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ice_1062_q

ice_1062_q by ICE

Category: market_data ,
Product Type: market_data
Region:

Industry:

Asset Classes:
Data Frequency: Intraday

Dataset Name: ice_1062_q


Group: market_data
Vendor: ICE
Data Currently Ends at: 2021-04-13 23:55:00, contact sales for full data set.
Data Update Frequency: intraday

ICE Data Services IDD C&E ICE Exchange Forward Curves - Quote Data.

All the ice_1062_* files have a sequence number that identifies where in the original sequence the record occurred.

Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string Trading Symbol
ENUM.SRC.ID int64 Enumerated source ID. Used in conjunction with "SRC.ID".
CURRENCY.STRING string Currency Code. Used in dictated field for currency information.
ISIN string ISIN code. (Only Non North American ISINs)
SEDOL string Stock Exchange Daily Official List (SEDOL) code.
CUSIP string Committee on Uniform Security Identification Procedures (CUSIP) number.
D string Datatype filtered by CloudQuant to make sub data sets. This is the last letter of the name of the dataset. H - Header, Q - Quotes, T - Trades, etc.
TAS.SEQ int64 Per symbol time and sales record sequence number.
EXCH.SEQ string Exchange generated sequence number.
CURVE.IDENTIFIER string Unique string identifying a curve.
YIELD string Today's yield. This value indicates a percent yield. The recommended display is as a percentage. (i.e. w757 = 5.75% or .0575)
BENCHMARK.SECURITY.ID double Benchmark Security ID
Z.SPREAD int64 Z Spread
INTERPOLATED.SPREAD double Interpolated Spread
BENCHMARK.YIELD int64 Yield of the benchmark security.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
STRIKE.10C string Strike 10C
STRIKE.10P string Strike 10P
STRIKE.15C string Strike 15C
STRIKE.15P string Strike 15P
STRIKE.20C string Strike 20C
STRIKE.20P string Strike 20P
STRIKE.25C string Strike 25C
STRIKE.25P string Strike 25P
STRIKE.30C int64 Strike 30C
STRIKE.30P string Strike 30P
STRIKE.35C string Strike 35C
STRIKE.35P string Strike 35P
STRIKE.40C double Strike 40C
STRIKE.40P int64 Strike 40P
STRIKE.45C double Strike 45C
STRIKE.45P int64 Strike 45P
STRIKE.50C int64 Strike 50C
STRIKE.50P string Strike 50P
STRIKE.55C string Strike 55C
STRIKE.55P string Strike 55P
STRIKE.5C string Strike 5C
STRIKE.5P string Strike 5P
STRIKE.60C string Strike 60C
STRIKE.60P string Strike 60P
STRIKE.65C string Strike 65C
STRIKE.65P string Strike 65P
STRIKE.70C int64 Strike 70C
STRIKE.70P string Strike 70P
STRIKE.75C string Strike 75C
STRIKE.75P string Strike 75P
STRIKE.80C double Strike 80C
STRIKE.80P int64 Strike 80P
STRIKE.85C double Strike 85C
STRIKE.85P int64 Strike 85P
STRIKE.90C int64 Strike 90C
STRIKE.90P string Strike 90P
STRIKE.95C string Strike 95C
STRIKE.95P string Strike 95P
STRIKE.ATM string Strike Atm
STRIKE.ATMF string Strike Atmf
VOLATILITY.10C string Volatility 10C
VOLATILITY.10P string Volatility 10P
VOLATILITY.15C string Volatility 15C
VOLATILITY.15P string Volatility 15P
VOLATILITY.20C string Volatility 20C
VOLATILITY.20P int64 Volatility 20P
VOLATILITY.25C string Volatility 25C
VOLATILITY.25P string Volatility 25P
VOLATILITY.30C string Volatility 30C
VOLATILITY.30P double Volatility 30P
VOLATILITY.35C int64 Volatility 35C
VOLATILITY.35P double Volatility 35P
VOLATILITY.40C int64 Volatility 40C
VOLATILITY.40P int64 Volatility 40P
VOLATILITY.45C string Volatility 45C
VOLATILITY.45P string Volatility 45P
VOLATILITY.50C string Volatility 50C
VOLATILITY.50P string Volatility 50P
VOLATILITY.55C string Volatility 55C
VOLATILITY.55P string Volatility 55P
VOLATILITY.5C string Volatility 5C
VOLATILITY.5P string Volatility 5P
VOLATILITY.60C string Volatility 60C
VOLATILITY.60P int64 Volatility 60P
VOLATILITY.65C string Volatility 65C
VOLATILITY.65P string Volatility 65P
VOLATILITY.70C string Volatility 70C
VOLATILITY.70P double Volatility 70P
VOLATILITY.75C int64 Volatility 75C
VOLATILITY.75P double Volatility 75P
VOLATILITY.80C int64 Volatility 80C
VOLATILITY.80P int64 Volatility 80P
VOLATILITY.85C string Volatility 85C
VOLATILITY.85P string Volatility 85P
VOLATILITY.90C string Volatility 90C
VOLATILITY.90P string Volatility 90P
VOLATILITY.95C string Volatility 95C
VOLATILITY.95P string Volatility 95P
VOLATILITY.ATM string Volatility Atm
VOLATILITY.ATMF string Volatility Atmf
STRIKE.100C string Strike 100C
STRIKE.100P string Strike 100P
STRIKE.105C string Strike 105C
STRIKE.105P string Strike 105P
STRIKE.110C string Strike 110C
STRIKE.110P string Strike 110P
STRIKE.115C int64 Strike 115C
STRIKE.115P string Strike 115P
STRIKE.120C string Strike 120C
STRIKE.120P string Strike 120P
STRIKE.125P double Strike 125P
STRIKE.125C int64 Strike 125C
STRIKE.130C double Strike 130C
STRIKE.130P int64 Strike 130P
STRIKE.135C int64 Strike 135C
STRIKE.135P string Strike 135P
STRIKE.140C string Strike 140C
STRIKE.140P string Strike 140P
STRIKE.145C string Strike 145C
STRIKE.145P string Strike 145P
STRIKE.150C string Strike 150C
STRIKE.150P string Strike 150P
STRIKE.155C string Strike 155C
STRIKE.155P string Strike 155P
STRIKE.160C int64 Strike 160C
STRIKE.160P string Strike 160P
STRIKE.165C string Strike 165C
STRIKE.165P string Strike 165P
STRIKE.170C double Strike 170C
STRIKE.170P int64 Strike 170P
STRIKE.175C double Strike 175C
STRIKE.175P int64 Strike 175P
STRIKE.180C int64 Strike 180C
STRIKE.180P string Strike 180P
STRIKE.185C string Strike 185C
STRIKE.185P string Strike 185P
STRIKE.190C int64 Strike 190C
STRIKE.190P double Strike 190P
STRIKE.195C int64 Strike 195C
STRIKE.195P int64 Strike 195P
STRIKE.200C string Strike 200C
STRIKE.200P string Strike 200P
VOLATILITY.100C string Volatility 100C
VOLATILITY.100P string Volatility 100P
VOLATILITY.105C string Volatility 105C
VOLATILITY.105P string Volatility 105P
VOLATILITY.110C string Volatility 110C
VOLATILITY.110P string Volatility 110P
VOLATILITY.115C string Volatility 115C
VOLATILITY.115P string Volatility 115P
VOLATILITY.120C string Volatility 120C
VOLATILITY.120P string Volatility 120P
VOLATILITY.125C string Volatility 125C
VOLATILITY.125P string Volatility 125P
VOLATILITY.130C string Volatility 130C
VOLATILITY.130P string Volatility 130P
VOLATILITY.135C string Volatility 135C
VOLATILITY.135P string Volatility 135P
VOLATILITY.140C string Volatility 140C
VOLATILITY.140P string Volatility 140P
VOLATILITY.145C string Volatility 145C
VOLATILITY.145P string Volatility 145P
VOLATILITY.150C string Volatility 150C
VOLATILITY.150P string Volatility 150P
VOLATILITY.155C string Volatility 155C
VOLATILITY.155P string Volatility 155P
VOLATILITY.160C string Volatility 160C
VOLATILITY.160P string Volatility 160P
VOLATILITY.165C string Volatility 165C
VOLATILITY.165P string Volatility 165P
VOLATILITY.170C string Volatility 170C
VOLATILITY.170P string Volatility 170P
VOLATILITY.175C string Volatility 175C
VOLATILITY.175P string Volatility 175P
VOLATILITY.180C string Volatility 180C
VOLATILITY.180P string Volatility 180P
VOLATILITY.185C string Volatility 185C
VOLATILITY.185P string Volatility 185P
VOLATILITY.190C string Volatility 190C
VOLATILITY.190P string Volatility 190P
VOLATILITY.195C string Volatility 195C
VOLATILITY.195P string Volatility 195P
VOLATILITY.200C string Volatility 200C
VOLATILITY.200P string Volatility 200P
VOLATILITY.5 string Volatility 5
VOLATILITY.10 string Volatility 10
VOLATILITY.15 string Volatility 15
VOLATILITY.20 string Volatility 20
VOLATILITY.25 string Volatility 25
VOLATILITY.30 string Volatility 30
VOLATILITY.35 string Volatility 35
VOLATILITY.40 string Volatility 40
VOLATILITY.45 string Volatility 45
VOLATILITY.50 string Volatility 50
VOLATILITY.55 string Volatility 55
VOLATILITY.60 string Volatility 60
VOLATILITY.65 string Volatility 65
VOLATILITY.70 string Volatility 70
VOLATILITY.75 string Volatility 75
VOLATILITY.80 string Volatility 80
VOLATILITY.85 string Volatility 85
VOLATILITY.90 string Volatility 90
VOLATILITY.95 string Volatility 95
VOLATILITY.100 string Volatility 100
VOLATILITY.105 string Volatility 105
VOLATILITY.110 string Volatility 110
VOLATILITY.115 string Volatility 115
VOLATILITY.120 string Volatility 120
VOLATILITY.125 string Volatility 125
VOLATILITY.130 string Volatility 130
VOLATILITY.135 string Volatility 135
VOLATILITY.140 string Volatility 140
VOLATILITY.145 string Volatility 145
VOLATILITY.150 string Volatility 150
VOLATILITY.155 string Volatility 155
VOLATILITY.160 string Volatility 160
VOLATILITY.165 string Volatility 165
VOLATILITY.170 string Volatility 170
VOLATILITY.175 string Volatility 175
VOLATILITY.180 string Volatility 180
VOLATILITY.185 string Volatility 185
VOLATILITY.190 string Volatility 190
VOLATILITY.195 string Volatility 195
VOLATILITY.200 string Volatility 200


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.