There is no tape for tokenized equities.
So we publish one.
Robinhood Chain has 6 venues trading the same 200+ instruments and no canonical record of what any of them printed. Ask “what did AAPL trade at?” and the honest answer today is “on which venue, adjusted how, in which session?”
- Uniswap41.0%· public AMM
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- Lighter14.0%· perps
- Arcus9.0%· perps
- RFQ5.0%· 0x · 1inch · LiFi
- Morpho3.0%· liquidations
Fragmented markets are unusable without one
In US equities the consolidated tape is the record every participant cites. It is the reason a market split across a dozen venues is tractable at all.
One canonical order
tape_sequence is monotonic across every venue. Replay the same range twice, or on two machines, and the order is identical. Without that there is no shared record to cite.
One price convention
Every print carries USD per token and USD per underlying share, with the multiplier that converts between them. Nobody has to guess which one they were handed.
One context
Session, underlying-market state, and premium at execution travel with the print. A print from a Sunday overnight session is a different regime from a Tuesday open, and the data says so.
What a print carries
Every field exists because omitting it produces a wrong answer somewhere downstream.
Pick your own certainty
Robinhood’s sequencer feed is free, public, and pushes transactions the instant they are sequenced — before block inclusion. No commercial provider on this chain resells it. We consume it, decode it, and stamp every record with where it sits.
A market maker acts on SEQUENCED. A custodian’s books wait for FINALIZED. Same stream, same schema, different tolerance.
Every sequenced message reaches a terminal state. If one never lands we emit DROPPED; if it is reorganized out, REORGED. Silence is not an acceptable outcome.
import { RobinhoodRPC } from "@robinhoodrpc/sdk"; const client = new RobinhoodRPC({ apiKey: process.env.RHRPC_KEY! }); // Backfill then live, through one stream. Reconnect with the// last cursor and delivery continues without a gap.for await (const print of client.tape.stream({ tokenSymbols: ["AAPL", "NVDA"], fromBlock: 4_200_000, // omit toBlock to tail indefinitely includeUnconfirmed: true, // include SEQUENCED})) { console.log( print.tapeSequence, print.tokenSymbol, print.venue, print.pricePerShare, print.session, print.confirmationState, );}A 24/7 chain against a 24/5 market
Chainlink's tokenized equity feeds run five days a week. The chain never stops. Prints land while the underlying market is shut — precisely when divergence is widest and price discovery is thinnest.
Every OHLCV series published on this chain today silently mixes these regimes. Ours tags each candle, flags any that crosses a boundary, and lets you exclude them with one parameter.
The delayed tape costs nothing.
Fifteen-minute delay, seven days of history, no card. This is how equities market data has always been distributed, and it works for the same reason: a tape is only canonical if people actually cite it. Real-time access, full history, gRPC and consolidated quotes are the paid tiers.
Start with the tape.
One credential covers RPC, streams, portfolio and the consolidated tape. The delayed feed is free forever.