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ice_1774_futures_t

ice_1774_futures_t by ICE

Product Type: market_data
Region: US ,

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_1774_futures_t


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 - Trade 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".
TRADE.PRICE double Last trade price.
TRADE.SIZE int Size of an individual trade.
TRADE.COND_1 int Trade condition 1. 0 - Last eligible trade, 1 - Last ineligible trade, 2 - Block trade
PART.CODE string Participant or region code to qualify the ticker symbol.
VWAP double Volume Weighted Average Price
TRADE.DATETIME int64 Last Trade Time (UNIXTimestamp.milliseconds)
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
TRADE.COND_2 int Trade condition 2. 1 - System Priced Crack Spread Leg, 2 - System Priced Leg
TRADE.COND_3 int Trade condition 3. 1 - Trade happens at market open due to spread implied, 2 - Trade did not happen at market due to spread implied
TRADE.OFFICIAL.TIME int64 Exchange trade time.
TRADE.COND_4 int Trade condition 4. 1 - RFC Crossing Deal, 2 - Deal outside of IPL, 3 - RFC Crossing Deal outside of IPL, 4 - Deal resulting from implied order, 5 - Deal resulting from implied order outside of IPL, 6 - Trade is a system priced leg from a composite strategy, 7 - Trade is a system priced leg from a composite strategy outside of IPL, 8 - Trade is a system priced leg from a composite strategy from implied order, 9 - Trade is a system priced leg from a composite strategy from implied order
TRADE.COND_5 int Trade condition 5.
EXTENDED.TRADE.COND int Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes).
TRADE.OFFICIAL.DATE string Official exchange trade date.
RETRANSMISSION.FLAG int Indicates an update is a retransmission.
TRADE.VOL int RTS calculated cumulative trade volume. Includes possibility of being set by the official cumulative trade volume, received from exchange, some or all of the time. Exact behaviour depends on implementation of each individual exchange.
MATCH.RECEIPT.OFFICIAL.TIME int64 Match Receipt Official Time
AGGRESSOR.SIDE int Aggressor Side


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.