Our data
Quotes
The best bid and offer and their sizes, every time either changes. For stocks and equity options there is also the best price across all exchanges, with the exchange showing each side.
Ask7,729.2526
Spread 0.25
Bid7,729.0024
History
- Futures
- 16 yrs
- Futures options
- 16 yrs
- US stocks
- 12 mo
- Equity options
- 3 yrs
Schemas
mbp-1GLBX.MDP3Futures and options on futures, every book changembp-1XNAS.ITCHUS stocks, top of the Nasdaq bookcmbp-1XNAS.BASICUS stocks, best across exchangescmbp-1OPRA.PILLAREquity options, best across exchangestcbboOPRA.PILLAREquity options, the quote at each tradecbbo-1s, cbbo-1mOPRA.PILLAREquity options, once a second or minute
Fields
mbp-1
- ts_recv
- when the feed received it, UTC, to the nanosecond
- ts_event
- when the exchange stamped the event, UTC, to the nanosecond
- rtype
- record type
- publisher_id
- exchange and feed the record came from
- instrument_id
- numeric id of the contract or stock
- action
- book action: 'A' add, 'C' cancel, 'M' modify, 'T' trade, 'F' fill, 'R' clear
- side
- 'A' ask, 'B' bid, 'N' none; on a trade, the side that was hit
- depth
- book level the event changed, 0 for the top
- price
- price of the event or trade
- size
- size of the event or trade
- flags
- record flags set by the feed
- ts_in_delta
- feed latency, nanoseconds
- sequence
- feed sequence number
- bid_px_00
- bid price
- ask_px_00
- ask price
- bid_sz_00
- size resting at the bid
- ask_sz_00
- size resting at the ask
- bid_ct_00
- number of orders at the bid
- ask_ct_00
- number of orders at the ask
- symbol
- the symbol you asked for
cbbo-1m
- ts_recv
- when the feed received it, UTC, to the nanosecond
- ts_event
- when the exchange stamped the event, UTC, to the nanosecond
- rtype
- record type
- publisher_id
- exchange and feed the record came from
- instrument_id
- numeric id of the contract or stock
- side
- 'A' ask, 'B' bid, 'N' none; on a trade, the side that was hit
- price
- price of the event or trade
- size
- size of the event or trade
- flags
- record flags set by the feed
- bid_px_00
- bid price
- ask_px_00
- ask price
- bid_sz_00
- size resting at the bid
- ask_sz_00
- size resting at the ask
- bid_pb_00
- exchange showing the best bid
- ask_pb_00
- exchange showing the best ask
- symbol
- the symbol you asked for
Example data
Rows exactly as the API returned them.
| ts_recv | ts_event | rtype | publisher_id | instrument_id | action | side | depth | price | size | flags | ts_in_delta | sequence | bid_px_00 | ask_px_00 | bid_sz_00 | ask_sz_00 | bid_ct_00 | ask_ct_00 | symbol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10-22T13:30:00.001096462+00:00 | 2026-10-22T13:30:00.000013859+00:00 | 1 | 1 | 10252 | T | A | 0 | 7729 | 3 | 0 | 15179 | 44656393 | 7729 | 7729.25 | 24 | 26 | 9 | 13 | ES.v.0 |
| 2026-10-22T13:30:00.001131021+00:00 | 2026-10-22T13:30:00.000013859+00:00 | 1 | 1 | 10252 | M | B | 0 | 7729 | 15 | 128 | 16312 | 44656394 | 7729 | 7729.25 | 21 | 26 | 7 | 13 | ES.v.0 |
| 2026-10-22T13:30:00.001131021+00:00 | 2026-10-22T13:30:00.000015491+00:00 | 1 | 1 | 10252 | T | B | 0 | 7729.25 | 3 | 0 | 16312 | 44656394 | 7729 | 7729.25 | 21 | 26 | 7 | 13 | ES.v.0 |
| 2026-10-22T13:30:00.001131021+00:00 | 2026-10-22T13:30:00.000015491+00:00 | 1 | 1 | 10252 | M | A | 0 | 7729.25 | 5 | 128 | 16312 | 44656394 | 7729 | 7729.25 | 21 | 23 | 7 | 13 | ES.v.0 |
| 2026-10-22T13:30:00.001211387+00:00 | 2026-10-22T13:30:00.001106445+00:00 | 1 | 1 | 10252 | A | A | 0 | 7729.25 | 3 | 128 | 14770 | 44656396 | 7729 | 7729.25 | 21 | 26 | 7 | 14 | ES.v.0 |
| 2026-10-22T13:30:00.001238323+00:00 | 2026-10-22T13:30:00.001145151+00:00 | 1 | 1 | 10252 | A | A | 0 | 7729.25 | 1 | 128 | 11400 | 44656398 | 7729 | 7729.25 | 21 | 27 | 7 | 15 | ES.v.0 |
| 2026-10-22T13:30:00.001265970+00:00 | 2026-10-22T13:30:00.001178769+00:00 | 1 | 1 | 10252 | A | B | 0 | 7729 | 4 | 128 | 11639 | 44656399 | 7729 | 7729.25 | 25 | 27 | 8 | 15 | ES.v.0 |
| 2026-10-22T13:30:00.001326811+00:00 | 2026-10-22T13:30:00.001241703+00:00 | 1 | 1 | 10252 | A | A | 0 | 7729.25 | 1 | 128 | 14743 | 44656400 | 7729 | 7729.25 | 25 | 28 | 8 | 16 | ES.v.0 |
| ts_recv | ts_event | rtype | publisher_id | instrument_id | side | price | size | flags | bid_px_00 | ask_px_00 | bid_sz_00 | ask_sz_00 | bid_pb_00 | ask_pb_00 | symbol |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10-22T13:31:00+00:00 | null | 193 | 30 | 1409286280 | N | null | 0 | 192 | 2.39 | 2.42 | 405 | 346 | 26 | 26 | SPY 261218P00660000 |
| 2026-10-22T13:32:00+00:00 | null | 193 | 30 | 1409286280 | N | null | 0 | 192 | 2.38 | 2.41 | 407 | 419 | 26 | 26 | SPY 261218P00660000 |
| 2026-10-22T13:33:00+00:00 | 2026-10-22T13:32:45.098573145+00:00 | 193 | 30 | 1409286280 | N | 2.4 | 1 | 192 | 2.41 | 2.43 | 407 | 53 | 34 | 21 | SPY 261218P00660000 |
| 2026-10-22T13:34:00+00:00 | 2026-10-22T13:32:45.098573145+00:00 | 193 | 30 | 1409286280 | N | 2.4 | 1 | 192 | 2.36 | 2.38 | 1 | 346 | 32 | 26 | SPY 261218P00660000 |
Times are UTC to the nanosecond; a bar is stamped at its open.
Request it
import quantpad_data as qpd
h = qpd.Historical()
quotes = h.timeseries.get_range(
dataset="GLBX.MDP3", symbols="ES.v.0", stype_in="continuous",
schema="mbp-1", start="2026-10-22T13:30", end="2026-10-22T14:30",
)Or ask the agent in plain English; it writes the same call for you.