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 | Reflects the timestamp of the last update for the mid price only (nanoseconds). See Notes below. |
bid | int192 | Median bid price |
bidVolume | int192 | Volume at bid price. See bid/ask volume note below. |
ask | int192 | Median ask price |
askVolume | int192 | Volume at ask price. See bid/ask volume note below. |
lastTradedPrice | int192 | Last traded price |
marketStatus | uint32 | Status of the real-world asset market. Values depend on the stream's supported hours. See Market Status Values for details. |
Market Status Values
The marketStatus field indicates the current state of the market. The possible values vary depending on the stream's supported trading hours:
Standard RWA Streams
For streams with standard market hours coverage. Unless a feed explicitly states extended hours support, it is assumed to follow this format:
| Value | Status | Description |
|---|---|---|
0 | Unknown | Market status cannot be determined |
1 | Closed | Market is closed |
2 | Open | Market is open |
24/5 US Equities Streams
For streams with 24/5 extended hours coverage (e.g., US Equities):
| Value | Status | Normal 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 or closed periods.
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.
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.
- 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.