The lake¶

What data sources say: prices and bars by dataset, each dataset's entitlements, and the source priority a default read takes. This is its data dictionary at contract v24: one entry for every field of its messages a plugin meets, saying what the field is for, what a value means and does not mean, what empty means, who fills it, its bounds and the operations a write must carry it on. Each entry is anchored by its name, the name a refusal's path resolves to and a declaration names, which never changes.

Its messages are declared in meridian/v1/lake.proto. A field's entry is the same whatever carries it: a typed operation's parameters take the entries of the message they are made from.

Records¶

The messages this store keeps and answers.

Record	What it is
`Price`	a price of one kind for one subject, as one source stated it: closes, last prices, net asset values, settlement prices, bids, asks and mids, and FX rates as the price of a currency's cash instrument
`Bar`	open, high, low and close over an interval, as one source stated them
`Trade`	one trade as its source reported it, with what it may count for in the platform's words (contract v19)
`Quote`	the best bid and offer on a venue or consolidated, in force until the next (contract v19)
`Outcome`	an event contract's outcome as its venue determined it, at one stage, each stage a new version under the contract's one row key (contract v23)
`DatasetEntitlement`	a plugin instance's entitlement to a dataset, every field or some, as a deployment admin set it
`SourcePriority`	the deployment's order of datasets a default read takes for one data type and kind, with who set it

`Price`¶

meridian.v1.Price, a record.

`meta`¶

message ObservationMeta · since v18 · preview

Carries a price's envelope.

Means: its key, subject, source, times, version and sequence
Does not mean: the price
Empty: never unset
Filled: as-reported, by data
Required on: RecordPrices from v18

`kind`¶

enum PriceKind · since v18 · preview

Says which price a row is.

Means: the kind of price
Does not mean: the last trade at some hour, for a close
Empty: unspecified is refused
Filled: as-reported, by data

Value	Means
`PRICE_KIND_UNSPECIFIED`	refused
`PRICE_KIND_CLOSE`	the dataset's declared close for the business date: the official close where the venue has one, otherwise the last price of the day the dataset declares
`PRICE_KIND_LAST`	the last eligible trade's price at the valid time
`PRICE_KIND_NAV`	a fund's net asset value per share, for the business date
`PRICE_KIND_SETTLEMENT`	a contract's settlement price, for the business date
`PRICE_KIND_BID`	the best bid at the valid time, or the business date's closing bid
`PRICE_KIND_ASK`	the best ask at the valid time, or the business date's closing ask
`PRICE_KIND_MID`	the mid at the valid time, or the business date's closing mid

`price`¶

Money · since v18 · preview

Says what one unit of the subject was priced at, by this source.

Means: the source's price of one unit of the subject, in the asset it was quoted in, that asset's cash instrument named; for a currency's cash instrument, the rate to the Money's asset; for an event contract, what one contract costs in the asset it pays out in
Does not mean: a value of a position; a price converted into another asset by the data plugin; a probability; adjusted for splits or dividends unless the dataset declares it so
Empty: never; a price with no amount is refused, and one whose value failed conversion is not known, its value as reported in unconverted
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordPrices from v18

`basis`¶

enum PriceBasis · since v18 · preview

Says what one unit of a price is.

Means: per unit of the subject in the lake's 1a
Does not mean: a percent of par, a yield or a spread, which come with fixed income
Empty: unspecified is refused
Filled: as-reported, by data

Value	Means
`PRICE_BASIS_UNSPECIFIED`	refused
`PRICE_BASIS_PER_UNIT`	per unit of the subject

`Bar`¶

meridian.v1.Bar, a record.

`meta`¶

message ObservationMeta · since v18 · preview

Carries a bar's envelope; its valid time is the interval.

Means: its key, subject, source, interval, version and sequence; a daily bar names its business date
Does not mean: the bar's prices
Empty: never unset
Filled: as-reported, by data
Required on: RecordBars from v18

`open`¶

Money · since v18 · preview

Says the interval's first eligible price.

Means: the open, by the source's eligibility rules, in the same asset as the bar's other prices
Does not mean: the official open, unless the dataset declares it
Empty: never
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordBars from v18

`high`¶

Money · since v18 · preview

Says the interval's highest eligible price.

Means: the high, by the source's eligibility rules
Does not mean: a quote
Empty: never
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordBars from v18

`low`¶

Money · since v18 · preview

Says the interval's lowest eligible price.

Means: the low, by the source's eligibility rules
Does not mean: a quote
Empty: never
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordBars from v18

`close`¶

Money · since v18 · preview

Says the interval's last eligible price.

Means: the interval's last eligible price
Does not mean: the official close, which is a price of kind close
Empty: never
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordBars from v18

`volume`¶

Decimal · since v18 · preview

Says how much traded in the interval.

Means: the eligible quantity over the interval, never negative
Does not mean: notional
Empty: 0 is a value: nothing traded
Filled: as-reported, by data
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordBars from v18

`vwap`¶

Money · since v18 · preview

Says the interval's volume-weighted average price.

Means: the volume-weighted average price over the interval, in the bar's asset
Does not mean: a price of kind close
Empty: unset: the source gave none
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject

`trade_count`¶

integer · since v18 · preview

Says how many trades the interval held.

Means: trades counted in the bar
Does not mean: the volume
Empty: unset: the source gave none; 0 is a value
Filled: as-reported, by data
Unit: trades

`Trade`¶

meridian.v1.Trade, a record.

`meta`¶

message ObservationMeta · since v19 · preview

Carries a trade's envelope; valid from its event time at its venue.

Means: its key, subject, source and venue, event time, version and sequence; valid_until_ns 0 and no business date
Does not mean: the trade's price or quantity
Empty: never unset
Filled: as-reported, by data
Required on: RecordTrades from v19

`price`¶

Money · since v19 · preview

Says what one unit of the subject traded at.

Means: the trade's price per unit of the subject, in the asset it traded in, that asset's cash instrument named; for an event contract, what one contract cost in the asset it pays out in
Does not mean: a probability; a price converted into another asset by the data plugin; the trade's notional
Empty: never; a trade with no price is refused
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject
Required on: RecordTrades from v19

`quantity`¶

Decimal · since v19 · preview

Says how much traded.

Means: the quantity traded, more than zero
Does not mean: notional, or a count of contracts on another unit than the instrument's
Empty: never; zero or less is refused
Filled: as-reported, by data
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused
Required on: RecordTrades from v19

`attributes`¶

message TradeAttributes · since v19 · preview

Says what a trade may count for, and its characteristics.

Means: the platform's trade attributes, converted from the source's condition codes at the edge
Does not mean: a vendor's or a SIP's codes, which no reader needs
Empty: never unset; its eligibilities unspecified are not known
Filled: as-reported, by data

`aggressor`¶

enum Aggressor · since v19 · preview

Says which side took liquidity.

Means: the side the source says took liquidity: a venue's taker side as sent, or its maker side inverted
Does not mean: a side guessed from the price's movement; the side of anyone's order in the book
Empty: unspecified: not known
Filled: as-reported, by data

Value	Means
`AGGRESSOR_UNSPECIFIED`	not known: the source does not say
`AGGRESSOR_BUY`	the buyer took liquidity: it lifted the offer
`AGGRESSOR_SELL`	the seller took liquidity: it hit the bid

`source_sequence`¶

integer · since v19 · preview

Keeps the source's own sequence number.

Means: the number the source gave the trade in its own feed
Does not mean: the lake's sequence, which the envelope carries; a trade identifier
Empty: 0: the source gave none
Filled: as-reported, by data
Unit: the source's sequence numbers

`cancelled`¶

boolean · since v19 · preview

Says the source withdrew a trade.

Means: true in a version, under the trade's row key, saying the source withdrew it
Does not mean: a trade removed: the versions before it are kept, and an as-of read before the withdrawal answers it
Empty: false: the trade stands
Filled: as-reported, by data

`Quote`¶

meridian.v1.Quote, a record.

`meta`¶

message ObservationMeta · since v19 · preview

Carries a quote's envelope; in force from its valid time until the next.

Means: its key, subject, source and venue, time, version and sequence; no business date
Does not mean: the quote's prices
Empty: never unset
Filled: as-reported, by data
Required on: RecordQuotes from v19

`bid`¶

Money · since v19 · preview

Says the best bid.

Means: the best price a buyer offered, in the quote's asset, its cash instrument named; one asset with the ask
Does not mean: a price of kind bid, which a dataset records as a price; book depth
Empty: unset: that side is empty
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject

`ask`¶

Money · since v19 · preview

Says the best ask.

Means: the best price a seller asked, in the quote's asset, its cash instrument named; one asset with the bid
Does not mean: a price of kind ask, which a dataset records as a price; book depth
Empty: unset: that side is empty
Filled: as-reported, by data
Unit: the major unit of the asset the Money names, per one unit of the subject

`bid_quantity`¶

Decimal · since v19 · preview

Says how much is bid at the best bid.

Means: the quantity at the best bid, more than zero
Does not mean: the quantity across the book
Empty: unset: the source gave none; zero or less is refused
Filled: as-reported, by data
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`ask_quantity`¶

Decimal · since v19 · preview

Says how much is offered at the best ask.

Means: the quantity at the best ask, more than zero
Does not mean: the quantity across the book
Empty: unset: the source gave none; zero or less is refused
Filled: as-reported, by data
Unit: units of the instrument
Bounds: 0 to 18 decimal places; at most 38 significant digits; past it, refused

`characteristics`¶

repeated enum QuoteCharacteristic · since v19 · preview

Says a quote's state in the platform's words.

Means: each state the source said the quote was in
Does not mean: a vendor's code
Empty: none: firm and trading
Filled: as-reported, by data
Bounds: at most 4 items; past it, refused

Value	Means
`QUOTE_CHARACTERISTIC_UNSPECIFIED`	refused
`QUOTE_CHARACTERISTIC_INDICATIVE`	not firm: a price a participant need not trade at
`QUOTE_CHARACTERISTIC_HALTED`	trading in the subject is halted

`Outcome`¶

meridian.v1.Outcome, a record.

`meta`¶

message ObservationMeta · since v23 · preview

Carries the outcome's envelope.

Means: its row key, one per contract; its subject the contract's instrument; its valid time the determination's, an event SourceTime; no business date
Does not mean: a daily value
Empty: never unset
Filled: as-reported, by data

`determination`¶

enum OutcomeDetermination · since v23 · preview

Says what the instrument pays, as its venue determined it (the lake plan's vL1c, item 1).

Means: the instrument's own determination, so a token whose outcome is a name, not yes, reads plainly
Does not mean: the venue's word, kept as reported; or void, which no venue reports
Empty: never unspecified
Filled: as-reported, by data

Value	Means
`OUTCOME_DETERMINATION_UNSPECIFIED`	not said; refused
`OUTCOME_DETERMINATION_PAYS`	the instrument pays its full payout
`OUTCOME_DETERMINATION_PAYS_NOTHING`	the instrument pays nothing
`OUTCOME_DETERMINATION_PAYS_PART`	the instrument pays part of its payout: a scalar result, or a resolution at half

`stage`¶

enum OutcomeStage · since v23 · preview

Says the venue's stage of the determination (item 2).

Means: each change a new version under the contract's one row key, the lake's restatement pattern
Does not mean: whether holders were paid, which settled_at_ns says
Empty: never unspecified
Filled: as-reported, by data

Value	Means
`OUTCOME_STAGE_UNSPECIFIED`	not said; refused
`OUTCOME_STAGE_PROPOSED`	proposed and open to challenge
`OUTCOME_STAGE_DETERMINED`	determined by the venue; an amended determination is a new version here
`OUTCOME_STAGE_DISPUTED`	disputed, the determination challenged
`OUTCOME_STAGE_FINAL`	final

`settlement_value`¶

Money · since v23 · preview

Says what one contract settles at (item 1).

Means: Money per contract in the payout asset, always set: the full payout, nothing, or the part
Does not mean: a probability, or a price
Empty: never unset
Filled: as-reported, by data
Required on: RecordOutcomes from v23

`settled_at_ns`¶

moment · since v23 · preview

Says when the venue paid out (item 3).

Means: the payout's time, as the venue states it
Does not mean: the determination's time, which the envelope's valid time is
Empty: 0 until the venue has paid out
Filled: as-reported, by data

`determination_as_reported`¶

message AsReported · since v23 · preview

Keeps the venue's own word for the determination (item 1).

Means: as the venue reported it: yes, no, scalar, a name, Unknown/50-50
Does not mean: the determination, which says what the instrument pays
Empty: never unset
Filled: as-reported, by data

`DatasetEntitlement`¶

meridian.v1.DatasetEntitlement, a record.

`dataset`¶

identifier dataset · since v18 · preview

Names the dataset entitled.

Means: a dataset a launched instance's catalogue declares
Does not mean: a vendor's product
Empty: never empty
Filled: entered, by dashboard

`instance`¶

identifier instance · since v18 · preview

Names the plugin instance entitled.

Means: a launched instance, which may read the dataset
Does not mean: a person: entitlements per person come later
Empty: never empty
Filled: entered, by dashboard

`allowed`¶

boolean · since v18 · preview

Says whether the instance may read the dataset.

Means: true, it may; false, the entitlement withdrawn
Does not mean: a licence to keep the rows
Empty: false: withdrawn
Filled: entered, by dashboard

`fields`¶

repeated text · since v18 · preview

Narrows an entitlement to some fields.

Means: the fields by their dictionary entries; the sidecar strips the rest from every delivery and reply, naming each not entitled
Does not mean: the fields a dataset fills
Empty: none: every field
Filled: entered, by dashboard
Bounds: at most 64 items; past it, refused

`updated_by`¶

text · since v18 · preview

Names who set the entitlement.

Means: the deployment-local subject the dashboard stamped
Does not mean: an email address
Empty: never empty
Filled: stamped, by dashboard

`updated_at_ns`¶

moment · since v18 · preview

Says when it was set.

Means: when the conductor recorded the change
Does not mean: when it takes effect at the broker, which is at once
Empty: never 0
Filled: decided, by conductor
Unit: nanoseconds since the epoch

`acting_through_delegation`¶

text · since v18 · preview

Names the delegation a person acted through.

Means: the delegation's ID, as the dashboard stamped it
Does not mean: an access token
Empty: empty: set in a browser
Filled: stamped, by dashboard

`client_name`¶

text · since v18 · preview

Names the client a person acted through.

Means: the client's name, as its delegation recorded it
Does not mean: a person
Empty: empty: set in a browser
Filled: stamped, by dashboard

`note`¶

text · since v18 · preview

Says why the entitlement was set.

Means: the note kept with the change's record
Does not mean: a description of the dataset
Empty: empty where none was given at the page; never through /mcp
Filled: entered, by dashboard

`prepared_call_id`¶

text · since v20 · preview

Names the prepared change the change was made from (W6.27).

Means: the PC- ID the person's request carried, stamped beside the delegation, so the record says what prepared the change as well as who made it
Does not mean: who made it, who stays the person; or that an agent made it: a person did, from what was prepared
Empty: empty where the change was not made from a prepared change, and on every change before v20
Filled: stamped, by dashboard

`SourcePriority`¶

meridian.v1.SourcePriority, a record.

`data_type`¶

text · since v18 · preview

Names the data type a priority is for.

Means: meridian.v1.Price, meridian.v1.Bar, and from v19 meridian.v1.Trade or meridian.v1.Quote
Does not mean: a kind of price
Empty: never empty
Filled: entered, by dashboard

Changes: v19, clarified: trades and quotes take a priority too, with no kind (W10.2).

`kind`¶

enum PriceKind · since v18 · preview

Names the kind of price a priority is for.

Means: the kind
Does not mean: a basis
Empty: unspecified for bars
Filled: entered, by dashboard

Value	Means
`PRICE_KIND_UNSPECIFIED`	for bars
`PRICE_KIND_CLOSE`	closes
`PRICE_KIND_LAST`	last prices
`PRICE_KIND_NAV`	net asset values
`PRICE_KIND_SETTLEMENT`	settlement prices
`PRICE_KIND_BID`	bids
`PRICE_KIND_ASK`	asks
`PRICE_KIND_MID`	mids

`datasets`¶

repeated identifier dataset · since v18 · preview

Orders the datasets a default read takes.

Means: first to last, a dataset silent beyond its cadence passed over for the next
Does not mean: the datasets a reader is entitled to
Empty: none: no default, so a default read is answered not covered
Filled: entered, by dashboard
Bounds: at most 16 items; past it, refused

`updated_by`¶

text · since v18 · preview

Names who set the priority.

Means: the deployment-local subject the dashboard stamped
Does not mean: an email address
Empty: never empty
Filled: stamped, by dashboard

`updated_at_ns`¶

moment · since v18 · preview

Says when it was set, and guards against a stale change.

Means: when the lake journalled the change
Does not mean: a version number
Empty: never 0
Filled: decided, by lake
Unit: nanoseconds since the epoch

`acting_through_delegation`¶

text · since v18 · preview

Names the delegation a person acted through.

Means: the delegation's ID, as the dashboard stamped it
Does not mean: an access token
Empty: empty: set in a browser
Filled: stamped, by dashboard

`client_name`¶

text · since v18 · preview

Names the client a person acted through.

Means: the client's name, as its delegation recorded it
Does not mean: a person
Empty: empty: set in a browser
Filled: stamped, by dashboard

`note`¶

text · since v18 · preview

Says why the priority was set.

Means: the note kept with the change's record
Does not mean: a description of a dataset
Empty: empty where none was given at the page; never through /mcp
Filled: entered, by dashboard

`prepared_call_id`¶

text · since v20 · preview

Names the prepared change the change was made from (W6.27).

Means: the PC- ID the person's request carried, stamped beside the delegation, so the record says what prepared the change as well as who made it
Does not mean: who made it, who stays the person; or that an agent made it: a person did, from what was prepared
Empty: empty where the change was not made from a prepared change, and on every change before v20
Filled: stamped, by dashboard

`ObservationMeta`¶

meridian.v1.ObservationMeta, a message.

`row_key`¶

text · since v18 · preview

Names one observation, so recording it again changes nothing.

Means: the data plugin's identity for this observation, made from its raw record: the same key with the same values is a repeat, with different values a restatement
Does not mean: a key unique across datasets, or a trade identifier a venue would recognise
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 128 characters; past it, refused
Required on: RecordPrices from v18; RecordBars from v18; RecordTrades from v19; RecordQuotes from v19

`subjects`¶

repeated message SubjectRef · since v18 · preview

Names the entities a row is about.

Means: the deployment's own entities, each resolved through W3.1 before the row is sent: for a price, the instrument priced; for an FX rate, the currency's cash instrument
Does not mean: every entity a row mentions: a venue or a dealer is its source, not a subject
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 8 items; past it, refused
Required on: RecordPrices from v18; RecordBars from v18; RecordTrades from v19; RecordQuotes from v19

`source`¶

message Source · since v18 · preview

Says where a row came from.

Means: the writing instance and its version, the dataset, and the venue where the row is one venue's
Does not mean: the dataset's vendor or aggregator, which its catalogue declares once and every answer carries
Empty: never unset
Filled: as-reported, by data
Required on: RecordPrices from v18; RecordBars from v18; RecordTrades from v19; RecordQuotes from v19

`valid_from_ns`¶

moment · since v18 · preview

Says when a value became true.

Means: when the value became true, the event happened, or the period began, in UTC
Does not mean: when anyone learnt it, which the source's times and the recorded time say
Empty: never 0
Filled: as-reported, by data
Unit: nanoseconds since the epoch
Required on: RecordPrices from v18; RecordBars from v18; RecordTrades from v19; RecordQuotes from v19

`valid_until_ns`¶

moment · since v18 · preview

Says when a period ends.

Means: the end of the period a value covers, exclusive; a daily value's is its day's end, so a value whose end lies after a read is still forming
Does not mean: an expiry the source declared, which is a value of its own
Empty: 0: an instant, or a value in force until the next
Filled: as-reported, by data
Unit: nanoseconds since the epoch

`business_date`¶

date · since v18 · preview

Says which business day a daily value is for.

Means: a plain date, YYYY-MM-DD, in the day the dataset declares (its time zone and the minute its day ends); an invalid date is refused
Does not mean: the valid time's date in UTC, or a moment; a trade's or a quote's, which name none and are keyed by UTC instants
Empty: empty: not a daily value
Filled: as-reported, by data

Changes: v19, clarified: a trade and a quote name no business date, refused naming it (W10.4).

`source_times`¶

repeated message SourceTime · since v18 · preview

Keeps the source's own clocks beside the valid time.

Means: each timestamp the source gave, at most one of each kind
Does not mean: the lake's or the sidecar's times
Empty: none: the source gave no times of its own
Filled: as-reported, by data
Bounds: at most 6 items; past it, refused

`sent_at_ns`¶

moment · since v18 · preview

Says when the row left the data plugin's sidecar.

Means: the envelope's publication time
Does not mean: the source's time, or a time the plugin chose
Empty: 0 from a plugin: the sidecar sends it empty, and the lake records the envelope's publication time, which the sidecar stamped
Filled: stamped, by sidecar
Unit: nanoseconds since the epoch

`recorded_at_ns`¶

moment · since v18 · preview

Says when the lake committed this version.

Means: the recorded time a point-in-time read cuts at
Does not mean: when the value was true
Empty: never 0 on a row the lake answers; a plugin's value is never read
Filled: decided, by lake
Unit: nanoseconds since the epoch

`version`¶

integer · since v18 · preview

Tells a restatement from the first record.

Means: 1 for the first record of the row key, one more for each restatement
Does not mean: a count of identical repeats, which change nothing
Empty: never 0 on a row the lake answers; a plugin's value is never read
Filled: decided, by lake
Unit: versions of the row key

`sequence`¶

integer · since v18 · preview

Places a row in its dataset.

Means: the dataset partition's next number, taken in the change's own transaction, so the numbers have no holes
Does not mean: comparable across datasets
Empty: never 0 on a row the lake answers; a plugin's value is never read
Filled: decided, by lake
Unit: rows in the dataset's partition

`previous_sequence`¶

integer · since v18 · preview

Lets a reader narrowed to some subjects see a gap in its own.

Means: the sequence of the previous row of the same subject, data type and dataset
Does not mean: the previous row in the partition, which another subject's row may hold
Empty: 0: the first row of its subject, data type and dataset
Filled: decided, by lake
Unit: rows in the dataset's partition

`raw`¶

message RawRecordRef · since v18 · preview

Points to the raw record a row was converted from.

Means: the record in the writing plugin's own storage, followed only through that plugin
Does not mean: a channel to that storage
Empty: never unset on a data plugin's row
Filled: as-reported, by data
Required on: RecordPrices from v18; RecordBars from v18; RecordTrades from v19; RecordQuotes from v19

`unconverted`¶

repeated message AsReported · since v18 · preview

Carries each vendor value that failed conversion, beside the field left not known.

Means: the vendor's value as sent, its scheme naming the plugin and the field; a venue the deployment does not hold yet travels here, its venue left not known
Does not mean: a meaning: nothing past the plugin interprets it
Empty: none: every value converted
Filled: as-reported, by data
Bounds: at most 16 items; past it, refused

`closed_day`¶

message DateCheck · since v23 · preview

Flags a daily value dated on a closed day of its dataset's calendar (W10.4).

Means: v22's DateCheck: the date, each calendar with its version, the reason (weekend, holiday, outside coverage) and the holiday's name; decided by the lake, as recorded_at_ns is; a later calendar version's re-check is journalled beside the row, never a new version, and a point-in-time read shows the flag as known then
Does not mean: a refusal: the value is recorded as reported; nor a flag on a trade, a quote, an intraday row or an outcome, which name no business date
Empty: unset unless the row's business date is a closed day of its dataset's calendar, or outside its coverage; unset too where the calendar is not held
Filled: decided, by lake

`SubjectRef`¶

meridian.v1.SubjectRef, a message.

`entity_id`¶

identifier entity · since v18 · preview

Names one entity a row is about.

Means: the deployment's own ID for an entity the entity store holds: in the lake's 1a an instrument's
Does not mean: a vendor's identifier, which is resolved and never a key
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 64 characters; past it, refused

`Source`¶

meridian.v1.Source, a message.

`instance`¶

identifier instance · since v18 · preview

Names the plugin instance that recorded a row.

Means: the instance the writing sidecar serves
Does not mean: the vendor
Empty: empty from a plugin: the sidecar stamps it
Filled: stamped, by sidecar

`plugin_version`¶

text · since v18 · preview

Makes a parser's fix traceable.

Means: the writing plugin's version when it recorded the row
Does not mean: the contract version, or a version the plugin claims
Empty: empty from a plugin: the sidecar sends it empty, and the lake records the version the deployment launched the instance at
Filled: stamped, by sidecar
Bounds: at most 64 characters; past it, refused

`dataset`¶

identifier dataset · since v18 · preview

Names the dataset a row belongs to.

Means: a dataset the writing instance's catalogue declares: the instance, a colon and the dataset's key
Does not mean: a vendor's product code
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 96 characters; past it, refused
Required on: RecordPrices from v18; RecordBars from v18

`venue_id`¶

identifier venue · since v18 · preview

Names the venue an observation originated on.

Means: the venue master's ID (VEN-), resolved through W3.14; for a trade, the venue it printed on: the market centre a consolidated dataset's trade names, a FINRA print's reporting facility
Does not mean: a MIC, which is one of the venue's identifiers; the dataset's distributor
Empty: empty: not venue-specific, which is the consolidated view; a venue not yet held is not known, and its value as reported is in unconverted
Filled: as-reported, by data

Changes: v19, clarified: a trade's venue is the venue it printed on (W10.4).

`SourceTime`¶

meridian.v1.SourceTime, a message.

`kind`¶

enum SourceTimeKind · since v18 · preview

Says which of the source's clocks a timestamp is.

Means: the clock
Does not mean: a ranking of trust
Empty: unspecified is refused
Filled: as-reported, by data

Value	Means
`SOURCE_TIME_KIND_UNSPECIFIED`	refused
`SOURCE_TIME_KIND_EVENT`	when it happened at its origin
`SOURCE_TIME_KIND_CONSOLIDATED`	when a consolidator published it
`SOURCE_TIME_KIND_REPORTED`	when a reporting facility received it
`SOURCE_TIME_KIND_VENDOR_RECEIVED`	when the vendor received it
`SOURCE_TIME_KIND_PUBLISHED`	when the source released it: a close, a panel, a model

`at_ns`¶

moment · since v18 · preview

Carries one of the source's timestamps.

Means: that clock's reading, in UTC, as the source gave it
Does not mean: a time the data plugin adjusted
Empty: never 0
Filled: as-reported, by data
Unit: nanoseconds since the epoch

`DatasetRef`¶

meridian.v1.DatasetRef, a message.

`dataset`¶

identifier dataset · since v18 · preview

Names a dataset an answer includes.

Means: the dataset's ID in the deployment
Does not mean: a vendor's product
Empty: never empty
Filled: decided, by lake

`instance`¶

identifier instance · since v18 · preview

Names the instance serving a dataset.

Means: the plugin instance whose catalogue declares it
Does not mean: the vendor
Empty: never empty
Filled: decided, by lake

`vendor`¶

text · since v18 · preview

Says who originated a dataset's data.

Means: the vendor its catalogue declares
Does not mean: who distributed it
Empty: never empty
Filled: as-reported, by data

`aggregator`¶

text · since v18 · preview

Says who carried a dataset's data, when an aggregator did.

Means: the aggregator its catalogue declares
Does not mean: the vendor
Empty: empty: reached directly
Filled: as-reported, by data

`declaration`¶

message DatasetDeclaration · since v18 · preview

Carries a dataset's catalogue entry.

Means: the entry as its instance declared it
Does not mean: the deployment's licence, which is the admin's
Empty: unset in a read's answer; set in a listing of datasets and on an entitlements change
Filled: decided, by lake

`unconverted_count`¶

integer · since v18 · preview

Counts a dataset's rows whose values failed conversion, for the Data sources page.

Means: the rows the lake keeps of the dataset carrying a vendor's value as reported beside a field left not known
Does not mean: the rows refused, which are not kept
Empty: 0 where no kept row of it carries a value as reported, and in a read's answer and an entitlements change, which count nothing
Filled: derived, by lake
Unit: rows

`miss_count`¶

integer · since v18 · preview

Counts what a dataset's instance could not resolve, for the Data sources page.

Means: the identifiers and venues the dataset's instance reported missing (W3.2, W3.15), as the lake heard them
Does not mean: a want declined, or a subject not covered
Empty: 0 where its instance reported none since the lake started counting, and in a read's answer and an entitlements change
Filled: derived, by lake
Unit: misses

`closed_day_count`¶

integer · since v23 · preview

Counts a dataset's rows dated on a closed day of its calendar, for the Data sources page (W10.9).

Means: the rows the lake keeps of the dataset flagged ObservationMeta.closed_day for a weekend or a holiday
Does not mean: the rows dated outside the calendar's coverage, counted apart
Empty: 0 where no kept row of it is flagged on a closed day, and in a read's answer and an entitlements change
Filled: derived, by lake
Unit: rows

`outside_coverage_count`¶

integer · since v23 · preview

Counts a dataset's rows dated outside its calendar's coverage, apart, so a coverage lapse reads as a curation matter (W10.9).

Means: the rows flagged DATE_CHECK_REASON_OUTSIDE_COVERAGE
Does not mean: a vendor's error
Empty: 0 where no kept row of it is dated outside its calendar's coverage, and in a read's answer and an entitlements change
Filled: derived, by lake
Unit: rows

`TradeAttributes`¶

meridian.v1.TradeAttributes, a message.

`consolidated`¶

message Eligibility · since v19 · preview

Says what a trade may count for in the consolidated bar across venues.

Means: whether it may set the consolidated view's high and low, open, close and volume
Does not mean: whether it did
Empty: never unset
Filled: as-reported, by data

`market_centre`¶

message Eligibility · since v19 · preview

Says what a trade may count for in its own venue's bar.

Means: whether it may set its market centre's high and low, open, close and volume
Does not mean: whether it did
Empty: never unset
Filled: as-reported, by data

`characteristics`¶

repeated enum TradeCharacteristic · since v19 · preview

Carries what a trade's condition codes meant, in the platform's words.

Means: each characteristic the source's codes said the trade had
Does not mean: a vendor's or a SIP's code; whether the trade may set a bar's statistics, which its Eligibility says
Empty: none listed means a regular trade, unless unconverted names a code that did not convert, when the characteristics are not known
Filled: as-reported, by data
Bounds: at most 16 items; past it, refused

Value	Means
`TRADE_CHARACTERISTIC_UNSPECIFIED`	refused
`TRADE_CHARACTERISTIC_OPENING_AUCTION`	printed by the venue's opening auction
`TRADE_CHARACTERISTIC_CLOSING_AUCTION`	printed by the venue's closing auction
`TRADE_CHARACTERISTIC_OTHER_AUCTION`	printed by another auction: a reopening after a halt, an intraday auction
`TRADE_CHARACTERISTIC_ODD_LOT`	smaller than the instrument's round lot
`TRADE_CHARACTERISTIC_EXTENDED_HOURS`	outside the venue's regular session
`TRADE_CHARACTERISTIC_OUT_OF_SEQUENCE`	reported out of its time order
`TRADE_CHARACTERISTIC_LATE_REPORT`	reported later than its venue's rules require
`TRADE_CHARACTERISTIC_AVERAGE_PRICE`	priced as an average over several executions
`TRADE_CHARACTERISTIC_NON_REGULAR_SETTLEMENT`	settling other than on the regular cycle: cash, next day, seller's option
`TRADE_CHARACTERISTIC_INTERMARKET_SWEEP`	part of an order sweeping several venues at once
`TRADE_CHARACTERISTIC_DERIVATIVELY_PRICED`	priced from another instrument or a benchmark, not by the market at the time
`TRADE_CHARACTERISTIC_PRIOR_REFERENCE_PRICE`	priced at a reference price from earlier in the day
`TRADE_CHARACTERISTIC_CONTINGENT`	executed contingent on another trade
`TRADE_CHARACTERISTIC_CROSS`	a cross of two orders by one participant

`Eligibility`¶

meridian.v1.Eligibility, a message.

`high_low`¶

enum Eligible · since v19 · preview

Says whether a trade may set a bar's high and low.

Means: whether the trade may set the high and the low
Does not mean: whether it did
Empty: unspecified: not known, read as not eligible
Filled: as-reported, by data

Value	Means
`ELIGIBLE_UNSPECIFIED`	not known: a code that did not convert; a reader computing a bar reads it as not eligible, and says so
`ELIGIBLE_ELIGIBLE`	the trade may set the statistic
`ELIGIBLE_NOT_ELIGIBLE`	the trade may not set the statistic

`open`¶

enum Eligible · since v19 · preview

Says whether a trade may set a bar's open.

Means: whether the trade may set the open
Does not mean: whether it did
Empty: unspecified: not known, read as not eligible
Filled: as-reported, by data

Value	Means
`ELIGIBLE_UNSPECIFIED`	not known: a code that did not convert; a reader computing a bar reads it as not eligible, and says so
`ELIGIBLE_ELIGIBLE`	the trade may set the statistic
`ELIGIBLE_NOT_ELIGIBLE`	the trade may not set the statistic

`close`¶

enum Eligible · since v19 · preview

Says whether a trade may set a bar's close.

Means: whether the trade may set the close
Does not mean: whether it did; the official close, which is a price of kind close
Empty: unspecified: not known, read as not eligible
Filled: as-reported, by data

Value	Means
`ELIGIBLE_UNSPECIFIED`	not known: a code that did not convert; a reader computing a bar reads it as not eligible, and says so
`ELIGIBLE_ELIGIBLE`	the trade may set the statistic
`ELIGIBLE_NOT_ELIGIBLE`	the trade may not set the statistic

`volume`¶

enum Eligible · since v19 · preview

Says whether a trade counts toward a bar's volume.

Means: whether the trade's quantity may count toward the volume
Does not mean: whether it did
Empty: unspecified: not known, read as not eligible
Filled: as-reported, by data

Value	Means
`ELIGIBLE_UNSPECIFIED`	not known: a code that did not convert; a reader computing a bar reads it as not eligible, and says so
`ELIGIBLE_ELIGIBLE`	the trade may set the statistic
`ELIGIBLE_NOT_ELIGIBLE`	the trade may not set the statistic

`RecordPricesRequest`¶

meridian.v1.RecordPricesRequest, a message.

`prices`¶

repeated message Price · since v18 · preview

Carries a batch of prices.

Means: 1 to 500 prices, recorded whole or refused naming the item and field
Does not mean: a transaction across datasets: each row is recorded in its own dataset's partition
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`want_id`¶

text · since v18 · preview

Names the want a batch answers.

Means: the want's identifier as it was delivered
Does not mean: a key the plugin made
Empty: empty: recorded unasked
Filled: as-reported, by data

`RecordBarsRequest`¶

meridian.v1.RecordBarsRequest, a message.

`bars`¶

repeated message Bar · since v18 · preview

Carries a batch of bars.

Means: 1 to 500 bars, recorded whole or refused naming the item and field
Does not mean: a transaction across datasets
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`want_id`¶

text · since v18 · preview

Names the want a batch answers.

Means: the want's identifier as it was delivered
Does not mean: a key the plugin made
Empty: empty: recorded unasked
Filled: as-reported, by data

`RecordTradesRequest`¶

meridian.v1.RecordTradesRequest, a message.

`trades`¶

repeated message Trade · since v19 · preview

Carries a batch of trades.

Means: 1 to 500 trades, recorded whole or refused naming the item and field
Does not mean: a transaction across datasets: each row is recorded in its own dataset's partition
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`want_id`¶

text · since v19 · preview

Names the want a batch answers.

Means: the want's identifier as it was delivered
Does not mean: a key the plugin made
Empty: empty: recorded unasked, as a standing want's stream mostly is
Filled: as-reported, by data

`RecordQuotesRequest`¶

meridian.v1.RecordQuotesRequest, a message.

`quotes`¶

repeated message Quote · since v19 · preview

Carries a batch of quotes.

Means: 1 to 500 quotes, recorded whole or refused naming the item and field
Does not mean: a transaction across datasets
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`want_id`¶

text · since v19 · preview

Names the want a batch answers.

Means: the want's identifier as it was delivered
Does not mean: a key the plugin made
Empty: empty: recorded unasked
Filled: as-reported, by data

`RecordObservationsReply`¶

meridian.v1.RecordObservationsReply, a message.

`recorded`¶

integer · since v18 · preview

Counts the rows recorded for the first time.

Means: rows whose key the lake had not held
Does not mean: rows received
Empty: 0 when none was new
Filled: decided, by lake
Unit: rows

`restated`¶

integer · since v18 · preview

Counts the restatements.

Means: rows recorded as a new version of a key held, its values different by value
Does not mean: repeats at another scale: 764.2 and 764.20 are one value
Empty: 0 when none restated
Filled: decided, by lake
Unit: rows

`unchanged`¶

integer · since v18 · preview

Counts the repeats.

Means: rows identical to the version in force, which changed nothing
Does not mean: rows refused
Empty: 0 when none repeated
Filled: decided, by lake
Unit: rows

`watermark`¶

message Watermark · since v18 · preview

Says where the batch left its dataset.

Means: the dataset partition's sequence once the batch committed
Does not mean: a time
Empty: never unset
Filled: decided, by lake

`PricesRecordedEvent`¶

meridian.v1.PricesRecordedEvent, a message.

`price`¶

message Price · since v18 · preview

Delivers a price the lake recorded.

Means: the row as recorded, with its version and sequence
Does not mean: every price: a reader hears what it is entitled to and asked for, latest first under load per subject, dataset, kind, venue and the price's asset
Empty: never unset
Filled: decided, by lake

Changes: v19, clarified: conflated per the price's asset too (W10.5, approved 2026-10-10).

`BarsRecordedEvent`¶

meridian.v1.BarsRecordedEvent, a message.

`bar`¶

message Bar · since v18 · preview

Delivers a bar the lake recorded.

Means: the row as recorded, with its version and sequence
Does not mean: every bar
Empty: never unset
Filled: decided, by lake

`TradesRecordedEvent`¶

meridian.v1.TradesRecordedEvent, a message.

`trade`¶

message Trade · since v19 · preview

Delivers a trade the lake recorded.

Means: the row as recorded, with its version and sequence; every trade is delivered, never conflated
Does not mean: a promise of delivery: a reader too slow for them meets a loss marker and reads the trades after the watermark it last saw
Empty: never unset
Filled: decided, by lake

`QuotesRecordedEvent`¶

meridian.v1.QuotesRecordedEvent, a message.

`quote`¶

message Quote · since v19 · preview

Delivers a quote the lake recorded.

Means: the row as recorded, with its version and sequence
Does not mean: every quote: a reader hears what it is entitled to and asked for, latest first under load per subject, dataset, venue and the quote's asset
Empty: never unset
Filled: decided, by lake

`SourceChoice`¶

meridian.v1.SourceChoice, a message.

`default`¶

boolean · since v18 · preview

Asks for the deployment's priority.

Means: the datasets the deployment's priority orders for the data type and kind, with failover
Does not mean: the first dataset the reader is entitled to
Empty: false, with nothing else set, is the default too
Filled: as-reported, by reporting

`named`¶

repeated identifier dataset · since v18 · preview

Asks for named datasets.

Means: these datasets, in this order
Does not mean: datasets the reader is not entitled to, which are answered as not entitled
Empty: none: not named
Filled: as-reported, by reporting
Bounds: at most 16 items; past it, refused

`side_by_side`¶

boolean · since v18 · preview

Asks for every entitled dataset at once.

Means: each row from every dataset the reader is entitled to, each naming its own
Does not mean: a mix: no read silently mixes sources
Empty: false: one source per value
Filled: as-reported, by reporting

`Unanswered`¶

meridian.v1.Unanswered, a message.

`subject`¶

message SubjectRef · since v18 · preview

Names the subject a part of a read was not answered for.

Means: the entity asked about
Does not mean: a subject that answered
Empty: unset where the whole dataset went unanswered
Filled: decided, by lake

`dataset`¶

identifier dataset · since v18 · preview

Names the dataset that did not answer.

Means: the dataset asked, or the one a default read fell back past
Does not mean: the dataset that did answer
Empty: empty where no dataset could serve it
Filled: decided, by lake

`field`¶

text · since v18 · preview

Names the field not answered.

Means: the field by its dictionary entry, meridian.v1.Bar.vwap
Does not mean: a path into a request
Empty: empty for the whole row
Filled: decided, by lake

`reason`¶

enum UnansweredReason · since v18 · preview

Says why a part of a read was not answered.

Means: the reason
Does not mean: a failure of the read: the rest still answer
Empty: never unspecified
Filled: decided, by lake

Value	Means
`UNANSWERED_REASON_UNSPECIFIED`	never sent
`UNANSWERED_REASON_NOT_ENTITLED`	the reader is not entitled to the dataset, or the field
`UNANSWERED_REASON_NOT_COVERED`	no dataset covers the subject
`UNANSWERED_REASON_ASKED_SOURCE`	the lake asked the dataset's source for it; the reader hears the rows once recorded
`UNANSWERED_REASON_SOURCE_SILENT`	the dataset recorded nothing for the subject within its cadence
`UNANSWERED_REASON_UNRESOLVED`	the subject is not one the deployment's entities resolve
`UNANSWERED_REASON_BEYOND_HISTORY`	older than the history the dataset reaches, or the lake keeps
`UNANSWERED_REASON_NOT_KEPT`	the dataset's licence forbids keeping it, and it was served, not kept

`ListPricesRequest`¶

meridian.v1.ListPricesRequest, a message.

`subjects`¶

repeated message SubjectRef · since v18 · preview

Names the entities a read is about.

Means: 1 to 500 entities
Does not mean: vendor identifiers
Empty: never empty
Filled: as-reported, by reporting
Bounds: 1 to 500 items; past it, refused

`kinds`¶

repeated enum PriceKind · since v18 · preview

Narrows a read to some kinds of price.

Means: the kinds wanted
Does not mean: a basis
Empty: none: every kind
Filled: as-reported, by reporting

Value	Means
`PRICE_KIND_UNSPECIFIED`	never asked
`PRICE_KIND_CLOSE`	closes
`PRICE_KIND_LAST`	last prices
`PRICE_KIND_NAV`	net asset values
`PRICE_KIND_SETTLEMENT`	settlement prices
`PRICE_KIND_BID`	bids
`PRICE_KIND_ASK`	asks
`PRICE_KIND_MID`	mids

`sources`¶

message SourceChoice · since v18 · preview

Says which datasets a read is answered from.

Means: the default, named datasets, or every entitled dataset side by side
Does not mean: an entitlement
Empty: unset: the deployment's default
Filled: as-reported, by reporting

`at_ns`¶

moment · since v18 · preview

Asks for the latest in force at a valid time.

Means: the valid time; the latest is chosen per subject, dataset, kind, venue and the price's asset, so a subject priced in two assets on one venue answers both
Does not mean: a recorded time, which as_of_ns cuts
Empty: 0 with no business date and no range: the latest in force now
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

Changes: v19, clarified: the latest is chosen per the price's asset too (W10.6, approved 2026-10-10).

`business_date`¶

date · since v18 · preview

Asks for a business date's prices.

Means: a plain date, YYYY-MM-DD; an invalid date is refused
Does not mean: a moment
Empty: empty: not a read by date
Filled: as-reported, by reporting

`valid_from_ns`¶

moment · since v18 · preview

Opens a valid-time range.

Means: the range's start, inclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`valid_until_ns`¶

moment · since v18 · preview

Closes a valid-time range.

Means: the range's end, exclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`as_of_ns`¶

moment · since v18 · preview

Reads what the lake knew at a recorded time.

Means: the recorded-time cut-off: nothing recorded after it answers
Does not mean: a valid time
Empty: 0: what the lake knows now
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`page_size`¶

integer · since v18 · preview

Bounds a page.

Means: how many rows a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by reporting
Unit: rows
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v18 · preview

Asks for the next page.

Means: the previous reply's next_cursor, as given
Does not mean: a position a plugin computes
Empty: empty for the first page
Filled: as-reported, by reporting

`ListPricesReply`¶

meridian.v1.ListPricesReply, a message.

`prices`¶

repeated message Price · since v18 · preview

Carries a page of prices.

Means: the rows, each naming its dataset
Does not mean: every subject asked: unanswered says which were not
Empty: none answered
Filled: decided, by lake

`unanswered`¶

repeated message Unanswered · since v18 · preview

Says what a read could not serve, and why.

Means: each subject, dataset and field not answered, with its reason; a default read's fallback names why the datasets above it did not answer
Does not mean: a refusal of the read
Empty: none: every part answered
Filled: decided, by lake

`datasets`¶

repeated message DatasetRef · since v18 · preview

Says what each dataset in the answer is, once.

Means: each dataset with its instance, vendor and aggregator
Does not mean: the datasets the reader may read, which ListDatasets answers
Empty: none when no row answered
Filled: decided, by lake

`watermark`¶

message Watermark · since v18 · preview

Says where the read was answered.

Means: the sequence per dataset partition the read was answered at
Does not mean: a time
Empty: never unset
Filled: decided, by lake

`next_cursor`¶

text · since v18 · preview

Lets a reader ask for the next page.

Means: an opaque cursor
Does not mean: a count
Empty: empty when the read is exhausted
Filled: decided, by lake

`ListBarsRequest`¶

meridian.v1.ListBarsRequest, a message.

`subjects`¶

repeated message SubjectRef · since v18 · preview

Names the entities a read is about.

Means: 1 to 500 entities
Does not mean: vendor identifiers
Empty: never empty
Filled: as-reported, by reporting
Bounds: 1 to 500 items; past it, refused

`interval_ns`¶

integer · since v18 · preview

Narrows a read to bars of one length.

Means: the bars' length: a day's, a minute's
Does not mean: a time range
Empty: 0: every length
Filled: as-reported, by reporting
Unit: nanoseconds

`sources`¶

message SourceChoice · since v18 · preview

Says which datasets a read is answered from.

Means: the default, named datasets, or every entitled dataset side by side
Does not mean: an entitlement
Empty: unset: the deployment's default
Filled: as-reported, by reporting

`at_ns`¶

moment · since v18 · preview

Asks for the latest bar in force at a valid time.

Means: the valid time
Does not mean: a recorded time
Empty: 0 with no business date and no range: the latest in force now
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`business_date`¶

date · since v18 · preview

Asks for a business date's bars.

Means: a plain date, YYYY-MM-DD; an invalid date is refused
Does not mean: a moment
Empty: empty: not a read by date
Filled: as-reported, by reporting

`valid_from_ns`¶

moment · since v18 · preview

Opens a valid-time range.

Means: the range's start, inclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`valid_until_ns`¶

moment · since v18 · preview

Closes a valid-time range.

Means: the range's end, exclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`as_of_ns`¶

moment · since v18 · preview

Reads what the lake knew at a recorded time.

Means: the recorded-time cut-off
Does not mean: a valid time
Empty: 0: what the lake knows now
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`page_size`¶

integer · since v18 · preview

Bounds a page.

Means: how many rows a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by reporting
Unit: rows
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v18 · preview

Asks for the next page.

Means: the previous reply's next_cursor, as given
Does not mean: a position a plugin computes
Empty: empty for the first page
Filled: as-reported, by reporting

`ListBarsReply`¶

meridian.v1.ListBarsReply, a message.

`bars`¶

repeated message Bar · since v18 · preview

Carries a page of bars.

Means: the rows, each naming its dataset
Does not mean: every subject asked
Empty: none answered
Filled: decided, by lake

`unanswered`¶

repeated message Unanswered · since v18 · preview

Says what a read could not serve, and why.

Means: each subject, dataset and field not answered, with its reason
Does not mean: a refusal of the read
Empty: none: every part answered
Filled: decided, by lake

`datasets`¶

repeated message DatasetRef · since v18 · preview

Says what each dataset in the answer is, once.

Means: each dataset with its instance, vendor and aggregator
Does not mean: the datasets the reader may read
Empty: none when no row answered
Filled: decided, by lake

`watermark`¶

message Watermark · since v18 · preview

Says where the read was answered.

Means: the sequence per dataset partition the read was answered at
Does not mean: a time
Empty: never unset
Filled: decided, by lake

`next_cursor`¶

text · since v18 · preview

Lets a reader ask for the next page.

Means: an opaque cursor
Does not mean: a count
Empty: empty when the read is exhausted
Filled: decided, by lake

`ListTradesRequest`¶

meridian.v1.ListTradesRequest, a message.

`subjects`¶

repeated message SubjectRef · since v19 · preview

Names the entities a read is about.

Means: 1 to 500 entities
Does not mean: vendor identifiers
Empty: never empty
Filled: as-reported, by signal
Bounds: 1 to 500 items; past it, refused

`sources`¶

message SourceChoice · since v19 · preview

Says which datasets a read is answered from.

Means: the default, named datasets, or every entitled dataset side by side
Does not mean: an entitlement
Empty: unset: the deployment's default
Filled: as-reported, by signal

`valid_from_ns`¶

moment · since v19 · preview

Opens a valid-time range.

Means: the range's start, inclusive; the range lies within one day of each dataset as it declares its day, or is refused naming it
Does not mean: a recorded time
Empty: 0: not a range, when after_watermark is given
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`valid_until_ns`¶

moment · since v19 · preview

Closes a valid-time range.

Means: the range's end, exclusive
Does not mean: a recorded time
Empty: 0: not a range, when after_watermark is given
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`after_watermark`¶

message Watermark · since v19 · preview

Catches a reader up on the trades it lost.

Means: the watermark the reader last saw: answered the rows each dataset partition it names recorded after its sequence there, for the subjects asked, whatever their valid time, a late or out-of-sequence print included
Does not mean: a time; a range: a partition it does not name is not read
Empty: unset: a read by range
Filled: as-reported, by signal

`as_of_ns`¶

moment · since v19 · preview

Reads what the lake knew at a recorded time.

Means: the recorded-time cut-off: nothing recorded after it answers
Does not mean: a valid time
Empty: 0: what the lake knows now
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`page_size`¶

integer · since v19 · preview

Bounds a page.

Means: how many rows a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by signal
Unit: rows
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v19 · preview

Asks for the next page.

Means: the previous reply's next_cursor, as given
Does not mean: a position a plugin computes
Empty: empty for the first page
Filled: as-reported, by signal

`latest_recorded`¶

boolean · since v20 · preview

Asks, for a data plugin, the last trade its own instance recorded of each subject (W10.6).

Means: one trade per subject, dataset and venue, its own instance's rows only, with the watermark read at, so it backfills a restart's gap from the venue's history
Does not mean: the latest in force from every source, or a read any other reader may make: refused from any but a data plugin
Empty: false: a range, a watermark or a page, as before
Filled: as-reported, by data

`ListTradesReply`¶

meridian.v1.ListTradesReply, a message.

`trades`¶

repeated message Trade · since v19 · preview

Carries a page of trades.

Means: the rows, each naming its dataset
Does not mean: every subject asked: unanswered says which were not
Empty: none answered
Filled: decided, by lake

`unanswered`¶

repeated message Unanswered · since v19 · preview

Says what a read could not serve, and why.

Means: each subject, dataset and field not answered, with its reason; a default read's fallback names why the datasets above it did not answer
Does not mean: a refusal of the read
Empty: none: every part answered
Filled: decided, by lake

`datasets`¶

repeated message DatasetRef · since v19 · preview

Says what each dataset in the answer is, once.

Means: each dataset with its instance, vendor and aggregator
Does not mean: the datasets the reader may read, which ListDatasets answers
Empty: none when no row answered
Filled: decided, by lake

`watermark`¶

message Watermark · since v19 · preview

Says where the read was answered.

Means: the sequence per dataset partition the read was answered at, which a later catch-up names
Does not mean: a time
Empty: never unset
Filled: decided, by lake

`next_cursor`¶

text · since v19 · preview

Lets a reader ask for the next page.

Means: an opaque cursor
Does not mean: a count
Empty: empty when the read is exhausted
Filled: decided, by lake

`ListQuotesRequest`¶

meridian.v1.ListQuotesRequest, a message.

`subjects`¶

repeated message SubjectRef · since v19 · preview

Names the entities a read is about.

Means: 1 to 500 entities
Does not mean: vendor identifiers
Empty: never empty
Filled: as-reported, by signal
Bounds: 1 to 500 items; past it, refused

`sources`¶

message SourceChoice · since v19 · preview

Says which datasets a read is answered from.

Means: the default, named datasets, or every entitled dataset side by side
Does not mean: an entitlement
Empty: unset: the deployment's default
Filled: as-reported, by signal

`at_ns`¶

moment · since v19 · preview

Asks for the latest quote in force at a valid time.

Means: the valid time; the latest is chosen per subject, dataset, venue and the quote's asset
Does not mean: a recorded time, which as_of_ns cuts
Empty: 0 with no range: the latest in force now
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`valid_from_ns`¶

moment · since v19 · preview

Opens a valid-time range.

Means: the range's start, inclusive; the range lies within one day of each dataset as it declares its day, or is refused naming it
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`valid_until_ns`¶

moment · since v19 · preview

Closes a valid-time range.

Means: the range's end, exclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`as_of_ns`¶

moment · since v19 · preview

Reads what the lake knew at a recorded time.

Means: the recorded-time cut-off
Does not mean: a valid time
Empty: 0: what the lake knows now
Filled: as-reported, by signal
Unit: nanoseconds since the epoch

`page_size`¶

integer · since v19 · preview

Bounds a page.

Means: how many rows a page holds at most
Does not mean: a promise that a page is full
Empty: 0 is 100; past 500, answered at 500
Filled: as-reported, by signal
Unit: rows
Bounds: from 0 to 500; past it, answered at the bound

`cursor`¶

text · since v19 · preview

Asks for the next page.

Means: the previous reply's next_cursor, as given
Does not mean: a position a plugin computes
Empty: empty for the first page
Filled: as-reported, by signal

`ListQuotesReply`¶

meridian.v1.ListQuotesReply, a message.

`quotes`¶

repeated message Quote · since v19 · preview

Carries a page of quotes.

Means: the rows, each naming its dataset
Does not mean: every subject asked: unanswered says which were not
Empty: none answered
Filled: decided, by lake

`unanswered`¶

repeated message Unanswered · since v19 · preview

Says what a read could not serve, and why.

Means: each subject, dataset and field not answered, with its reason; a default read's fallback names why the datasets above it did not answer
Does not mean: a refusal of the read
Empty: none: every part answered
Filled: decided, by lake

`datasets`¶

repeated message DatasetRef · since v19 · preview

Says what each dataset in the answer is, once.

Means: each dataset with its instance, vendor and aggregator
Does not mean: the datasets the reader may read, which ListDatasets answers
Empty: none when no row answered
Filled: decided, by lake

`watermark`¶

message Watermark · since v19 · preview

Says where the read was answered.

Means: the sequence per dataset partition the read was answered at, which a later catch-up names
Does not mean: a time
Empty: never unset
Filled: decided, by lake

`next_cursor`¶

text · since v19 · preview

Lets a reader ask for the next page.

Means: an opaque cursor
Does not mean: a count
Empty: empty when the read is exhausted
Filled: decided, by lake

`ObservationsWantedEvent`¶

meridian.v1.ObservationsWantedEvent, a message.

`want_id`¶

text · since v18 · preview

Names a want.

Means: the want's identifier, which the rows recorded for it name
Does not mean: a reader's identity: readers' identical wants are one
Empty: never empty
Filled: decided, by lake

`dataset`¶

identifier dataset · since v18 · preview

Names the dataset a want is of.

Means: a dataset the hearing instance serves
Does not mean: another instance's dataset: a want is delivered to the instance serving it alone
Empty: never empty
Filled: decided, by lake

`data_type`¶

text · since v18 · preview

Names the data type wanted.

Means: the data type by its message's full name: meridian.v1.Price, meridian.v1.Bar, and from v19 meridian.v1.Trade or meridian.v1.Quote
Does not mean: a kind of price
Empty: never empty
Filled: decided, by lake

Changes: v19, clarified: a want may be of trades or quotes (W10.7).

`subjects`¶

repeated message SubjectRef · since v18 · preview

Names the entities wanted.

Means: the deployment's entities, which the data plugin resolves to its vendor's codes at the edge
Does not mean: vendor identifiers
Empty: never empty
Filled: decided, by lake
Bounds: 1 to 500 items; past it, refused

`kinds`¶

repeated enum PriceKind · since v18 · preview

Narrows a want of prices to some kinds.

Means: the kinds wanted
Does not mean: a basis
Empty: none: every kind, or not a want of prices
Filled: decided, by lake

Value	Means
`PRICE_KIND_UNSPECIFIED`	never sent
`PRICE_KIND_CLOSE`	closes
`PRICE_KIND_LAST`	last prices
`PRICE_KIND_NAV`	net asset values
`PRICE_KIND_SETTLEMENT`	settlement prices
`PRICE_KIND_BID`	bids
`PRICE_KIND_ASK`	asks
`PRICE_KIND_MID`	mids

`interval_ns`¶

integer · since v18 · preview

Names the length of the bars wanted.

Means: the bars' length
Does not mean: a time range
Empty: 0: not a want of bars
Filled: decided, by lake
Unit: nanoseconds

`business_date`¶

date · since v18 · preview

Names the business date wanted.

Means: a plain date, YYYY-MM-DD, in the dataset's declared day
Does not mean: a moment
Empty: empty: not a want by date
Filled: decided, by lake

`valid_from_ns`¶

moment · since v18 · preview

Opens the valid-time range wanted.

Means: the range's start, inclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: decided, by lake
Unit: nanoseconds since the epoch

`valid_until_ns`¶

moment · since v18 · preview

Closes the valid-time range wanted.

Means: the range's end, exclusive
Does not mean: a recorded time
Empty: 0: not a range
Filled: decided, by lake
Unit: nanoseconds since the epoch

`standing`¶

boolean · since v18 · preview

Asks the data plugin to keep subjects current.

Means: keep the subjects current until the want is withdrawn: from the vendor's stream where the dataset is streamed, by its schedule otherwise
Does not mean: a subscription a plugin holds: the lake withdraws it when no reader asks
Empty: false: fetch once
Filled: decided, by lake

Changes: v19, clarified: a streamed dataset keeps a standing want current from its vendor's stream (W10.7).

`WantWithdrawnEvent`¶

meridian.v1.WantWithdrawnEvent, a message.

`want_id`¶

text · since v18 · preview

Names the want withdrawn.

Means: a standing want no reader asked within the dataset's cadence
Does not mean: a decline
Empty: never empty
Filled: decided, by lake

`dataset`¶

identifier dataset · since v18 · preview

Names the dataset of the want withdrawn.

Means: a dataset the hearing instance serves
Does not mean: another instance's dataset
Empty: never empty
Filled: decided, by lake

`DeclineWantRequest`¶

meridian.v1.DeclineWantRequest, a message.

`want_id`¶

text · since v18 · preview

Names the want declined.

Means: the want's identifier as it was delivered
Does not mean: a key the plugin made
Empty: never empty
Filled: as-reported, by data

`subjects`¶

repeated message SubjectRef · since v18 · preview

Names the subjects declined.

Means: subjects of the want the data plugin cannot serve
Does not mean: subjects it served, which it recorded
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`reason`¶

enum UnansweredReason · since v18 · preview

Says why the data plugin cannot serve subjects of a want.

Means: not covered, source silent or beyond history, for the date or range the want asked, or the latest where it asked the latest, and no other; the readers' next answers for that date carry it
Does not mean: an error in the plugin
Empty: unspecified is refused
Filled: as-reported, by data

Value	Means
`UNANSWERED_REASON_UNSPECIFIED`	refused
`UNANSWERED_REASON_NOT_ENTITLED`	refused: entitlement is the lake's to answer
`UNANSWERED_REASON_NOT_COVERED`	the source does not cover the subjects
`UNANSWERED_REASON_ASKED_SOURCE`	refused: the lake's to answer
`UNANSWERED_REASON_SOURCE_SILENT`	the source did not answer
`UNANSWERED_REASON_UNRESOLVED`	refused: the lake's to answer
`UNANSWERED_REASON_BEYOND_HISTORY`	older than the source reaches
`UNANSWERED_REASON_NOT_KEPT`	refused: the lake's to answer

Changes: v19, clarified: a decline stands for the date asked only (W10.7, approved 2026-10-10).

`SetSourcePriorityRequest`¶

meridian.v1.SetSourcePriorityRequest, a message.

`data_type`¶

text · since v18 · preview

Names the data type a priority is for.

Means: meridian.v1.Price, meridian.v1.Bar, and from v19 meridian.v1.Trade or meridian.v1.Quote
Does not mean: a kind of price
Empty: never empty
Filled: entered, by dashboard

Changes: v19, clarified: trades and quotes take a priority too, with no kind (W10.2).

`kind`¶

enum PriceKind · since v18 · preview

Names the kind of price a priority is for.

Means: the kind
Does not mean: a basis
Empty: unspecified for bars
Filled: entered, by dashboard

Value	Means
`PRICE_KIND_UNSPECIFIED`	for bars
`PRICE_KIND_CLOSE`	closes
`PRICE_KIND_LAST`	last prices
`PRICE_KIND_NAV`	net asset values
`PRICE_KIND_SETTLEMENT`	settlement prices
`PRICE_KIND_BID`	bids
`PRICE_KIND_ASK`	asks
`PRICE_KIND_MID`	mids

`datasets`¶

repeated identifier dataset · since v18 · preview

Replaces the order whole.

Means: first to last
Does not mean: a change to one place in the order
Empty: none: clears the priority
Filled: entered, by dashboard
Bounds: at most 16 items; past it, refused

`note`¶

text · since v18 · preview

Says why.

Means: the note kept with the change's record
Does not mean: a description of a dataset
Empty: empty only at the page; through /mcp refused
Filled: entered, by dashboard

`against_updated_at_ns`¶

moment · since v18 · preview

Refuses a change made over another unseen.

Means: the priority's updated_at_ns as it was read; refused when it has changed since
Does not mean: when the change takes effect
Empty: 0 when no priority was set
Filled: entered, by dashboard
Unit: nanoseconds since the epoch

`ListSourcePrioritiesReply`¶

meridian.v1.ListSourcePrioritiesReply, a message.

`priorities`¶

repeated message SourcePriority · since v18 · preview

Lists the deployment's priorities.

Means: each with who set it and when
Does not mean: the datasets themselves
Empty: none set
Filled: decided, by lake

`ListDatasetsReply`¶

meridian.v1.ListDatasetsReply, a message.

`datasets`¶

repeated message DatasetRef · since v18 · preview

Lists the datasets a reader may read, with their catalogue entries.

Means: each with its instance, vendor, aggregator and declaration; to the dashboard, every launched dataset
Does not mean: the rows
Empty: none the reader may read
Filled: decided, by lake

`licences`¶

repeated message DatasetLicence · since v18 · preview

Says each dataset's licence.

Means: the deployment's licence of each dataset listed, as a deployment admin set it
Does not mean: a claim that a deployment meets a vendor's terms
Empty: none set: each dataset is kept and read by its catalogue's default
Filled: decided, by lake

`entitlements`¶

repeated message DatasetEntitlement · since v18 · preview

Says who may read the datasets listed.

Means: to the dashboard every entitlement; to a plugin, its own
Does not mean: another plugin's entitlement, which a plugin never reads
Empty: none
Filled: decided, by lake

`RecordOutcomesRequest`¶

meridian.v1.RecordOutcomesRequest, a message.

`outcomes`¶

repeated message Outcome · since v23 · preview

Carries a batch of outcomes (W10.4).

Means: 1 to 500 outcomes, recorded whole or refused naming the item and field; each stage of a contract's determination a new version under its one row key
Does not mean: the payout to holders, which is servicing's
Empty: never empty
Filled: as-reported, by data
Bounds: 1 to 500 items; past it, refused

`OutcomesRecordedEvent`¶

meridian.v1.OutcomesRecordedEvent, a message.

`outcome`¶

message Outcome · since v23 · preview

Delivers an outcome the lake recorded (W10.5).

Means: the row as recorded, with its version and sequence; every version is delivered, never conflated
Does not mean: a promise of delivery: a reader too slow for them meets a loss marker and reads the outcomes after the watermark it last saw
Empty: never unset
Filled: decided, by lake

`ListOutcomesRequest`¶

meridian.v1.ListOutcomesRequest, a message.

`subjects`¶

repeated message SubjectRef · since v23 · preview

Names the event contracts' instruments a read is about (W10.6).

Means: 1 to 500 entities
Does not mean: vendor identifiers
Empty: never empty
Filled: as-reported, by reporting
Bounds: 1 to 500 items; past it, refused

`after_watermark`¶

message Watermark · since v23 · preview

Catches a reader up on the outcomes it lost (W10.6).

Means: the watermark the reader last saw: answered the versions each dataset partition it names recorded after its sequence there, for the subjects asked, whatever their valid time
Does not mean: a time: a partition it does not name is not read
Empty: unset: the version in force, or as of as_of_ns
Filled: as-reported, by reporting

`as_of_ns`¶

moment · since v23 · preview

Reads what the lake knew at a recorded time (W10.6).

Means: the recorded-time cut-off: nothing recorded after it answers, so a read before a restatement answers the version in force then
Does not mean: a valid time
Empty: 0: what the lake knows now
Filled: as-reported, by reporting
Unit: nanoseconds since the epoch

`ListOutcomesReply`¶

meridian.v1.ListOutcomesReply, a message.

`outcomes`¶

repeated message Outcome · since v23 · preview

Carries the outcomes read (W10.6).

Means: the version in force of each, or as of a recorded time before a restatement, or those recorded after a watermark; each naming its dataset
Does not mean: a daily value: no business date is asked or answered
Empty: none answered
Filled: decided, by lake

`watermark`¶

message Watermark · since v23 · preview

Says where the read was answered.

Means: the sequence per dataset partition the read was answered at, which a later catch-up names
Does not mean: a time
Empty: never unset
Filled: decided, by lake

Generated from boundaries/fields.json in meridian-schema at a6a0af7, contract v24.

The lake¶

Records¶

Price¶

meta¶

kind¶

price¶

basis¶

Bar¶

meta¶

open¶

high¶

low¶

close¶

volume¶

vwap¶

trade_count¶

Trade¶

meta¶

price¶

quantity¶

attributes¶

aggressor¶

source_sequence¶

cancelled¶

Quote¶

meta¶

bid¶

ask¶

bid_quantity¶

ask_quantity¶

characteristics¶

Outcome¶

meta¶

determination¶

stage¶

settlement_value¶

settled_at_ns¶

determination_as_reported¶

DatasetEntitlement¶

dataset¶

instance¶

allowed¶

fields¶

updated_by¶

updated_at_ns¶

acting_through_delegation¶

client_name¶

note¶

prepared_call_id¶

SourcePriority¶

data_type¶

kind¶

datasets¶

updated_by¶

updated_at_ns¶

acting_through_delegation¶

client_name¶

note¶

prepared_call_id¶

ObservationMeta¶

row_key¶

subjects¶

source¶

valid_from_ns¶

valid_until_ns¶

business_date¶

source_times¶

sent_at_ns¶

recorded_at_ns¶

version¶

sequence¶

previous_sequence¶

raw¶

unconverted¶

closed_day¶

SubjectRef¶

entity_id¶

Source¶

instance¶

plugin_version¶

`Price`¶

`meta`¶

`kind`¶

`price`¶

`basis`¶

`Bar`¶

`meta`¶

`open`¶

`high`¶

`low`¶

`close`¶

`volume`¶

`vwap`¶

`trade_count`¶

`Trade`¶

`meta`¶

`price`¶

`quantity`¶

`attributes`¶

`aggressor`¶

`source_sequence`¶

`cancelled`¶

`Quote`¶

`meta`¶

`bid`¶

`ask`¶

`bid_quantity`¶

`ask_quantity`¶

`characteristics`¶

`Outcome`¶

`meta`¶

`determination`¶

`stage`¶

`settlement_value`¶

`settled_at_ns`¶

`determination_as_reported`¶

`DatasetEntitlement`¶

`dataset`¶

`instance`¶

`allowed`¶

`fields`¶

`updated_by`¶

`updated_at_ns`¶

`acting_through_delegation`¶

`client_name`¶

`note`¶

`prepared_call_id`¶

`SourcePriority`¶

`data_type`¶

`kind`¶

`datasets`¶

`updated_by`¶

`updated_at_ns`¶

`acting_through_delegation`¶

`client_name`¶

`note`¶

`prepared_call_id`¶

`ObservationMeta`¶

`row_key`¶

`subjects`¶

`source`¶

`valid_from_ns`¶

`valid_until_ns`¶

`business_date`¶

`source_times`¶

`sent_at_ns`¶

`recorded_at_ns`¶

`version`¶

`sequence`¶

`previous_sequence`¶

`raw`¶

`unconverted`¶

`closed_day`¶

`SubjectRef`¶

`entity_id`¶

`Source`¶

`instance`¶

`plugin_version`¶

`dataset`¶

`venue_id`¶