24/5 US Equities Report Schema (v11)
Available Report Schemas
Choose the schema version you want to explore.
Chainlink 24/5 US Equities Data Streams adhere to the report schema outlined below.
Schema Fields
| Field | Type | Description |
|---|---|---|
feedId | bytes32 | Unique identifier for the Data Streams feed |
validFromTimestamp | uint32 | Earliest timestamp when the price is valid (seconds) |
observationsTimestamp | uint32 | Latest timestamp when the price is valid (seconds) |
nativeFee | uint192 | Cost to verify report onchain (native token) |
linkFee | uint192 | Cost to verify report onchain (LINK) |
expiresAt | uint32 | Expiration date of the report (seconds) |
mid | int192 | Liquidity-weighted mid price |
lastSeenTimestampNs | uint64 | Staleness indicator based on mid price (nanoseconds) |
bid | int192 | Median bid price |
bidVolume | int192 | Volume at bid price |
ask | int192 | Median ask price |
askVolume | int192 | Volume at ask price |
lastTradedPrice | int192 | Last traded price |
marketStatus | uint32 | Status 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 |
Market Status Values
The marketStatus field reflects the current state of the equity market:
| Value | Status | Hours (ET) | Description |
|---|---|---|---|
0 | Unknown | — | Market status cannot be determined |
1 | Pre-market | 4:00am–9:30am Mon–Fri | Extended hours before regular trading session |
2 | Regular hours | 9:30am–4:00pm Mon–Fri | Primary trading session with highest liquidity |
3 | Post-market | 4:00pm–8:00pm Mon–Fri | Extended hours after regular trading session |
4 | Overnight | 8:00pm–4:00am Sun evening–Fri morning | Overnight session with limited liquidity |
5 | Weekend | 8:00pm Fri–8:00pm Sun | Weekend period when primary markets are closed |
Users should implement appropriate safeguards based on market status, such as pausing trading, adjusting risk parameters, or implementing staleness checks during non-regular hours.
Notes
- Future 24/5 US Equities streams may use different report schemas.
lastSeenTimestampNshelps applications detect stale data, especially important during market transitions and holidays.- Market status cannot detect public holidays. See Market Hours for major holiday periods.
- Data availability and sourcing vary by session. Liquidity is typically highest during regular hours and lower during extended and overnight sessions.