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 | Liquidity-weighted mid price |
lastSeenTimestampNs | uint64 | Timestamp for mid price only (nanoseconds). See Notes below. |
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
- IMPORTANT:
lastSeenTimestampNsis the timestamp for themidprice field only. Do not assume this timestamp applies tobid,ask,bidVolume,askVolume, orlastTradedPrice. These fields may have different update times depending on data provider behavior and caching mechanisms. lastSeenTimestampNshelps applications detect stale data for the mid price, especially important during market transitions and holidays.- Future streams using this format may adopt different report schemas as needed.
- 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.