diff --git a/piker/data/marketstore.py b/piker/data/marketstore.py
index 4298eb96..c1484706 100644
--- a/piker/data/marketstore.py
+++ b/piker/data/marketstore.py
@@ -59,15 +59,25 @@ _quote_dt = [
     ('Epoch', 'i8'),
     ('Nanoseconds', 'i4'),
 
-    ('Tick', 'i4'),  # do we need this?
+    ('Tick', 'i4'),  # (-1, 0, 1) = (on bid, same, on ask)
+    # ('fill_time', 'f4'),
     ('Last', 'f4'),
     ('Bid', 'f4'),
-    ('Bsize', 'f4'),
-    ('Asize', 'f4'),
+    ('Bsize', 'i8'),
+    ('Asize', 'i8'),
     ('Ask', 'f4'),
     ('Size', 'i8'),
-    ('Volume', 'f4'),
+    ('Volume', 'i8'),
+    # ('brokerd_ts', 'i64'),
+    # ('VWAP', 'f4')
 ]
+_quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
+_tick_map = {
+    'Up': 1,
+    'Equal': 0,
+    'Down': -1,
+    None: np.nan,
+}
 
 
 def mk_tbk(keys: tuple[str, str, str]) -> str:
@@ -91,8 +101,7 @@ def quote_to_marketstore_structarray(
     '''
     if last_fill:
         # new fill bby
-        now = timestamp(last_fill, unit='s')
-
+        now = timestamp(last_fill)
     else:
         # this should get inserted upstream by the broker-client to
         # subtract from IPC latency
@@ -126,8 +135,8 @@ def timestamp(date, **kwargs) -> int:
     '''
     Return marketstore compatible 'Epoch' integer in nanoseconds
     from a date formatted str.
-    '''
 
+    '''
     return int(pd.Timestamp(date, **kwargs).value)
 
 
@@ -162,21 +171,6 @@ async def ingest_quote_stream(
                 for tick in quote.get('ticks', ()):
                     ticktype = tick.get('type', 'n/a')
 
-            # _quote_dt = [
-            #     # these two are required for as a "primary key"
-            #    ('Epoch', 'i8'),
-            #    ('Nanoseconds', 'i4'),
-            #    ('Tick', 'i4'),
-            #
-            #    ('Last', 'f4'),
-            #    ('Bid', 'f4'),
-            #    ('Bsize', 'f4'),
-            #    ('Asize', 'f4'),
-            #    ('Ask', 'f4'),
-            #    ('Size', 'i8'),
-            #    ('Volume', 'f4'),
-            # ]
-
             # techtonic tick write
             array = quote_to_marketstore_structarray({
                 'IsTrade': 1 if ticktype == 'trade' else 0,
@@ -187,46 +181,38 @@ async def ingest_quote_stream(
 
             await ms_client.write(array, _tick_tbk)
 
-            quote_cache = {
-                'size': 0,
-                'tick': 0
-            }
-            # start ingest to marketstore
-            async for quotes in feed.stream:
-                log.info(quotes)
-                for symbol, quote in quotes.items():
+            # LEGACY WRITE LOOP (using old tick dt)
+            # quote_cache = {
+            #     'size': 0,
+            #     'tick': 0
+            # }
 
-                    for tick in quote.get('ticks', ()):
-                        ticktype = tick.get('type')
-                        price = tick.get('price')
-                        size = tick.get('size')
+            # async for quotes in qstream:
+            #     log.info(quotes)
+            #     for symbol, quote in quotes.items():
 
-                        if ticktype == 'n/a' or price == -1:
-                            # okkk..
-                            continue
+            #         # remap tick strs to ints
+            #         quote['tick'] = _tick_map[quote.get('tick', 'Equal')]
 
-                        # clearing price event
-                        if ticktype == 'trade':
-                            quote_cache['volume'] = quote['volume']
-                            quote_cache['last'] = price
-                            # quote_cache['broker_ts'] = quote['broker_ts']
+            #         # check for volume update (i.e. did trades happen
+            #         # since last quote)
+            #         new_vol = quote.get('volume', None)
+            #         if new_vol is None:
+            #             log.debug(f"No fills for {symbol}")
+            #             if new_vol == quote_cache.get('volume'):
+            #                 # should never happen due to field diffing
+            #                 # on sender side
+            #                 log.error(
+            #                     f"{symbol}: got same volume as last quote?")
 
-                        # l1 book events
-                        elif ticktype in ('ask', 'asize'):
-                            quote_cache['ask'] = price
-                            quote_cache['asize'] = size
+            #         quote_cache.update(quote)
 
-                        elif ticktype in ('bid', 'bsize'):
-                            quote_cache['bid'] = price
-                            quote_cache['bsize'] = size
-
-                    a = quote_to_marketstore_structarray(
-                        quote_cache,
-                        last_fill=quote.get('broker_ts', None)
-                    )
-                    log.info(a)
-                    # breakpoint()
-                    await ms_client.write(symbol, a)
+            #         a = quote_to_marketstore_structarray(
+            #             quote,
+            #             # TODO: check this closer to the broker query api
+            #             last_fill=quote.get('fill_time', '')
+            #         )
+            #         await ms_client.write(symbol, a)
 
 
 # async def stream_quotes(