24/5 US Equities Report Schema (v11)

Chainlink 24/5 US Equities Data Streams adhere to the report schema outlined below.

Schema Fields

FieldTypeDescription
feedIdbytes32Unique identifier for the Data Streams feed
validFromTimestampuint32Earliest timestamp when the price is valid (seconds)
observationsTimestampuint32Latest timestamp when the price is valid (seconds)
nativeFeeuint192Cost to verify report onchain (native token)
linkFeeuint192Cost to verify report onchain (LINK)
expiresAtuint32Expiration date of the report (seconds)
midint192Liquidity-weighted mid price
lastSeenTimestampNsuint64Staleness indicator based on mid price (nanoseconds)
bidint192Median bid price
bidVolumeint192Volume at bid price
askint192Median ask price
askVolumeint192Volume at ask price
lastTradedPriceint192Last traded price
marketStatusuint32Status of the real-world equity market.
Possible values:
0 (Unknown),
1 (Pre-market extended hours),
2 (Regular hours),
3 (Post-market hours),
4 (Overnight),
5 (Weekend)
More details

Notes:

  • Future 24/5 US Equities streams may use different report schemas.
  • lastSeenTimestampNs helps applications detect stale data, especially important during market transitions and holidays.
  • Market status cannot detect public holidays. See Market Hours for major holiday periods.
Market Status Values

The marketStatus field reflects the current state of the equity market:

  • 0 (Unknown) - Market status cannot be determined
  • 1 (Pre-market extended hours) - Market is in pre-market trading session
  • 2 (Regular hours) - Market is in regular trading session
  • 3 (Post-market hours) - Market is in post-market trading session
  • 4 (Overnight) - Market is closed overnight (between post-market close and next day's pre-market open)
  • 5 (Weekend) - Weekend period (Friday 20:00 ET to Sunday 20:00 ET)

Users should implement appropriate safeguards based on market status, such as pausing trading, adjusting risk parameters, or implementing staleness checks during non-regular hours.

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