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databento-bot/mesm5-2025-04-25.fills.log

Last active April 28, 2025 17:01
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mesm5-2025-04-25.fills.log
ts_event rtype publisher_id instrument_id action side price size channel_id order_id flags ts_in_delta sequence symbol
ts_recv
2025-04-25 13:30:00.002415517+00:00 2025-04-25 13:30:00.000435143+00:00 160 1 42003627 F A 5510.25 2 8 6863196218407 0 14070 333790855 MESM5
2025-04-25 13:30:00.002415517+00:00 2025-04-25 13:30:00.000435143+00:00 160 1 42003627 F A 5510.25 1 8 6863196218557 0 14070 333790855 MESM5
2025-04-25 13:30:00.002415517+00:00 2025-04-25 13:30:00.000435143+00:00 160 1 42003627 F A 5510.50 1 8 6863196218273 0 14070 333790855 MESM5
2025-04-25 13:30:00.002495446+00:00 2025-04-25 13:30:00.000756343+00:00 160 1 42003627 F A 5510.50 1 8 6863196218273 0 12976 333790857 MESM5
2025-04-25 13:30:00.002495446+00:00 2025-04-25 13:30:00.000756343+00:00 160 1 42003627 F A 5510.50 1 8 6863196218274 0 12976 333790857 MESM5
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2025-04-25 19:59:59.998428453+00:00 2025-04-25 19:59:59.997260773+00:00 160 1 42003627 F B 5548.50 1 8 6863237986898 0 13752 396727589 MESM5
2025-04-25 19:59:59.998723142+00:00 2025-04-25 19:59:59.997542847+00:00 160 1 42003627 F B 5548.50 7 8 6863237987374 0 13374 396727606 MESM5
2025-04-25 19:59:59.998723142+00:00 2025-04-25 19:59:59.997542847+00:00 160 1 42003627 F B 5548.50 1 8 6863237988062 0 13374 396727606 MESM5
2025-04-25 19:59:59.998723142+00:00 2025-04-25 19:59:59.997542847+00:00 160 1 42003627 F B 5548.50 1 8 6863237989165 0 13374 396727606 MESM5
2025-04-25 19:59:59.998723142+00:00 2025-04-25 19:59:59.997542847+00:00 160 1 42003627 F B 5548.50 4 8 6863237991625 0 13374 396727606 MESM5
[722851 rows x 14 columns]
Raw
mesm5-2025-04-25.trades.log
ts_event rtype publisher_id instrument_id action side price size channel_id order_id flags ts_in_delta sequence symbol
ts_recv
2025-04-25 13:30:00.002415517+00:00 2025-04-25 13:30:00.000435143+00:00 160 1 42003627 T B 5510.25 3 8 6863196218579 0 14070 333790855 MESM5
2025-04-25 13:30:00.002415517+00:00 2025-04-25 13:30:00.000435143+00:00 160 1 42003627 T B 5510.50 1 8 6863196218579 0 14070 333790855 MESM5
2025-04-25 13:30:00.002495446+00:00 2025-04-25 13:30:00.000756343+00:00 160 1 42003627 T B 5510.50 9 8 6863196218581 0 12976 333790857 MESM5
2025-04-25 13:30:00.003439084+00:00 2025-04-25 13:30:00.001256919+00:00 160 1 42003627 T A 5510.25 3 8 6863196218635 0 13519 333790869 MESM5
2025-04-25 13:30:00.003641987+00:00 2025-04-25 13:30:00.001266829+00:00 160 1 42003627 T A 5510.00 6 8 6863196218644 0 13978 333790872 MESM5
... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2025-04-25 19:59:59.989487141+00:00 2025-04-25 19:59:59.989116925+00:00 160 1 42003627 T A 5548.75 8 8 6863237991457 0 14070 396727120 MESM5
2025-04-25 19:59:59.989487141+00:00 2025-04-25 19:59:59.989116925+00:00 160 1 42003627 T A 5548.50 2 8 6863237991457 0 14070 396727120 MESM5
2025-04-25 19:59:59.991548628+00:00 2025-04-25 19:59:59.991107607+00:00 160 1 42003627 T A 5548.75 2 8 6863237991475 0 13836 396727202 MESM5
2025-04-25 19:59:59.998428453+00:00 2025-04-25 19:59:59.997260773+00:00 160 1 42003627 T A 5548.50 2 8 6863237991655 0 13752 396727589 MESM5
2025-04-25 19:59:59.998723142+00:00 2025-04-25 19:59:59.997542847+00:00 160 1 42003627 T A 5548.50 13 8 6863237991666 0 13374 396727606 MESM5
[426346 rows x 14 columns]
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