How to subscribe to time & sale data?

Looking for time and sale (or tick data with just last traded price and last traded volume). How do I get this?

Tick stream seems to be level1 data with bid, ask, etc. do we have last trade price and size in the tick stream?


When you make a request for the ‘Ticks’ unit, if you supply an elementSize > 1 it will combine them into bar chart data. If you ask for 1 tick you will get data like this:

  "charts": [                     // Array of packets.
      "id": 16335,            // Subscription ID, the same as historical/real-time subscription IDs from request response.
      "s": "db",              // Source of packet data.
      "td": 20210718,         // Trade date YYYYMMDD.
      "bp": 11917,            // Base price of the packet (integer number of contract tick sizes).
                              // Tick prices are calculated as relative from this one.
      "bt": 1563421179735,    // Base timestamp of the packet.
                              // Tick timestamps are calculated as relative from this value.
      "ts": 0.25,             // Tick size of the contract for which the tick chart is requested.
      "tks": [                // Array of ticks of this packet.
          "t": 0,         // Tick relative timestamp.
                          // Actual tick timestamp is + tick.t
          "p": 0,         // Tick relative price (in contract tick sizes).
                          // Actual tick price is packet.bp + tick.p
          "s": 3,         // Tick size (seems more proper name should be tick volume).
                          // Please don't confuse with contract tick size (packet.ts).
          "b": -1,        // Bid relative price (optional).
                          // Actual bid price is packet.bp + tick.b
          "a": 0,         // Ask relative price (optional).
                          // Actual ask price is packet.bp + tick.a
          "bs": 122.21,   // Bid size (optional).
          "as": 28.35,    // Ask size (optional).
          "id": 11768401  // Tick ID
    // Multiple packets are possible...
      "id": 16335,
      "eoh": true       // End of history flag.
                        // If the request time range assumes historical data,
                        // this flag indicates that historical ticks are loaded and
                        // further packets will contain real-time ticks.