Equity NBBO

---

Implementation details

Class names

Model name	Parameters class	Data class
EquityNBBO	EquityNBBOQueryParams	EquityNBBOData

Import Statement

from openbb_core.provider.standard_models.equity_nbbo import (
EquityNBBOData,
EquityNBBOQueryParams,
)

---

Parameters

• standard
• polygon

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
limit	int	The number of data entries to return. Up to ten million records will be returned. Pagination occurs in groups of 50,000. Remaining limit values will always return 50,000 more records unless it is the last page. High volume tickers will require multiple max requests for a single day's NBBO records. Expect stocks, like SPY, to approach 1GB in size, per day, as a raw CSV. Splitting large requests into chunks is recommended for full-day requests of high-volume symbols.	50000	True
date	Union[date, str]	A specific date to get data for. Use bracketed the timestamp parameters to specify exact time ranges.	None	True
timestamp_lt	Union[datetime, str]	Query by datetime, less than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour.	None	True
timestamp_gt	Union[datetime, str]	Query by datetime, greater than. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour.	None	True
timestamp_lte	Union[datetime, str]	Query by datetime, less than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour.	None	True
timestamp_gte	Union[datetime, str]	Query by datetime, greater than or equal to. Either a date with the format 'YYYY-MM-DD' or a TZ-aware timestamp string, 'YYYY-MM-DDTH:M:S.000000000-04:00'. Include all nanoseconds and the 'T' between the day and hour.	None	True

---

Data

• standard
• polygon

Name	Type	Description
ask_exchange	str	The exchange ID for the ask.
ask	float	The last ask price.
ask_size	int	The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.
bid_size	int	The bid size in round lots.
bid	float	The last bid price.
bid_exchange	str	The exchange ID for the bid.

Name	Type	Description
ask_exchange	str	The exchange ID for the ask.
ask	float	The last ask price.
ask_size	int	The ask size. This represents the number of round lot orders at the given ask price. The normal round lot size is 100 shares. An ask size of 2 means there are 200 shares available to purchase at the given ask price.
bid_size	int	The bid size in round lots.
bid	float	The last bid price.
bid_exchange	str	The exchange ID for the bid.
tape	str	The exchange tape.
conditions	Union[str, List[int], List[str]]	A list of condition codes.
indicators	List[int]	A list of indicator codes.
sequence_num	int	The sequence number represents the sequence in which message events happened. These are increasing and unique per ticker symbol, but will not always be sequential (e.g., 1, 2, 6, 9, 10, 11)
participant_timestamp	datetime	The nanosecond accuracy Participant/Exchange Unix Timestamp. This is the timestamp of when the quote was actually generated at the exchange.
sip_timestamp	datetime	The nanosecond accuracy SIP Unix Timestamp. This is the timestamp of when the SIP received this quote from the exchange which produced it.
trf_timestamp	datetime	The nanosecond accuracy TRF (Trade Reporting Facility) Unix Timestamp. This is the timestamp of when the trade reporting facility received this quote.