These are two records from PCAP IEX:
symbol timestamp flags bid_size ask_size bid_price ask_price
3: A 2021-09-03 13:30:01.027520000 0 300 0 177.23 0.00
4: A 2021-09-03 13:30:01.189250000 0 300 133 177.23 178.00
IEX documentation clearly states: “Size is the size of the quote represented in number of shares.”
This is from Alpaca:
sym tsi ax ap an bx bp bn c z
1: A 2021-09-03 13:30:01.027520534 V 0.00 0 V 177.23 3 R A
2: A 2021-09-03 13:30:01.189250055 V 178.00 1 V 177.23 3 R A
And here is the same, but for an other symbol:
symbol timestamp flags bid_size ask_size bid_price ask_price
8: SEB 2021-09-03 13:46:59.283853000 0 1 0 4143.00 0.00
9: SEB 2021-09-03 13:46:59.283889000 0 3 0 4143.00 0.00
10: SEB 2021-09-03 13:47:43.781775000 0 3 1 4143.00 4255.00
And from Alpaca:
sym tsi ax ap an bx bp bn c z
6: SEB 2021-09-03 13:46:59.283852547 V 0.00 0 V 4143.00 1 R B
7: SEB 2021-09-03 13:46:59.283888660 V 0.00 0 V 4143.00 3 R B
8: SEB 2021-09-03 13:47:43.781774794 V 4255.00 1 V 4143.00 3 R B
Anyone can explain the logic, if there is any?