Report Schema: RWA Advanced (v11)
Available Report Schemas
Choose the schema version you want to explore.
Chainlink Data Streams that use the RWA Advanced (v11) schema adhere to the structure 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 | DON consensus mid-price |
lastSeenTimestampNs | uint64 | Timestamp of the last update for the mid price only (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 | Market status. Mapping varies by feed; see schema docs. — Status values |
Market Status Values
The v11 schema defines six numeric values (0–5), but the values that appear on a given feed depend on its trading-hours model. Check which mapping applies to your stream before implementing logic. For full trading schedules, see Market Hours.
Standard-hours feeds
Used by APAC Equities and any v11 feed without 24/5 extended hours.
| Value | Status | Used? | Description |
|---|---|---|---|
0 | Unknown | Yes | Market status cannot be determined |
1 | N/A | No | Not mapped. Do not treat as Closed or Pre-market. |
2 | Open | Yes | Market is open during a regular trading session |
3 | N/A | No | Not mapped. Do not treat as Post-market. |
4 | N/A | No | Not mapped. Do not treat as Overnight. |
5 | Closed | Yes | Market is closed (outside trading hours, lunch breaks, closing auctions, weekends, or holidays) |
During closing auction periods and daily lunch breaks on APAC exchanges, marketStatus is 5 (Closed) even though the exchange trading day has not fully ended. See Market Hours (APAC Equities) for session schedules.
24/5 US Equities feeds
Used by 24/5 US Equities streams with extended and overnight sessions.
| Value | Status | Hours (ET) | Description |
|---|---|---|---|
0 | Unknown | N/A | 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 | Closed | N/A | Market closed (weekends, holidays, or unexpected closures; ~8:00pm Fri–8:00pm Sun ET) |
Implement appropriate safeguards based on market status — such as pausing trading, adjusting risk parameters, or adding staleness checks during non-regular or closed periods. See Best Practices for guidance.
Notes
Last Seen Timestamp
lastSeenTimestampNshelps applications detect stale data for the mid price, especially important during market transitions and holidays.- IMPORTANT: The
lastSeenTimestampNsfield reflects the timestamp of the last update for themidprice only. Do not assume this timestamp applies tobid,ask,bidVolume,askVolume, orlastTradedPrice. Different fields may have been updated at different times. - Do not use
lastSeenTimestampNs(or any other timestamp field) to determine which stream to select or to infer whether the market is open. Timestamps indicate when data was last recorded, not whether the market is currently active. Use themarketStatusfield as the authoritative signal for market availability and stream selection.
Bid/Ask Volume
For U.S. equities, there is no single consolidated order book. Instead, multiple venues each maintain their own order books. Because data providers source from different markets, the bidVolume and askVolume reported at each update come from one specific order book at a time, not an aggregate across all venues.
As a result, these volume fields should not be treated as a proxy for total market liquidity at the top of book. They are informational and not especially representative in fragmented markets like U.S. equities.
Additional Notes
- Future streams using this format may adopt different report schemas as needed.
- Data availability and sourcing vary by session. Liquidity is typically highest during regular hours and lower during extended and overnight sessions.