Dataset Name: ice_1774_futures_q
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 - Quote Data.
All the ice_1774_* files have a sequence number that identifies where in the original sequence the record occurred. Quote Row
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 |
| ASK.PRICE | double | Ask Price |
| ASK.SIZE | int | Ask Size |
| QUOTE.COND_1 | string | Quote condition 1. |
| PART.CODE | string | Participant or region code to qualify the ticker symbol. |
| QUOTE.DATETIME | int | Quote Time (UNIXTimestamp.milliseconds) |
| EXCH.MESSAGE.TIMESTAMP | int | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| MATCH.RECEIPT.OFFICIAL.TIME | int | Match Receipt Official Time |