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ice_1751_q

ice_1751_q by ICE

Category: market_data ,
Product Type: market_data
Region: US ,

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_1751_q


Group: market_data
Vendor: ICE
Data Starts at: 2021-04-26 00:00:00
Data Currently Ends at: 2021-07-14 17:45:00, contact sales for full data set.
Symbol Set: NYMEX Energy
Asset Class: Futures
Data Update Frequency: intraday

ICE New York Mercantile Exchange Energy Futures Market-By-Order - Quote Data.

All the ice_1751_* 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.
ENUM.INSTR.TYPE int64 Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
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.MESSAGE.TIMESTAMP double Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
DEPTH.KEY int64 Depth Key
TOP_BOOK_MARKER double Top of book marker.
BID.DEPTH.PRICE double Bid Side of the order book.
BID.DEPTH.SIZE double Bid Depth Size
ASK.DEPTH.PRICE double Ask Side of the order book.
ASK.DEPTH.SIZE double Ask Depth Size
ASK.DEPTH.COUNT double Ask Depth Count
BID.DEPTH.COUNT double Bid Depth Count


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.