.986Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572496, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74957040328, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74917040328, - "size": 15, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.002Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572497, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220013837266, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219988837266, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219938837266, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219888837266, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 219878837266, - "size": 19, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220038837266, - "size": 16, - "orderCount": 8 - }, - { - "priceNanos": 220048837266, - "size": 44, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220098837266, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220128837266, - "size": 20, - "orderCount": 7 - }, - { - "priceNanos": 220138837266, - "size": 37, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:38.032Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572498, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189806537036, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189756537036, - "size": 31, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189746537036, - "size": 63, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189856537036, - "size": 71, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189886537036, - "size": 20, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189906537036, - "size": 9, - "orderCount": 6 - }, - { - "priceNanos": 189936537036, - "size": 75, - "orderCount": 11 - }, - { - "priceNanos": 189966537036, - "size": 98, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.068Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572499, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219968352631, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219933352631, - "size": 9, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219903352631, - "size": 71, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.107Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572500, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932400477, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79912400477, - "size": 59, - "orderCount": 15 - }, - { - "priceNanos": 79892400477, - "size": 88, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79862400477, - "size": 79, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79852400477, - "size": 17, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79802400477, - "size": 92, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79952400477, - "size": 98, - "orderCount": 11 - }, - { - "priceNanos": 80002400477, - "size": 95, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80032400477, - "size": 58, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80042400477, - "size": 98, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.166Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572501, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220072942114, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220057942114, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220007942114, - "size": 96, - "orderCount": 10 - }, - { - "priceNanos": 219957942114, - "size": 37, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219907942114, - "size": 50, - "orderCount": 14 - }, - { - "priceNanos": 219857942114, - "size": 61, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 220087942114, - "size": 5, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.211Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572502, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79911861951, - "size": 14, - "orderCount": 8 - }, - { - "priceNanos": 79871861951, - "size": 26, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79981861951, - "size": 92, - "orderCount": 11 - }, - { - "priceNanos": 80001861951, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80021861951, - "size": 39, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.289Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572503, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74930377993, - "size": 100, - "orderCount": 7 - }, - { - "priceNanos": 74900377993, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 74880377993, - "size": 45, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74870377993, - "size": 76, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74980377993, - "size": 66, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.322Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572504, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79915258512, - "size": 4, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79995258512, - "size": 19, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80045258512, - "size": 92, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80055258512, - "size": 82, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:38.405Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572505, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75019814205, - "size": 33, - "orderCount": 17 - }, - { - "priceNanos": 75059814205, - "size": 94, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:38.470Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572506, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74963007176, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74938007176, - "size": 90, - "orderCount": 2 - }, - { - "priceNanos": 74918007176, - "size": 41, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74878007176, - "size": 22, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74988007176, - "size": 73, - "orderCount": 12 - }, - { - "priceNanos": 75028007176, - "size": 78, - "orderCount": 20 - }, - { - "priceNanos": 75058007176, - "size": 40, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75108007176, - "size": 36, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:38.505Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572507, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823642372507, - "size": 39, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.552Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572508, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556464936, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823521464936, - "size": 96, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823491464936, - "size": 31, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823451464936, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 4823431464936, - "size": 29, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823391464936, - "size": 80, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823591464936, - "size": 73, - "orderCount": 4 - }, - { - "priceNanos": 4823621464936, - "size": 34, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823641464936, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 4823691464936, - "size": 29, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:38.651Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572509, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413461677, - "size": 42, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823463461677, - "size": 94, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823483461677, - "size": 32, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:38.748Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572510, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79929551477, - "size": 11, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79969551477, - "size": 94, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 79979551477, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 80019551477, - "size": 64, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:38.822Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572511, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678839964514, - "size": 5, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678809964514, - "size": 25, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678889964514, - "size": 83, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678899964514, - "size": 24, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678919964514, - "size": 72, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.870Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572512, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823428303158, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823378303158, - "size": 93, - "orderCount": 15 - }, - { - "priceNanos": 4823368303158, - "size": 66, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823358303158, - "size": 43, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823328303158, - "size": 59, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:38.945Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572513, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029401019, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219994401019, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 219954401019, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 219904401019, - "size": 67, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219874401019, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219854401019, - "size": 65, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220064401019, - "size": 80, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220114401019, - "size": 82, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.030Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572514, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74910081488, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74885081488, - "size": 6, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 74935081488, - "size": 20, - "orderCount": 11 - }, - { - "priceNanos": 74985081488, - "size": 29, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:39.070Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572515, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798334387, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678788334387, - "size": 34, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678808334387, - "size": 92, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678858334387, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678908334387, - "size": 97, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678918334387, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678938334387, - "size": 5, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.118Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572516, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678788213140, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:39.206Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572517, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827315399, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678802315399, - "size": 6, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678762315399, - "size": 33, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678852315399, - "size": 34, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678872315399, - "size": 8, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678922315399, - "size": 12, - "orderCount": 1 - }, - { - "priceNanos": 1678962315399, - "size": 33, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:39.236Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572518, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74919009596, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74874009596, - "size": 52, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74844009596, - "size": 59, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74834009596, - "size": 13, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74794009596, - "size": 87, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964009596, - "size": 72, - "orderCount": 5 - }, - { - "priceNanos": 74974009596, - "size": 36, - "orderCount": 3 - }, - { - "priceNanos": 75014009596, - "size": 44, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75024009596, - "size": 65, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75044009596, - "size": 34, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.300Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572519, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74891335187, - "size": 45, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74841335187, - "size": 11, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74991335187, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 75011335187, - "size": 99, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:39.337Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572520, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189751877265, - "size": 36, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189776877265, - "size": 75, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572521, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80042494266, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80017494266, - "size": 28, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79977494266, - "size": 83, - "orderCount": 18 - }, - { - "priceNanos": 79957494266, - "size": 60, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79947494266, - "size": 63, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79897494266, - "size": 3, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80067494266, - "size": 28, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:39.451Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572522, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036009497, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80011009497, - "size": 21, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79961009497, - "size": 63, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79931009497, - "size": 28, - "orderCount": 9 - }, - { - "priceNanos": 79921009497, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 79881009497, - "size": 78, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:39.533Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572523, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189670043872, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189620043872, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 189600043872, - "size": 44, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189550043872, - "size": 56, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189520043872, - "size": 70, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189480043872, - "size": 75, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.567Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572524, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823364113388, - "size": 18, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823314113388, - "size": 52, - "orderCount": 4 - }, - { - "priceNanos": 4823274113388, - "size": 44, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823454113388, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 4823464113388, - "size": 74, - "orderCount": 4 - }, - { - "priceNanos": 4823494113388, - "size": 57, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.588Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572525, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80009207896, - "size": 40, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79969207896, - "size": 69, - "orderCount": 1 - }, - { - "priceNanos": 79959207896, - "size": 72, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80099207896, - "size": 20, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80109207896, - "size": 39, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.629Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572526, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939036729, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79904036729, - "size": 96, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79874036729, - "size": 82, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79844036729, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 79794036729, - "size": 94, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79744036729, - "size": 72, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79974036729, - "size": 83, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:39.712Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572527, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678827833139, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678817833139, - "size": 61, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678777833139, - "size": 77, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678837833139, - "size": 46, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678857833139, - "size": 94, - "orderCount": 3 - }, - { - "priceNanos": 1678897833139, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 1678937833139, - "size": 75, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678967833139, - "size": 86, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.800Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572528, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823574506513, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823559506513, - "size": 32, - "orderCount": 13 - }, - { - "priceNanos": 4823549506513, - "size": 1, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823539506513, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 4823499506513, - "size": 33, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823449506513, - "size": 53, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:39.875Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572529, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678880597217, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678840597217, - "size": 76, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678790597217, - "size": 55, - "orderCount": 10 - }, - { - "priceNanos": 1678770597217, - "size": 21, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678720597217, - "size": 100, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678680597217, - "size": 33, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678920597217, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 1678940597217, - "size": 64, - "orderCount": 9 - }, - { - "priceNanos": 1678970597217, - "size": 13, - "orderCount": 17 - }, - { - "priceNanos": 1679010597217, - "size": 22, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:39.966Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572530, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:40.005Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572531, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189728815463, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189678815463, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 189648815463, - "size": 94, - "orderCount": 8 - }, - { - "priceNanos": 189598815463, - "size": 72, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189778815463, - "size": 74, - "orderCount": 3 - }, - { - "priceNanos": 189828815463, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 189878815463, - "size": 35, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189898815463, - "size": 59, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:40.023Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572532, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823467824533, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823452824533, - "size": 54, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823442824533, - "size": 67, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.055Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572533, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678709828688, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678699828688, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 1678659828688, - "size": 3, - "orderCount": 11 - }, - { - "priceNanos": 1678609828688, - "size": 94, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678719828688, - "size": 7, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572534, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79932338858, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79897338858, - "size": 94, - "orderCount": 20 - }, - { - "priceNanos": 79877338858, - "size": 86, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79967338858, - "size": 57, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.097Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572535, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349953963819, - "size": 76, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349903963819, - "size": 93, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349883963819, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 349843963819, - "size": 33, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349833963819, - "size": 82, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350033963819, - "size": 24, - "orderCount": 18 - }, - { - "priceNanos": 350083963819, - "size": 75, - "orderCount": 10 - }, - { - "priceNanos": 350133963819, - "size": 30, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350153963819, - "size": 6, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350193963819, - "size": 69, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.191Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572536, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823526598156, - "size": 14, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823521598156, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 4823501598156, - "size": 85, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823451598156, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 4823431598156, - "size": 2, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823411598156, - "size": 53, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823531598156, - "size": 38, - "orderCount": 11 - }, - { - "priceNanos": 4823551598156, - "size": 72, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.230Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572537, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069171737, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80034171737, - "size": 94, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80014171737, - "size": 1, - "orderCount": 16 - }, - { - "priceNanos": 79994171737, - "size": 23, - "orderCount": 20 - }, - { - "priceNanos": 79974171737, - "size": 69, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 80104171737, - "size": 52, - "orderCount": 12 - }, - { - "priceNanos": 80134171737, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 80144171737, - "size": 76, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80154171737, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.308Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572538, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74965570911, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74915570911, - "size": 68, - "orderCount": 19 - }, - { - "priceNanos": 74885570911, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74875570911, - "size": 36, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74845570911, - "size": 35, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75015570911, - "size": 31, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75045570911, - "size": 19, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.398Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572539, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74970154051, - "size": 27, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75005154051, - "size": 9, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75055154051, - "size": 4, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75095154051, - "size": 62, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.423Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572540, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718699472, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678703699472, - "size": 76, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:40.495Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572541, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678753914670, - "size": 22, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678763914670, - "size": 24, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678793914670, - "size": 59, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:40.529Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572542, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819474717, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678814474717, - "size": 57, - "orderCount": 2 - }, - { - "priceNanos": 1678774474717, - "size": 10, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678724474717, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 1678714474717, - "size": 15, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678684474717, - "size": 24, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 1678824474717, - "size": 56, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.566Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572543, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75078235907, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75048235907, - "size": 95, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 75008235907, - "size": 49, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.576Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572544, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74995235552, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74955235552, - "size": 14, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:40.588Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572545, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80053902426, - "size": 82, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80063902426, - "size": 26, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80113902426, - "size": 90, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80133902426, - "size": 41, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572546, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678753633422, - "size": 27, - "orderCount": 17 - }, - { - "priceNanos": 1678723633422, - "size": 19, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678823633422, - "size": 17, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678843633422, - "size": 80, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678893633422, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678923633422, - "size": 14, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:40.750Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572547, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349985703894, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350035703894, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 350055703894, - "size": 48, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:40.780Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572548, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823377303109, - "size": 39, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823427303109, - "size": 75, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:40.867Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572549, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678895736833, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678855736833, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678815736833, - "size": 25, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678935736833, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 1678985736833, - "size": 35, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1679025736833, - "size": 76, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1679035736833, - "size": 24, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1679085736833, - "size": 84, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:40.910Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572550, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79908907771, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79878907771, - "size": 3, - "orderCount": 4 - }, - { - "priceNanos": 79868907771, - "size": 64, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79938907771, - "size": 56, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.926Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572551, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823451866489, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823411866489, - "size": 62, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823371866489, - "size": 39, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823491866489, - "size": 72, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:40.963Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572552, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706643926, - "size": 16, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678751643926, - "size": 58, - "orderCount": 1 - }, - { - "priceNanos": 1678781643926, - "size": 84, - "orderCount": 17 - }, - { - "priceNanos": 1678791643926, - "size": 20, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678811643926, - "size": 27, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678851643926, - "size": 40, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:40.974Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572553, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189847134106, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189832134106, - "size": 27, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189782134106, - "size": 86, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:40.987Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572554, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823491796001, - "size": 13, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823451796001, - "size": 81, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.034Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572555, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678736054775, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678721054775, - "size": 10, - "orderCount": 7 - }, - { - "priceNanos": 1678711054775, - "size": 72, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678701054775, - "size": 26, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678691054775, - "size": 33, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.133Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572556, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189836754348, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189786754348, - "size": 18, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189776754348, - "size": 100, - "orderCount": 9 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.214Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572557, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349997868441, - "size": 35, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350047868441, - "size": 82, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350067868441, - "size": 85, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.303Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572558, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79889949500, - "size": 24, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79969949500, - "size": 36, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80009949500, - "size": 47, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80029949500, - "size": 21, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80049949500, - "size": 46, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.367Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572559, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678752996858, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678702996858, - "size": 34, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678692996858, - "size": 19, - "orderCount": 8 - }, - { - "priceNanos": 1678662996858, - "size": 75, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.420Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572560, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678671880415, - "size": 62, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678661880415, - "size": 65, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678771880415, - "size": 55, - "orderCount": 7 - }, - { - "priceNanos": 1678801880415, - "size": 97, - "orderCount": 9 - }, - { - "priceNanos": 1678831880415, - "size": 83, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.452Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572561, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75093234378, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75043234378, - "size": 57, - "orderCount": 5 - }, - { - "priceNanos": 74993234378, - "size": 31, - "orderCount": 17 - }, - { - "priceNanos": 74973234378, - "size": 47, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:41.480Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572562, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678844511509, - "size": 78, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678934511509, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 1678944511509, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 1678984511509, - "size": 78, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1679024511509, - "size": 53, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.570Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572563, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350031845372, - "size": 69, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349991845372, - "size": 83, - "orderCount": 5 - }, - { - "priceNanos": 349981845372, - "size": 91, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349941845372, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 349931845372, - "size": 85, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350081845372, - "size": 73, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350091845372, - "size": 46, - "orderCount": 15 - }, - { - "priceNanos": 350111845372, - "size": 65, - "orderCount": 7 - }, - { - "priceNanos": 350131845372, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 350171845372, - "size": 82, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.581Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572564, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823569161248, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823524161248, - "size": 37, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823474161248, - "size": 52, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823614161248, - "size": 37, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823634161248, - "size": 81, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823684161248, - "size": 69, - "orderCount": 19 - }, - { - "priceNanos": 4823724161248, - "size": 49, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823774161248, - "size": 92, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.600Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572565, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79999942515, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79964942515, - "size": 57, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80034942515, - "size": 56, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.630Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572566, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79919238026, - "size": 91, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 79929238026, - "size": 62, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79959238026, - "size": 43, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.672Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572567, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75062008650, - "size": 57, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 75012008650, - "size": 87, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74992008650, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74942008650, - "size": 54, - "orderCount": 14 - }, - { - "priceNanos": 74922008650, - "size": 24, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102008650, - "size": 49, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:41.721Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572568, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79948376586, - "size": 9, - "orderCount": 7 - }, - { - "priceNanos": 79918376586, - "size": 28, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79868376586, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 79818376586, - "size": 26, - "orderCount": 1 - }, - { - "priceNanos": 79778376586, - "size": 25, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80028376586, - "size": 63, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.785Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572569, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75086126093, - "size": 33, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75121126093, - "size": 27, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:41.828Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572570, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219998104248, - "size": 35, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220023104248, - "size": 10, - "orderCount": 1 - }, - { - "priceNanos": 220073104248, - "size": 97, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220083104248, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 220113104248, - "size": 20, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.857Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572571, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718938294, - "size": 2, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.893Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572572, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349875626452, - "size": 13, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349855626452, - "size": 62, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349845626452, - "size": 96, - "orderCount": 3 - }, - { - "priceNanos": 349805626452, - "size": 49, - "orderCount": 17 - }, - { - "priceNanos": 349785626452, - "size": 97, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349955626452, - "size": 67, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 349985626452, - "size": 87, - "orderCount": 19 - }, - { - "priceNanos": 350025626452, - "size": 96, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350075626452, - "size": 32, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:41.953Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572573, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479131458, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823474131458, - "size": 8, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823444131458, - "size": 88, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823484131458, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 4823494131458, - "size": 64, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.046Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572574, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79907084668, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79857084668, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79807084668, - "size": 28, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79957084668, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 79987084668, - "size": 54, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80027084668, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 80057084668, - "size": 17, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:42.081Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572575, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350063397196, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350038397196, - "size": 85, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350088397196, - "size": 41, - "orderCount": 11 - }, - { - "priceNanos": 350138397196, - "size": 60, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350168397196, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 350198397196, - "size": 21, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350208397196, - "size": 24, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.131Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572576, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79885316843, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79835316843, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 79785316843, - "size": 93, - "orderCount": 8 - }, - { - "priceNanos": 79765316843, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79735316843, - "size": 58, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 79935316843, - "size": 79, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79985316843, - "size": 51, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80035316843, - "size": 99, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.225Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572577, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823413208429, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823368208429, - "size": 20, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823358208429, - "size": 27, - "orderCount": 9 - }, - { - "priceNanos": 4823348208429, - "size": 71, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823308208429, - "size": 1, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823458208429, - "size": 91, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823498208429, - "size": 6, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823538208429, - "size": 40, - "orderCount": 6 - }, - { - "priceNanos": 4823548208429, - "size": 33, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:42.247Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572578, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74915501906, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74870501906, - "size": 73, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74830501906, - "size": 21, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74960501906, - "size": 78, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:42.283Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572579, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678750845589, - "size": 37, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678790845589, - "size": 63, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 1678810845589, - "size": 71, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:42.374Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572580, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994571774, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79959571774, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 79929571774, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 79879571774, - "size": 100, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 80029571774, - "size": 34, - "orderCount": 15 - }, - { - "priceNanos": 80059571774, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 80099571774, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 80119571774, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80139571774, - "size": 13, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.443Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572581, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678784765998, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678774765998, - "size": 93, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678724765998, - "size": 63, - "orderCount": 9 - }, - { - "priceNanos": 1678704765998, - "size": 48, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678674765998, - "size": 98, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678654765998, - "size": 52, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:42.529Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572582, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350127717799, - "size": 80, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.554Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572583, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823443906658, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823403906658, - "size": 85, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823363906658, - "size": 88, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823483906658, - "size": 70, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823503906658, - "size": 54, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:42.595Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572584, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220062825413, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220052825413, - "size": 34, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220072825413, - "size": 64, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:42.684Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572585, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189828978425, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:42.732Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572586, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74940780044, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74925780044, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74905780044, - "size": 33, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74955780044, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 74965780044, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 74975780044, - "size": 68, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.828Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572587, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482506545, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823467506545, - "size": 15, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:42.897Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572588, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823501378782, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823546378782, - "size": 52, - "orderCount": 20 - }, - { - "priceNanos": 4823596378782, - "size": 85, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:42.910Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572589, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350080864415, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350055864415, - "size": 90, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 350035864415, - "size": 88, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350105864415, - "size": 5, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350115864415, - "size": 55, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350125864415, - "size": 76, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350155864415, - "size": 65, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:42.979Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572590, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80064052416, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80039052416, - "size": 69, - "orderCount": 18 - }, - { - "priceNanos": 80009052416, - "size": 36, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79959052416, - "size": 9, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80089052416, - "size": 35, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80129052416, - "size": 9, - "orderCount": 18 - }, - { - "priceNanos": 80169052416, - "size": 6, - "orderCount": 11 - }, - { - "priceNanos": 80189052416, - "size": 30, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:43.025Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572591, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219936442056, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219931442056, - "size": 26, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219901442056, - "size": 24, - "orderCount": 11 - }, - { - "priceNanos": 219861442056, - "size": 55, - "orderCount": 4 - }, - { - "priceNanos": 219851442056, - "size": 20, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219801442056, - "size": 1, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.090Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572592, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189674552978, - "size": 64, - "orderCount": 19 - }, - { - "priceNanos": 189664552978, - "size": 80, - "orderCount": 16 - }, - { - "priceNanos": 189624552978, - "size": 53, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189574552978, - "size": 68, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189684552978, - "size": 11, - "orderCount": 20 - }, - { - "priceNanos": 189694552978, - "size": 60, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189714552978, - "size": 37, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189734552978, - "size": 60, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.128Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572593, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823445916629, - "size": 57, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823475916629, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 4823485916629, - "size": 29, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823535916629, - "size": 78, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823575916629, - "size": 95, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:43.187Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572594, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678668704956, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678648704956, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 1678598704956, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 1678548704956, - "size": 100, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678768704956, - "size": 68, - "orderCount": 8 - }, - { - "priceNanos": 1678788704956, - "size": 82, - "orderCount": 4 - }, - { - "priceNanos": 1678808704956, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 1678848704956, - "size": 53, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678888704956, - "size": 83, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:43.273Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572595, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823531774492, - "size": 43, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823521774492, - "size": 77, - "orderCount": 8 - }, - { - "priceNanos": 4823471774492, - "size": 51, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823611774492, - "size": 80, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823651774492, - "size": 15, - "orderCount": 1 - }, - { - "priceNanos": 4823701774492, - "size": 22, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823741774492, - "size": 8, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823771774492, - "size": 89, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:43.368Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572596, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823426479059, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823406479059, - "size": 21, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823386479059, - "size": 67, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823446479059, - "size": 82, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823466479059, - "size": 11, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823506479059, - "size": 78, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.404Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572597, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80054845991, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80029845991, - "size": 45, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80009845991, - "size": 33, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79979845991, - "size": 41, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:43.491Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572598, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823472425021, - "size": 67, - "orderCount": 8 - }, - { - "priceNanos": 4823452425021, - "size": 10, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823432425021, - "size": 22, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823382425021, - "size": 30, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823372425021, - "size": 77, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:43.556Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572599, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350091901713, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350071901713, - "size": 70, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 350021901713, - "size": 40, - "orderCount": 18 - }, - { - "priceNanos": 350011901713, - "size": 39, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 350111901713, - "size": 16, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.621Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572600, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823520047694, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823510047694, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 4823460047694, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823420047694, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 4823390047694, - "size": 95, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823530047694, - "size": 22, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823550047694, - "size": 83, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823580047694, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 4823610047694, - "size": 20, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:43.674Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572601, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220035779294, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220015779294, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 220005779294, - "size": 18, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220055779294, - "size": 19, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.728Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572602, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80018825857, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80013825857, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79973825857, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80023825857, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 80053825857, - "size": 86, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80083825857, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 80123825857, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80153825857, - "size": 4, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:43.794Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572603, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79919875049, - "size": 77, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79939875049, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 79989875049, - "size": 89, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.875Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572604, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80010196994, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80020196994, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 80040196994, - "size": 41, - "orderCount": 6 - }, - { - "priceNanos": 80090196994, - "size": 41, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80110196994, - "size": 33, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:43.943Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572605, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74986052046, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74946052046, - "size": 4, - "orderCount": 16 - }, - { - "priceNanos": 74926052046, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74886052046, - "size": 45, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74876052046, - "size": 20, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75026052046, - "size": 95, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.000Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572606, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189707935966, - "size": 54, - "orderCount": 4 - }, - { - "priceNanos": 189657935966, - "size": 11, - "orderCount": 9 - }, - { - "priceNanos": 189647935966, - "size": 7, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189627935966, - "size": 24, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189757935966, - "size": 93, - "orderCount": 16 - }, - { - "priceNanos": 189787935966, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189837935966, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 189887935966, - "size": 64, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.067Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572607, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80091894645, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80081894645, - "size": 28, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 80041894645, - "size": 11, - "orderCount": 1 - }, - { - "priceNanos": 80011894645, - "size": 78, - "orderCount": 11, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:44.110Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572608, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189792379495, - "size": 28, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189757379495, - "size": 94, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189737379495, - "size": 52, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189827379495, - "size": 97, - "orderCount": 2 - }, - { - "priceNanos": 189857379495, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 189867379495, - "size": 89, - "orderCount": 15 - }, - { - "priceNanos": 189907379495, - "size": 16, - "orderCount": 3 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.151Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572609, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75058157204, - "size": 27, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75028157204, - "size": 36, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75018157204, - "size": 73, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75118157204, - "size": 10, - "orderCount": 6 - }, - { - "priceNanos": 75128157204, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 75138157204, - "size": 55, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75158157204, - "size": 50, - "orderCount": 15 - }, - { - "priceNanos": 75188157204, - "size": 18, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.243Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572610, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823505488497, - "size": 67, - "orderCount": 13 - }, - { - "priceNanos": 4823525488497, - "size": 50, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823545488497, - "size": 64, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823565488497, - "size": 84, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:44.339Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572611, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74914614256, - "size": 9, - "orderCount": 2 - }, - { - "priceNanos": 74874614256, - "size": 37, - "orderCount": 17 - }, - { - "priceNanos": 74824614256, - "size": 21, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74964614256, - "size": 40, - "orderCount": 3 - }, - { - "priceNanos": 74974614256, - "size": 33, - "orderCount": 19 - }, - { - "priceNanos": 75004614256, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 75014614256, - "size": 82, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.400Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572612, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823449576099, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 4823439576099, - "size": 100, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 4823509576099, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 4823559576099, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 4823609576099, - "size": 22, - "orderCount": 9 - }, - { - "priceNanos": 4823619576099, - "size": 81, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:44.444Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572613, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996240372, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956240372, - "size": 2, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79936240372, - "size": 26, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79926240372, - "size": 93, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79886240372, - "size": 73, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79856240372, - "size": 42, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80036240372, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 80076240372, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 80116240372, - "size": 23, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80156240372, - "size": 60, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80176240372, - "size": 13, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.534Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572614, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808916064, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678828916064, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 1678858916064, - "size": 17, - "orderCount": 6 - }, - { - "priceNanos": 1678868916064, - "size": 41, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.618Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572615, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349973554174, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349948554174, - "size": 85, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349898554174, - "size": 79, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349858554174, - "size": 71, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349848554174, - "size": 35, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349998554174, - "size": 3, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350028554174, - "size": 93, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:44.656Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572616, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220051747749, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220021747749, - "size": 20, - "orderCount": 12 - }, - { - "priceNanos": 219991747749, - "size": 80, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219961747749, - "size": 52, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220081747749, - "size": 98, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220121747749, - "size": 82, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:44.733Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572617, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189724510156, - "size": 18, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189674510156, - "size": 88, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189664510156, - "size": 62, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:44.758Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572618, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189822536978, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189777536978, - "size": 88, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189727536978, - "size": 11, - "orderCount": 3 - }, - { - "priceNanos": 189717536978, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 189687536978, - "size": 67, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189867536978, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189917536978, - "size": 52, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.803Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572619, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678737109216, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678702109216, - "size": 99, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678662109216, - "size": 17, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678772109216, - "size": 29, - "orderCount": 8 - }, - { - "priceNanos": 1678782109216, - "size": 94, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:44.825Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572620, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:44.891Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572621, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349943479858, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 349913479858, - "size": 8, - "orderCount": 1 - }, - { - "priceNanos": 349873479858, - "size": 89, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350043479858, - "size": 88, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:44.959Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572622, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74975365458, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74935365458, - "size": 96, - "orderCount": 7 - }, - { - "priceNanos": 74915365458, - "size": 25, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74865365458, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74855365458, - "size": 78, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75015365458, - "size": 69, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75035365458, - "size": 8, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:44.986Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572623, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706841789, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678686841789, - "size": 16, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678646841789, - "size": 40, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 1678726841789, - "size": 10, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:45.058Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572624, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405706719, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823355706719, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 4823345706719, - "size": 56, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.105Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572625, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79951510060, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79936510060, - "size": 79, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 79966510060, - "size": 96, - "orderCount": 4 - }, - { - "priceNanos": 80016510060, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 80046510060, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 80066510060, - "size": 3, - "orderCount": 19 - }, - { - "priceNanos": 80116510060, - "size": 33, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:45.183Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572626, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678785283026, - "size": 46, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.231Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572627, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79971696399, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79936696399, - "size": 66, - "orderCount": 5 - }, - { - "priceNanos": 79916696399, - "size": 27, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79886696399, - "size": 50, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79836696399, - "size": 78, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80006696399, - "size": 70, - "orderCount": 18 - }, - { - "priceNanos": 80046696399, - "size": 7, - "orderCount": 7 - }, - { - "priceNanos": 80066696399, - "size": 30, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80086696399, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80096696399, - "size": 90, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.284Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572628, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74934119230, - "size": 14, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74914119230, - "size": 54, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74894119230, - "size": 73, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74974119230, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 75024119230, - "size": 92, - "orderCount": 18 - }, - { - "priceNanos": 75064119230, - "size": 15, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75114119230, - "size": 88, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75124119230, - "size": 11, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.344Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572629, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823599989200, - "size": 26, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823644989200, - "size": 76, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823694989200, - "size": 78, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823724989200, - "size": 78, - "orderCount": 4 - }, - { - "priceNanos": 4823764989200, - "size": 54, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:45.411Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572630, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823518748194, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823483748194, - "size": 8, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823443748194, - "size": 69, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823423748194, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 4823403748194, - "size": 57, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823553748194, - "size": 89, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823583748194, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823603748194, - "size": 18, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823643748194, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 4823663748194, - "size": 59, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.457Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572631, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189672185769, - "size": 17, - "orderCount": 14 - }, - { - "priceNanos": 189652185769, - "size": 59, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189742185769, - "size": 97, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189762185769, - "size": 69, - "orderCount": 2 - }, - { - "priceNanos": 189772185769, - "size": 96, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189812185769, - "size": 6, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.544Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572632, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350086768305, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350071768305, - "size": 80, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350041768305, - "size": 35, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 350021768305, - "size": 17, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350101768305, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 350121768305, - "size": 41, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350131768305, - "size": 1, - "orderCount": 10 - }, - { - "priceNanos": 350141768305, - "size": 73, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350151768305, - "size": 58, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.618Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572633, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79898043446, - "size": 59, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79968043446, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 80008043446, - "size": 1, - "orderCount": 5 - }, - { - "priceNanos": 80018043446, - "size": 48, - "orderCount": 3 - }, - { - "priceNanos": 80028043446, - "size": 42, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.707Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572634, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703291879, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678653291879, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 1678613291879, - "size": 37, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678753291879, - "size": 46, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678763291879, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678783291879, - "size": 25, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.765Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572635, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823507993118, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823457993118, - "size": 89, - "orderCount": 18 - }, - { - "priceNanos": 4823437993118, - "size": 57, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823397993118, - "size": 16, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823557993118, - "size": 100, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823587993118, - "size": 32, - "orderCount": 2 - }, - { - "priceNanos": 4823637993118, - "size": 55, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823647993118, - "size": 50, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823667993118, - "size": 30, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:45.781Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572636, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219998094201, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219948094201, - "size": 47, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219908094201, - "size": 92, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220048094201, - "size": 1, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220058094201, - "size": 75, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220078094201, - "size": 46, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220128094201, - "size": 86, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:45.829Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572637, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823634094022, - "size": 32, - "orderCount": 1 - }, - { - "priceNanos": 4823654094022, - "size": 13, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.861Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572638, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79955300092, - "size": 86, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79925300092, - "size": 18, - "orderCount": 13 - }, - { - "priceNanos": 79875300092, - "size": 52, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79835300092, - "size": 42, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79995300092, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80045300092, - "size": 70, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.895Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572639, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523055669, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823488055669, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 4823438055669, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823388055669, - "size": 91, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823358055669, - "size": 81, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823558055669, - "size": 27, - "orderCount": 19 - }, - { - "priceNanos": 4823608055669, - "size": 18, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:45.949Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572640, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349913147257, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349903147257, - "size": 71, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349883147257, - "size": 31, - "orderCount": 18 - }, - { - "priceNanos": 349863147257, - "size": 62, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349923147257, - "size": 69, - "orderCount": 9 - }, - { - "priceNanos": 349963147257, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 349973147257, - "size": 77, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350013147257, - "size": 87, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350043147257, - "size": 53, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:46.041Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572641, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189741130061, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189721130061, - "size": 11, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189821130061, - "size": 67, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189871130061, - "size": 46, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.056Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572642, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349910853979, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349890853979, - "size": 46, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349860853979, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 349810853979, - "size": 76, - "orderCount": 5 - }, - { - "priceNanos": 349790853979, - "size": 74, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349930853979, - "size": 5, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 349940853979, - "size": 88, - "orderCount": 6 - }, - { - "priceNanos": 349980853979, - "size": 17, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350030853979, - "size": 35, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350060853979, - "size": 23, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.079Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572643, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994386687, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79959386687, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 79919386687, - "size": 99, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79869386687, - "size": 100, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79849386687, - "size": 73, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79819386687, - "size": 93, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80029386687, - "size": 59, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80049386687, - "size": 23, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80089386687, - "size": 80, - "orderCount": 9 - }, - { - "priceNanos": 80119386687, - "size": 27, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:46.159Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572644, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75056145915, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75026145915, - "size": 44, - "orderCount": 7 - }, - { - "priceNanos": 74986145915, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 74946145915, - "size": 19, - "orderCount": 19 - }, - { - "priceNanos": 74906145915, - "size": 94, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 74866145915, - "size": 41, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75086145915, - "size": 63, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75126145915, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 75156145915, - "size": 23, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:46.177Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572645, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79990921873, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79970921873, - "size": 38, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80010921873, - "size": 4, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80040921873, - "size": 100, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:46.222Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572646, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513584883, - "size": 1, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823558584883, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 4823578584883, - "size": 71, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823588584883, - "size": 69, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823598584883, - "size": 68, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 4823638584883, - "size": 39, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.279Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572647, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:46.308Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572648, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350060983402, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350015983402, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 350005983402, - "size": 1, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349965983402, - "size": 55, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 350105983402, - "size": 2, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350125983402, - "size": 60, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350145983402, - "size": 57, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.342Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572649, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823458459418, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823428459418, - "size": 28, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 4823488459418, - "size": 48, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823498459418, - "size": 6, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.412Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572650, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219986845579, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219976845579, - "size": 41, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219966845579, - "size": 61, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219996845579, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 220006845579, - "size": 43, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 220036845579, - "size": 2, - "orderCount": 6 - }, - { - "priceNanos": 220056845579, - "size": 98, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220076845579, - "size": 50, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.459Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572651, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74902932923, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74882932923, - "size": 42, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74832932923, - "size": 57, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74922932923, - "size": 40, - "orderCount": 4 - }, - { - "priceNanos": 74942932923, - "size": 83, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 74972932923, - "size": 24, - "orderCount": 6 - }, - { - "priceNanos": 75022932923, - "size": 42, - "orderCount": 14 - }, - { - "priceNanos": 75062932923, - "size": 55, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.536Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572652, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678814567747, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678789567747, - "size": 35, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678769567747, - "size": 68, - "orderCount": 7 - }, - { - "priceNanos": 1678739567747, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678689567747, - "size": 8, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678839567747, - "size": 5, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678889567747, - "size": 13, - "orderCount": 2 - }, - { - "priceNanos": 1678939567747, - "size": 66, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678979567747, - "size": 96, - "orderCount": 17 - }, - { - "priceNanos": 1678989567747, - "size": 18, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.555Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572653, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80081341573, - "size": 17, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80051341573, - "size": 1, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80111341573, - "size": 64, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80141341573, - "size": 1, - "orderCount": 14 - }, - { - "priceNanos": 80191341573, - "size": 89, - "orderCount": 3 - }, - { - "priceNanos": 80221341573, - "size": 49, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80231341573, - "size": 72, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:46.591Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572654, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79905205324, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79875205324, - "size": 22, - "orderCount": 2 - }, - { - "priceNanos": 79845205324, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 79815205324, - "size": 74, - "orderCount": 9 - }, - { - "priceNanos": 79765205324, - "size": 76, - "orderCount": 8 - }, - { - "priceNanos": 79735205324, - "size": 38, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79935205324, - "size": 56, - "orderCount": 18 - }, - { - "priceNanos": 79965205324, - "size": 38, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.656Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572655, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678693553085, - "size": 41, - "orderCount": 18 - }, - { - "priceNanos": 1678653553085, - "size": 6, - "orderCount": 19 - }, - { - "priceNanos": 1678643553085, - "size": 13, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678723553085, - "size": 66, - "orderCount": 16 - }, - { - "priceNanos": 1678753553085, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 1678793553085, - "size": 19, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678813553085, - "size": 7, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:46.731Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572656, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678779695785, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678749695785, - "size": 23, - "orderCount": 17 - }, - { - "priceNanos": 1678739695785, - "size": 12, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678689695785, - "size": 61, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678809695785, - "size": 62, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678819695785, - "size": 78, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678839695785, - "size": 52, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.820Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572657, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219981371170, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219976371170, - "size": 50, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219956371170, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 219916371170, - "size": 5, - "orderCount": 1 - }, - { - "priceNanos": 219896371170, - "size": 16, - "orderCount": 16 - }, - { - "priceNanos": 219856371170, - "size": 64, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219986371170, - "size": 8, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220006371170, - "size": 98, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:46.889Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572658, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80052294606, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80007294606, - "size": 48, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79957294606, - "size": 39, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80097294606, - "size": 83, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:46.986Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572659, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823555046815, - "size": 24, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823595046815, - "size": 90, - "orderCount": 8 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:47.056Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572660, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349935803861, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349905803861, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349885803861, - "size": 25, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349855803861, - "size": 16, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349845803861, - "size": 26, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349965803861, - "size": 83, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 349995803861, - "size": 93, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:47.113Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572661, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798974771, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189778974771, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189768974771, - "size": 13, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189738974771, - "size": 38, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189698974771, - "size": 98, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189818974771, - "size": 76, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189828974771, - "size": 74, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:47.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572662, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80006669380, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79981669380, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 79941669380, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 79921669380, - "size": 40, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79911669380, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 79891669380, - "size": 37, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 80031669380, - "size": 64, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80071669380, - "size": 91, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:47.242Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572663, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219926572348, - "size": 94, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219986572348, - "size": 34, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.312Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572664, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189632304131, - "size": 80, - "orderCount": 4 - }, - { - "priceNanos": 189592304131, - "size": 51, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189692304131, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 189712304131, - "size": 91, - "orderCount": 10 - }, - { - "priceNanos": 189752304131, - "size": 12, - "orderCount": 15 - }, - { - "priceNanos": 189792304131, - "size": 21, - "orderCount": 8 - }, - { - "priceNanos": 189842304131, - "size": 41, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.405Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572665, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678821471107, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678796471107, - "size": 67, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678846471107, - "size": 55, - "orderCount": 6 - }, - { - "priceNanos": 1678876471107, - "size": 89, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.448Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572666, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189683973166, - "size": 67, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189653973166, - "size": 22, - "orderCount": 7 - }, - { - "priceNanos": 189623973166, - "size": 10, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189783973166, - "size": 55, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.531Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572667, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79942643707, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79967643707, - "size": 19, - "orderCount": 7 - }, - { - "priceNanos": 80017643707, - "size": 91, - "orderCount": 13 - }, - { - "priceNanos": 80057643707, - "size": 52, - "orderCount": 15 - }, - { - "priceNanos": 80087643707, - "size": 32, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80137643707, - "size": 41, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:47.626Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572668, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350085993091, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350045993091, - "size": 66, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350035993091, - "size": 96, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 350005993091, - "size": 88, - "orderCount": 10 - }, - { - "priceNanos": 349985993091, - "size": 69, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 350125993091, - "size": 80, - "orderCount": 6 - }, - { - "priceNanos": 350135993091, - "size": 52, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:47.703Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572669, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189690976250, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189645976250, - "size": 40, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189625976250, - "size": 51, - "orderCount": 11 - }, - { - "priceNanos": 189585976250, - "size": 46, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189535976250, - "size": 8, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 189735976250, - "size": 32, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:47.745Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572670, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74968049581, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74948049581, - "size": 1, - "orderCount": 15 - }, - { - "priceNanos": 74908049581, - "size": 39, - "orderCount": 5 - }, - { - "priceNanos": 74888049581, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 74848049581, - "size": 98, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74838049581, - "size": 59, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74988049581, - "size": 46, - "orderCount": 3 - }, - { - "priceNanos": 75008049581, - "size": 89, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.825Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572671, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189728055535, - "size": 86, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189698055535, - "size": 9, - "orderCount": 11 - }, - { - "priceNanos": 189668055535, - "size": 4, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189638055535, - "size": 58, - "orderCount": 16 - }, - { - "priceNanos": 189618055535, - "size": 57, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738055535, - "size": 48, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189748055535, - "size": 75, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:47.892Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572672, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349921046614, - "size": 21, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349926046614, - "size": 83, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:47.928Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572673, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74947113973, - "size": 65, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74917113973, - "size": 39, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74977113973, - "size": 40, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75007113973, - "size": 43, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 75027113973, - "size": 54, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:47.960Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572674, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349987909008, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349952909008, - "size": 62, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350022909008, - "size": 36, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350072909008, - "size": 18, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 350092909008, - "size": 79, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:48.002Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572675, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678754626499, - "size": 23, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678744626499, - "size": 47, - "orderCount": 12 - }, - { - "priceNanos": 1678694626499, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 1678664626499, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 1678614626499, - "size": 43, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678764626499, - "size": 42, - "orderCount": 15 - }, - { - "priceNanos": 1678784626499, - "size": 58, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:48.070Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572676, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678767566690, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678752566690, - "size": 60, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678722566690, - "size": 33, - "orderCount": 11 - }, - { - "priceNanos": 1678682566690, - "size": 37, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678782566690, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 1678802566690, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 1678822566690, - "size": 19, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.143Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572677, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678746616429, - "size": 48, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678716616429, - "size": 41, - "orderCount": 9 - }, - { - "priceNanos": 1678676616429, - "size": 31, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678656616429, - "size": 44, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678616616429, - "size": 27, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678806616429, - "size": 11, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678836616429, - "size": 44, - "orderCount": 17 - }, - { - "priceNanos": 1678886616429, - "size": 99, - "orderCount": 15 - }, - { - "priceNanos": 1678916616429, - "size": 78, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.181Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572678, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036139829, - "size": 3, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80046139829, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 80056139829, - "size": 63, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80106139829, - "size": 74, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:48.225Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572679, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678892595743, - "size": 2, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678852595743, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678842595743, - "size": 42, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 1678932595743, - "size": 91, - "orderCount": 7 - }, - { - "priceNanos": 1678952595743, - "size": 32, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1679002595743, - "size": 74, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.305Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572680, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189668656235, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189638656235, - "size": 88, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 189698656235, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 189728656235, - "size": 99, - "orderCount": 6 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:48.325Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572681, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220022317125, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220017317125, - "size": 49, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 220007317125, - "size": 31, - "orderCount": 7 - }, - { - "priceNanos": 219957317125, - "size": 98, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219947317125, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 219907317125, - "size": 11, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 220027317125, - "size": 79, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220037317125, - "size": 62, - "orderCount": 14 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:48.367Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572682, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988685337, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219973685337, - "size": 94, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219953685337, - "size": 10, - "orderCount": 13 - }, - { - "priceNanos": 219923685337, - "size": 26, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 220003685337, - "size": 12, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220033685337, - "size": 93, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.409Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572683, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219988200363, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219953200363, - "size": 10, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220023200363, - "size": 41, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.447Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572684, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74929764219, - "size": 18, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74899764219, - "size": 16, - "orderCount": 10 - }, - { - "priceNanos": 74849764219, - "size": 40, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74999764219, - "size": 43, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75039764219, - "size": 98, - "orderCount": 9 - }, - { - "priceNanos": 75059764219, - "size": 79, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:48.480Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572685, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75124340657, - "size": 61, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:48.550Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572686, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220004799743, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219994799743, - "size": 12, - "orderCount": 18 - }, - { - "priceNanos": 219974799743, - "size": 76, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219964799743, - "size": 18, - "orderCount": 8 - }, - { - "priceNanos": 219924799743, - "size": 52, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219914799743, - "size": 70, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.581Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572687, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823495814354, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823460814354, - "size": 64, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823440814354, - "size": 24, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823430814354, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 4823410814354, - "size": 53, - "orderCount": 17 - }, - { - "priceNanos": 4823370814354, - "size": 31, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823530814354, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 4823540814354, - "size": 81, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:48.643Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572688, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80081045880, - "size": 68, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 80101045880, - "size": 17, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 80111045880, - "size": 41, - "orderCount": 19 - }, - { - "priceNanos": 80121045880, - "size": 23, - "orderCount": 19 - }, - { - "priceNanos": 80141045880, - "size": 94, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.660Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572689, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349959399541, - "size": 59, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349929399541, - "size": 27, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349919399541, - "size": 81, - "orderCount": 8 - }, - { - "priceNanos": 349889399541, - "size": 63, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350049399541, - "size": 30, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350059399541, - "size": 32, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350069399541, - "size": 89, - "orderCount": 6 - }, - { - "priceNanos": 350109399541, - "size": 13, - "orderCount": 12 - }, - { - "priceNanos": 350139399541, - "size": 43, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.724Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572690, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74939599409, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 74959599409, - "size": 94, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75009599409, - "size": 90, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.813Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572691, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 4823504707072, - "size": 84, - "orderCount": 14 - }, - { - "priceNanos": 4823524707072, - "size": 70, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823544707072, - "size": 66, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:48.880Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572692, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219920383000, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219900383000, - "size": 62, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219850383000, - "size": 6, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219940383000, - "size": 88, - "orderCount": 11 - }, - { - "priceNanos": 219980383000, - "size": 10, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.912Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572693, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678784542617, - "size": 45, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678744542617, - "size": 93, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678724542617, - "size": 100, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678694542617, - "size": 70, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:48.951Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572694, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80069725915, - "size": 70, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:48.976Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572695, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823541905098, - "size": 60, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823551905098, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 4823581905098, - "size": 1, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.072Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572696, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79959506486, - "size": 89, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 79989506486, - "size": 63, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 80029506486, - "size": 66, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80069506486, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80109506486, - "size": 37, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:49.127Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572697, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678802097653, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678782097653, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678732097653, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678702097653, - "size": 1, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678682097653, - "size": 36, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 1678672097653, - "size": 63, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.176Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572698, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74920438701, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74885438701, - "size": 67, - "orderCount": 2 - }, - { - "priceNanos": 74835438701, - "size": 29, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 74955438701, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 74995438701, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 75015438701, - "size": 61, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.241Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572699, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189734063677, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189729063677, - "size": 32, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189699063677, - "size": 85, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189679063677, - "size": 30, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189659063677, - "size": 81, - "orderCount": 16 - }, - { - "priceNanos": 189639063677, - "size": 2, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189739063677, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 189789063677, - "size": 52, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:49.297Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572700, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823471988301, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823446988301, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 4823416988301, - "size": 100, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 4823496988301, - "size": 8, - "orderCount": 16 - }, - { - "priceNanos": 4823536988301, - "size": 29, - "orderCount": 2 - }, - { - "priceNanos": 4823566988301, - "size": 43, - "orderCount": 8 - }, - { - "priceNanos": 4823596988301, - "size": 25, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.341Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572701, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80038806414, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79993806414, - "size": 43, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80083806414, - "size": 83, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80113806414, - "size": 67, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80143806414, - "size": 79, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:49.406Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572702, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971102949, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349946102949, - "size": 5, - "orderCount": 9 - }, - { - "priceNanos": 349936102949, - "size": 59, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349886102949, - "size": 100, - "orderCount": 20 - }, - { - "priceNanos": 349866102949, - "size": 54, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349856102949, - "size": 33, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349996102949, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 350016102949, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 350036102949, - "size": 34, - "orderCount": 20 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.505Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572703, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74971203704, - "size": 99, - "orderCount": 20 - }, - { - "priceNanos": 74951203704, - "size": 91, - "orderCount": 2 - }, - { - "priceNanos": 74901203704, - "size": 20, - "orderCount": 12 - }, - { - "priceNanos": 74861203704, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 74851203704, - "size": 55, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75011203704, - "size": 28, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.521Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572704, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678813174144, - "size": 54, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823174144, - "size": 18, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678863174144, - "size": 86, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.588Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572705, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219979993696, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219944993696, - "size": 98, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220014993696, - "size": 35, - "orderCount": 3 - }, - { - "priceNanos": 220064993696, - "size": 37, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220084993696, - "size": 97, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.606Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572706, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350053002985, - "size": 26, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350013002985, - "size": 6, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.684Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572707, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678759162529, - "size": 25, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:49.706Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572708, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80030729009, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 79990729009, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 79960729009, - "size": 98, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80050729009, - "size": 34, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.748Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572709, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823432062904, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823407062904, - "size": 30, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 4823367062904, - "size": 19, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823457062904, - "size": 35, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823507062904, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823537062904, - "size": 17, - "orderCount": 15 - }, - { - "priceNanos": 4823577062904, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823597062904, - "size": 18, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.847Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572710, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823465099045, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823430099045, - "size": 65, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823380099045, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 4823370099045, - "size": 89, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823500099045, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 4823520099045, - "size": 94, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823560099045, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823570099045, - "size": 72, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823590099045, - "size": 72, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:49.901Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572711, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220039858190, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220014858190, - "size": 90, - "orderCount": 4 - }, - { - "priceNanos": 219964858190, - "size": 58, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219934858190, - "size": 61, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219904858190, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 219894858190, - "size": 85, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220064858190, - "size": 10, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:50.001Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572712, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80054871506, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80044871506, - "size": 2, - "orderCount": 10 - }, - { - "priceNanos": 80034871506, - "size": 49, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:50.020Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572713, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75038542365, - "size": 10, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75098542365, - "size": 40, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75128542365, - "size": 99, - "orderCount": 4 - }, - { - "priceNanos": 75158542365, - "size": 13, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75178542365, - "size": 46, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:50.067Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572714, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678747888711, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678732888711, - "size": 28, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678762888711, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 1678802888711, - "size": 36, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678822888711, - "size": 8, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678832888711, - "size": 12, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.163Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572715, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848881013, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678833881013, - "size": 65, - "orderCount": 20 - }, - { - "priceNanos": 1678803881013, - "size": 47, - "orderCount": 8 - }, - { - "priceNanos": 1678783881013, - "size": 42, - "orderCount": 19 - }, - { - "priceNanos": 1678763881013, - "size": 47, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678863881013, - "size": 86, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.173Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572716, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189650847191, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189615847191, - "size": 1, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189585847191, - "size": 56, - "orderCount": 13 - }, - { - "priceNanos": 189565847191, - "size": 93, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189545847191, - "size": 38, - "orderCount": 10 - }, - { - "priceNanos": 189535847191, - "size": 80, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189685847191, - "size": 12, - "orderCount": 2 - }, - { - "priceNanos": 189695847191, - "size": 78, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 189715847191, - "size": 26, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189745847191, - "size": 81, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.243Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572717, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349915841964, - "size": 59, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349865841964, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 349855841964, - "size": 85, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349805841964, - "size": 67, - "orderCount": 2, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.276Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572718, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436755361, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823431755361, - "size": 39, - "orderCount": 1 - }, - { - "priceNanos": 4823401755361, - "size": 71, - "orderCount": 2 - }, - { - "priceNanos": 4823391755361, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823371755361, - "size": 87, - "orderCount": 2 - }, - { - "priceNanos": 4823331755361, - "size": 87, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.371Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572719, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75059330204, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75039330204, - "size": 2, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74989330204, - "size": 54, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.457Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572720, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678834304940, - "size": 49, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678849304940, - "size": 90, - "orderCount": 16 - }, - { - "priceNanos": 1678859304940, - "size": 16, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.525Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572721, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823554509598, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 4823544509598, - "size": 80, - "orderCount": 13 - }, - { - "priceNanos": 4823524509598, - "size": 16, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.538Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572722, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189755604349, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189745604349, - "size": 32, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189705604349, - "size": 65, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189695604349, - "size": 28, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189675604349, - "size": 34, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189655604349, - "size": 12, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189765604349, - "size": 26, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.560Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572723, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823596627372, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823571627372, - "size": 41, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823561627372, - "size": 44, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 4823531627372, - "size": 85, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823621627372, - "size": 18, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823661627372, - "size": 18, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823711627372, - "size": 10, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.632Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572724, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349938455396, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349933455396, - "size": 13, - "orderCount": 15 - }, - { - "priceNanos": 349913455396, - "size": 7, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.713Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572725, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823497027980, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823477027980, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 4823467027980, - "size": 85, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823447027980, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 4823407027980, - "size": 13, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823517027980, - "size": 20, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:50.783Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572726, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189779114868, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189769114868, - "size": 84, - "orderCount": 18 - }, - { - "priceNanos": 189719114868, - "size": 87, - "orderCount": 4 - }, - { - "priceNanos": 189689114868, - "size": 48, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 189789114868, - "size": 43, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189799114868, - "size": 24, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189819114868, - "size": 75, - "orderCount": 1 - }, - { - "priceNanos": 189859114868, - "size": 41, - "orderCount": 20 - }, - { - "priceNanos": 189879114868, - "size": 1, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.847Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572727, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189699076960, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189679076960, - "size": 88, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189629076960, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 189589076960, - "size": 39, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189719076960, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 189759076960, - "size": 26, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.861Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572728, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678795013162, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678745013162, - "size": 67, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678735013162, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 1678725013162, - "size": 5, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678845013162, - "size": 93, - "orderCount": 5 - }, - { - "priceNanos": 1678895013162, - "size": 69, - "orderCount": 8 - }, - { - "priceNanos": 1678915013162, - "size": 91, - "orderCount": 18 - }, - { - "priceNanos": 1678925013162, - "size": 26, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.888Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572729, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79962960987, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79947960987, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 79897960987, - "size": 37, - "orderCount": 16 - }, - { - "priceNanos": 79877960987, - "size": 9, - "orderCount": 1 - }, - { - "priceNanos": 79857960987, - "size": 91, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79977960987, - "size": 62, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:50.910Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572730, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556317509, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823506317509, - "size": 100, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823486317509, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 4823476317509, - "size": 67, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823606317509, - "size": 46, - "orderCount": 9 - }, - { - "priceNanos": 4823616317509, - "size": 1, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.948Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572731, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220011160675, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219971160675, - "size": 98, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219961160675, - "size": 41, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219911160675, - "size": 36, - "orderCount": 19 - }, - { - "priceNanos": 219891160675, - "size": 94, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220051160675, - "size": 80, - "orderCount": 20 - }, - { - "priceNanos": 220061160675, - "size": 13, - "orderCount": 18 - }, - { - "priceNanos": 220071160675, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 220081160675, - "size": 66, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:50.967Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572732, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823491658497, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823441658497, - "size": 52, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823411658497, - "size": 14, - "orderCount": 15 - }, - { - "priceNanos": 4823361658497, - "size": 43, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823311658497, - "size": 92, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823281658497, - "size": 100, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823541658497, - "size": 93, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823581658497, - "size": 95, - "orderCount": 1 - }, - { - "priceNanos": 4823631658497, - "size": 6, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:51.027Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572733, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823542876523, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823497876523, - "size": 2, - "orderCount": 1 - }, - { - "priceNanos": 4823447876523, - "size": 61, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.079Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572734, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74958939823, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74928939823, - "size": 89, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74878939823, - "size": 13, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74828939823, - "size": 46, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74988939823, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75028939823, - "size": 90, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:51.116Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572735, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74967064693, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74962064693, - "size": 38, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74912064693, - "size": 52, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74882064693, - "size": 76, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74872064693, - "size": 53, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74972064693, - "size": 72, - "orderCount": 13 - }, - { - "priceNanos": 75002064693, - "size": 98, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.151Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572736, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74931752060, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74901752060, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74851752060, - "size": 41, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 74961752060, - "size": 53, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75011752060, - "size": 69, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75061752060, - "size": 94, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.236Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572737, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678703098247, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678733098247, - "size": 3, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.255Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572738, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823558020443, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823518020443, - "size": 93, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823488020443, - "size": 94, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 4823598020443, - "size": 36, - "orderCount": 11 - }, - { - "priceNanos": 4823628020443, - "size": 3, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823668020443, - "size": 100, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:51.287Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572739, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74948892095, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74903892095, - "size": 57, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74893892095, - "size": 48, - "orderCount": 13 - }, - { - "priceNanos": 74843892095, - "size": 76, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74993892095, - "size": 59, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75023892095, - "size": 89, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75073892095, - "size": 67, - "orderCount": 12 - }, - { - "priceNanos": 75113892095, - "size": 64, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75143892095, - "size": 90, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.369Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572740, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74931058462, - "size": 10, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 74971058462, - "size": 43, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75011058462, - "size": 20, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75041058462, - "size": 87, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.389Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572741, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189693763335, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189648763335, - "size": 42, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189738763335, - "size": 93, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189758763335, - "size": 24, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189808763335, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 189818763335, - "size": 49, - "orderCount": 10 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.448Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572742, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189657425909, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189647425909, - "size": 83, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189667425909, - "size": 32, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.477Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572743, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823484552317, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 4823454552317, - "size": 23, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823524552317, - "size": 22, - "orderCount": 12 - }, - { - "priceNanos": 4823534552317, - "size": 30, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:51.525Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572744, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189833790955, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189788790955, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 189748790955, - "size": 39, - "orderCount": 6 - }, - { - "priceNanos": 189698790955, - "size": 35, - "orderCount": 6 - }, - { - "priceNanos": 189678790955, - "size": 23, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189878790955, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 189928790955, - "size": 88, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189938790955, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 189978790955, - "size": 29, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 190028790955, - "size": 18, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.545Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572745, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79886950081, - "size": 70, - "orderCount": 1 - }, - { - "priceNanos": 79846950081, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 79806950081, - "size": 29, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79766950081, - "size": 46, - "orderCount": 10 - }, - { - "priceNanos": 79726950081, - "size": 71, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.605Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572746, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189754342285, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189714342285, - "size": 86, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189684342285, - "size": 31, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189664342285, - "size": 50, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189634342285, - "size": 18, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189604342285, - "size": 52, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189794342285, - "size": 38, - "orderCount": 4 - }, - { - "priceNanos": 189804342285, - "size": 47, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189844342285, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 189874342285, - "size": 18, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:51.675Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572747, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422869290, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823392869290, - "size": 50, - "orderCount": 12 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.715Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572748, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80087992636, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80057992636, - "size": 96, - "orderCount": 2 - }, - { - "priceNanos": 80027992636, - "size": 95, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80007992636, - "size": 7, - "orderCount": 9 - }, - { - "priceNanos": 79967992636, - "size": 13, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80117992636, - "size": 49, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:51.801Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572749, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219914179435, - "size": 16, - "orderCount": 4 - }, - { - "priceNanos": 219874179435, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 219824179435, - "size": 20, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 219934179435, - "size": 11, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.849Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572750, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678892996823, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678877996823, - "size": 94, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:51.896Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572751, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189787577086, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189757577086, - "size": 31, - "orderCount": 2 - }, - { - "priceNanos": 189727577086, - "size": 33, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189707577086, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 189667577086, - "size": 48, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189817577086, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 189827577086, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:51.964Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572752, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823473165689, - "size": 50, - "orderCount": 7 - }, - { - "priceNanos": 4823463165689, - "size": 54, - "orderCount": 13 - }, - { - "priceNanos": 4823453165689, - "size": 56, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823503165689, - "size": 76, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823533165689, - "size": 50, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823563165689, - "size": 2, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.037Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572753, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79912137075, - "size": 88, - "orderCount": 15 - }, - { - "priceNanos": 79892137075, - "size": 52, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80012137075, - "size": 2, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80052137075, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 80102137075, - "size": 45, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80132137075, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 80162137075, - "size": 66, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:52.054Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572754, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823543123844, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823533123844, - "size": 14, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823493123844, - "size": 1, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823553123844, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 4823573123844, - "size": 90, - "orderCount": 3 - }, - { - "priceNanos": 4823583123844, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.072Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572755, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75036030843, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74991030843, - "size": 88, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 75081030843, - "size": 12, - "orderCount": 8 - }, - { - "priceNanos": 75111030843, - "size": 16, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 75121030843, - "size": 62, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.119Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572756, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74914688525, - "size": 12, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74919688525, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74959688525, - "size": 96, - "orderCount": 19 - }, - { - "priceNanos": 74969688525, - "size": 59, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.137Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572757, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092912935, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220082912935, - "size": 63, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 220052912935, - "size": 25, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 220042912935, - "size": 76, - "orderCount": 16 - }, - { - "priceNanos": 220012912935, - "size": 89, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219962912935, - "size": 26, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220102912935, - "size": 74, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220122912935, - "size": 62, - "orderCount": 20 - }, - { - "priceNanos": 220142912935, - "size": 99, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:52.182Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572758, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219861437765, - "size": 22, - "orderCount": 15 - }, - { - "priceNanos": 219841437765, - "size": 84, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 219811437765, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 219771437765, - "size": 94, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 219951437765, - "size": 95, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 219971437765, - "size": 56, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220021437765, - "size": 26, - "orderCount": 9 - }, - { - "priceNanos": 220031437765, - "size": 50, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220081437765, - "size": 88, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.267Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572759, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823582799469, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823602799469, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 4823612799469, - "size": 78, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 4823642799469, - "size": 36, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823652799469, - "size": 11, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823692799469, - "size": 43, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.315Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572760, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189710666894, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189700666894, - "size": 25, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:52.409Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572761, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74960541883, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74950541883, - "size": 91, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74930541883, - "size": 76, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74970541883, - "size": 77, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.445Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572762, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823499327533, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823459327533, - "size": 11, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 4823539327533, - "size": 42, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823569327533, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 4823599327533, - "size": 85, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823619327533, - "size": 68, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.522Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572763, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220011386160, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219996386160, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 219986386160, - "size": 8, - "orderCount": 19 - }, - { - "priceNanos": 219936386160, - "size": 74, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219916386160, - "size": 88, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:52.549Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572764, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678831556639, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 1678801556639, - "size": 33, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678791556639, - "size": 47, - "orderCount": 11 - }, - { - "priceNanos": 1678781556639, - "size": 21, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678761556639, - "size": 19, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678921556639, - "size": 74, - "orderCount": 8 - }, - { - "priceNanos": 1678971556639, - "size": 92, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1679011556639, - "size": 84, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:52.614Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572765, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189672480113, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189647480113, - "size": 54, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189607480113, - "size": 78, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 189697480113, - "size": 76, - "orderCount": 17 - }, - { - "priceNanos": 189717480113, - "size": 58, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189757480113, - "size": 94, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189777480113, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 189787480113, - "size": 23, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.633Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572766, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189729939610, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189694939610, - "size": 75, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189674939610, - "size": 26, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 189764939610, - "size": 19, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189804939610, - "size": 41, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189844939610, - "size": 83, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.671Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572767, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678810102944, - "size": 20, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678835102944, - "size": 80, - "orderCount": 8 - }, - { - "priceNanos": 1678845102944, - "size": 36, - "orderCount": 16 - }, - { - "priceNanos": 1678865102944, - "size": 29, - "orderCount": 6 - }, - { - "priceNanos": 1678875102944, - "size": 27, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 1678895102944, - "size": 9, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.692Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572768, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839720535, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678819720535, - "size": 65, - "orderCount": 10 - }, - { - "priceNanos": 1678809720535, - "size": 97, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678759720535, - "size": 53, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678719720535, - "size": 42, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678859720535, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 1678869720535, - "size": 62, - "orderCount": 15 - }, - { - "priceNanos": 1678899720535, - "size": 10, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678909720535, - "size": 84, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.775Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572769, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 189877523049, - "size": 14, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.797Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572770, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349975098413, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349960098413, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 349950098413, - "size": 5, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349990098413, - "size": 13, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:52.831Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572771, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74942186761, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74932186761, - "size": 3, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74892186761, - "size": 66, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74952186761, - "size": 2, - "orderCount": 3 - }, - { - "priceNanos": 74982186761, - "size": 99, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 74992186761, - "size": 40, - "orderCount": 10 - }, - { - "priceNanos": 75042186761, - "size": 35, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:52.883Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572772, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220029957436, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:52.902Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572773, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678882665540, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678862665540, - "size": 68, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678812665540, - "size": 97, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678792665540, - "size": 39, - "orderCount": 18 - }, - { - "priceNanos": 1678772665540, - "size": 98, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678902665540, - "size": 62, - "orderCount": 17 - }, - { - "priceNanos": 1678932665540, - "size": 52, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678952665540, - "size": 75, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678992665540, - "size": 43, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679032665540, - "size": 35, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:52.947Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572774, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350004072920, - "size": 15, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:52.963Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572775, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80076603183, - "size": 86, - "orderCount": 12 - }, - { - "priceNanos": 80116603183, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 80166603183, - "size": 66, - "orderCount": 1 - }, - { - "priceNanos": 80216603183, - "size": 76, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.045Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572776, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349940815225, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349895815225, - "size": 18, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349985815225, - "size": 91, - "orderCount": 1 - }, - { - "priceNanos": 350015815225, - "size": 88, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350035815225, - "size": 31, - "orderCount": 12 - }, - { - "priceNanos": 350085815225, - "size": 9, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350125815225, - "size": 22, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:53.062Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572777, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189825604789, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189800604789, - "size": 33, - "orderCount": 1 - }, - { - "priceNanos": 189750604789, - "size": 76, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189850604789, - "size": 5, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189900604789, - "size": 2, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:53.143Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572778, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80036769414, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80026769414, - "size": 25, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79986769414, - "size": 20, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79956769414, - "size": 54, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 80046769414, - "size": 87, - "orderCount": 20 - }, - { - "priceNanos": 80096769414, - "size": 24, - "orderCount": 4 - }, - { - "priceNanos": 80126769414, - "size": 8, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.204Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572779, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349995545694, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349955545694, - "size": 92, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349925545694, - "size": 88, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349895545694, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 349885545694, - "size": 14, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350035545694, - "size": 16, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:53.227Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572780, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350074966305, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350099966305, - "size": 32, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.261Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572781, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350052440049, - "size": 30, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 350032440049, - "size": 58, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 350022440049, - "size": 44, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349972440049, - "size": 94, - "orderCount": 4 - }, - { - "priceNanos": 349932440049, - "size": 75, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350102440049, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 350142440049, - "size": 93, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350192440049, - "size": 1, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:53.331Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572782, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790491601, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678760491601, - "size": 22, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 1678710491601, - "size": 91, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 1678680491601, - "size": 85, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678820491601, - "size": 70, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.345Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572783, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831443390, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678786443390, - "size": 16, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678876443390, - "size": 89, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678926443390, - "size": 52, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678936443390, - "size": 86, - "orderCount": 15 - }, - { - "priceNanos": 1678946443390, - "size": 95, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.442Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572784, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79905609337, - "size": 49, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79865609337, - "size": 31, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79975609337, - "size": 79, - "orderCount": 6 - }, - { - "priceNanos": 79995609337, - "size": 73, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80015609337, - "size": 9, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80035609337, - "size": 91, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80065609337, - "size": 53, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.472Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572785, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823481597633, - "size": 89, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823461597633, - "size": 85, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823571597633, - "size": 87, - "orderCount": 4 - }, - { - "priceNanos": 4823621597633, - "size": 75, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:53.521Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572786, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803100638, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189843100638, - "size": 13, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189853100638, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 189883100638, - "size": 99, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.547Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572787, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349939155574, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349909155574, - "size": 62, - "orderCount": 12 - }, - { - "priceNanos": 349899155574, - "size": 81, - "orderCount": 12 - }, - { - "priceNanos": 349859155574, - "size": 37, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 349849155574, - "size": 93, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349969155574, - "size": 11, - "orderCount": 6 - }, - { - "priceNanos": 349989155574, - "size": 63, - "orderCount": 18 - }, - { - "priceNanos": 349999155574, - "size": 11, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 350019155574, - "size": 69, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350059155574, - "size": 93, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.566Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572788, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678820600300, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678800600300, - "size": 27, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678840600300, - "size": 56, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678880600300, - "size": 25, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.578Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572789, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79935203318, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79890203318, - "size": 84, - "orderCount": 11 - }, - { - "priceNanos": 79860203318, - "size": 89, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79810203318, - "size": 67, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79790203318, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 79760203318, - "size": 34, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.617Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572790, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823416188529, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823391188529, - "size": 68, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823381188529, - "size": 93, - "orderCount": 20 - }, - { - "priceNanos": 4823371188529, - "size": 84, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823441188529, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823461188529, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 4823511188529, - "size": 39, - "orderCount": 3 - }, - { - "priceNanos": 4823521188529, - "size": 99, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.650Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572791, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 350041146987, - "size": 58, - "orderCount": 3 - }, - { - "priceNanos": 350081146987, - "size": 51, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350131146987, - "size": 95, - "orderCount": 5 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.694Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572792, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.778Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572793, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678735637586, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678700637586, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 1678650637586, - "size": 75, - "orderCount": 15 - }, - { - "priceNanos": 1678640637586, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 1678590637586, - "size": 13, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678580637586, - "size": 94, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678770637586, - "size": 90, - "orderCount": 15 - }, - { - "priceNanos": 1678820637586, - "size": 82, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678870637586, - "size": 82, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678920637586, - "size": 18, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:53.831Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572794, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983911948, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75018911948, - "size": 10, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.861Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572795, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75022271596, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74997271596, - "size": 51, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74987271596, - "size": 61, - "orderCount": 7 - }, - { - "priceNanos": 74967271596, - "size": 1, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74937271596, - "size": 8, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74907271596, - "size": 52, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75047271596, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 75067271596, - "size": 37, - "orderCount": 18 - }, - { - "priceNanos": 75087271596, - "size": 15, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.898Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572796, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678906373774, - "size": 87, - "orderCount": 6 - }, - { - "priceNanos": 1678946373774, - "size": 16, - "orderCount": 17 - }, - { - "priceNanos": 1678966373774, - "size": 14, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:53.911Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572797, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678842190508, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 1678832190508, - "size": 47, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:53.939Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572798, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79911714742, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79881714742, - "size": 85, - "orderCount": 6 - }, - { - "priceNanos": 79851714742, - "size": 19, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 79821714742, - "size": 63, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79941714742, - "size": 7, - "orderCount": 14 - }, - { - "priceNanos": 79951714742, - "size": 50, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.012Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572799, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823580780477, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823550780477, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 4823540780477, - "size": 47, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823610780477, - "size": 14, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823660780477, - "size": 2, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.094Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572800, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80002094832, - "size": 6, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79967094832, - "size": 45, - "orderCount": 5 - }, - { - "priceNanos": 79957094832, - "size": 12, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80037094832, - "size": 73, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80057094832, - "size": 63, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:54.179Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572801, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823547567517, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823507567517, - "size": 68, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823497567517, - "size": 72, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823447567517, - "size": 23, - "orderCount": 5 - }, - { - "priceNanos": 4823427567517, - "size": 56, - "orderCount": 7 - }, - { - "priceNanos": 4823377567517, - "size": 24, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823587567517, - "size": 54, - "orderCount": 7 - }, - { - "priceNanos": 4823617567517, - "size": 50, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 4823627567517, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:54.208Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572802, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823477111298, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823432111298, - "size": 65, - "orderCount": 19, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:54.270Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572803, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189697992008, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189672992008, - "size": 65, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189652992008, - "size": 36, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 189632992008, - "size": 99, - "orderCount": 8 - }, - { - "priceNanos": 189602992008, - "size": 24, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189592992008, - "size": 4, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189722992008, - "size": 82, - "orderCount": 6 - }, - { - "priceNanos": 189732992008, - "size": 68, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.332Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572804, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219959020218, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219944020218, - "size": 99, - "orderCount": 16 - }, - { - "priceNanos": 219904020218, - "size": 46, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219874020218, - "size": 11, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219974020218, - "size": 53, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220004020218, - "size": 26, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220034020218, - "size": 19, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220064020218, - "size": 13, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 220084020218, - "size": 67, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.421Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572805, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678772503419, - "size": 97, - "orderCount": 20 - }, - { - "priceNanos": 1678752503419, - "size": 89, - "orderCount": 2 - }, - { - "priceNanos": 1678722503419, - "size": 20, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678802503419, - "size": 90, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678842503419, - "size": 42, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.446Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572806, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79995339266, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80035339266, - "size": 19, - "orderCount": 17 - }, - { - "priceNanos": 80085339266, - "size": 48, - "orderCount": 19 - }, - { - "priceNanos": 80135339266, - "size": 35, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:54.462Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572807, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79961340045, - "size": 98, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 79981340045, - "size": 26, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 79991340045, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 80021340045, - "size": 50, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80031340045, - "size": 80, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.474Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572808, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80074423306, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80044423306, - "size": 60, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80004423306, - "size": 28, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79954423306, - "size": 47, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80104423306, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80144423306, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 80154423306, - "size": 72, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80164423306, - "size": 56, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.562Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572809, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803104083, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189828104083, - "size": 59, - "orderCount": 20 - }, - { - "priceNanos": 189868104083, - "size": 88, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.647Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572810, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80005960229, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79965960229, - "size": 75, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79915960229, - "size": 46, - "orderCount": 7 - }, - { - "priceNanos": 79865960229, - "size": 48, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79815960229, - "size": 55, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79805960229, - "size": 75, - "orderCount": 7, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.683Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572811, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79895040827, - "size": 64, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79945040827, - "size": 48, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 79975040827, - "size": 76, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80005040827, - "size": 84, - "orderCount": 1 - }, - { - "priceNanos": 80055040827, - "size": 96, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.702Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572812, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189681205565, - "size": 15, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189666205565, - "size": 87, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189646205565, - "size": 6, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189616205565, - "size": 11, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189586205565, - "size": 11, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189696205565, - "size": 59, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189716205565, - "size": 8, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.727Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572813, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971690185, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349976690185, - "size": 95, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 349986690185, - "size": 55, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350016690185, - "size": 31, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:54.817Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572814, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220074041433, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220119041433, - "size": 34, - "orderCount": 4 - }, - { - "priceNanos": 220149041433, - "size": 42, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:54.916Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572815, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349922361889, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349882361889, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 349862361889, - "size": 63, - "orderCount": 8 - }, - { - "priceNanos": 349812361889, - "size": 35, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349962361889, - "size": 46, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:54.948Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572816, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678790600555, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678780600555, - "size": 92, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:55.035Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572817, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75055445159, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 75035445159, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 75015445159, - "size": 20, - "orderCount": 9 - }, - { - "priceNanos": 74995445159, - "size": 55, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74985445159, - "size": 22, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.126Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572818, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350032071743, - "size": 30, - "orderCount": 18 - }, - { - "priceNanos": 349992071743, - "size": 56, - "orderCount": 17 - }, - { - "priceNanos": 349942071743, - "size": 3, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349902071743, - "size": 65, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349862071743, - "size": 52, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350122071743, - "size": 14, - "orderCount": 14 - }, - { - "priceNanos": 350162071743, - "size": 79, - "orderCount": 2 - }, - { - "priceNanos": 350192071743, - "size": 37, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.179Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572819, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678724141133, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678674141133, - "size": 39, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678654141133, - "size": 24, - "orderCount": 9 - }, - { - "priceNanos": 1678604141133, - "size": 71, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678774141133, - "size": 21, - "orderCount": 1 - }, - { - "priceNanos": 1678784141133, - "size": 68, - "orderCount": 20 - }, - { - "priceNanos": 1678834141133, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 1678844141133, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 1678894141133, - "size": 29, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.192Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572820, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349970401555, - "size": 32, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 349950401555, - "size": 40, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349940401555, - "size": 66, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 350030401555, - "size": 91, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350050401555, - "size": 45, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:55.277Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572821, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678863040911, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678848040911, - "size": 3, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678838040911, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 1678808040911, - "size": 96, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 1678878040911, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 1678918040911, - "size": 98, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678928040911, - "size": 94, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:55.326Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572822, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79901398969, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79876398969, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 79866398969, - "size": 20, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79856398969, - "size": 100, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 79826398969, - "size": 83, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79816398969, - "size": 37, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 79926398969, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 79946398969, - "size": 22, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 79996398969, - "size": 7, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80016398969, - "size": 18, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80066398969, - "size": 58, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.374Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572823, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823531317957, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823501317957, - "size": 86, - "orderCount": 4 - }, - { - "priceNanos": 4823451317957, - "size": 68, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823401317957, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 4823391317957, - "size": 79, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 4823351317957, - "size": 8, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823561317957, - "size": 2, - "orderCount": 2 - }, - { - "priceNanos": 4823611317957, - "size": 18, - "orderCount": 6 - }, - { - "priceNanos": 4823651317957, - "size": 27, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:55.458Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572824, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189678533921, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.511Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572825, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74947838954, - "size": 80, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 74907838954, - "size": 29, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 74977838954, - "size": 45, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74987838954, - "size": 57, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75037838954, - "size": 99, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:55.558Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572826, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220075194797, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220070194797, - "size": 22, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220030194797, - "size": 62, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 220000194797, - "size": 65, - "orderCount": 1 - }, - { - "priceNanos": 219990194797, - "size": 47, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219960194797, - "size": 72, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 220080194797, - "size": 75, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 220110194797, - "size": 81, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220150194797, - "size": 1, - "orderCount": 6 - }, - { - "priceNanos": 220190194797, - "size": 43, - "orderCount": 6 - }, - { - "priceNanos": 220240194797, - "size": 26, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.599Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572827, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823422643190, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823397643190, - "size": 24, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823347643190, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 4823307643190, - "size": 85, - "orderCount": 20 - }, - { - "priceNanos": 4823277643190, - "size": 54, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823237643190, - "size": 79, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823447643190, - "size": 16, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823467643190, - "size": 22, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:55.611Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572828, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678710141939, - "size": 25, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678680141939, - "size": 44, - "orderCount": 16 - }, - { - "priceNanos": 1678650141939, - "size": 35, - "orderCount": 5 - }, - { - "priceNanos": 1678610141939, - "size": 62, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:55.674Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572829, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79947172856, - "size": 59, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79997172856, - "size": 7, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:55.695Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572830, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219979456526, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220004456526, - "size": 59, - "orderCount": 4 - }, - { - "priceNanos": 220034456526, - "size": 13, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.765Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572831, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219933238780, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219923238780, - "size": 3, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219873238780, - "size": 7, - "orderCount": 3 - }, - { - "priceNanos": 219823238780, - "size": 97, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 219953238780, - "size": 21, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.797Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572832, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79996433146, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956433146, - "size": 42, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80036433146, - "size": 9, - "orderCount": 5 - }, - { - "priceNanos": 80066433146, - "size": 33, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80106433146, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.874Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572833, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74881983918, - "size": 79, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74831983918, - "size": 79, - "orderCount": 20 - }, - { - "priceNanos": 74811983918, - "size": 85, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74771983918, - "size": 2, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 74951983918, - "size": 40, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.884Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572834, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823575882161, - "size": 37, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823570882161, - "size": 39, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823550882161, - "size": 69, - "orderCount": 11 - }, - { - "priceNanos": 4823540882161, - "size": 3, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823500882161, - "size": 54, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823580882161, - "size": 29, - "orderCount": 1 - }, - { - "priceNanos": 4823630882161, - "size": 47, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823640882161, - "size": 84, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:55.908Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572835, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349971395989, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349926395989, - "size": 58, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349886395989, - "size": 20, - "orderCount": 5 - }, - { - "priceNanos": 349866395989, - "size": 35, - "orderCount": 20 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:55.923Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572836, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823537002824, - "size": 17, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823557002824, - "size": 38, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823567002824, - "size": 47, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823607002824, - "size": 61, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:55.936Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572837, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 349991483902, - "size": 46, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350021483902, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 350071483902, - "size": 80, - "orderCount": 12 - }, - { - "priceNanos": 350091483902, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350131483902, - "size": 63, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:55.977Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572838, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74956497225, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74916497225, - "size": 20, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74876497225, - "size": 95, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 74996497225, - "size": 77, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75046497225, - "size": 15, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75086497225, - "size": 51, - "orderCount": 20 - }, - { - "priceNanos": 75126497225, - "size": 79, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:56.021Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572839, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189668538077, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189638538077, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189598538077, - "size": 36, - "orderCount": 12 - }, - { - "priceNanos": 189568538077, - "size": 54, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189698538077, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 189728538077, - "size": 93, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189768538077, - "size": 8, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:56.111Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572840, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350082798344, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350052798344, - "size": 86, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 350112798344, - "size": 91, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 350152798344, - "size": 2, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350182798344, - "size": 87, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.126Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572841, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219971872989, - "size": 57, - "orderCount": 18 - }, - { - "priceNanos": 219921872989, - "size": 22, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219871872989, - "size": 48, - "orderCount": 12 - }, - { - "priceNanos": 219851872989, - "size": 6, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 220021872989, - "size": 31, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220041872989, - "size": 19, - "orderCount": 5 - }, - { - "priceNanos": 220081872989, - "size": 2, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220091872989, - "size": 68, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:56.175Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572842, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513852620, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823498852620, - "size": 93, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823448852620, - "size": 93, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823528852620, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 4823538852620, - "size": 70, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.188Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572843, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79919288284, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79909288284, - "size": 28, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79929288284, - "size": 31, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 79979288284, - "size": 17, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:56.218Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572844, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79861384528, - "size": 52, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79831384528, - "size": 67, - "orderCount": 3 - }, - { - "priceNanos": 79801384528, - "size": 9, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79791384528, - "size": 4, - "orderCount": 3 - }, - { - "priceNanos": 79751384528, - "size": 95, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 79961384528, - "size": 93, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.281Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572845, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189658623245, - "size": 49, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189703623245, - "size": 90, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.357Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572846, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189804872462, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189764872462, - "size": 31, - "orderCount": 5 - }, - { - "priceNanos": 189744872462, - "size": 44, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189844872462, - "size": 11, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:56.389Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572847, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219965225956, - "size": 7, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219960225956, - "size": 79, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219950225956, - "size": 29, - "orderCount": 7 - }, - { - "priceNanos": 219940225956, - "size": 28, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219890225956, - "size": 98, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219970225956, - "size": 90, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219980225956, - "size": 76, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 220030225956, - "size": 54, - "orderCount": 8 - }, - { - "priceNanos": 220080225956, - "size": 58, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.465Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572848, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75039277841, - "size": 62, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75029277841, - "size": 54, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74989277841, - "size": 6, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75059277841, - "size": 61, - "orderCount": 4 - }, - { - "priceNanos": 75099277841, - "size": 12, - "orderCount": 14 - }, - { - "priceNanos": 75149277841, - "size": 94, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:56.477Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572849, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189798868486, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189768868486, - "size": 52, - "orderCount": 7 - }, - { - "priceNanos": 189728868486, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 189708868486, - "size": 88, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189668868486, - "size": 34, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189648868486, - "size": 23, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189828868486, - "size": 82, - "orderCount": 4 - }, - { - "priceNanos": 189848868486, - "size": 15, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189898868486, - "size": 15, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189928868486, - "size": 41, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 189978868486, - "size": 32, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.560Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572850, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470471306, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823455471306, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 4823425471306, - "size": 62, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823375471306, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 4823345471306, - "size": 33, - "orderCount": 13 - }, - { - "priceNanos": 4823325471306, - "size": 26, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:56.637Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572851, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678738948997, - "size": 44, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678698948997, - "size": 36, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678778948997, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 1678818948997, - "size": 14, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.664Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572852, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823435781178, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823400781178, - "size": 6, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:56.698Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572853, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080517974, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80050517974, - "size": 90, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80020517974, - "size": 79, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 80010517974, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80000517974, - "size": 52, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80110517974, - "size": 24, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80120517974, - "size": 2, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 80160517974, - "size": 56, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:56.760Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572854, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219932524162, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219882524162, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 219832524162, - "size": 29, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 219982524162, - "size": 7, - "orderCount": 16 - }, - { - "priceNanos": 220022524162, - "size": 55, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220032524162, - "size": 65, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220072524162, - "size": 88, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.791Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572855, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350096234312, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350076234312, - "size": 70, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350036234312, - "size": 16, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 350026234312, - "size": 56, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350116234312, - "size": 46, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350136234312, - "size": 90, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 350186234312, - "size": 10, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350236234312, - "size": 30, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:56.890Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572856, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80018811616, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79968811616, - "size": 51, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79948811616, - "size": 58, - "orderCount": 11 - }, - { - "priceNanos": 79938811616, - "size": 39, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79918811616, - "size": 41, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 80068811616, - "size": 97, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80108811616, - "size": 70, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:56.922Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572857, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74946506486, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74916506486, - "size": 99, - "orderCount": 17 - }, - { - "priceNanos": 74866506486, - "size": 56, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74816506486, - "size": 92, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74976506486, - "size": 98, - "orderCount": 8 - }, - { - "priceNanos": 75006506486, - "size": 49, - "orderCount": 18 - }, - { - "priceNanos": 75026506486, - "size": 10, - "orderCount": 17 - }, - { - "priceNanos": 75066506486, - "size": 82, - "orderCount": 12 - }, - { - "priceNanos": 75096506486, - "size": 2, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.014Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572858, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74994476923, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74944476923, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 74934476923, - "size": 13, - "orderCount": 16 - }, - { - "priceNanos": 74914476923, - "size": 96, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74894476923, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 74854476923, - "size": 21, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75044476923, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75054476923, - "size": 100, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75064476923, - "size": 20, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 75084476923, - "size": 62, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.096Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572859, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220046475568, - "size": 68, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:57.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572860, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74934515170, - "size": 50, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74964515170, - "size": 88, - "orderCount": 9 - }, - { - "priceNanos": 74994515170, - "size": 91, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.217Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572861, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189670375604, - "size": 50, - "orderCount": 1 - }, - { - "priceNanos": 189650375604, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 189620375604, - "size": 50, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189770375604, - "size": 81, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189810375604, - "size": 11, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 189860375604, - "size": 20, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.242Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572862, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189834410172, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189814410172, - "size": 87, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 189854410172, - "size": 62, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 189894410172, - "size": 81, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.318Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572863, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80038883006, - "size": 82, - "orderCount": 2 - }, - { - "priceNanos": 79988883006, - "size": 35, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79948883006, - "size": 16, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79938883006, - "size": 36, - "orderCount": 7 - }, - { - "priceNanos": 79888883006, - "size": 62, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.393Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572864, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189768285197, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189728285197, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 189708285197, - "size": 30, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189698285197, - "size": 64, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 189808285197, - "size": 59, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 189818285197, - "size": 61, - "orderCount": 10 - }, - { - "priceNanos": 189848285197, - "size": 68, - "orderCount": 17 - }, - { - "priceNanos": 189858285197, - "size": 73, - "orderCount": 18 - }, - { - "priceNanos": 189908285197, - "size": 15, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:57.408Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572865, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219967835137, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219922835137, - "size": 41, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 219902835137, - "size": 46, - "orderCount": 5 - }, - { - "priceNanos": 219892835137, - "size": 32, - "orderCount": 8 - }, - { - "priceNanos": 219862835137, - "size": 70, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219852835137, - "size": 90, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220012835137, - "size": 22, - "orderCount": 6 - }, - { - "priceNanos": 220042835137, - "size": 69, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.445Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572866, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:40:57.488Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572867, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678727482610, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678682482610, - "size": 49, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678772482610, - "size": 35, - "orderCount": 10 - }, - { - "priceNanos": 1678802482610, - "size": 16, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.554Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572868, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823424252929, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823379252929, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823369252929, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 4823349252929, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 4823319252929, - "size": 45, - "orderCount": 4 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.589Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572869, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219957801102, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219922801102, - "size": 87, - "orderCount": 15 - }, - { - "priceNanos": 219912801102, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 219872801102, - "size": 45, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219832801102, - "size": 65, - "orderCount": 12 - }, - { - "priceNanos": 219792801102, - "size": 12, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.602Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572870, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349914661793, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349899661793, - "size": 68, - "orderCount": 6 - }, - { - "priceNanos": 349859661793, - "size": 27, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349809661793, - "size": 53, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349929661793, - "size": 27, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 349979661793, - "size": 97, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350029661793, - "size": 35, - "orderCount": 18 - }, - { - "priceNanos": 350049661793, - "size": 47, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:57.677Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572871, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189730597293, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189695597293, - "size": 99, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189665597293, - "size": 95, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189645597293, - "size": 79, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189605597293, - "size": 84, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.707Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572872, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823486483484, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823476483484, - "size": 15, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823426483484, - "size": 93, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823396483484, - "size": 90, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823496483484, - "size": 26, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823516483484, - "size": 97, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:57.767Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572873, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678866059863, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678856059863, - "size": 71, - "orderCount": 20 - }, - { - "priceNanos": 1678806059863, - "size": 35, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678786059863, - "size": 66, - "orderCount": 2 - }, - { - "priceNanos": 1678776059863, - "size": 61, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678756059863, - "size": 79, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 1678876059863, - "size": 74, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678926059863, - "size": 2, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:57.851Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572874, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678737643145, - "size": 53, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678697643145, - "size": 45, - "orderCount": 6 - }, - { - "priceNanos": 1678667643145, - "size": 55, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678647643145, - "size": 49, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678607643145, - "size": 95, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678837643145, - "size": 38, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678867643145, - "size": 20, - "orderCount": 10 - }, - { - "priceNanos": 1678897643145, - "size": 93, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678907643145, - "size": 27, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:57.932Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572875, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823410765772, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 4823380765772, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823340765772, - "size": 21, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823290765772, - "size": 97, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:57.947Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572876, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678880806429, - "size": 29, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678900806429, - "size": 94, - "orderCount": 11 - }, - { - "priceNanos": 1678930806429, - "size": 29, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.022Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572877, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189764491477, - "size": 78, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189854491477, - "size": 2, - "orderCount": 18 - }, - { - "priceNanos": 189874491477, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 189914491477, - "size": 45, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.038Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572878, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349991098138, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349941098138, - "size": 73, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349911098138, - "size": 2, - "orderCount": 9 - }, - { - "priceNanos": 349871098138, - "size": 48, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349861098138, - "size": 48, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 349811098138, - "size": 5, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.099Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572879, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220099994204, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:58.116Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572880, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189827938749, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.164Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572881, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678778947164, - "size": 74, - "orderCount": 7 - }, - { - "priceNanos": 1678738947164, - "size": 83, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:58.198Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572882, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066030340, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80026030340, - "size": 79, - "orderCount": 13 - }, - { - "priceNanos": 79986030340, - "size": 4, - "orderCount": 13 - }, - { - "priceNanos": 79956030340, - "size": 94, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79936030340, - "size": 31, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 80106030340, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80156030340, - "size": 28, - "orderCount": 5 - }, - { - "priceNanos": 80166030340, - "size": 57, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 80196030340, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 80236030340, - "size": 59, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.283Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572883, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823410549501, - "size": 20, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823425549501, - "size": 86, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.307Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572884, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189763807489, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189748807489, - "size": 54, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189778807489, - "size": 66, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.378Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572885, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79950991832, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79935991832, - "size": 8, - "orderCount": 7 - }, - { - "priceNanos": 79885991832, - "size": 11, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79965991832, - "size": 33, - "orderCount": 15 - }, - { - "priceNanos": 80005991832, - "size": 34, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:58.401Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572886, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75006644994, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74956644994, - "size": 21, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74916644994, - "size": 71, - "orderCount": 3 - }, - { - "priceNanos": 74896644994, - "size": 47, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75056644994, - "size": 92, - "orderCount": 3 - }, - { - "priceNanos": 75106644994, - "size": 23, - "orderCount": 9 - }, - { - "priceNanos": 75146644994, - "size": 72, - "orderCount": 16 - }, - { - "priceNanos": 75156644994, - "size": 49, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:58.447Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572887, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74938447820, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74913447820, - "size": 53, - "orderCount": 13 - }, - { - "priceNanos": 74873447820, - "size": 58, - "orderCount": 5 - }, - { - "priceNanos": 74823447820, - "size": 5, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74963447820, - "size": 99, - "orderCount": 12 - }, - { - "priceNanos": 75013447820, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 75023447820, - "size": 29, - "orderCount": 12 - }, - { - "priceNanos": 75073447820, - "size": 28, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 75093447820, - "size": 62, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:58.473Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572888, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75066721466, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75051721466, - "size": 68, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 75081721466, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 75121721466, - "size": 26, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75131721466, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 75181721466, - "size": 79, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75211721466, - "size": 53, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.568Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572889, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74993600841, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74948600841, - "size": 1, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 74898600841, - "size": 69, - "orderCount": 7 - }, - { - "priceNanos": 74858600841, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 74848600841, - "size": 59, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75038600841, - "size": 46, - "orderCount": 11 - }, - { - "priceNanos": 75058600841, - "size": 35, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:58.590Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572890, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678718522635, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678733522635, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 1678783522635, - "size": 32, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 1678833522635, - "size": 85, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678883522635, - "size": 57, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:58.661Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572891, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349995825532, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349985825532, - "size": 98, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349945825532, - "size": 6, - "orderCount": 16 - }, - { - "priceNanos": 349915825532, - "size": 42, - "orderCount": 3 - }, - { - "priceNanos": 349895825532, - "size": 25, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350005825532, - "size": 42, - "orderCount": 13 - }, - { - "priceNanos": 350015825532, - "size": 50, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.731Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572892, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74911863773, - "size": 23, - "orderCount": 18 - }, - { - "priceNanos": 74871863773, - "size": 65, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 74861863773, - "size": 91, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74821863773, - "size": 5, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.772Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572893, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823562425978, - "size": 56, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823542425978, - "size": 59, - "orderCount": 10 - }, - { - "priceNanos": 4823512425978, - "size": 87, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823612425978, - "size": 30, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.813Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572894, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220006171404, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.870Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572895, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74978178049, - "size": 93, - "orderCount": 12 - }, - { - "priceNanos": 74958178049, - "size": 98, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74938178049, - "size": 37, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75078178049, - "size": 68, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:58.951Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572896, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74969193495, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74979193495, - "size": 48, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:58.994Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572897, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189706337997, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189671337997, - "size": 81, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189651337997, - "size": 12, - "orderCount": 20 - }, - { - "priceNanos": 189631337997, - "size": 37, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189741337997, - "size": 49, - "orderCount": 11 - }, - { - "priceNanos": 189781337997, - "size": 56, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.089Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572898, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74984696773, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74954696773, - "size": 28, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74934696773, - "size": 79, - "orderCount": 10 - }, - { - "priceNanos": 74924696773, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 74894696773, - "size": 60, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74854696773, - "size": 59, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75014696773, - "size": 41, - "orderCount": 1 - }, - { - "priceNanos": 75054696773, - "size": 39, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75074696773, - "size": 99, - "orderCount": 18 - }, - { - "priceNanos": 75114696773, - "size": 13, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:59.140Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572899, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678773005678, - "size": 57, - "orderCount": 18, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:59.223Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572900, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678819787522, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678784787522, - "size": 64, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 1678734787522, - "size": 13, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678854787522, - "size": 36, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:59.279Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572901, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79977314249, - "size": 11, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 79992314249, - "size": 71, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80042314249, - "size": 69, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:59.372Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572902, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79930191301, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79915191301, - "size": 85, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79945191301, - "size": 17, - "orderCount": 8 - }, - { - "priceNanos": 79955191301, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 79995191301, - "size": 40, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.385Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572903, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74996648598, - "size": 48, - "orderCount": 8 - }, - { - "priceNanos": 74946648598, - "size": 52, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 74896648598, - "size": 90, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.482Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572904, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994710365, - "size": 41, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79959710365, - "size": 39, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80029710365, - "size": 98, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.523Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572905, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80013324844, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79968324844, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79948324844, - "size": 30, - "orderCount": 19 - }, - { - "priceNanos": 79918324844, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 79868324844, - "size": 74, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80058324844, - "size": 29, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:59.542Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572906, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219990485179, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219975485179, - "size": 82, - "orderCount": 5 - }, - { - "priceNanos": 219955485179, - "size": 10, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 219915485179, - "size": 63, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 219905485179, - "size": 66, - "orderCount": 11 - }, - { - "priceNanos": 219865485179, - "size": 31, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:40:59.571Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572907, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823532851456, - "size": 45, - "orderCount": 10 - }, - { - "priceNanos": 4823482851456, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 4823472851456, - "size": 28, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823442851456, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823422851456, - "size": 6, - "orderCount": 10, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.659Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572908, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823498473147, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823478473147, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823448473147, - "size": 19, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823518473147, - "size": 66, - "orderCount": 4 - }, - { - "priceNanos": 4823568473147, - "size": 12, - "orderCount": 13 - }, - { - "priceNanos": 4823618473147, - "size": 75, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:40:59.737Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572909, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823436207665, - "size": 41, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823466207665, - "size": 5, - "orderCount": 7 - }, - { - "priceNanos": 4823516207665, - "size": 10, - "orderCount": 19 - }, - { - "priceNanos": 4823546207665, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 4823596207665, - "size": 78, - "orderCount": 18 - }, - { - "priceNanos": 4823606207665, - "size": 83, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:59.787Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572910, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80088132339, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80068132339, - "size": 24, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 80058132339, - "size": 56, - "orderCount": 15 - }, - { - "priceNanos": 80048132339, - "size": 42, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80008132339, - "size": 28, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80108132339, - "size": 44, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:40:59.842Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572911, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823484872472, - "size": 77, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823474872472, - "size": 53, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:40:59.871Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572912, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961614996, - "size": 24, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.894Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572913, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189722995808, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189682995808, - "size": 14, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:40:59.967Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572914, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349927143515, - "size": 90, - "orderCount": 5 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.055Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572915, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220098847854, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220078847854, - "size": 45, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220118847854, - "size": 52, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220128847854, - "size": 60, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.105Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572916, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349951940042, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349926940042, - "size": 62, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 349976940042, - "size": 7, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 349996940042, - "size": 82, - "orderCount": 17 - }, - { - "priceNanos": 350006940042, - "size": 94, - "orderCount": 18 - }, - { - "priceNanos": 350046940042, - "size": 30, - "orderCount": 15 - }, - { - "priceNanos": 350096940042, - "size": 38, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.170Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572917, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823415612068, - "size": 4, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823405612068, - "size": 89, - "orderCount": 20 - }, - { - "priceNanos": 4823385612068, - "size": 10, - "orderCount": 9 - }, - { - "priceNanos": 4823335612068, - "size": 65, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823465612068, - "size": 7, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823505612068, - "size": 90, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823545612068, - "size": 92, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823565612068, - "size": 14, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 4823575612068, - "size": 75, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:00.209Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572918, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678808407325, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678783407325, - "size": 15, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678753407325, - "size": 48, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678713407325, - "size": 70, - "orderCount": 17 - }, - { - "priceNanos": 1678673407325, - "size": 57, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 1678663407325, - "size": 81, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678833407325, - "size": 48, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:00.237Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572919, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823485841300, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 4823455841300, - "size": 30, - "orderCount": 12 - }, - { - "priceNanos": 4823425841300, - "size": 43, - "orderCount": 10 - }, - { - "priceNanos": 4823415841300, - "size": 90, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:00.285Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572920, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000322233, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74990322233, - "size": 100, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.351Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572921, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189812101054, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189777101054, - "size": 78, - "orderCount": 19 - }, - { - "priceNanos": 189727101054, - "size": 72, - "orderCount": 1, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.388Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572922, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350062858609, - "size": 45, - "orderCount": 11 - }, - { - "priceNanos": 350042858609, - "size": 45, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 350022858609, - "size": 49, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350082858609, - "size": 89, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350092858609, - "size": 84, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350122858609, - "size": 31, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350142858609, - "size": 4, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:00.461Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572923, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189657901258, - "size": 16, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189617901258, - "size": 38, - "orderCount": 15 - }, - { - "priceNanos": 189597901258, - "size": 7, - "orderCount": 10 - }, - { - "priceNanos": 189547901258, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 189517901258, - "size": 86, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189697901258, - "size": 3, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189717901258, - "size": 97, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 189757901258, - "size": 55, - "orderCount": 16 - }, - { - "priceNanos": 189807901258, - "size": 42, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.478Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572924, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823525846270, - "size": 77, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 4823495846270, - "size": 28, - "orderCount": 4 - }, - { - "priceNanos": 4823475846270, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 4823435846270, - "size": 3, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823545846270, - "size": 73, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.558Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572925, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823401314545, - "size": 28, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823396314545, - "size": 69, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823406314545, - "size": 61, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823416314545, - "size": 94, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 4823466314545, - "size": 48, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823496314545, - "size": 48, - "orderCount": 20 - }, - { - "priceNanos": 4823506314545, - "size": 94, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:00.609Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572926, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678759831705, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678729831705, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 1678699831705, - "size": 20, - "orderCount": 3, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:00.644Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572927, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823529020082, - "size": 90, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823619020082, - "size": 59, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 4823639020082, - "size": 39, - "orderCount": 8 - }, - { - "priceNanos": 4823649020082, - "size": 31, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:00.732Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572928, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823530951550, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823520951550, - "size": 83, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823470951550, - "size": 73, - "orderCount": 14 - }, - { - "priceNanos": 4823450951550, - "size": 3, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823410951550, - "size": 7, - "orderCount": 17 - }, - { - "priceNanos": 4823370951550, - "size": 57, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 4823540951550, - "size": 82, - "orderCount": 14 - }, - { - "priceNanos": 4823550951550, - "size": 34, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 4823560951550, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823570951550, - "size": 59, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:00.823Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572929, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79950895901, - "size": 84, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79900895901, - "size": 41, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79890895901, - "size": 72, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80040895901, - "size": 93, - "orderCount": 6 - }, - { - "priceNanos": 80060895901, - "size": 24, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80110895901, - "size": 14, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:00.917Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572930, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 75096120374, - "size": 94, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75106120374, - "size": 36, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75146120374, - "size": 62, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75176120374, - "size": 20, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:00.945Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572931, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189805073808, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189790073808, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 189750073808, - "size": 29, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189820073808, - "size": 48, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:01.042Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572932, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79937313252, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79927313252, - "size": 46, - "orderCount": 18 - }, - { - "priceNanos": 79907313252, - "size": 86, - "orderCount": 5 - }, - { - "priceNanos": 79887313252, - "size": 66, - "orderCount": 17 - }, - { - "priceNanos": 79877313252, - "size": 3, - "orderCount": 14 - }, - { - "priceNanos": 79867313252, - "size": 80, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79947313252, - "size": 57, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.081Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572933, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350022642025, - "size": 3, - "orderCount": 9 - }, - { - "priceNanos": 350012642025, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349992642025, - "size": 92, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350112642025, - "size": 89, - "orderCount": 12 - }, - { - "priceNanos": 350132642025, - "size": 54, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 350152642025, - "size": 88, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:01.091Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572934, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349921606638, - "size": 31, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 349941606638, - "size": 65, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 349971606638, - "size": 47, - "orderCount": 7 - }, - { - "priceNanos": 349981606638, - "size": 68, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350001606638, - "size": 94, - "orderCount": 2 - }, - { - "priceNanos": 350021606638, - "size": 76, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:01.101Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572935, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79875085993, - "size": 26, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 79935085993, - "size": 87, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79985085993, - "size": 72, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80015085993, - "size": 88, - "orderCount": 5 - }, - { - "priceNanos": 80045085993, - "size": 93, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80075085993, - "size": 57, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.131Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572936, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823433711567, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823403711567, - "size": 15, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823463711567, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 4823483711567, - "size": 12, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823533711567, - "size": 71, - "orderCount": 18 - }, - { - "priceNanos": 4823543711567, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 4823563711567, - "size": 44, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.168Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572937, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75093850382, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75113850382, - "size": 78, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75133850382, - "size": 44, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75173850382, - "size": 73, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75203850382, - "size": 54, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.197Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572938, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189832226492, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189787226492, - "size": 45, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189877226492, - "size": 90, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189907226492, - "size": 36, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189947226492, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 189967226492, - "size": 20, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.224Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572939, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74961435517, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74941435517, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74921435517, - "size": 35, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74981435517, - "size": 47, - "orderCount": 3 - }, - { - "priceNanos": 75001435517, - "size": 9, - "orderCount": 4 - }, - { - "priceNanos": 75031435517, - "size": 71, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75041435517, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75091435517, - "size": 61, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.272Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572940, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189790362894, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189755362894, - "size": 46, - "orderCount": 8 - }, - { - "priceNanos": 189745362894, - "size": 83, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189735362894, - "size": 44, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 189825362894, - "size": 56, - "orderCount": 10 - }, - { - "priceNanos": 189845362894, - "size": 83, - "orderCount": 10 - }, - { - "priceNanos": 189855362894, - "size": 9, - "orderCount": 13 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.301Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572941, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75063836486, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75033836486, - "size": 11, - "orderCount": 14 - }, - { - "priceNanos": 75013836486, - "size": 76, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74973836486, - "size": 82, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 74933836486, - "size": 87, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75093836486, - "size": 49, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75143836486, - "size": 4, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.361Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572942, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79955016573, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79945016573, - "size": 30, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 79965016573, - "size": 45, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 79995016573, - "size": 32, - "orderCount": 20 - }, - { - "priceNanos": 80035016573, - "size": 86, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:01.406Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572943, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678848435771, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678823435771, - "size": 51, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678793435771, - "size": 80, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 1678873435771, - "size": 88, - "orderCount": 19 - }, - { - "priceNanos": 1678923435771, - "size": 27, - "orderCount": 13 - }, - { - "priceNanos": 1678933435771, - "size": 91, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.483Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572944, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823516597911, - "size": 50, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823566597911, - "size": 20, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:01.513Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572945, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678822263723, - "size": 32, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678782263723, - "size": 38, - "orderCount": 16 - }, - { - "priceNanos": 1678762263723, - "size": 5, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678722263723, - "size": 66, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678682263723, - "size": 89, - "orderCount": 9 - }, - { - "priceNanos": 1678642263723, - "size": 92, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678862263723, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 1678912263723, - "size": 16, - "orderCount": 20 - }, - { - "priceNanos": 1678932263723, - "size": 35, - "orderCount": 12 - }, - { - "priceNanos": 1678952263723, - "size": 67, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.560Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572946, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678741299850, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678696299850, - "size": 95, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678646299850, - "size": 51, - "orderCount": 10 - }, - { - "priceNanos": 1678616299850, - "size": 51, - "orderCount": 14 - }, - { - "priceNanos": 1678586299850, - "size": 98, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678786299850, - "size": 24, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678796299850, - "size": 56, - "orderCount": 6 - }, - { - "priceNanos": 1678836299850, - "size": 59, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.638Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572947, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588192579, - "size": 12, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823603192579, - "size": 52, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823633192579, - "size": 82, - "orderCount": 16 - }, - { - "priceNanos": 4823673192579, - "size": 42, - "orderCount": 20 - }, - { - "priceNanos": 4823693192579, - "size": 41, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.692Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572948, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75057033626, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75012033626, - "size": 14, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 75002033626, - "size": 60, - "orderCount": 15 - }, - { - "priceNanos": 74982033626, - "size": 69, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74972033626, - "size": 76, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75102033626, - "size": 74, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:01.721Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572949, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678845346116, - "size": 25, - "orderCount": 2 - }, - { - "priceNanos": 1678795346116, - "size": 1, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678745346116, - "size": 92, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 1678725346116, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 1678715346116, - "size": 58, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678905346116, - "size": 11, - "orderCount": 18 - }, - { - "priceNanos": 1678945346116, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 1678985346116, - "size": 100, - "orderCount": 5 - }, - { - "priceNanos": 1678995346116, - "size": 52, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:01.734Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572950, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219982297167, - "size": 11, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219957297167, - "size": 7, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219927297167, - "size": 14, - "orderCount": 18 - }, - { - "priceNanos": 219897297167, - "size": 36, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219877297167, - "size": 45, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.764Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572951, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189669471009, - "size": 5, - "orderCount": 2 - }, - { - "priceNanos": 189659471009, - "size": 86, - "orderCount": 7 - }, - { - "priceNanos": 189609471009, - "size": 22, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189689471009, - "size": 1, - "orderCount": 12 - }, - { - "priceNanos": 189719471009, - "size": 42, - "orderCount": 10 - }, - { - "priceNanos": 189739471009, - "size": 89, - "orderCount": 19 - }, - { - "priceNanos": 189779471009, - "size": 84, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189819471009, - "size": 26, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.840Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572952, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678712325659, - "size": 8, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678762325659, - "size": 14, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678792325659, - "size": 3, - "orderCount": 18 - }, - { - "priceNanos": 1678842325659, - "size": 37, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:01.862Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572953, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678823247659, - "size": 40, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678813247659, - "size": 73, - "orderCount": 19 - }, - { - "priceNanos": 1678773247659, - "size": 18, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.903Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984572954, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350028628377, - "size": 18, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350043628377, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 350063628377, - "size": 24, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:01.941Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572955, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189657830209, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189617830209, - "size": 20, - "orderCount": 13 - }, - { - "priceNanos": 189587830209, - "size": 68, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189697830209, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 189737830209, - "size": 92, - "orderCount": 18 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:01.973Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572956, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678777243866, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678732243866, - "size": 65, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678682243866, - "size": 56, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678822243866, - "size": 33, - "orderCount": 20 - }, - { - "priceNanos": 1678832243866, - "size": 69, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678842243866, - "size": 42, - "orderCount": 10 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:02.070Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572957, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823418442221, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823383442221, - "size": 43, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 4823453442221, - "size": 87, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823463442221, - "size": 81, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823473442221, - "size": 25, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823503442221, - "size": 83, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:02.167Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572958, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189721092653, - "size": 32, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 189671092653, - "size": 10, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189641092653, - "size": 48, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 189741092653, - "size": 48, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.183Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572959, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823440184014, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823435184014, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 4823385184014, - "size": 36, - "orderCount": 8 - }, - { - "priceNanos": 4823335184014, - "size": 72, - "orderCount": 8 - }, - { - "priceNanos": 4823305184014, - "size": 74, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823445184014, - "size": 90, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:02.203Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572960, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189740109242, - "size": 27, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189715109242, - "size": 56, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189675109242, - "size": 68, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:02.277Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572961, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823456655038, - "size": 32, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823416655038, - "size": 78, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823556655038, - "size": 97, - "orderCount": 8 - }, - { - "priceNanos": 4823576655038, - "size": 67, - "orderCount": 5 - }, - { - "priceNanos": 4823626655038, - "size": 84, - "orderCount": 9 - }, - { - "priceNanos": 4823656655038, - "size": 68, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.311Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572962, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823438226764, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823413226764, - "size": 22, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823463226764, - "size": 21, - "orderCount": 18 - }, - { - "priceNanos": 4823473226764, - "size": 44, - "orderCount": 13 - }, - { - "priceNanos": 4823493226764, - "size": 28, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.409Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572963, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219909870926, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 219899870926, - "size": 12, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219869870926, - "size": 89, - "orderCount": 1 - }, - { - "priceNanos": 219839870926, - "size": 55, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219999870926, - "size": 32, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 220029870926, - "size": 8, - "orderCount": 17 - }, - { - "priceNanos": 220049870926, - "size": 40, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220059870926, - "size": 45, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:02.457Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572964, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823538463275, - "size": 25, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823493463275, - "size": 86, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823473463275, - "size": 55, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 4823583463275, - "size": 31, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823613463275, - "size": 33, - "orderCount": 14 - }, - { - "priceNanos": 4823653463275, - "size": 73, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:02.481Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572965, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801069185, - "size": 38, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678831069185, - "size": 49, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678841069185, - "size": 76, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.527Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572966, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678801267480, - "size": 12, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678781267480, - "size": 90, - "orderCount": 1 - }, - { - "priceNanos": 1678761267480, - "size": 23, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678731267480, - "size": 36, - "orderCount": 4 - }, - { - "priceNanos": 1678681267480, - "size": 85, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678861267480, - "size": 43, - "orderCount": 14 - }, - { - "priceNanos": 1678911267480, - "size": 31, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678921267480, - "size": 87, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678971267480, - "size": 37, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678981267480, - "size": 92, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:02.590Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572967, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678733811847, - "size": 6, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678783811847, - "size": 26, - "orderCount": 12 - }, - { - "priceNanos": 1678793811847, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:02.684Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572968, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678866827675, - "size": 18, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678826827675, - "size": 98, - "orderCount": 19 - }, - { - "priceNanos": 1678796827675, - "size": 85, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678746827675, - "size": 52, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678876827675, - "size": 54, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678886827675, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 1678906827675, - "size": 92, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678946827675, - "size": 42, - "orderCount": 16 - }, - { - "priceNanos": 1678966827675, - "size": 67, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.749Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572969, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80067780810, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80017780810, - "size": 23, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79987780810, - "size": 41, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 79967780810, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 79957780810, - "size": 24, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79937780810, - "size": 33, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80117780810, - "size": 1, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80147780810, - "size": 28, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 80177780810, - "size": 12, - "orderCount": 16 - }, - { - "priceNanos": 80197780810, - "size": 72, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80227780810, - "size": 92, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.800Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572970, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74991893674, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74966893674, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 74936893674, - "size": 90, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 74896893674, - "size": 26, - "orderCount": 10 - }, - { - "priceNanos": 74846893674, - "size": 49, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 74806893674, - "size": 26, - "orderCount": 12, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:02.892Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572971, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678783394523, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678743394523, - "size": 51, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678823394523, - "size": 14, - "orderCount": 11 - }, - { - "priceNanos": 1678843394523, - "size": 46, - "orderCount": 20 - }, - { - "priceNanos": 1678893394523, - "size": 52, - "orderCount": 16 - }, - { - "priceNanos": 1678913394523, - "size": 53, - "orderCount": 19 - }, - { - "priceNanos": 1678923394523, - "size": 66, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:02.925Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572972, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219993441846, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220038441846, - "size": 15, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 220048441846, - "size": 22, - "orderCount": 8 - }, - { - "priceNanos": 220058441846, - "size": 85, - "orderCount": 1 - }, - { - "priceNanos": 220068441846, - "size": 70, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220118441846, - "size": 93, - "orderCount": 4 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:02.995Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572973, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80082576915, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80077576915, - "size": 43, - "orderCount": 7 - }, - { - "priceNanos": 80057576915, - "size": 31, - "orderCount": 8 - }, - { - "priceNanos": 80037576915, - "size": 98, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 80027576915, - "size": 19, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79977576915, - "size": 56, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80087576915, - "size": 37, - "orderCount": 11 - }, - { - "priceNanos": 80117576915, - "size": 9, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80137576915, - "size": 63, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:03.032Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572974, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823554477994, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823509477994, - "size": 17, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823479477994, - "size": 84, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823429477994, - "size": 39, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823399477994, - "size": 1, - "orderCount": 19 - }, - { - "priceNanos": 4823379477994, - "size": 89, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 4823599477994, - "size": 98, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 4823609477994, - "size": 69, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:03.071Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572975, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80071137925, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80026137925, - "size": 71, - "orderCount": 7 - }, - { - "priceNanos": 80006137925, - "size": 18, - "orderCount": 18 - }, - { - "priceNanos": 79966137925, - "size": 67, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79916137925, - "size": 82, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 79886137925, - "size": 68, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.113Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572976, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189661971570, - "size": 57, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 189721971570, - "size": 58, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189761971570, - "size": 89, - "orderCount": 4 - }, - { - "priceNanos": 189771971570, - "size": 58, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189811971570, - "size": 73, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.134Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572977, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189634850606, - "size": 33, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189674850606, - "size": 63, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:03.171Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572978, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74957647623, - "size": 48, - "orderCount": 17 - }, - { - "priceNanos": 74937647623, - "size": 36, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74907647623, - "size": 70, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74857647623, - "size": 45, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74837647623, - "size": 89, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75037647623, - "size": 80, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75067647623, - "size": 100, - "orderCount": 14 - }, - { - "priceNanos": 75117647623, - "size": 94, - "orderCount": 12 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.250Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572979, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79994823737, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79949823737, - "size": 44, - "orderCount": 4 - }, - { - "priceNanos": 79899823737, - "size": 67, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 79879823737, - "size": 70, - "orderCount": 2 - }, - { - "priceNanos": 79829823737, - "size": 15, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80039823737, - "size": 6, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.313Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572980, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678699093269, - "size": 8, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678669093269, - "size": 78, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678749093269, - "size": 60, - "orderCount": 1 - }, - { - "priceNanos": 1678789093269, - "size": 55, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:03.342Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572981, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189677838737, - "size": 22, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189642838737, - "size": 29, - "orderCount": 16 - }, - { - "priceNanos": 189592838737, - "size": 72, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189572838737, - "size": 60, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.435Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572982, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74932545383, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74922545383, - "size": 76, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74942545383, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 74982545383, - "size": 11, - "orderCount": 4 - }, - { - "priceNanos": 75012545383, - "size": 37, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:03.458Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572983, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189702024083, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189692024083, - "size": 60, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 189652024083, - "size": 81, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189632024083, - "size": 90, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189712024083, - "size": 55, - "orderCount": 17 - }, - { - "priceNanos": 189752024083, - "size": 56, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:03.488Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572984, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823445114815, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823400114815, - "size": 89, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 4823390114815, - "size": 1, - "orderCount": 18 - }, - { - "priceNanos": 4823360114815, - "size": 19, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823490114815, - "size": 66, - "orderCount": 7 - }, - { - "priceNanos": 4823540114815, - "size": 21, - "orderCount": 19 - }, - { - "priceNanos": 4823560114815, - "size": 66, - "orderCount": 14 - }, - { - "priceNanos": 4823600114815, - "size": 48, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 4823650114815, - "size": 39, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:03.512Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572985, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678823409429, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678808409429, - "size": 83, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678788409429, - "size": 4, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678738409429, - "size": 74, - "orderCount": 18 - }, - { - "priceNanos": 1678728409429, - "size": 81, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678838409429, - "size": 58, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.594Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984572986, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189688443460, - "size": 39, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189683443460, - "size": 41, - "orderCount": 15 - }, - { - "priceNanos": 189663443460, - "size": 90, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 189633443460, - "size": 98, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189593443460, - "size": 91, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189693443460, - "size": 6, - "orderCount": 14 - }, - { - "priceNanos": 189743443460, - "size": 79, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189763443460, - "size": 20, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189803443460, - "size": 30, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 189813443460, - "size": 5, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.622Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572987, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80086717351, - "size": 50, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80126717351, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 80146717351, - "size": 25, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.720Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984572988, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79926099404, - "size": 16, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79901099404, - "size": 42, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79951099404, - "size": 79, - "orderCount": 5 - }, - { - "priceNanos": 79991099404, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80001099404, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 80021099404, - "size": 23, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.809Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572989, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928950120, - "size": 29, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74973950120, - "size": 96, - "orderCount": 11 - }, - { - "priceNanos": 75013950120, - "size": 46, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 75043950120, - "size": 93, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.823Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572990, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75057319018, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 75047319018, - "size": 88, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75007319018, - "size": 1, - "orderCount": 13 - }, - { - "priceNanos": 74957319018, - "size": 69, - "orderCount": 14 - }, - { - "priceNanos": 74927319018, - "size": 84, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 75127319018, - "size": 79, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.848Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572991, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823514451593, - "size": 64, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823474451593, - "size": 42, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 4823444451593, - "size": 6, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823564451593, - "size": 91, - "orderCount": 19 - }, - { - "priceNanos": 4823584451593, - "size": 36, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823624451593, - "size": 17, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 4823634451593, - "size": 49, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.914Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984572992, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823482770414, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823437770414, - "size": 89, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.933Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572993, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220017501838, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.957Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572994, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220071782441, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220046782441, - "size": 77, - "orderCount": 3 - }, - { - "priceNanos": 219996782441, - "size": 95, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 219966782441, - "size": 51, - "orderCount": 17 - }, - { - "priceNanos": 219956782441, - "size": 75, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219926782441, - "size": 77, - "orderCount": 8, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:03.990Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572995, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678877322856, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678852322856, - "size": 42, - "orderCount": 6 - }, - { - "priceNanos": 1678832322856, - "size": 41, - "orderCount": 13, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:04.019Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984572996, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220082948646, - "size": 21, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220052948646, - "size": 82, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 220112948646, - "size": 2, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.095Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572997, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678708795413, - "size": 10, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678688795413, - "size": 60, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678728795413, - "size": 94, - "orderCount": 19 - }, - { - "priceNanos": 1678768795413, - "size": 47, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 1678818795413, - "size": 27, - "orderCount": 1 - }, - { - "priceNanos": 1678858795413, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678878795413, - "size": 29, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:04.115Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984572998, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068549410, - "size": 4, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75073549410, - "size": 8, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75083549410, - "size": 98, - "orderCount": 16 - }, - { - "priceNanos": 75123549410, - "size": 100, - "orderCount": 4 - }, - { - "priceNanos": 75143549410, - "size": 82, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.175Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984572999, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706831197, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678701831197, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678691831197, - "size": 87, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678681831197, - "size": 58, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678671831197, - "size": 35, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 1678651831197, - "size": 17, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 1678711831197, - "size": 4, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678741831197, - "size": 15, - "orderCount": 13 - }, - { - "priceNanos": 1678771831197, - "size": 84, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.223Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573000, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189783682393, - "size": 33, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189738682393, - "size": 58, - "orderCount": 12 - }, - { - "priceNanos": 189728682393, - "size": 16, - "orderCount": 4, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.245Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573001, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678870656702, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678835656702, - "size": 48, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678815656702, - "size": 55, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678775656702, - "size": 14, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678905656702, - "size": 88, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678925656702, - "size": 36, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678965656702, - "size": 52, - "orderCount": 10 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.323Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573002, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350010672793, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349990672793, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 349940672793, - "size": 72, - "orderCount": 10 - }, - { - "priceNanos": 349920672793, - "size": 61, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 350030672793, - "size": 12, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 350080672793, - "size": 87, - "orderCount": 10 - }, - { - "priceNanos": 350120672793, - "size": 85, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 350130672793, - "size": 100, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 350140672793, - "size": 3, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.340Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573003, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915215297, - "size": 40, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79890215297, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 79850215297, - "size": 52, - "orderCount": 14 - }, - { - "priceNanos": 79840215297, - "size": 5, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79830215297, - "size": 28, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 79940215297, - "size": 29, - "orderCount": 20 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:04.414Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573004, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:41:04.454Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573005, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79915031744, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79900031744, - "size": 90, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 79890031744, - "size": 54, - "orderCount": 3 - }, - { - "priceNanos": 79880031744, - "size": 13, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79930031744, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 79940031744, - "size": 73, - "orderCount": 8 - }, - { - "priceNanos": 79950031744, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 79970031744, - "size": 31, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79990031744, - "size": 66, - "orderCount": 7 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:04.521Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573006, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823476369209, - "size": 4, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823451369209, - "size": 52, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823501369209, - "size": 33, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.609Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573007, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79919116990, - "size": 82, - "orderCount": 11 - }, - { - "priceNanos": 79879116990, - "size": 24, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79959116990, - "size": 49, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.670Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573008, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 80086436711, - "size": 93, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80096436711, - "size": 74, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80146436711, - "size": 73, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80166436711, - "size": 97, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80206436711, - "size": 18, - "orderCount": 11 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.707Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573009, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823467011319, - "size": 57, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823457011319, - "size": 41, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823557011319, - "size": 95, - "orderCount": 11 - }, - { - "priceNanos": 4823597011319, - "size": 52, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823607011319, - "size": 52, - "orderCount": 19 - }, - { - "priceNanos": 4823637011319, - "size": 82, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.732Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573010, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220068799640, - "size": 40, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 220048799640, - "size": 75, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220078799640, - "size": 78, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220128799640, - "size": 2, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 220148799640, - "size": 62, - "orderCount": 19 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:04.790Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573011, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74909505195, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74884505195, - "size": 25, - "orderCount": 7 - }, - { - "priceNanos": 74864505195, - "size": 54, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74824505195, - "size": 76, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 74934505195, - "size": 46, - "orderCount": 1 - }, - { - "priceNanos": 74974505195, - "size": 30, - "orderCount": 6 - }, - { - "priceNanos": 74994505195, - "size": 95, - "orderCount": 8 - }, - { - "priceNanos": 75004505195, - "size": 33, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.826Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573012, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678706689273, - "size": 35, - "orderCount": 6 - } - ], - "asks": [ - { - "priceNanos": 1678776689273, - "size": 52, - "orderCount": 9 - }, - { - "priceNanos": 1678786689273, - "size": 62, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:04.850Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573013, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823405773293, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823385773293, - "size": 29, - "orderCount": 14 - }, - { - "priceNanos": 4823335773293, - "size": 91, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823425773293, - "size": 2, - "orderCount": 4 - }, - { - "priceNanos": 4823465773293, - "size": 28, - "orderCount": 11 - }, - { - "priceNanos": 4823515773293, - "size": 36, - "orderCount": 9 - }, - { - "priceNanos": 4823565773293, - "size": 27, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:04.932Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573014, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74996461415, - "size": 79, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74976461415, - "size": 7, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75026461415, - "size": 57, - "orderCount": 19 - }, - { - "priceNanos": 75076461415, - "size": 7, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.987Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573015, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678865178013, - "size": 30, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678815178013, - "size": 74, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678765178013, - "size": 9, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678915178013, - "size": 85, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 1678935178013, - "size": 69, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678975178013, - "size": 19, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1679015178013, - "size": 3, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:04.997Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573016, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 350022742691, - "size": 86, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 350002742691, - "size": 2, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350062742691, - "size": 85, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 350102742691, - "size": 1, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350112742691, - "size": 66, - "orderCount": 19 - }, - { - "priceNanos": 350152742691, - "size": 98, - "orderCount": 3 - }, - { - "priceNanos": 350162742691, - "size": 73, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:05.089Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573017, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678804648225, - "size": 23, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678794648225, - "size": 54, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678764648225, - "size": 99, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678814648225, - "size": 68, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678834648225, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678854648225, - "size": 97, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 1678864648225, - "size": 98, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:05.138Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573018, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 219953858406, - "size": 88, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219903858406, - "size": 44, - "orderCount": 1 - }, - { - "priceNanos": 219893858406, - "size": 71, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 219983858406, - "size": 62, - "orderCount": 6 - }, - { - "priceNanos": 220033858406, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 220043858406, - "size": 11, - "orderCount": 17 - }, - { - "priceNanos": 220093858406, - "size": 46, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:05.164Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573019, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678801734496, - "size": 19, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:05.247Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573020, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79976136235, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79956136235, - "size": 28, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 79916136235, - "size": 85, - "orderCount": 18 - }, - { - "priceNanos": 79886136235, - "size": 55, - "orderCount": 9, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79996136235, - "size": 70, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:05.261Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573021, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80012127998, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80007127998, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 79967127998, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79937127998, - "size": 88, - "orderCount": 1 - }, - { - "priceNanos": 79917127998, - "size": 87, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 80017127998, - "size": 43, - "orderCount": 11 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.306Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573022, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75014694571, - "size": 29, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75004694571, - "size": 91, - "orderCount": 9 - }, - { - "priceNanos": 74974694571, - "size": 80, - "orderCount": 17, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:05.325Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573023, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75029437203, - "size": 87, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 75009437203, - "size": 97, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 74989437203, - "size": 84, - "orderCount": 3 - }, - { - "priceNanos": 74979437203, - "size": 99, - "orderCount": 2 - }, - { - "priceNanos": 74939437203, - "size": 66, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75099437203, - "size": 85, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.403Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573024, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349929488016, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349884488016, - "size": 30, - "orderCount": 16 - }, - { - "priceNanos": 349844488016, - "size": 83, - "orderCount": 1 - }, - { - "priceNanos": 349814488016, - "size": 86, - "orderCount": 11 - }, - { - "priceNanos": 349794488016, - "size": 61, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 349764488016, - "size": 37, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349974488016, - "size": 30, - "orderCount": 19 - }, - { - "priceNanos": 350014488016, - "size": 58, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:05.457Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573025, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678748838529, - "size": 28, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678768838529, - "size": 70, - "orderCount": 8 - }, - { - "priceNanos": 1678798838529, - "size": 56, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:05.472Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573026, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219946058492, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219921058492, - "size": 74, - "orderCount": 19 - }, - { - "priceNanos": 219871058492, - "size": 64, - "orderCount": 16 - }, - { - "priceNanos": 219861058492, - "size": 48, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 219811058492, - "size": 15, - "orderCount": 12 - }, - { - "priceNanos": 219801058492, - "size": 40, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 219971058492, - "size": 8, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.494Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573027, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349992166748, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349962166748, - "size": 25, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 349912166748, - "size": 90, - "orderCount": 20 - }, - { - "priceNanos": 349862166748, - "size": 93, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 350022166748, - "size": 93, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.590Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573028, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219990553123, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219950553123, - "size": 22, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 219940553123, - "size": 35, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 220030553123, - "size": 88, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 220070553123, - "size": 56, - "orderCount": 16 - }, - { - "priceNanos": 220090553123, - "size": 71, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220120553123, - "size": 53, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220170553123, - "size": 44, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.649Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573029, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219962009230, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219912009230, - "size": 18, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.664Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573030, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219953877541, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219903877541, - "size": 72, - "orderCount": 1 - }, - { - "priceNanos": 219883877541, - "size": 68, - "orderCount": 16 - }, - { - "priceNanos": 219863877541, - "size": 86, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219853877541, - "size": 71, - "orderCount": 17 - }, - { - "priceNanos": 219803877541, - "size": 93, - "orderCount": 13 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.746Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573031, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823523380101, - "size": 5, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823478380101, - "size": 81, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823568380101, - "size": 13, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823618380101, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 4823648380101, - "size": 2, - "orderCount": 19 - }, - { - "priceNanos": 4823668380101, - "size": 47, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.765Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573032, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220004405153, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219999405153, - "size": 61, - "orderCount": 3 - }, - { - "priceNanos": 219959405153, - "size": 73, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220009405153, - "size": 57, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220019405153, - "size": 95, - "orderCount": 20 - }, - { - "priceNanos": 220029405153, - "size": 17, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 220059405153, - "size": 27, - "orderCount": 11 - }, - { - "priceNanos": 220079405153, - "size": 90, - "orderCount": 1 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.781Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573033, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678803072066, - "size": 33, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678778072066, - "size": 97, - "orderCount": 4 - }, - { - "priceNanos": 1678728072066, - "size": 78, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678828072066, - "size": 39, - "orderCount": 12 - }, - { - "priceNanos": 1678868072066, - "size": 1, - "orderCount": 8 - }, - { - "priceNanos": 1678888072066, - "size": 9, - "orderCount": 17 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:05.840Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573034, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823407223713, - "size": 32, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823372223713, - "size": 18, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 4823342223713, - "size": 46, - "orderCount": 2 - }, - { - "priceNanos": 4823332223713, - "size": 11, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823442223713, - "size": 1, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.878Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573035, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80089061002, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80094061002, - "size": 95, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 80124061002, - "size": 9, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:05.943Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573036, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823435372845, - "size": 40, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823420372845, - "size": 63, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 4823410372845, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 4823380372845, - "size": 15, - "orderCount": 10 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.014Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573037, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220092867804, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220087867804, - "size": 17, - "orderCount": 19 - }, - { - "priceNanos": 220057867804, - "size": 52, - "orderCount": 10 - }, - { - "priceNanos": 220017867804, - "size": 87, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 219977867804, - "size": 26, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 220097867804, - "size": 100, - "orderCount": 16 - }, - { - "priceNanos": 220137867804, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 220147867804, - "size": 59, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 220157867804, - "size": 8, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.111Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573038, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189639788507, - "size": 9, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189629788507, - "size": 76, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189579788507, - "size": 65, - "orderCount": 15 - }, - { - "priceNanos": 189549788507, - "size": 60, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 189709788507, - "size": 12, - "orderCount": 12 - }, - { - "priceNanos": 189749788507, - "size": 52, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:06.204Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573039, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79988197714, - "size": 47, - "aggressor": "BUY" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:06.214Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573040, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74952887117, - "size": 24, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74917887117, - "size": 63, - "orderCount": 18 - }, - { - "priceNanos": 74867887117, - "size": 93, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74817887117, - "size": 32, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74987887117, - "size": 79, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75027887117, - "size": 20, - "orderCount": 1 - }, - { - "priceNanos": 75037887117, - "size": 46, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 75067887117, - "size": 82, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.270Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573041, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.348Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573042, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219926861850, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219916861850, - "size": 7, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219896861850, - "size": 68, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219856861850, - "size": 50, - "orderCount": 14 - }, - { - "priceNanos": 219806861850, - "size": 59, - "orderCount": 12 - }, - { - "priceNanos": 219756861850, - "size": 58, - "orderCount": 8, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219936861850, - "size": 86, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 219986861850, - "size": 99, - "orderCount": 11 - }, - { - "priceNanos": 219996861850, - "size": 92, - "orderCount": 5 - }, - { - "priceNanos": 220046861850, - "size": 34, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220086861850, - "size": 54, - "orderCount": 15 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:06.412Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573043, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678846376515, - "size": 30, - "orderCount": 5 - }, - { - "priceNanos": 1678816376515, - "size": 71, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678776376515, - "size": 65, - "orderCount": 16 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.426Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573044, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678713272786, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678688272786, - "size": 60, - "orderCount": 2 - }, - { - "priceNanos": 1678678272786, - "size": 88, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678738272786, - "size": 41, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 1678748272786, - "size": 51, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678778272786, - "size": 56, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 1678798272786, - "size": 58, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.455Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573045, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219994915384, - "size": 17, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219949915384, - "size": 43, - "orderCount": 3 - }, - { - "priceNanos": 219929915384, - "size": 3, - "orderCount": 17 - }, - { - "priceNanos": 219899915384, - "size": 13, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219879915384, - "size": 88, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 219869915384, - "size": 29, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 220039915384, - "size": 1, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220059915384, - "size": 97, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.549Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573046, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678745784763, - "size": 39, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678750784763, - "size": 18, - "orderCount": 1 - }, - { - "priceNanos": 1678760784763, - "size": 11, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678810784763, - "size": 74, - "orderCount": 5 - }, - { - "priceNanos": 1678860784763, - "size": 37, - "orderCount": 15 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.627Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573047, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350064066100, - "size": 29, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 350049066100, - "size": 45, - "orderCount": 12 - }, - { - "priceNanos": 350029066100, - "size": 90, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 350019066100, - "size": 60, - "orderCount": 4 - }, - { - "priceNanos": 349979066100, - "size": 100, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350079066100, - "size": 18, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 350119066100, - "size": 47, - "orderCount": 16 - }, - { - "priceNanos": 350139066100, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 350179066100, - "size": 17, - "orderCount": 13 - }, - { - "priceNanos": 350199066100, - "size": 26, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.717Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573048, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80062165941, - "size": 26, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80102165941, - "size": 78, - "orderCount": 10 - }, - { - "priceNanos": 80112165941, - "size": 58, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.777Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573049, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220083593952, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220068593952, - "size": 19, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220048593952, - "size": 81, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220098593952, - "size": 74, - "orderCount": 2 - }, - { - "priceNanos": 220148593952, - "size": 9, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 220158593952, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 220178593952, - "size": 34, - "orderCount": 8 - }, - { - "priceNanos": 220208593952, - "size": 26, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:06.833Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573050, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79939660376, - "size": 12, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79889660376, - "size": 16, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79989660376, - "size": 86, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80009660376, - "size": 24, - "orderCount": 15 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:06.896Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573051, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75051474785, - "size": 37, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75006474785, - "size": 58, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74956474785, - "size": 17, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74906474785, - "size": 64, - "orderCount": 11 - }, - { - "priceNanos": 74896474785, - "size": 71, - "orderCount": 8 - }, - { - "priceNanos": 74886474785, - "size": 95, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:06.996Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573052, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79991652313, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79986652313, - "size": 81, - "orderCount": 14 - }, - { - "priceNanos": 79976652313, - "size": 3, - "orderCount": 17 - }, - { - "priceNanos": 79946652313, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 79906652313, - "size": 82, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 79856652313, - "size": 23, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 79996652313, - "size": 71, - "orderCount": 13 - }, - { - "priceNanos": 80026652313, - "size": 10, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:07.078Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573053, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79931781932, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79926781932, - "size": 50, - "orderCount": 10 - }, - { - "priceNanos": 79906781932, - "size": 57, - "orderCount": 7 - }, - { - "priceNanos": 79886781932, - "size": 92, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79936781932, - "size": 49, - "orderCount": 3 - }, - { - "priceNanos": 79946781932, - "size": 37, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.135Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573054, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220040221291, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220005221291, - "size": 41, - "orderCount": 12 - }, - { - "priceNanos": 219965221291, - "size": 23, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 219945221291, - "size": 51, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 220075221291, - "size": 47, - "orderCount": 10 - }, - { - "priceNanos": 220095221291, - "size": 91, - "orderCount": 14 - }, - { - "priceNanos": 220115221291, - "size": 80, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:07.150Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573055, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80002322132, - "size": 83, - "orderCount": 14 - }, - { - "priceNanos": 79972322132, - "size": 27, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79952322132, - "size": 81, - "orderCount": 3 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.221Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573056, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349998638917, - "size": 85, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349948638917, - "size": 31, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349898638917, - "size": 87, - "orderCount": 7 - }, - { - "priceNanos": 349848638917, - "size": 70, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 350078638917, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 350118638917, - "size": 72, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.240Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573057, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678716305064, - "size": 30, - "orderCount": 13 - }, - { - "priceNanos": 1678686305064, - "size": 70, - "orderCount": 11 - }, - { - "priceNanos": 1678676305064, - "size": 83, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 1678636305064, - "size": 31, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678586305064, - "size": 23, - "orderCount": 6, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:07.284Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573058, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189636024811, - "size": 24, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189596024811, - "size": 51, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 189586024811, - "size": 96, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189576024811, - "size": 82, - "orderCount": 18 - }, - { - "priceNanos": 189556024811, - "size": 65, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189686024811, - "size": 9, - "orderCount": 16 - }, - { - "priceNanos": 189716024811, - "size": 2, - "orderCount": 7 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.382Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573059, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75009873504, - "size": 27, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74959873504, - "size": 29, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75059873504, - "size": 3, - "orderCount": 5 - }, - { - "priceNanos": 75079873504, - "size": 44, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 75099873504, - "size": 42, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75119873504, - "size": 89, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:07.432Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573060, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678889820861, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678854820861, - "size": 18, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 1678924820861, - "size": 96, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.461Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573061, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823457385543, - "size": 69, - "orderCount": 3 - }, - { - "priceNanos": 4823427385543, - "size": 60, - "orderCount": 16 - }, - { - "priceNanos": 4823387385543, - "size": 15, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 4823527385543, - "size": 63, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823567385543, - "size": 86, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:07.538Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573062, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220020444711, - "size": 29, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 220040444711, - "size": 78, - "orderCount": 8 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:07.610Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573063, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80077116956, - "size": 20, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 80027116956, - "size": 54, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80087116956, - "size": 82, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 80097116956, - "size": 32, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80147116956, - "size": 7, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80197116956, - "size": 25, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:07.661Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573064, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678831367208, - "size": 10, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678856367208, - "size": 98, - "orderCount": 4 - }, - { - "priceNanos": 1678886367208, - "size": 73, - "orderCount": 3 - }, - { - "priceNanos": 1678916367208, - "size": 81, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.718Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573065, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74954365959, - "size": 42, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74904365959, - "size": 44, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 75004365959, - "size": 1, - "orderCount": 2 - }, - { - "priceNanos": 75044365959, - "size": 25, - "orderCount": 19 - }, - { - "priceNanos": 75084365959, - "size": 43, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 75114365959, - "size": 90, - "orderCount": 6 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:07.743Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573066, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823546313917, - "size": 15, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823496313917, - "size": 7, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823486313917, - "size": 69, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823466313917, - "size": 15, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823596313917, - "size": 31, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:07.810Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573067, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79901042169, - "size": 78, - "orderCount": 13 - }, - { - "priceNanos": 79891042169, - "size": 23, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 79991042169, - "size": 60, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:07.909Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573068, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678770128571, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678730128571, - "size": 93, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678720128571, - "size": 95, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678810128571, - "size": 76, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:07.986Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573069, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74912718142, - "size": 34, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 74927718142, - "size": 67, - "orderCount": 19 - }, - { - "priceNanos": 74977718142, - "size": 56, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 75027718142, - "size": 92, - "orderCount": 4 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:08.082Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573070, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803130313, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189798130313, - "size": 56, - "orderCount": 6, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189808130313, - "size": 36, - "orderCount": 15 - }, - { - "priceNanos": 189838130313, - "size": 50, - "orderCount": 19 - }, - { - "priceNanos": 189848130313, - "size": 13, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189898130313, - "size": 61, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:08.105Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573071, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75039984875, - "size": 82, - "orderCount": 19 - }, - { - "priceNanos": 74999984875, - "size": 63, - "orderCount": 10 - }, - { - "priceNanos": 74969984875, - "size": 46, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74959984875, - "size": 43, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74919984875, - "size": 61, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75109984875, - "size": 88, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 75139984875, - "size": 20, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.157Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573072, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350015783872, - "size": 13, - "aggressor": "SELL" - }, - "bids": [], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.250Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573073, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823470718727, - "size": 48, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823435718727, - "size": 86, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 4823405718727, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823355718727, - "size": 90, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 4823305718727, - "size": 90, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823505718727, - "size": 4, - "orderCount": 19 - }, - { - "priceNanos": 4823535718727, - "size": 79, - "orderCount": 4 - }, - { - "priceNanos": 4823555718727, - "size": 23, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 4823595718727, - "size": 62, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823625718727, - "size": 53, - "orderCount": 13 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:08.274Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573074, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349947860903, - "size": 31, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.359Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573075, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189844449491, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189814449491, - "size": 18, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189794449491, - "size": 60, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189874449491, - "size": 5, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189914449491, - "size": 38, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189954449491, - "size": 28, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:08.436Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573076, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189709989802, - "size": 63, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 189729989802, - "size": 6, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189779989802, - "size": 48, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 189829989802, - "size": 93, - "orderCount": 13 - }, - { - "priceNanos": 189839989802, - "size": 67, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:08.507Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573077, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.599Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573078, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80020725354, - "size": 42, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80015725354, - "size": 23, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 80005725354, - "size": 29, - "orderCount": 20 - }, - { - "priceNanos": 79965725354, - "size": 4, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79945725354, - "size": 36, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80025725354, - "size": 10, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80045725354, - "size": 65, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 80085725354, - "size": 32, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 80105725354, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.627Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573079, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79956765130, - "size": 47, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79951765130, - "size": 51, - "orderCount": 13 - }, - { - "priceNanos": 79931765130, - "size": 92, - "orderCount": 7 - }, - { - "priceNanos": 79921765130, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 79871765130, - "size": 7, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79961765130, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 79971765130, - "size": 63, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80001765130, - "size": 21, - "orderCount": 17 - }, - { - "priceNanos": 80031765130, - "size": 1, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80081765130, - "size": 71, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.679Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573080, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189797553262, - "size": 33, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189802553262, - "size": 80, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189842553262, - "size": 32, - "orderCount": 4 - }, - { - "priceNanos": 189852553262, - "size": 84, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.769Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573081, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678732072956, - "size": 14, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678767072956, - "size": 18, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:08.798Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573082, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219998859802, - "size": 43, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220028859802, - "size": 20, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:08.886Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573083, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189711973390, - "size": 50, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189681973390, - "size": 98, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189791973390, - "size": 85, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:08.911Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573084, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219982178584, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219977178584, - "size": 73, - "orderCount": 5 - }, - { - "priceNanos": 219927178584, - "size": 65, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219987178584, - "size": 67, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 219997178584, - "size": 90, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 220037178584, - "size": 77, - "orderCount": 1 - }, - { - "priceNanos": 220047178584, - "size": 70, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.009Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573085, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678781453231, - "size": 24, - "orderCount": 16 - }, - { - "priceNanos": 1678761453231, - "size": 57, - "orderCount": 8 - }, - { - "priceNanos": 1678751453231, - "size": 28, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.109Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573086, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219982131677, - "size": 8, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219952131677, - "size": 34, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 219922131677, - "size": 5, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 219912131677, - "size": 72, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 219902131677, - "size": 84, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 220012131677, - "size": 14, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220062131677, - "size": 81, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:09.197Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573087, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 74947441912, - "size": 62, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:09.218Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573088, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678797316939, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678767316939, - "size": 7, - "orderCount": 15 - }, - { - "priceNanos": 1678757316939, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 1678737316939, - "size": 34, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 1678827316939, - "size": 35, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678847316939, - "size": 14, - "orderCount": 6 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.249Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573089, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74957024064, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74917024064, - "size": 61, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74897024064, - "size": 48, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74877024064, - "size": 32, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 74997024064, - "size": 39, - "orderCount": 15 - }, - { - "priceNanos": 75017024064, - "size": 63, - "orderCount": 12 - }, - { - "priceNanos": 75047024064, - "size": 11, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.267Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573090, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678840249951, - "size": 25, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678815249951, - "size": 95, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 1678775249951, - "size": 65, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678725249951, - "size": 73, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 1678715249951, - "size": 38, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678865249951, - "size": 22, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:09.338Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573091, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678828473531, - "size": 89, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678858473531, - "size": 56, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:09.373Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573092, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678709175429, - "size": 96, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678779175429, - "size": 56, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.386Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573093, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678847899113, - "size": 8, - "orderCount": 10 - }, - { - "priceNanos": 1678817899113, - "size": 89, - "orderCount": 5 - }, - { - "priceNanos": 1678787899113, - "size": 11, - "orderCount": 8 - }, - { - "priceNanos": 1678777899113, - "size": 56, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 1678897899113, - "size": 46, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 1678917899113, - "size": 75, - "orderCount": 18 - }, - { - "priceNanos": 1678947899113, - "size": 17, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678977899113, - "size": 24, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1679017899113, - "size": 65, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:09.399Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573094, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219974127861, - "size": 45, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219939127861, - "size": 86, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219889127861, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 219869127861, - "size": 7, - "orderCount": 18 - }, - { - "priceNanos": 219839127861, - "size": 30, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 220009127861, - "size": 27, - "orderCount": 4, - "maker": false - }, - { - "priceNanos": 220059127861, - "size": 68, - "orderCount": 15 - }, - { - "priceNanos": 220099127861, - "size": 62, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220129127861, - "size": 61, - "orderCount": 2 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:09.449Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573095, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220061238488, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220051238488, - "size": 22, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:09.542Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573096, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220042982348, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220007982348, - "size": 48, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 219957982348, - "size": 51, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220077982348, - "size": 44, - "orderCount": 19 - }, - { - "priceNanos": 220107982348, - "size": 38, - "orderCount": 12 - }, - { - "priceNanos": 220157982348, - "size": 92, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:09.567Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573097, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678798647020, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678773647020, - "size": 3, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678723647020, - "size": 16, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 1678823647020, - "size": 87, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:09.642Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573098, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090594688, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350060594688, - "size": 45, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 350040594688, - "size": 97, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350120594688, - "size": 62, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 350160594688, - "size": 41, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 350170594688, - "size": 23, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350220594688, - "size": 56, - "orderCount": 14 - }, - { - "priceNanos": 350250594688, - "size": 8, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.715Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573099, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189804903196, - "size": 43, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189769903196, - "size": 40, - "orderCount": 2 - }, - { - "priceNanos": 189749903196, - "size": 5, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189699903196, - "size": 21, - "orderCount": 11 - }, - { - "priceNanos": 189659903196, - "size": 14, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 189609903196, - "size": 34, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189839903196, - "size": 34, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189869903196, - "size": 51, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189919903196, - "size": 51, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189959903196, - "size": 63, - "orderCount": 15, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:09.797Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573100, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678741555294, - "size": 82, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678691555294, - "size": 14, - "orderCount": 18 - }, - { - "priceNanos": 1678661555294, - "size": 61, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 1678631555294, - "size": 85, - "orderCount": 4, - "maker": true - }, - { - "priceNanos": 1678621555294, - "size": 39, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678811555294, - "size": 85, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 1678821555294, - "size": 72, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 1678861555294, - "size": 8, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.807Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573101, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823514677250, - "size": 23, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823499677250, - "size": 89, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 4823529677250, - "size": 98, - "orderCount": 2 - }, - { - "priceNanos": 4823559677250, - "size": 66, - "orderCount": 15 - }, - { - "priceNanos": 4823569677250, - "size": 92, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:09.857Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573102, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75049063153, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75039063153, - "size": 95, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74989063153, - "size": 68, - "orderCount": 11 - }, - { - "priceNanos": 74969063153, - "size": 91, - "orderCount": 4 - }, - { - "priceNanos": 74939063153, - "size": 39, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75059063153, - "size": 28, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:09.917Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573103, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189650141023, - "size": 31, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189610141023, - "size": 31, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 189590141023, - "size": 71, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 189550141023, - "size": 90, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 189510141023, - "size": 73, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189690141023, - "size": 29, - "orderCount": 19 - }, - { - "priceNanos": 189700141023, - "size": 30, - "orderCount": 11 - }, - { - "priceNanos": 189720141023, - "size": 86, - "orderCount": 18 - }, - { - "priceNanos": 189730141023, - "size": 41, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:09.946Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573104, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349961100411, - "size": 20, - "orderCount": 19 - }, - { - "priceNanos": 349911100411, - "size": 28, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 349871100411, - "size": 66, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 349851100411, - "size": 80, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 349981100411, - "size": 12, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 350011100411, - "size": 88, - "orderCount": 20 - }, - { - "priceNanos": 350061100411, - "size": 53, - "orderCount": 5 - }, - { - "priceNanos": 350071100411, - "size": 38, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350121100411, - "size": 75, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:10.034Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573105, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79866835928, - "size": 58, - "orderCount": 19 - }, - { - "priceNanos": 79826835928, - "size": 96, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79966835928, - "size": 96, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 79986835928, - "size": 43, - "orderCount": 19 - }, - { - "priceNanos": 80026835928, - "size": 80, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80066835928, - "size": 55, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:10.091Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573106, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 1678740399562, - "size": 2, - "orderCount": 12 - }, - { - "priceNanos": 1678730399562, - "size": 28, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 1678710399562, - "size": 81, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 1678820399562, - "size": 100, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 1678860399562, - "size": 12, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:10.182Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573107, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823462241757, - "size": 41, - "orderCount": 2 - }, - { - "priceNanos": 4823432241757, - "size": 32, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823382241757, - "size": 72, - "orderCount": 6 - }, - { - "priceNanos": 4823342241757, - "size": 64, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823502241757, - "size": 66, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823532241757, - "size": 40, - "orderCount": 16 - }, - { - "priceNanos": 4823572241757, - "size": 32, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:10.255Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573108, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678706591284, - "size": 34, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678746591284, - "size": 6, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:10.337Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573109, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220084015250, - "size": 26, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220049015250, - "size": 2, - "orderCount": 17 - }, - { - "priceNanos": 220029015250, - "size": 29, - "orderCount": 17 - }, - { - "priceNanos": 220009015250, - "size": 10, - "orderCount": 4 - }, - { - "priceNanos": 219959015250, - "size": 85, - "orderCount": 14 - }, - { - "priceNanos": 219919015250, - "size": 99, - "orderCount": 15, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:10.366Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573110, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80023034059, - "size": 40, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80053034059, - "size": 36, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80083034059, - "size": 21, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 80123034059, - "size": 32, - "orderCount": 17 - }, - { - "priceNanos": 80163034059, - "size": 15, - "orderCount": 10 - }, - { - "priceNanos": 80183034059, - "size": 14, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:10.434Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573111, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75094616032, - "size": 1, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75079616032, - "size": 8, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 75059616032, - "size": 27, - "orderCount": 3 - }, - { - "priceNanos": 75049616032, - "size": 97, - "orderCount": 12, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75109616032, - "size": 30, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:10.530Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573112, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189692070668, - "size": 13, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189677070668, - "size": 82, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189657070668, - "size": 12, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 189607070668, - "size": 36, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 189577070668, - "size": 77, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 189537070668, - "size": 36, - "orderCount": 14 - } - ], - "asks": [ - { - "priceNanos": 189707070668, - "size": 64, - "orderCount": 14 - }, - { - "priceNanos": 189747070668, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 189787070668, - "size": 25, - "orderCount": 13 - }, - { - "priceNanos": 189817070668, - "size": 15, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:10.623Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573113, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 1678856664654, - "size": 14, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678866664654, - "size": 77, - "orderCount": 7 - }, - { - "priceNanos": 1678916664654, - "size": 51, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 1678936664654, - "size": 83, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:10.670Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573114, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80080142840, - "size": 13, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80045142840, - "size": 67, - "orderCount": 9 - } - ], - "asks": [ - { - "priceNanos": 80115142840, - "size": 87, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80125142840, - "size": 8, - "orderCount": 2 - }, - { - "priceNanos": 80145142840, - "size": 49, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 80195142840, - "size": 9, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:10.770Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573115, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823573334721, - "size": 20, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823548334721, - "size": 75, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 4823498334721, - "size": 29, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823598334721, - "size": 15, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823608334721, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 4823638334721, - "size": 13, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823678334721, - "size": 23, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:10.783Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573116, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80069839175, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80064839175, - "size": 33, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 80054839175, - "size": 52, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 80014839175, - "size": 8, - "orderCount": 12 - }, - { - "priceNanos": 79974839175, - "size": 46, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80074839175, - "size": 63, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:10.813Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573117, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75015937366, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 75000937366, - "size": 39, - "orderCount": 16 - }, - { - "priceNanos": 74990937366, - "size": 38, - "orderCount": 1 - }, - { - "priceNanos": 74940937366, - "size": 81, - "orderCount": 11 - }, - { - "priceNanos": 74910937366, - "size": 71, - "orderCount": 10 - }, - { - "priceNanos": 74880937366, - "size": 78, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75030937366, - "size": 78, - "orderCount": 17, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:10.881Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573118, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 220022440675, - "size": 28, - "orderCount": 15 - }, - { - "priceNanos": 219972440675, - "size": 32, - "orderCount": 18 - }, - { - "priceNanos": 219922440675, - "size": 62, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 219912440675, - "size": 43, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 219902440675, - "size": 45, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220052440675, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 220102440675, - "size": 57, - "orderCount": 1 - }, - { - "priceNanos": 220132440675, - "size": 15, - "orderCount": 9 - }, - { - "priceNanos": 220142440675, - "size": 76, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 220182440675, - "size": 14, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:10.942Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573119, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350090549666, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350075549666, - "size": 60, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 350045549666, - "size": 86, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 349995549666, - "size": 56, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349945549666, - "size": 65, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 350105549666, - "size": 5, - "orderCount": 13 - }, - { - "priceNanos": 350145549666, - "size": 81, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 350195549666, - "size": 30, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350225549666, - "size": 70, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 350275549666, - "size": 56, - "orderCount": 11, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:10.985Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573120, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823513008615, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823488008615, - "size": 16, - "orderCount": 2 - }, - { - "priceNanos": 4823468008615, - "size": 51, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823538008615, - "size": 37, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823588008615, - "size": 83, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 4823638008615, - "size": 2, - "orderCount": 15 - }, - { - "priceNanos": 4823688008615, - "size": 8, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:11.011Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573121, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80059776584, - "size": 31, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80014776584, - "size": 14, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79984776584, - "size": 56, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 79974776584, - "size": 1, - "orderCount": 1 - }, - { - "priceNanos": 79924776584, - "size": 36, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79874776584, - "size": 27, - "orderCount": 6 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.101Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573122, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220079409458, - "size": 22, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 220049409458, - "size": 75, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 220019409458, - "size": 35, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 219989409458, - "size": 4, - "orderCount": 9 - }, - { - "priceNanos": 219969409458, - "size": 1, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220109409458, - "size": 90, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220139409458, - "size": 4, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 220189409458, - "size": 3, - "orderCount": 2 - }, - { - "priceNanos": 220209409458, - "size": 2, - "orderCount": 11 - }, - { - "priceNanos": 220259409458, - "size": 56, - "orderCount": 16 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.166Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573123, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80002842207, - "size": 7, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79972842207, - "size": 83, - "orderCount": 6 - }, - { - "priceNanos": 79942842207, - "size": 58, - "orderCount": 9 - }, - { - "priceNanos": 79892842207, - "size": 41, - "orderCount": 16 - }, - { - "priceNanos": 79852842207, - "size": 57, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 79842842207, - "size": 5, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80032842207, - "size": 19, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 80072842207, - "size": 96, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.233Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573124, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79973824576, - "size": 50, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79958824576, - "size": 52, - "orderCount": 6 - }, - { - "priceNanos": 79918824576, - "size": 11, - "orderCount": 15 - }, - { - "priceNanos": 79878824576, - "size": 79, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 79838824576, - "size": 73, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 79788824576, - "size": 69, - "orderCount": 11 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.288Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573125, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678776807114, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678771807114, - "size": 8, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678731807114, - "size": 67, - "orderCount": 11 - }, - { - "priceNanos": 1678701807114, - "size": 97, - "orderCount": 20, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.381Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573126, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79970828107, - "size": 39, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79930828107, - "size": 38, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79910828107, - "size": 98, - "orderCount": 17 - }, - { - "priceNanos": 79900828107, - "size": 49, - "orderCount": 19 - } - ], - "asks": [], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:11.463Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573127, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74983824147, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74953824147, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 74903824147, - "size": 38, - "orderCount": 17 - }, - { - "priceNanos": 74853824147, - "size": 9, - "orderCount": 19 - }, - { - "priceNanos": 74833824147, - "size": 57, - "orderCount": 2, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75013824147, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75053824147, - "size": 32, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 75083824147, - "size": 44, - "orderCount": 6 - }, - { - "priceNanos": 75133824147, - "size": 73, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:11.499Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573128, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220088131812, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 220068131812, - "size": 72, - "orderCount": 9 - }, - { - "priceNanos": 220048131812, - "size": 52, - "orderCount": 9, - "maker": true - }, - { - "priceNanos": 220008131812, - "size": 80, - "orderCount": 15 - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:11.555Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573129, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823567426620, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823557426620, - "size": 61, - "orderCount": 7 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.602Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573130, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189788597553, - "size": 84, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 189778597553, - "size": 92, - "orderCount": 16 - }, - { - "priceNanos": 189768597553, - "size": 21, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189758597553, - "size": 10, - "orderCount": 14 - }, - { - "priceNanos": 189718597553, - "size": 29, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 189868597553, - "size": 85, - "orderCount": 7 - }, - { - "priceNanos": 189878597553, - "size": 65, - "orderCount": 12, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.614Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573131, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79965341311, - "size": 83, - "orderCount": 12 - }, - { - "priceNanos": 79955341311, - "size": 99, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 80005341311, - "size": 95, - "orderCount": 18 - }, - { - "priceNanos": 80035341311, - "size": 80, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.693Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573132, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823516821251, - "size": 34, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823511821251, - "size": 38, - "orderCount": 13 - }, - { - "priceNanos": 4823471821251, - "size": 9, - "orderCount": 15 - }, - { - "priceNanos": 4823421821251, - "size": 75, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823391821251, - "size": 97, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823361821251, - "size": 27, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 4823521821251, - "size": 95, - "orderCount": 16 - }, - { - "priceNanos": 4823551821251, - "size": 71, - "orderCount": 11 - }, - { - "priceNanos": 4823601821251, - "size": 17, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823651821251, - "size": 45, - "orderCount": 1 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.742Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573133, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220017990819, - "size": 8, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219982990819, - "size": 37, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 220052990819, - "size": 56, - "orderCount": 1 - }, - { - "priceNanos": 220092990819, - "size": 35, - "orderCount": 16 - }, - { - "priceNanos": 220112990819, - "size": 15, - "orderCount": 17 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.758Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573134, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823543773069, - "size": 41, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823538773069, - "size": 24, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 4823518773069, - "size": 53, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 4823468773069, - "size": 42, - "orderCount": 2 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.829Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573135, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823479175406, - "size": 30, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823454175406, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 4823404175406, - "size": 84, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823384175406, - "size": 16, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 4823504175406, - "size": 4, - "orderCount": 8 - }, - { - "priceNanos": 4823514175406, - "size": 74, - "orderCount": 13 - }, - { - "priceNanos": 4823524175406, - "size": 76, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 4823574175406, - "size": 51, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:11.871Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573136, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189780025944, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189750025944, - "size": 39, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189810025944, - "size": 9, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189850025944, - "size": 24, - "orderCount": 18 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:11.912Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573137, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453687086, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823443687086, - "size": 97, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 4823463687086, - "size": 67, - "orderCount": 10 - }, - { - "priceNanos": 4823513687086, - "size": 49, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 4823563687086, - "size": 16, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823603687086, - "size": 44, - "orderCount": 9 - }, - { - "priceNanos": 4823623687086, - "size": 73, - "orderCount": 18, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:11.989Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573138, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189711300938, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189686300938, - "size": 86, - "orderCount": 14 - }, - { - "priceNanos": 189656300938, - "size": 82, - "orderCount": 10 - }, - { - "priceNanos": 189606300938, - "size": 90, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189596300938, - "size": 99, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189736300938, - "size": 31, - "orderCount": 1 - }, - { - "priceNanos": 189756300938, - "size": 51, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 189786300938, - "size": 76, - "orderCount": 13 - }, - { - "priceNanos": 189806300938, - "size": 89, - "orderCount": 8 - }, - { - "priceNanos": 189816300938, - "size": 33, - "orderCount": 17 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:12.007Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573139, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79944903995, - "size": 21, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 79924903995, - "size": 98, - "orderCount": 15 - }, - { - "priceNanos": 79914903995, - "size": 87, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80034903995, - "size": 68, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80074903995, - "size": 69, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 80104903995, - "size": 81, - "orderCount": 3 - }, - { - "priceNanos": 80144903995, - "size": 37, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.026Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573140, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80047752351, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 80017752351, - "size": 7, - "orderCount": 4 - }, - { - "priceNanos": 80007752351, - "size": 11, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 79997752351, - "size": 40, - "orderCount": 9 - }, - { - "priceNanos": 79967752351, - "size": 88, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 80087752351, - "size": 39, - "orderCount": 18 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.084Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573141, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219999197537, - "size": 14, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219994197537, - "size": 98, - "orderCount": 14, - "maker": true - } - ], - "asks": [], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:12.149Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573142, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823577309385, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823547309385, - "size": 72, - "orderCount": 18 - }, - { - "priceNanos": 4823537309385, - "size": 80, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 4823517309385, - "size": 98, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 4823497309385, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 4823457309385, - "size": 36, - "orderCount": 16 - } - ], - "asks": [ - { - "priceNanos": 4823607309385, - "size": 95, - "orderCount": 5 - }, - { - "priceNanos": 4823647309385, - "size": 75, - "orderCount": 3, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.185Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573143, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75017238607, - "size": 24, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74972238607, - "size": 7, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 74922238607, - "size": 53, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 75062238607, - "size": 44, - "orderCount": 14 - }, - { - "priceNanos": 75072238607, - "size": 82, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.202Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573144, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74919079826, - "size": 3, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74904079826, - "size": 92, - "orderCount": 3, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74934079826, - "size": 83, - "orderCount": 19 - }, - { - "priceNanos": 74974079826, - "size": 15, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 74994079826, - "size": 91, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75024079826, - "size": 65, - "orderCount": 16, - "maker": false - }, - { - "priceNanos": 75054079826, - "size": 6, - "orderCount": 1, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:12.297Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573145, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350046226110, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350036226110, - "size": 58, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 350006226110, - "size": 29, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350056226110, - "size": 24, - "orderCount": 5 - }, - { - "priceNanos": 350076226110, - "size": 53, - "orderCount": 2 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.357Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573146, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349911214052, - "size": 83, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349901214052, - "size": 68, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 349941214052, - "size": 75, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:12.372Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573147, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823594621033, - "size": 30, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823629621033, - "size": 75, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 4823669621033, - "size": 14, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:12.399Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573148, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80018491558, - "size": 45, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79978491558, - "size": 9, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 79958491558, - "size": 56, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 79948491558, - "size": 61, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 79938491558, - "size": 4, - "orderCount": 1 - } - ], - "asks": [ - { - "priceNanos": 80028491558, - "size": 74, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 80048491558, - "size": 94, - "orderCount": 12 - }, - { - "priceNanos": 80098491558, - "size": 90, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.457Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573149, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349998771984, - "size": 75, - "orderCount": 5 - }, - { - "priceNanos": 349958771984, - "size": 11, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349928771984, - "size": 6, - "orderCount": 13, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350098771984, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 350128771984, - "size": 18, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 350178771984, - "size": 46, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 350208771984, - "size": 12, - "orderCount": 17 - }, - { - "priceNanos": 350248771984, - "size": 84, - "orderCount": 19 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.524Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573150, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74904734657, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74859734657, - "size": 27, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74849734657, - "size": 83, - "orderCount": 1, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74949734657, - "size": 86, - "orderCount": 8 - }, - { - "priceNanos": 74979734657, - "size": 34, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 75029734657, - "size": 88, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:12.553Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573151, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349900775749, - "size": 4, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 349855775749, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 349805775749, - "size": 85, - "orderCount": 18, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349945775749, - "size": 34, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.563Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573152, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75022832531, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74992832531, - "size": 86, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.637Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573153, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220005311547, - "size": 13, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220035311547, - "size": 21, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 220065311547, - "size": 19, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:12.735Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573154, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75067792198, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75022792198, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 74982792198, - "size": 96, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 74932792198, - "size": 79, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75112792198, - "size": 55, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 75132792198, - "size": 68, - "orderCount": 1 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.760Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573155, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79919493513, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79904493513, - "size": 88, - "orderCount": 7 - }, - { - "priceNanos": 79854493513, - "size": 69, - "orderCount": 4 - }, - { - "priceNanos": 79814493513, - "size": 29, - "orderCount": 15 - }, - { - "priceNanos": 79764493513, - "size": 52, - "orderCount": 7 - } - ], - "asks": [ - { - "priceNanos": 79934493513, - "size": 18, - "orderCount": 16 - }, - { - "priceNanos": 79984493513, - "size": 68, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 80034493513, - "size": 53, - "orderCount": 5 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:12.809Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573156, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000860354, - "size": 43, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74995860354, - "size": 38, - "orderCount": 2 - }, - { - "priceNanos": 74955860354, - "size": 59, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75005860354, - "size": 30, - "orderCount": 16 - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.849Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573157, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75012669656, - "size": 43, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 75027669656, - "size": 15, - "orderCount": 12 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:12.937Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573158, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189842854538, - "size": 5, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189802854538, - "size": 17, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189752854538, - "size": 43, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189882854538, - "size": 10, - "orderCount": 5, - "maker": false - }, - { - "priceNanos": 189902854538, - "size": 18, - "orderCount": 16 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:13.006Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573159, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74908260368, - "size": 9, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74863260368, - "size": 53, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74843260368, - "size": 70, - "orderCount": 17 - } - ], - "asks": [ - { - "priceNanos": 74953260368, - "size": 60, - "orderCount": 20 - }, - { - "priceNanos": 74963260368, - "size": 11, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 75013260368, - "size": 75, - "orderCount": 9, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:13.077Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573160, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678793961974, - "size": 50, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678743961974, - "size": 37, - "orderCount": 14 - }, - { - "priceNanos": 1678693961974, - "size": 100, - "orderCount": 12 - } - ], - "asks": [ - { - "priceNanos": 1678843961974, - "size": 97, - "orderCount": 12 - }, - { - "priceNanos": 1678883961974, - "size": 40, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 1678893961974, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 1678913961974, - "size": 69, - "orderCount": 13 - }, - { - "priceNanos": 1678933961974, - "size": 83, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.102Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573161, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220013868256, - "size": 46, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219978868256, - "size": 61, - "orderCount": 2 - } - ], - "asks": [ - { - "priceNanos": 220048868256, - "size": 42, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 220058868256, - "size": 95, - "orderCount": 4 - }, - { - "priceNanos": 220068868256, - "size": 86, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.178Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573162, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:41:13.228Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573163, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:41:13.303Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573164, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349900221707, - "size": 21, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349875221707, - "size": 98, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 349835221707, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 349825221707, - "size": 65, - "orderCount": 14 - }, - { - "priceNanos": 349775221707, - "size": 50, - "orderCount": 3 - }, - { - "priceNanos": 349735221707, - "size": 79, - "orderCount": 16, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 349925221707, - "size": 97, - "orderCount": 15 - }, - { - "priceNanos": 349975221707, - "size": 47, - "orderCount": 12 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:13.359Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573165, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189839012881, - "size": 42, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 189829012881, - "size": 74, - "orderCount": 20 - }, - { - "priceNanos": 189819012881, - "size": 6, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 189809012881, - "size": 43, - "orderCount": 17 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.442Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573166, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823406494761, - "size": 42, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823416494761, - "size": 45, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 4823466494761, - "size": 95, - "orderCount": 17 - }, - { - "priceNanos": 4823506494761, - "size": 77, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:13.492Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573167, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823536754465, - "size": 48, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823516754465, - "size": 60, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823496754465, - "size": 79, - "orderCount": 19 - } - ], - "asks": [ - { - "priceNanos": 4823556754465, - "size": 33, - "orderCount": 9, - "maker": false - }, - { - "priceNanos": 4823596754465, - "size": 78, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 4823606754465, - "size": 68, - "orderCount": 10 - }, - { - "priceNanos": 4823646754465, - "size": 16, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:13.518Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573168, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 4823496224494, - "size": 27, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 4823486224494, - "size": 92, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823536224494, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 4823586224494, - "size": 12, - "orderCount": 11 - }, - { - "priceNanos": 4823606224494, - "size": 32, - "orderCount": 14 - }, - { - "priceNanos": 4823626224494, - "size": 71, - "orderCount": 13, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.593Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573169, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 80030318437, - "size": 48, - "orderCount": 10 - }, - { - "priceNanos": 79990318437, - "size": 5, - "orderCount": 14, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80060318437, - "size": 65, - "orderCount": 18 - }, - { - "priceNanos": 80080318437, - "size": 48, - "orderCount": 9 - }, - { - "priceNanos": 80110318437, - "size": 45, - "orderCount": 4 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.626Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573170, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 79927902796, - "size": 34, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 79922902796, - "size": 26, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 79932902796, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 79952902796, - "size": 71, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 79972902796, - "size": 68, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80022902796, - "size": 70, - "orderCount": 3 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:13.652Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573171, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75068322225, - "size": 3, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75018322225, - "size": 5, - "orderCount": 10 - }, - { - "priceNanos": 74988322225, - "size": 42, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 74958322225, - "size": 10, - "orderCount": 2 - }, - { - "priceNanos": 74948322225, - "size": 95, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 75118322225, - "size": 15, - "orderCount": 19 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:13.690Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573172, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219930037173, - "size": 45, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 219880037173, - "size": 29, - "orderCount": 2, - "maker": true - }, - { - "priceNanos": 219850037173, - "size": 34, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 219980037173, - "size": 54, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:13.734Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573173, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 350055431050, - "size": 36, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 350025431050, - "size": 54, - "orderCount": 19, - "maker": true - }, - { - "priceNanos": 349985431050, - "size": 73, - "orderCount": 8 - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.770Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573174, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189732683107, - "size": 4, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 189682683107, - "size": 92, - "orderCount": 10, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189742683107, - "size": 61, - "orderCount": 18 - }, - { - "priceNanos": 189772683107, - "size": 43, - "orderCount": 9 - }, - { - "priceNanos": 189812683107, - "size": 96, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 189832683107, - "size": 76, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.858Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573175, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219950439168, - "size": 46, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219910439168, - "size": 35, - "orderCount": 20 - }, - { - "priceNanos": 219870439168, - "size": 57, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219990439168, - "size": 64, - "orderCount": 5 - }, - { - "priceNanos": 220030439168, - "size": 24, - "orderCount": 1 - }, - { - "priceNanos": 220040439168, - "size": 72, - "orderCount": 13 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.889Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573176, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80066793351, - "size": 12, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 80031793351, - "size": 78, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 79981793351, - "size": 59, - "orderCount": 19 - }, - { - "priceNanos": 79931793351, - "size": 81, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79911793351, - "size": 69, - "orderCount": 17 - }, - { - "priceNanos": 79891793351, - "size": 47, - "orderCount": 9, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:13.969Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573177, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 220002791217, - "size": 48, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 220012791217, - "size": 53, - "orderCount": 4 - }, - { - "priceNanos": 220042791217, - "size": 49, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 220092791217, - "size": 52, - "orderCount": 1 - }, - { - "priceNanos": 220112791217, - "size": 69, - "orderCount": 20 - }, - { - "priceNanos": 220132791217, - "size": 91, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:14.008Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573178, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80018499474, - "size": 44, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 80028499474, - "size": 50, - "orderCount": 11 - }, - { - "priceNanos": 80058499474, - "size": 92, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 80078499474, - "size": 52, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.090Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573179, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823588546529, - "size": 19, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823563546529, - "size": 62, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 4823523546529, - "size": 38, - "orderCount": 13 - } - ], - "asks": [ - { - "priceNanos": 4823613546529, - "size": 51, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.171Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573180, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79966939824, - "size": 93, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 80056939824, - "size": 66, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 80086939824, - "size": 1, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 80116939824, - "size": 29, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.224Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573181, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189803575477, - "size": 30, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 189833575477, - "size": 84, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 189883575477, - "size": 75, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189903575477, - "size": 3, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.300Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573182, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75000520951, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 74995520951, - "size": 52, - "orderCount": 2 - }, - { - "priceNanos": 74975520951, - "size": 99, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 74925520951, - "size": 96, - "orderCount": 17, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 75005520951, - "size": 19, - "orderCount": 3 - }, - { - "priceNanos": 75055520951, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 75105520951, - "size": 54, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 75135520951, - "size": 60, - "orderCount": 9 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:14.359Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573183, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 79894585061, - "size": 75, - "orderCount": 4 - } - ], - "asks": [ - { - "priceNanos": 79994585061, - "size": 94, - "orderCount": 5 - }, - { - "priceNanos": 80014585061, - "size": 83, - "orderCount": 19, - "maker": false - }, - { - "priceNanos": 80044585061, - "size": 68, - "orderCount": 1 - }, - { - "priceNanos": 80084585061, - "size": 71, - "orderCount": 8, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.455Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573184, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189672505585, - "size": 35, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189627505585, - "size": 77, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189607505585, - "size": 68, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 189577505585, - "size": 51, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189717505585, - "size": 3, - "orderCount": 1 - }, - { - "priceNanos": 189767505585, - "size": 63, - "orderCount": 8, - "maker": false - }, - { - "priceNanos": 189787505585, - "size": 59, - "orderCount": 6, - "maker": false - }, - { - "priceNanos": 189807505585, - "size": 39, - "orderCount": 8 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.473Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573185, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678757647612, - "size": 19, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678752647612, - "size": 29, - "orderCount": 18 - }, - { - "priceNanos": 1678732647612, - "size": 9, - "orderCount": 20, - "maker": true - }, - { - "priceNanos": 1678702647612, - "size": 33, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 1678762647612, - "size": 13, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 1678772647612, - "size": 30, - "orderCount": 2, - "maker": false - }, - { - "priceNanos": 1678782647612, - "size": 7, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.517Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573186, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 75042254485, - "size": 42, - "orderCount": 16, - "maker": true - }, - { - "priceNanos": 75032254485, - "size": 84, - "orderCount": 19 - }, - { - "priceNanos": 75022254485, - "size": 62, - "orderCount": 11 - } - ], - "asks": [ - { - "priceNanos": 75052254485, - "size": 4, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75082254485, - "size": 41, - "orderCount": 3 - }, - { - "priceNanos": 75102254485, - "size": 64, - "orderCount": 20 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.541Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573187, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80006669053, - "size": 20, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 79956669053, - "size": 33, - "orderCount": 2 - }, - { - "priceNanos": 79916669053, - "size": 44, - "orderCount": 18 - }, - { - "priceNanos": 79866669053, - "size": 31, - "orderCount": 5 - } - ], - "asks": [ - { - "priceNanos": 80056669053, - "size": 43, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 80066669053, - "size": 13, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.583Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573188, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 80089888480, - "size": 11, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 80044888480, - "size": 98, - "orderCount": 10 - }, - { - "priceNanos": 80014888480, - "size": 35, - "orderCount": 8, - "maker": true - }, - { - "priceNanos": 79994888480, - "size": 16, - "orderCount": 15 - } - ], - "asks": [ - { - "priceNanos": 80134888480, - "size": 72, - "orderCount": 15 - }, - { - "priceNanos": 80164888480, - "size": 15, - "orderCount": 7 - }, - { - "priceNanos": 80214888480, - "size": 57, - "orderCount": 14 - }, - { - "priceNanos": 80244888480, - "size": 52, - "orderCount": 13 - }, - { - "priceNanos": 80264888480, - "size": 34, - "orderCount": 9 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.630Z", - "venue": "XICE", - "symbol": "BRN", - "instrumentId": 45013, - "sequence": 984573189, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [], - "asks": [ - { - "priceNanos": 79951330342, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 79961330342, - "size": 48, - "orderCount": 16 - }, - { - "priceNanos": 79971330342, - "size": 7, - "orderCount": 20 - }, - { - "priceNanos": 80011330342, - "size": 73, - "orderCount": 19, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:14.650Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573190, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 189699045315, - "size": 93, - "orderCount": 19, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189799045315, - "size": 48, - "orderCount": 5, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.718Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573191, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189741891094, - "size": 9, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 189711891094, - "size": 42, - "orderCount": 7 - }, - { - "priceNanos": 189691891094, - "size": 88, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 189771891094, - "size": 49, - "orderCount": 7, - "maker": false - }, - { - "priceNanos": 189801891094, - "size": 94, - "orderCount": 17 - }, - { - "priceNanos": 189851891094, - "size": 9, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 189881891094, - "size": 63, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.795Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573192, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 74918112917, - "size": 72, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 74908112917, - "size": 39, - "orderCount": 7, - "maker": true - }, - { - "priceNanos": 74868112917, - "size": 54, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74818112917, - "size": 7, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74988112917, - "size": 27, - "orderCount": 12 - }, - { - "priceNanos": 74998112917, - "size": 56, - "orderCount": 3 - }, - { - "priceNanos": 75018112917, - "size": 86, - "orderCount": 16 - }, - { - "priceNanos": 75028112917, - "size": 30, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 75068112917, - "size": 19, - "orderCount": 2 - } - ], - "metadata": { - "listing": "CME", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:41:14.812Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573193, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74972865816, - "size": 49, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74962865816, - "size": 96, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 74922865816, - "size": 70, - "orderCount": 7, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 74982865816, - "size": 5, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.900Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573194, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 74928352138, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 74888352138, - "size": 77, - "orderCount": 14 - }, - { - "priceNanos": 74848352138, - "size": 70, - "orderCount": 5, - "maker": true - }, - { - "priceNanos": 74828352138, - "size": 85, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 74788352138, - "size": 25, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 74748352138, - "size": 66, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 74968352138, - "size": 100, - "orderCount": 17 - }, - { - "priceNanos": 75008352138, - "size": 1, - "orderCount": 20 - }, - { - "priceNanos": 75048352138, - "size": 64, - "orderCount": 2, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.920Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573195, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823540750357, - "size": 10, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 4823525750357, - "size": 23, - "orderCount": 12, - "maker": true - }, - { - "priceNanos": 4823505750357, - "size": 33, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 4823485750357, - "size": 41, - "orderCount": 4 - }, - { - "priceNanos": 4823445750357, - "size": 76, - "orderCount": 17, - "maker": true - }, - { - "priceNanos": 4823425750357, - "size": 27, - "orderCount": 20 - } - ], - "asks": [ - { - "priceNanos": 4823555750357, - "size": 48, - "orderCount": 20, - "maker": false - }, - { - "priceNanos": 4823585750357, - "size": 48, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:14.940Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573196, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823556220733, - "size": 38, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 4823516220733, - "size": 34, - "orderCount": 16, - "maker": true - } - ], - "asks": [], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:14.967Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573197, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678758619285, - "size": 36, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678733619285, - "size": 52, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678783619285, - "size": 85, - "orderCount": 4 - }, - { - "priceNanos": 1678793619285, - "size": 97, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 1678833619285, - "size": 52, - "orderCount": 20, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.056Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573198, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678806749630, - "size": 18, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678756749630, - "size": 13, - "orderCount": 4 - }, - { - "priceNanos": 1678736749630, - "size": 18, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 1678706749630, - "size": 89, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 1678686749630, - "size": 4, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 1678676749630, - "size": 58, - "orderCount": 11, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678856749630, - "size": 60, - "orderCount": 10 - }, - { - "priceNanos": 1678906749630, - "size": 22, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.099Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573199, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349942750404, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 349937750404, - "size": 41, - "orderCount": 15, - "maker": true - }, - { - "priceNanos": 349907750404, - "size": 21, - "orderCount": 10, - "maker": true - }, - { - "priceNanos": 349877750404, - "size": 83, - "orderCount": 13, - "maker": true - }, - { - "priceNanos": 349847750404, - "size": 52, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 349817750404, - "size": 64, - "orderCount": 3 - } - ], - "asks": [ - { - "priceNanos": 349947750404, - "size": 88, - "orderCount": 16 - }, - { - "priceNanos": 349997750404, - "size": 47, - "orderCount": 4 - }, - { - "priceNanos": 350037750404, - "size": 19, - "orderCount": 7, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth4", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.130Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 984573200, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 75031101762, - "size": 49, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 75006101762, - "size": 84, - "orderCount": 10 - } - ], - "asks": [ - { - "priceNanos": 75056101762, - "size": 53, - "orderCount": 17, - "maker": false - }, - { - "priceNanos": 75066101762, - "size": 76, - "orderCount": 3 - }, - { - "priceNanos": 75116101762, - "size": 100, - "orderCount": 13, - "maker": false - }, - { - "priceNanos": 75136101762, - "size": 23, - "orderCount": 1 - }, - { - "priceNanos": 75186101762, - "size": 44, - "orderCount": 14 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.187Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984573201, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823453250846, - "size": 39, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 4823458250846, - "size": 57, - "orderCount": 20 - }, - { - "priceNanos": 4823508250846, - "size": 14, - "orderCount": 15, - "maker": false - }, - { - "priceNanos": 4823558250846, - "size": 65, - "orderCount": 16, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.256Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573202, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678705196804, - "size": 35, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678695196804, - "size": 72, - "orderCount": 17 - }, - { - "priceNanos": 1678655196804, - "size": 61, - "orderCount": 4, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678715196804, - "size": 60, - "orderCount": 3 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth1", - "partition": "B1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.342Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573203, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { - "priceNanos": 349936102403, - "size": 12, - "orderCount": 19 - }, - { - "priceNanos": 349926102403, - "size": 7, - "orderCount": 11, - "maker": true - }, - { - "priceNanos": 349916102403, - "size": 42, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 350026102403, - "size": 40, - "orderCount": 8 - }, - { - "priceNanos": 350076102403, - "size": 46, - "orderCount": 12 - }, - { - "priceNanos": 350126102403, - "size": 66, - "orderCount": 8 - }, - { - "priceNanos": 350146102403, - "size": 31, - "orderCount": 7 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:15.429Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573204, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189759585079, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189734585079, - "size": 15, - "orderCount": 14, - "maker": true - }, - { - "priceNanos": 189684585079, - "size": 87, - "orderCount": 8 - }, - { - "priceNanos": 189674585079, - "size": 22, - "orderCount": 11 - }, - { - "priceNanos": 189634585079, - "size": 97, - "orderCount": 5 - }, - { - "priceNanos": 189604585079, - "size": 73, - "orderCount": 18 - } - ], - "asks": [ - { - "priceNanos": 189784585079, - "size": 57, - "orderCount": 1, - "maker": false - }, - { - "priceNanos": 189804585079, - "size": 64, - "orderCount": 14, - "maker": false - }, - { - "priceNanos": 189844585079, - "size": 68, - "orderCount": 11 - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top3" - } - }, - { - "timestamp": "2025-11-10T14:41:15.459Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573205, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678702799344, - "size": 44, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 1678692799344, - "size": 94, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678672799344, - "size": 85, - "orderCount": 18, - "maker": true - }, - { - "priceNanos": 1678652799344, - "size": 80, - "orderCount": 8 - } - ], - "asks": [ - { - "priceNanos": 1678712799344, - "size": 41, - "orderCount": 11, - "maker": false - }, - { - "priceNanos": 1678762799344, - "size": 6, - "orderCount": 14 - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:15.492Z", - "venue": "XNAS", - "symbol": "MSFT", - "instrumentId": 1020305, - "sequence": 984573206, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 349981634370, - "size": 15, - "aggressor": "SELL" - }, - "bids": [], - "asks": [ - { - "priceNanos": 350011634370, - "size": 27, - "orderCount": 11 - }, - { - "priceNanos": 350021634370, - "size": 42, - "orderCount": 18, - "maker": false - }, - { - "priceNanos": 350041634370, - "size": 14, - "orderCount": 5 - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "A1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.519Z", - "venue": "XNAS", - "symbol": "TSLA", - "instrumentId": 1020306, - "sequence": 984573207, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 219924073947, - "size": 38, - "aggressor": "BUY" - }, - "bids": [ - { - "priceNanos": 219894073947, - "size": 27, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 219864073947, - "size": 54, - "orderCount": 5, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 219954073947, - "size": 17, - "orderCount": 10, - "maker": false - }, - { - "priceNanos": 219984073947, - "size": 20, - "orderCount": 10, - "maker": false - } - ], - "metadata": { - "schema": "v2", - "feed": "depth2", - "partition": "C1" - } - }, - { - "timestamp": "2025-11-10T14:41:15.549Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 984573208, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 189758942360, - "size": 6, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 189743942360, - "size": 38, - "orderCount": 9 - }, - { - "priceNanos": 189703942360, - "size": 12, - "orderCount": 1, - "maker": true - }, - { - "priceNanos": 189653942360, - "size": 76, - "orderCount": 6, - "maker": true - }, - { - "priceNanos": 189623942360, - "size": 83, - "orderCount": 20, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 189773942360, - "size": 26, - "orderCount": 6 - }, - { - "priceNanos": 189813942360, - "size": 72, - "orderCount": 2 - }, - { - "priceNanos": 189823942360, - "size": 32, - "orderCount": 12, - "maker": false - }, - { - "priceNanos": 189853942360, - "size": 80, - "orderCount": 3, - "maker": false - }, - { - "priceNanos": 189893942360, - "size": 93, - "orderCount": 6, - "maker": false - } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top4" - } - }, - { - "timestamp": "2025-11-10T14:41:15.638Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573209, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678719612815, - "size": 10, - "aggressor": "BUY" - }, - "bids": [], - "asks": [ - { - "priceNanos": 1678759612815, - "size": 12, - "orderCount": 6 - }, - { - "priceNanos": 1678809612815, - "size": 96, - "orderCount": 9 - }, - { - "priceNanos": 1678849612815, - "size": 2, - "orderCount": 4, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top5" - } - }, - { - "timestamp": "2025-11-10T14:41:15.692Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 984573210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 1678839626640, - "size": 47, - "aggressor": "SELL" - }, - "bids": [ - { - "priceNanos": 1678799626640, - "size": 34, - "orderCount": 3, - "maker": true - }, - { - "priceNanos": 1678749626640, - "size": 5, - "orderCount": 14 - }, - { - "priceNanos": 1678709626640, - "size": 49, - "orderCount": 15, - "maker": true - } - ], - "asks": [ - { - "priceNanos": 1678879626640, - "size": 92, - "orderCount": 9 - }, - { - "priceNanos": 1678919626640, - "size": 23, - "orderCount": 11 - }, - { - "priceNanos": 1678939626640, - "size": 1, - "orderCount": 14, - "maker": false - } - ], - "metadata": { - "listing": "CME", - "depth": "top3" - } - } -] \ No newline at end of file diff --git a/benchmarks/bin/jmh/benchmarks/data/order_book_snapshots_sample.json b/benchmarks/bin/jmh/benchmarks/data/order_book_snapshots_sample.json deleted file mode 100644 index 6ceda3d..0000000 --- a/benchmarks/bin/jmh/benchmarks/data/order_book_snapshots_sample.json +++ /dev/null @@ -1,114 +0,0 @@ -[ - { - "timestamp": "2025-11-10T14:32:05.123456789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500000000, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { "priceNanos": 4823500000000, "size": 14, "orderCount": 7, "maker": true }, - { "priceNanos": 4823490000000, "size": 22, "orderCount": 11 }, - { "priceNanos": 4823480000000, "size": 31, "orderCount": 16 } - ], - "asks": [ - { "priceNanos": 4823510000000, "size": 10, "orderCount": 5 }, - { "priceNanos": 4823520000000, "size": 18, "orderCount": 9, "maker": false } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A3" - } - }, - { - "timestamp": "2025-11-10T14:32:05.223456789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563211, - "isTrading": true, - "lastTrade": { - "priceNanos": 4823510000000, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { "priceNanos": 4823505000000, "size": 6, "orderCount": 4 }, - { "priceNanos": 4823500000000, "size": 12, "orderCount": 6 } - ], - "asks": [ - { "priceNanos": 4823515000000, "size": 8, "orderCount": 4 } - ], - "metadata": { - "schema": "v2", - "feed": "depth2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.323456789Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 6754432001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { "priceNanos": 189750000000, "size": 160, "orderCount": 42 }, - { "priceNanos": 189740000000, "size": 95, "orderCount": 30 } - ], - "asks": [ - { "priceNanos": 189760000000, "size": 140, "orderCount": 38 }, - { "priceNanos": 189770000000, "size": 80, "orderCount": 26 } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.423456789Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 331998560, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:05.523456789Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 1122334455, - "isTrading": true, - "lastTrade": { - "priceNanos": 1678800000000, - "size": 5 - }, - "bids": [ - { "priceNanos": 1678795000000, "size": 9, "orderCount": 3 }, - { "priceNanos": 1678790000000, "size": 20, "orderCount": 8, "maker": true } - ], - "asks": [ - { "priceNanos": 1678805000000, "size": 14, "orderCount": 5, "maker": false }, - { "priceNanos": 1678810000000, "size": 22, "orderCount": 10 } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - } -] diff --git a/codegen/bin/main/kvstore.myra.lock b/codegen/bin/main/kvstore.myra.lock deleted file mode 100644 index 35b9bf3..0000000 --- a/codegen/bin/main/kvstore.myra.lock +++ /dev/null @@ -1,62 +0,0 @@ -# -------------------------------------------------------------------- -# MyraCodec Lock File -# -# WARNING: This file is auto-generated and managed by the MyraCodec -# codegen tool. Do not edit it manually unless resolving a merge conflict. -# Commit this file to your version control system. -# -------------------------------------------------------------------- - -# Basic metadata about the schema this lock file corresponds to. -schemaInfo: - sourceFile: "kvstore.myra.yml" - # This version is incremented by the tool on every change. - version: 3 - -# The unique identifier for the service this lock file belongs to. -serviceIdentifier: - namespace: "com.example.kvstore.rpc" - name: "KeyValueStore" - -# A map of all message names to their assigned IDs and fields. -# This is the core of the binary contract. -messages: - PutRequest: - id: 101 - fields: - key: 1 - value: 2 - PutResponse: - id: 102 - fields: - status: 1 - GetRequest: - id: 201 - fields: - key: 1 - GetResponse: - id: 202 - fields: - status: 1 - value: 2 - DeleteRequest: - id: 301 - fields: - key: 1 - -# A map of all enum names to their assigned value IDs. -enums: - StatusCode: - values: - OK: 0 - NOT_FOUND: 1 - ERROR: 2 - -# A critical section for tracking IDs that have been deleted and -# can no longer be used, ensuring backward compatibility. -reservedIds: - messages: - # Hypothetical: A message named "UpdateRequest" with ID 103 was deleted in a previous version. - - 103 - fields: - # Hypothetical: A field with ID 3 was deleted from GetResponse in a previous version. - GetResponse: [3] diff --git a/codegen/bin/test/kvstore.myra.yml b/codegen/bin/test/kvstore.myra.yml deleted file mode 100644 index b702764..0000000 --- a/codegen/bin/test/kvstore.myra.yml +++ /dev/null @@ -1,49 +0,0 @@ -namespace: "com.example.kvstore.codec" -version: "1.0.0" - -messages: - - name: "PutRequest" - fields: - - tag: 1 - name: "key" - type: "string" - - tag: 2 - name: "value" - type: "bytes" - - name: "PutResponse" - fields: - - tag: 1 - name: "status" - type: "StatusCode" - - name: "GetRequest" - fields: - - tag: 1 - name: "key" - type: "string" - - name: "GetResponse" - fields: - - tag: 1 - name: "value" - type: "bytes" - - tag: 2 - name: "status" - type: "StatusCode" - - name: "DeleteRequest" - fields: - - tag: 1 - name: "key" - type: "string" - - name: "DeleteResponse" - fields: - - tag: 1 - name: "status" - type: "StatusCode" - -enums: - - name: "StatusCode" - type: "int8" - values: - - name: "OK" - id: 0 - - name: "NOT_FOUND" - id: 1 \ No newline at end of file diff --git a/codegen/bin/test/order_book.myra.yml b/codegen/bin/test/order_book.myra.yml deleted file mode 100644 index 0559d23..0000000 --- a/codegen/bin/test/order_book.myra.yml +++ /dev/null @@ -1,84 +0,0 @@ -namespace: "express.mvp.myra.bench" -version: "1.0.0" - -enums: [] - -messages: - - name: "Trade" - fields: - - tag: 1 - name: "priceNanos" - type: "int64" - - tag: 2 - name: "size" - type: "int32" - - tag: 3 - name: "aggressor" - type: "string" - optional: true - - - name: "Level" - fields: - - tag: 1 - name: "priceNanos" - type: "int64" - - tag: 2 - name: "size" - type: "int32" - - tag: 3 - name: "orderCount" - type: "int32" - - tag: 4 - name: "maker" - type: "bool" - optional: true - - - name: "MetadataEntry" - fields: - - tag: 1 - name: "key" - type: "string" - - tag: 2 - name: "value" - type: "string" - - - name: "OrderBookSnapshot" - fields: - - tag: 1 - name: "timestamp" - type: "string" - - tag: 2 - name: "venue" - type: "string" - - tag: 3 - name: "symbol" - type: "string" - - tag: 4 - name: "instrumentId" - type: "int32" - - tag: 5 - name: "sequence" - type: "int64" - - tag: 6 - name: "isTrading" - type: "bool" - - tag: 7 - name: "tradingStatus" - type: "string" - optional: true - - tag: 8 - name: "lastTrade" - type: "Trade" - optional: true - - tag: 9 - name: "bids" - type: "Level" - repeated: true - - tag: 10 - name: "asks" - type: "Level" - repeated: true - - tag: 11 - name: "metadata" - type: "MetadataEntry" - repeated: true diff --git a/codegen/bin/test/order_book_snapshots_sample.json b/codegen/bin/test/order_book_snapshots_sample.json deleted file mode 100644 index 6ceda3d..0000000 --- a/codegen/bin/test/order_book_snapshots_sample.json +++ /dev/null @@ -1,114 +0,0 @@ -[ - { - "timestamp": "2025-11-10T14:32:05.123456789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563210, - "isTrading": true, - "tradingStatus": "OPEN", - "lastTrade": { - "priceNanos": 4823500000000, - "size": 2, - "aggressor": "BUY" - }, - "bids": [ - { "priceNanos": 4823500000000, "size": 14, "orderCount": 7, "maker": true }, - { "priceNanos": 4823490000000, "size": 22, "orderCount": 11 }, - { "priceNanos": 4823480000000, "size": 31, "orderCount": 16 } - ], - "asks": [ - { "priceNanos": 4823510000000, "size": 10, "orderCount": 5 }, - { "priceNanos": 4823520000000, "size": 18, "orderCount": 9, "maker": false } - ], - "metadata": { - "schema": "v2", - "feed": "depth5", - "partition": "A3" - } - }, - { - "timestamp": "2025-11-10T14:32:05.223456789Z", - "venue": "XCME", - "symbol": "ESZ5", - "instrumentId": 82134, - "sequence": 984563211, - "isTrading": true, - "lastTrade": { - "priceNanos": 4823510000000, - "size": 1, - "aggressor": "SELL" - }, - "bids": [ - { "priceNanos": 4823505000000, "size": 6, "orderCount": 4 }, - { "priceNanos": 4823500000000, "size": 12, "orderCount": 6 } - ], - "asks": [ - { "priceNanos": 4823515000000, "size": 8, "orderCount": 4 } - ], - "metadata": { - "schema": "v2", - "feed": "depth2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.323456789Z", - "venue": "XNAS", - "symbol": "AAPL", - "instrumentId": 1020304, - "sequence": 6754432001, - "isTrading": true, - "tradingStatus": "OPEN", - "bids": [ - { "priceNanos": 189750000000, "size": 160, "orderCount": 42 }, - { "priceNanos": 189740000000, "size": 95, "orderCount": 30 } - ], - "asks": [ - { "priceNanos": 189760000000, "size": 140, "orderCount": 38 }, - { "priceNanos": 189770000000, "size": 80, "orderCount": 26 } - ], - "metadata": { - "listing": "NASDAQ", - "depth": "top2" - } - }, - { - "timestamp": "2025-11-10T14:32:05.423456789Z", - "venue": "XICE", - "symbol": "CLF6", - "instrumentId": 45012, - "sequence": 331998560, - "isTrading": false, - "tradingStatus": "HALTED", - "bids": [], - "asks": [], - "metadata": { - "reason": "EXCHANGE_HALT" - } - }, - { - "timestamp": "2025-11-10T14:32:05.523456789Z", - "venue": "XCME", - "symbol": "NQZ5", - "instrumentId": 93221, - "sequence": 1122334455, - "isTrading": true, - "lastTrade": { - "priceNanos": 1678800000000, - "size": 5 - }, - "bids": [ - { "priceNanos": 1678795000000, "size": 9, "orderCount": 3 }, - { "priceNanos": 1678790000000, "size": 20, "orderCount": 8, "maker": true } - ], - "asks": [ - { "priceNanos": 1678805000000, "size": 14, "orderCount": 5, "maker": false }, - { "priceNanos": 1678810000000, "size": 22, "orderCount": 10 } - ], - "metadata": { - "schema": "v2", - "feed": "depth3", - "partition": "B1" - } - } -] diff --git a/codegen/bin/test/repeating_groups.myra.yml b/codegen/bin/test/repeating_groups.myra.yml deleted file mode 100644 index 03b448a..0000000 --- a/codegen/bin/test/repeating_groups.myra.yml +++ /dev/null @@ -1,169 +0,0 @@ -namespace: "express.mvp.myra.codec.test.repeating" -version: "1.0.0" - -enums: - - name: "Side" - type: "int8" - values: - - name: "BUY" - id: 0 - - name: "SELL" - id: 1 - -messages: - # Simple message with only primitive repeated fields (inline encoding) - - name: "PriceList" - fields: - - tag: 1 - name: "instrumentId" - type: "int32" - - tag: 2 - name: "prices" - type: "int64" - repeated: true - - # Message with repeated primitives of different sizes - - name: "MultiPrimitiveList" - fields: - - tag: 1 - name: "id" - type: "int64" - - tag: 2 - name: "byteValues" - type: "int8" - repeated: true - - tag: 3 - name: "shortValues" - type: "int16" - repeated: true - - tag: 4 - name: "intValues" - type: "int32" - repeated: true - - tag: 5 - name: "longValues" - type: "int64" - repeated: true - - tag: 6 - name: "floatValues" - type: "float32" - repeated: true - - tag: 7 - name: "doubleValues" - type: "float64" - repeated: true - - tag: 8 - name: "boolValues" - type: "bool" - repeated: true - - # Message with repeated enum (fixed-size, uses inline encoding) - - name: "OrderSides" - fields: - - tag: 1 - name: "orderId" - type: "int64" - - tag: 2 - name: "sides" - type: "Side" - repeated: true - - # Nested message for use in repeated groups - - name: "Level" - fields: - - tag: 1 - name: "priceNanos" - type: "int64" - - tag: 2 - name: "size" - type: "int32" - - tag: 3 - name: "orderCount" - type: "int32" - - # Message with repeated nested messages (variable-size, uses offset table) - - name: "OrderBook" - fields: - - tag: 1 - name: "symbol" - type: "string" - fixedCapacity: 8 - - tag: 2 - name: "timestamp" - type: "int64" - - tag: 3 - name: "bids" - type: "Level" - repeated: true - - tag: 4 - name: "asks" - type: "Level" - repeated: true - - # Message with repeated strings (variable-size, uses offset table) - - name: "TagList" - fields: - - tag: 1 - name: "entityId" - type: "int64" - - tag: 2 - name: "tags" - type: "string" - repeated: true - - # Message with repeated bytes (variable-size, uses offset table) - - name: "BlobList" - fields: - - tag: 1 - name: "id" - type: "int32" - - tag: 2 - name: "blobs" - type: "bytes" - repeated: true - - # Complex message with mixed repeated fields - - name: "MarketDataSnapshot" - fields: - - tag: 1 - name: "symbol" - type: "string" - fixedCapacity: 8 - - tag: 2 - name: "timestamp" - type: "int64" - - tag: 3 - name: "isTrading" - type: "bool" - # Repeated primitives (inline) - - tag: 4 - name: "tradePrices" - type: "int64" - repeated: true - - tag: 5 - name: "tradeVolumes" - type: "int32" - repeated: true - # Repeated nested messages (offset table) - - tag: 6 - name: "levels" - type: "Level" - repeated: true - # Repeated strings (offset table) - - tag: 7 - name: "notes" - type: "string" - repeated: true - optional: true - - # Optional repeated field - - name: "OptionalList" - fields: - - tag: 1 - name: "id" - type: "int64" - - tag: 2 - name: "values" - type: "int32" - repeated: true - optional: true diff --git a/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java b/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java index 756f462..b66cb99 100644 --- a/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java +++ b/codegen/src/main/java/express/mvp/myra/codec/codegen/MyraCodegenCli.java @@ -37,7 +37,7 @@ public class MyraCodegenCli implements Callable { @Override public Integer call() { - System.out.println("Starting MyraCodec code generation..."); + System.out.println("Starting MYRA Codec code generation..."); System.out.println(" Schema: " + schemaFile.getAbsolutePath()); System.out.println(" Output Dir: " + outputDir.getAbsolutePath()); System.out.println(" Lock File: " + lockFile.getAbsolutePath()); diff --git a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java index 2fb4467..1325d2c 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/codegen/SchemaParser.java @@ -13,12 +13,9 @@ public SchemaDefinition parse(Path schemaPath) throws IOException { SchemaDefinition parsed = mapper.readValue(schemaPath.toFile(), SchemaDefinition.class); - // Defensive normalization: ensure lists are non-null so downstream code doesn't - // need to defensively check for null. Convert missing collections to empty lists. java.util.List parsedMessages = parsed.messages(); java.util.List parsedEnums = parsed.enums(); - java.util.List messages = (parsedMessages == null) ? java.util.List.of() : parsedMessages; java.util.List enums = diff --git a/schema-core/src/main/java/express/mvp/myra/codec/schema/FieldDefinition.java b/schema-core/src/main/java/express/mvp/myra/codec/schema/FieldDefinition.java index 65642e2..74122fc 100644 --- a/schema-core/src/main/java/express/mvp/myra/codec/schema/FieldDefinition.java +++ b/schema-core/src/main/java/express/mvp/myra/codec/schema/FieldDefinition.java @@ -13,14 +13,14 @@ public record FieldDefinition( @JsonAlias("fixed_capacity") Integer fixedCapacity) { public FieldDefinition { if (tag < 1) { - throw new IllegalArgumentException("tag must be >= 1"); + throw new IllegalArgumentException("Tag must be greater than 0"); } // Provide defaults for missing values if (deprecationNote == null) { - deprecationNote = ""; + deprecationNote = "Deprecated field"; } if (fixedCapacity != null && fixedCapacity < 0) { - throw new IllegalArgumentException("fixedCapacity must be positive when provided"); + throw new IllegalArgumentException("Fixed capacity must be non-negative"); } } }