TradeTick

TradeTick represents one executed trade or match event from a venue. It carries the traded price, traded size, aggressor side, and venue trade identifier.

Fields

Field	Rust type	Python type	Required/default	Notes
`instrument_id`	`InstrumentId`	`InstrumentId`	Required	Instrument for the trade.
`price`	`Price`	`Price`	Required	Executed price.
`size`	`Quantity`	`Quantity`	Required	Executed quantity.
`aggressor_side`	`AggressorSide`	`AggressorSide`	Required	Buyer, seller, or no aggressor.
`trade_id`	`TradeId`	`TradeId`	Required	Venue‑assigned match ID.
`ts_event`	`UnixNanos`	`int`	Required	Event timestamp in nanoseconds.
`ts_init`	`UnixNanos`	`int`	Required	Initialization timestamp in nanoseconds.

Behavior

size must be positive.
Information-driven bars require TradeTick data because they use aggressor_side.
Trade bars use LAST price type.
trade_id should be stable for the venue event when the venue provides one.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    data::TradeTick,
    enums::AggressorSide,
    identifiers::{InstrumentId, TradeId},
    types::{Price, Quantity},
};

let trade = TradeTick::new(
    InstrumentId::from("BTCUSDT.BINANCE"),
    Price::from("65000.10"),
    Quantity::from("0.25"),
    AggressorSide::Buyer,
    TradeId::from("123456789"),
    UnixNanos::from(1_000_000_000),
    UnixNanos::from(1_000_000_100),
);

Bar covers trade-to-bar aggregation.
Information-driven bars explains aggressor-side use.
Python API Reference lists Python members.

TradeTick

Fields

Behavior

Example

Related guides

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