Report Schema: RWA Advanced (v11)

Chainlink Data Streams that use the RWA Advanced (v11) schema adhere to the structure outlined below.

Schema Fields

FieldTypeDescription
feedIdbytes32Unique identifier for the Data Streams feed
validFromTimestampuint32Earliest timestamp when the price is valid (seconds)
observationsTimestampuint32Latest timestamp when the price is valid (seconds)
nativeFeeuint192Cost to verify report onchain (native token)
linkFeeuint192Cost to verify report onchain (LINK)
expiresAtuint32Expiration date of the report (seconds)
midint192Liquidity-weighted mid price
lastSeenTimestampNsuint64Staleness indicator based on mid price (nanoseconds)
bidint192Median bid price
bidVolumeint192Volume at bid price
askint192Median ask price
askVolumeint192Volume at ask price
lastTradedPriceint192Last traded price
marketStatusuint32Status 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:

ValueStatusHours (ET)Description
0Unknown—Market status cannot be determined
1Pre-market4:00am–9:30am Mon–FriExtended hours before regular trading session
2Regular hours9:30am–4:00pm Mon–FriPrimary trading session with highest liquidity
3Post-market4:00pm–8:00pm Mon–FriExtended hours after regular trading session
4Overnight8:00pm–4:00am Sun evening–Fri morningOvernight session with limited liquidity
5Weekend8:00pm Fri–8:00pm SunWeekend 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 streams using this format may adopt different report schemas as needed.
  • lastSeenTimestampNs helps 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.

Get the latest Chainlink content straight to your inbox.