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ice_1075_q

ice_1075_q by ICE

Dataset Name: ice_1075_q


Group: market_data
Vendor: ICE
Data Starts at: 2021-07-13 00:00:00
Data Currently Ends at: 2021-07-14 17:45:00, contact sales for full data set.
Symbol Set: Canadian Equities
Asset Class: Equity
Data Update Frequency: intraday

ICE 1075 - Canadian Consolidated Equities Consolidated BBO and Last Sale Service Level 1 -- Quote Data.

All the ice_1075_* files have a sequence number that identifies where in the original sequence the record occurred.

Data Contained in this Dataset

Column Type Description
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.
BID.PRICE double Bid Price
BID.SIZE double Bid Size
ASK.PRICE double Ask Price
ASK.SIZE int64 Ask Size
QUOTE.COND_1 string Quote condition 1.
BID.PART.CODE_2 string Bid Part Code 2
ASK.PART.CODE_2 string BID.PART.CODE_2
QUOTE.DATETIME double Quote Time (UNIXTimestamp.milliseconds)
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.


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.