Dataset Name: ice_1774_futures_h
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 - Header 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 |
| 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. |
| 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. |
| DISPLAY.PRECISION | int | Display decimal precision gives the placeholder value that should be displayed. |
| TRADE.OPEN | int | Open |
| OPEN_INT | int | Open Interest |
| YEST.TRADE.CLOSE | int | Previous closing price, adjusted for corporate actions before the start of trading. |
| YEST.TRADE.VOL | int | Yesterday total cumulative volume. |
| SETTLE.DATE | int | Settle date last (UTC: yyyymmdd) |
| SETTLE.PRICE | int | Settlement price. |
| EXPIRATION.DATE | int | Expiration date. |
| FRONT.MONTH.CONTRACT | int | Front Month Contract |
| ENUM.INSTR.TYPE | int | Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'. |
| LOT.SIZE | int | Lot size. |
| CONTRACT.SIZE | int | Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k. |
| VARIABLE.TICK.SIZE | double | Tick size regime for use on sources that support variable tick sizes. Sent as a space-delimited array of alternate tick sizes and upper limits, with the upper limit omitted for the highest tick size band. Example: 0.001, 10, 0.005, 50, 0.01, 100, 0.05 |
| SETTLE.ALT.DATETIME | int64 | Settle Alt Datetime |
| SETTLE.ALT.PRICE | int | Settle Alt Price |