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ice_1774_futures_h

ice_1774_futures_h by ICE

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

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

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


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.