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ice_1774_futures_b

ice_1774_futures_b by ICE

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

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_1774_futures_b


Group: market_data
Vendor: ICE
Data Starts at: 2021-04-26 00:00:00
Data Currently Ends at: 2021-04-28 17:00:00, contact sales for full data set.
Symbol Set: ICE Futures U.S.
Asset Class: Futures
Data Update Frequency: intraday

ICE Futures U.S. Digital Asset Futures L1 - BBO Data.

All the ice_1774_* 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 int 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 int Per symbol time and sales record sequence number.
RNR.END.EXCH.SEQ int Similar to RNG.BEGIN.EXCH.SEQ, when supplied, specifying the last value in a range starting from "BEGIN".
BID.PRICE double Bid Price
BID.SIZE int Bid Size
BID.PART.CODE string Bid Part Code
ASK.PRICE double Ask Price
ASK.SIZE int Ask Size
ASK.PART.CODE string Ask Part Code
EXCH.MESSAGE.TIMESTAMP string 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.