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saad-souilmi
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us_l1_janis

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sequence
uint32
ts_event
timestamp[ns, tz=US/Eastern]
rtype
uint8
publisher_id
uint16
instrument_id
uint32
action
large_string
side
large_string
depth
uint8
price
float64
size
uint32
flags
uint8
ts_in_delta
int32
bid_px_00
float64
ask_px_00
float64
bid_sz_00
uint32
ask_sz_00
uint32
bid_ct_00
uint32
ask_ct_00
uint32
symbol
large_string
date
date32
ts_recv
timestamp[ns, tz=US/Eastern]
inv
bool
4,984,885
2018-05-01T13:30:00.168000
1
2
13
T
B
0
166.37
6
128
14,920
166.37
166.46
154
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.168000
false
4,986,830
2018-05-01T13:30:00.171000
1
2
13
A
B
0
166.37
100
130
12,973
166.37
166.46
148
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.171000
false
5,006,056
2018-05-01T13:30:00.207000
1
2
13
T
B
0
166.37
248
0
20,613
166.37
166.46
248
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.207000
false
5,006,611
2018-05-01T13:30:00.207000
1
2
13
T
N
0
166.37
100
130
15,264
166.35
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.207000
false
5,007,394
2018-05-01T13:30:00.209000
1
2
13
A
B
0
166.37
100
130
15,232
166.35
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.209000
false
5,009,030
2018-05-01T13:30:00.211000
1
2
13
T
B
0
166.37
100
128
31,950
166.37
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.211000
false
5,010,525
2018-05-01T13:30:00.214000
1
2
13
A
B
0
166.37
100
130
12,788
166.35
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.214000
false
5,021,863
2018-05-01T13:30:00.242000
1
2
13
T
B
0
166.37
100
128
19,228
166.37
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.242000
false
5,022,806
2018-05-01T13:30:00.243000
1
2
13
A
B
0
166.37
100
130
15,919
166.35
166.46
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.243000
false
5,023,387
2018-05-01T13:30:00.244000
1
2
13
A
B
0
166.37
100
130
15,758
166.37
166.46
100
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.244000
false
5,041,997
2018-05-01T13:30:00.278000
1
2
13
T
N
0
166.38
9
130
15,526
166.37
166.46
200
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.278000
false
5,076,935
2018-05-01T13:30:00.335000
1
2
13
A
A
0
166.45
100
128
14,157
166.37
166.46
200
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.335000
false
5,082,655
2018-05-01T13:30:00.345000
1
2
13
T
N
0
166.38
91
0
37,568
166.37
166.45
200
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.345000
false
5,082,656
2018-05-01T13:30:00.345000
1
2
13
T
B
0
166.37
9
128
37,568
166.37
166.45
200
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.345000
false
5,087,649
2018-05-01T13:30:00.352000
1
2
13
A
B
0
166.38
5
128
17,156
166.37
166.45
191
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.352000
false
5,096,716
2018-05-01T13:30:00.365000
1
2
13
C
B
0
166.38
5
130
10,849
166.38
166.45
5
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.365000
false
5,096,790
2018-05-01T13:30:00.365000
1
2
13
T
B
0
166.37
100
0
24,280
166.37
166.45
191
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.365000
false
5,098,112
2018-05-01T13:30:00.367000
1
2
13
A
B
0
166.37
100
130
56,115
166.37
166.45
91
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.367000
false
5,113,012
2018-05-01T13:30:00.394000
1
2
13
A
B
0
166.38
100
128
17,123
166.37
166.45
191
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.394000
false
5,114,322
2018-05-01T13:30:00.396000
1
2
13
A
B
0
166.38
200
130
12,166
166.38
166.45
100
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.396000
false
5,116,520
2018-05-01T13:30:00.400000
1
2
13
A
B
0
166.38
20
130
12,799
166.38
166.45
300
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.400000
false
5,172,827
2018-05-01T13:30:00.494000
1
2
13
T
B
0
166.38
320
0
29,218
166.38
166.45
320
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.494000
false
5,174,806
2018-05-01T13:30:00.498000
1
2
13
A
B
0
166.37
100
128
18,997
166.37
166.45
191
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.498000
false
5,182,117
2018-05-01T13:30:00.509000
1
2
13
C
B
0
166.37
100
130
11,666
166.37
166.45
291
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.509000
false
5,243,668
2018-05-01T13:30:00.611000
1
2
13
C
A
0
166.45
100
130
11,359
166.37
166.45
191
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.611000
false
5,257,405
2018-05-01T13:30:00.637000
1
2
13
T
N
0
166.35
233,264
0
93,705
166.25
166.46
195
100
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.637000
false
5,257,572
2018-05-01T13:30:00.637000
1
2
13
T
A
0
166.38
30
130
14,763
166.3
166.38
701
30
3
1
AAPL
2018-05-01
2018-05-01T13:30:00.637000
false
5,257,593
2018-05-01T13:30:00.637000
1
2
13
A
B
0
166.34
10
130
13,708
166.3
166.4
701
250
1
3
AAPL
2018-05-01
2018-05-01T13:30:00.637000
false
5,258,389
2018-05-01T13:30:00.641000
1
2
13
A
B
0
166.37
36
130
10,954
166.34
166.4
10
250
1
3
AAPL
2018-05-01
2018-05-01T13:30:00.641000
false
5,306,380
2018-05-01T13:30:00.720000
1
2
13
A
B
0
166.37
100
130
13,014
166.37
166.4
36
250
2
3
AAPL
2018-05-01
2018-05-01T13:30:00.720000
false
5,335,472
2018-05-01T13:30:00.778000
1
2
13
A
B
0
166.37
100
130
14,931
166.37
166.4
136
250
3
3
AAPL
2018-05-01
2018-05-01T13:30:00.778000
false
5,335,546
2018-05-01T13:30:00.779000
1
2
13
T
N
0
166.39
250
130
12,806
166.37
166.4
236
250
3
3
AAPL
2018-05-01
2018-05-01T13:30:00.779000
false
5,335,975
2018-05-01T13:30:00.785000
1
2
13
A
B
0
166.37
100
130
13,232
166.37
166.4
236
250
4
3
AAPL
2018-05-01
2018-05-01T13:30:00.785000
false
5,335,982
2018-05-01T13:30:00.785000
1
2
13
T
N
0
166.39
250
130
12,440
166.37
166.4
336
250
4
3
AAPL
2018-05-01
2018-05-01T13:30:00.785000
false
5,336,217
2018-05-01T13:30:00.788000
1
2
13
T
N
0
166.385
100
0
20,567
166.37
166.4
336
250
4
3
AAPL
2018-05-01
2018-05-01T13:30:00.788000
false
5,336,218
2018-05-01T13:30:00.788000
1
2
13
T
B
0
166.37
93
0
20,567
166.37
166.4
336
250
4
3
AAPL
2018-05-01
2018-05-01T13:30:00.788000
false
5,336,422
2018-05-01T13:30:00.790000
1
2
13
T
B
0
166.37
243
0
16,703
166.37
166.4
243
250
3
3
AAPL
2018-05-01
2018-05-01T13:30:00.790000
false
5,336,426
2018-05-01T13:30:00.790000
1
2
13
A
A
0
166.39
10
130
11,589
166.36
166.4
100
250
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.790000
false
5,336,678
2018-05-01T13:30:00.792000
1
2
13
T
N
0
166.37
100
130
14,303
166.36
166.39
100
10
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.792000
false
5,336,953
2018-05-01T13:30:00.794000
1
2
13
T
N
0
166.37
21
130
13,900
166.36
166.39
100
10
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.794000
false
5,338,060
2018-05-01T13:30:00.804000
1
2
13
A
B
0
166.37
100
130
12,527
166.36
166.39
100
10
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.804000
false
5,338,069
2018-05-01T13:30:00.804000
1
2
13
C
A
0
166.39
10
130
12,573
166.37
166.39
100
10
1
3
AAPL
2018-05-01
2018-05-01T13:30:00.804000
false
5,340,144
2018-05-01T13:30:00.815000
1
2
13
T
N
0
166.39
100
130
15,342
166.37
166.4
100
250
1
3
AAPL
2018-05-01
2018-05-01T13:30:00.815000
false
5,347,371
2018-05-01T13:30:00.848000
1
2
13
T
A
0
166.4
250
0
21,693
166.37
166.4
100
250
1
3
AAPL
2018-05-01
2018-05-01T13:30:00.848000
false
5,347,374
2018-05-01T13:30:00.848000
1
2
13
A
B
0
166.4
750
128
21,693
166.37
166.44
100
106
1
2
AAPL
2018-05-01
2018-05-01T13:30:00.848000
false
5,352,201
2018-05-01T13:30:00.862000
1
2
13
T
A
0
166.44
106
0
18,457
166.4
166.44
750
106
1
2
AAPL
2018-05-01
2018-05-01T13:30:00.862000
false
5,355,864
2018-05-01T13:30:00.887000
1
2
13
T
B
0
166.4
600
130
14,163
166.4
166.45
750
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:00.887000
false
5,355,870
2018-05-01T13:30:00.887000
1
2
13
T
B
0
166.4
150
0
28,367
166.4
166.45
150
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:00.887000
false
5,355,871
2018-05-01T13:30:00.887000
1
2
13
A
A
0
166.4
450
128
28,367
166.37
166.45
100
890
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.887000
false
5,356,176
2018-05-01T13:30:00.890000
1
2
13
T
B
0
166.37
100
130
13,091
166.37
166.4
100
450
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.890000
false
5,356,235
2018-05-01T13:30:00.890000
1
2
13
A
B
0
166.37
80
130
12,279
166.36
166.4
100
450
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.890000
false
5,361,900
2018-05-01T13:30:00.930000
1
2
13
A
B
0
166.37
100
130
11,865
166.37
166.4
80
450
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.930000
false
5,368,786
2018-05-01T13:30:00.981000
1
2
13
T
A
0
166.4
23
128
15,777
166.37
166.4
180
450
2
1
AAPL
2018-05-01
2018-05-01T13:30:00.981000
false
5,369,299
2018-05-01T13:30:00.986000
1
2
13
C
B
0
166.37
100
130
18,328
166.37
166.4
180
427
1
1
AAPL
2018-05-01
2018-05-01T13:30:00.986000
false
5,378,418
2018-05-01T13:30:01.035000
1
2
13
C
A
0
166.4
427
130
12,939
166.37
166.4
80
427
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.035000
false
5,382,413
2018-05-01T13:30:01.062000
1
2
13
T
B
0
166.37
80
0
15,510
166.37
166.45
80
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,414
2018-05-01T13:30:01.062000
1
2
13
A
A
0
166.38
20
130
15,510
166.36
166.45
100
890
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,431
2018-05-01T13:30:01.062000
1
2
13
T
A
0
166.37
20
130
13,682
166.36
166.38
100
20
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,440
2018-05-01T13:30:01.062000
1
2
13
A
B
0
166.36
10
130
14,049
166.36
166.45
100
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,477
2018-05-01T13:30:01.062000
1
2
13
A
B
0
166.37
100
128
15,123
166.36
166.45
110
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,482
2018-05-01T13:30:01.062000
1
2
13
A
B
0
166.37
100
130
13,883
166.37
166.45
100
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.062000
false
5,382,804
2018-05-01T13:30:01.065000
1
2
13
T
B
0
166.37
200
0
16,408
166.37
166.45
200
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.065000
false
5,382,806
2018-05-01T13:30:01.065000
1
2
13
A
A
0
166.37
100
128
16,408
166.36
166.45
110
890
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.065000
false
5,382,813
2018-05-01T13:30:01.065000
1
2
13
C
B
0
166.36
10
130
15,048
166.36
166.37
110
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.065000
false
5,383,008
2018-05-01T13:30:01.065000
1
2
13
T
A
0
166.37
100
130
14,843
166.36
166.37
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.065000
false
5,383,015
2018-05-01T13:30:01.066000
1
2
13
A
B
0
166.36
10
130
12,661
166.36
166.45
100
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.066000
false
5,383,950
2018-05-01T13:30:01.070000
1
2
13
T
B
0
166.36
100
128
14,386
166.36
166.45
110
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.070000
false
5,387,964
2018-05-01T13:30:01.096000
1
2
13
C
B
0
166.36
10
128
13,424
166.36
166.45
10
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.096000
false
5,388,022
2018-05-01T13:30:01.096000
1
2
13
A
B
0
166.36
100
130
14,570
166.35
166.45
200
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.096000
false
5,396,749
2018-05-01T13:30:01.165000
1
2
13
T
N
0
166.37
300
128
15,036
166.36
166.45
100
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.165000
false
5,398,857
2018-05-01T13:30:01.176000
1
2
13
A
A
0
166.41
50
130
13,946
166.36
166.45
100
890
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.176000
false
5,401,998
2018-05-01T13:30:01.201000
1
2
13
T
B
0
166.36
100
0
16,058
166.36
166.41
100
50
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.201000
false
5,401,999
2018-05-01T13:30:01.201000
1
2
13
T
N
0
166.36
300
0
16,058
166.35
166.41
200
50
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.201000
false
5,402,000
2018-05-01T13:30:01.201000
1
2
13
T
B
0
166.35
100
130
16,058
166.35
166.41
200
50
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.201000
false
5,402,007
2018-05-01T13:30:01.201000
1
2
13
A
A
0
166.39
10
128
17,325
166.35
166.41
100
50
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.201000
false
5,402,297
2018-05-01T13:30:01.202000
1
2
13
A
B
0
166.36
7
130
17,377
166.35
166.41
100
50
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.202000
false
5,402,298
2018-05-01T13:30:01.202000
1
2
13
A
B
0
166.36
10
130
11,467
166.36
166.41
7
50
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.202000
false
5,402,305
2018-05-01T13:30:01.202000
1
2
13
C
A
0
166.41
50
128
16,082
166.36
166.41
17
50
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.202000
false
5,403,732
2018-05-01T13:30:01.212000
1
2
13
T
B
0
166.36
17
0
22,704
166.36
166.45
17
890
2
4
AAPL
2018-05-01
2018-05-01T13:30:01.212000
false
5,403,734
2018-05-01T13:30:01.212000
1
2
13
T
B
0
166.35
100
0
22,704
166.35
166.45
100
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.212000
false
5,403,735
2018-05-01T13:30:01.212000
1
2
13
T
N
0
166.35
243
128
22,704
166.3
166.45
701
890
3
4
AAPL
2018-05-01
2018-05-01T13:30:01.212000
false
5,404,246
2018-05-01T13:30:01.216000
1
2
13
A
A
0
166.37
7
130
11,114
166.3
166.45
701
890
3
1
AAPL
2018-05-01
2018-05-01T13:30:01.216000
false
5,404,343
2018-05-01T13:30:01.217000
1
2
13
C
A
0
166.37
7
130
10,818
166.3
166.37
701
7
3
4
AAPL
2018-05-01
2018-05-01T13:30:01.217000
false
5,408,734
2018-05-01T13:30:01.246000
1
2
13
A
B
0
166.35
57
130
11,521
166.3
166.45
701
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.246000
false
5,418,896
2018-05-01T13:30:01.298000
1
2
13
A
B
0
166.37
88
128
15,672
166.35
166.45
57
890
1
4
AAPL
2018-05-01
2018-05-01T13:30:01.298000
false
5,423,385
2018-05-01T13:30:01.320000
1
2
13
A
A
0
166.45
100
130
11,534
166.37
166.45
88
890
1
5
AAPL
2018-05-01
2018-05-01T13:30:01.320000
false
5,424,571
2018-05-01T13:30:01.326000
1
2
13
A
A
0
166.45
100
128
13,715
166.37
166.45
88
990
1
6
AAPL
2018-05-01
2018-05-01T13:30:01.326000
false
5,425,432
2018-05-01T13:30:01.331000
1
2
13
T
B
0
166.37
88
0
14,943
166.37
166.45
88
1,090
1
6
AAPL
2018-05-01
2018-05-01T13:30:01.331000
false
5,425,433
2018-05-01T13:30:01.331000
1
2
13
T
N
0
166.37
12
128
14,943
166.36
166.45
400
1,090
3
6
AAPL
2018-05-01
2018-05-01T13:30:01.331000
false
5,425,455
2018-05-01T13:30:01.331000
1
2
13
A
A
0
166.41
10
130
13,343
166.36
166.45
400
1,090
3
1
AAPL
2018-05-01
2018-05-01T13:30:01.331000
false
5,427,259
2018-05-01T13:30:01.339000
1
2
13
A
B
0
166.37
200
128
12,725
166.37
166.45
10
1,090
2
6
AAPL
2018-05-01
2018-05-01T13:30:01.339000
false
5,427,273
2018-05-01T13:30:01.339000
1
2
13
T
N
0
166.44
148
130
12,175
166.37
166.45
210
1,090
2
6
AAPL
2018-05-01
2018-05-01T13:30:01.339000
false
5,431,059
2018-05-01T13:30:01.356000
1
2
13
T
N
0
166.39
100
0
19,567
166.37
166.45
210
1,090
2
6
AAPL
2018-05-01
2018-05-01T13:30:01.356000
false
5,431,060
2018-05-01T13:30:01.356000
1
2
13
T
N
0
166.38
400
128
19,567
166.37
166.45
210
1,090
2
6
AAPL
2018-05-01
2018-05-01T13:30:01.356000
false
5,441,371
2018-05-01T13:30:01.398000
1
2
13
A
A
0
166.44
100
130
12,111
166.37
166.45
210
1,090
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.398000
false
5,443,629
2018-05-01T13:30:01.407000
1
2
13
T
B
0
166.37
210
0
17,569
166.37
166.44
210
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.407000
false
5,447,070
2018-05-01T13:30:01.423000
1
2
13
A
B
0
166.37
100
130
12,645
166.36
166.44
200
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.423000
false
5,447,170
2018-05-01T13:30:01.424000
1
2
13
T
B
0
166.37
100
128
15,652
166.37
166.44
100
100
1
1
AAPL
2018-05-01
2018-05-01T13:30:01.424000
false
5,447,187
2018-05-01T13:30:01.424000
1
2
13
A
A
0
166.41
10
128
14,757
166.36
166.44
200
100
2
1
AAPL
2018-05-01
2018-05-01T13:30:01.424000
false
5,452,206
2018-05-01T13:30:01.446000
1
2
13
A
B
0
166.36
100
128
16,390
166.36
166.41
200
10
3
1
AAPL
2018-05-01
2018-05-01T13:30:01.446000
false
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