{"@context":"https://schema.org","@type":"Article","headline":"Schema Updates","image":"https://massive.com/blog/content/images/2019/08/schema-changes.jpg","description":"We are updating the schemas of the TRADES and QUOTES real-time data feeds. All\nother real-time feeds, and APIs will stay as they are currently.\n\nWe are changing the schema of the trades/quotes for smaller and only unique per\ntick data attributes. This will make the messages smaller, enabling less\nbandwidth and less processing per tick for encoding/decoding the JSON.\n\nNew schema ticks will start streaming on market open, Monday, January 29th.\n\nCurrent Trade Schema:\n{\n\tsym: 'MSFT',\t\t// Symbol\n\tsym","publisher":{"@type":"Organization","name":"Massive","url":"https://massive.com/blog","logo":{"@type":"ImageObject","url":"https://massive.com$/brands/logo-massive.png"}},"url":"https://massive.com/blog/schemas-updates/","keywords":["critical","update","announcement","breaking","api","trades","quotes"],"datePublished":"2018-01-21T00:27:16.000-05:00","dateCreated":"2018-01-21T00:11:47.000-05:00","dateModified":"2019-08-09T15:11:09.000-04:00","articleBody":"

We are updating the schemas of the TRADES and QUOTES real-time data feeds. All other real-time feeds, and APIs will stay as they are currently.

We are changing the schema of the trades/quotes for smaller and only unique per tick data attributes. This will make the messages smaller, enabling less bandwidth and less processing per tick for encoding/decoding the JSON.

New schema ticks will start streaming on market open, Monday, January 29th.

Current Trade Schema:

{\n\tsym: 'MSFT',\t\t// Symbol\n\tsymT: 83,\t\t// Symbol Type\n\txT: 32, \t\t// Symbol Exchange Type\n\tx: 90, \t\t\t// Trade Exchange\n\tcT: 83, \t\t// Symbol Country Type\n\tpc: 2, \t\t\t// Price Precision ( 2 decimals )\n\tp: 58.02,\t\t// Trade Price\n\ts: 1,\t\t\t// Trade Size ( Volume )\n\tt: 1342314\t\t// Timestamp\n\tc1: 0\t\t\t// Trade Condition 1 ( optional )\n\tc2: 0\t\t\t// Trade Condition 2 ( optional )\n\tc3: 0\t\t\t// Trade Condition 3 ( optional )\n\tc4: 0\t\t\t// Trade Condition 4 ( optional )\n}\n

Updated Trade Schema

{\n\tsym: "MSFT",\t\t// Symbol\n\tx: 90,\t\t\t// Exchange ID\n\tp: 58.02,\t\t// Trade Price\n\ts: 1,\t\t\t// Trade Size ( volume )\n\tt: 1342314\t\t// Timestamp ( Unix, ms precision )\n\tc: [1,2]\t\t// Trade Conditions array\n}\n

Current Quote Schema

{\n\tsym: 'MSFT',\t\t// Symbol\n\tsymT: 83,\t\t// Symbol Type\n\tc: 0\t\t\t// Quote Condition\n\tbX: 32,\t\t\t// Bid Exchange\n\taX: 83,\t\t\t// Ask Exchange\n\tbPc: 2,\t\t\t// Bid Price Precision\n\tbP: 57.90,\t\t// Bid Price\n\taPc: 2,\t\t\t// Ask Price Precision\n\taP: 58.02,\t\t// Ask Price\n\tbS: 1,\t\t\t// Bid Size\n\taS: 1,\t\t\t// Ask Size\n\tt: 1342314\t\t// Timestamp\n}\n

Updated Quote Schema

{\n\tsym: "MSFT",\t\t// Symbol\n\tc: 0,\t\t\t// Condition, if any\n\tbx: 32,\t\t\t// Bid Exchange ID\n\tax: 83,\t\t\t// Ask Exchange ID\n\tbp: 57.90,\t\t// Bid Price\n\tap: 58.02,\t\t// Ask Price\n\tbs: 1,\t\t\t// Bid Size\n\tas: 1,\t\t\t// Ask Size\n\tt: 1342314\t\t// Timestamp ( Unix, ms precision )\n}\n

As you can see the schemas are much more concise. Almost all of the important key/values have been kept the same. Any attributes removed ( eg: symbol exchange ) can be resolved by querying the symbol from the API.

We do not expect to make changes to the schema again in the foreseeable future. We apologize for any inconvenience.

\n","author":{"@type":"Person","name":"Quinton Pike","image":{"@type":"ImageObject","url":"https://massive.com/blog/content/images/2018/01/datacenter-1.jpg"},"url":"https://massive.com/blog/author/quintonpike/"},"mainEntityOfPage":"https://massive.com/blog/schemas-updates/"}