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ice_311_coreref_asrd

ice_311_coreref_asrd by ICE

Category: market_data ,
Product Type: market_data
Region: APAC , Korea ,

Industry:

Asset Classes:
Data Frequency: Intraday

Dataset Name: ice_311_coreref_asrd


Group: market_data
Vendor: ICE
Data Starts at: 2021-10-11 00:00:00
Data Currently Ends at: 2021-10-21 18:00:00, contact sales for full data set.
Symbol Set: Korean - Konex
Data Update Frequency: intraday

ICE DataVault Core Refence Asset Specific Reference Data for Korea Exchange Securities B - Konex Level 1

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
ASRD string Asset Specific Reference Data
ENUM.SRC.ID int64 Enumerated source ID. Used in conjunction with "SRC.ID".
PRODUCT.ROOT string The primary Product Root code for a series of futures or options, presented in RTS Symbology format.
PRODUCT.ROOT_2 string The 2nd root symbol used to form Inderactive Data Trading Solutions' exchange ticker format.
PRODUCT.ROOT_3 string The 3rd root symbol used to form Interactive Data Trading Solutions' exchange ticker format.
EXCH.PRODUCT.ROOT string The primary Product Root code for a series of futures or options, presented in the sources exchange's format.
EXCH.PRODUCT.ROOT_2 string Alternative product code, as provided by the exchange (if applicable).
EXCH.PRODUCT.ROOT_3 string Alternative product code (tetriary), as provided by the exchange (if applicable).
CLEARING.CODE.ROOT string The code used to identify an instrument in a clearing system, post trade.
EXCH.PRODUCT.CODE string The primary product coot code for a series of futures or options. Exchange provided.
SYMBOL.EXCH.TICKER.REFERENCE.SESSION_1 string Reference to the RTS Symbol which represents Session 1 trading. Only used for venues which seperate trading over multiple sessions.
SYMBOL.EXCH.TICKER.REFERENCE.SESSION_2 string Reference to the RTS Symbol which represents Session 2 trading. Only used for venues which seperate trading over multiple sessions.
FIRST.TRADING.DATE string The first day when trading is allowed to occur for an instrument. Not the date of the actual trade. Format: YYYYMMDD
TS.FIRST.TRADING.DATE string TS.FIRST.TRADING.DATE
LAST.TRADING.DATE string The last day when trading is allowed to occur for an instrument. Not the date of the last actual trade. Format: YYYYMMDD
TS.LAST.TRADING.DATE string TS.LAST.TRADING.DATE
EXPIRATION.DATE string Expiration date.
SYMBOL.TICKER.REFERENCE.COMPOSITE string Reference to the RTS symbol which represents Composite of multiple Session trading. Only used for venues which seperate trading over multiple sessions.
SYMBOL.TICKER.REFERENCE.SESSION_1 string Reference to the Exchange Ticker Symbol which represents Session 1 trading. Only used for venues which seperate trading over multiple sessions.
SYMBOL.TICKER.REFERENCE.SESSION_2 string Reference to the Exchange Ticker Symbol which represents Session 2 trading. Only used for venues which seperate trading over multiple sessions.
SETTLEMENT.CURRENCY string Currency in which trades are settled.
ENUM.SRC.UNDERLYING.ID string Enumerated source underlying ID. Used in conjunction with CTF field 'ENUM.INSTR.TYPE'.
SYMBOL.UNDERLYING.TICKER string Symbol Underlying Ticker
SYMBOL.UNDERLYING.EXCH.TICKER string The RTS Source/Symbol of the underlying securities for a contract. When there is more than one deliverable, RTS Source/Symbols will be listed space delimited.
LOCAL.UNDERLYING.CODE string LOCAL.CODE contains security identification (ISIN, CUSIP, ...) from a Registration Authority that applies on this exchange. LOCAL.UNDERLYING.CODE contains such identification of the underlying security for derivative securities.
UNDERLYING.SOURCE.INSTRUMENT.CODE string A numeric code used by exchanges to optimize their storage and transmission of content. Used by exchanges when it is cheaper to store and transmit an integer indentifier than a string. Sometimes referred to as a Security Index.
TRADABLE.FUTURE string Indicates if the instrument is a tradable future.
CONTRACT.VERSION string Indicates the version or series number of an equity linked derivatives contract, usually following a corporate action.
LOCAL.CONTRACT.VERSION string Exchange supplied version number indicating how many times the terms of the contract have been updated due to corporate actions on the underlying instrument. Required for uniqueness on some exchanges.
STRIKE.PRICE string Strike price.
STRIKE.DISPLAY.PRECISION string Maximum number of decimal points or fractional representation for the strike price.
STRIKE.DIVISOR string Strike price divisor.
STRIKE.FRACTIONAL.IND string STRIKE.FRACTIONAL.IND
STRIKE.MIN.TICK string Strike Price Minimum Tick Size
OPTION.EXPIRY.TYPE string Expiry type of an instrument (option, warrant, etc.).
PUT.CALL.IND string Instrument Put/Call Indicator. P - Put, C - Call, B - Both (special warrant case)
CASH.COMPONENT string Cash component.
ENUM.EXPIRATION.CYCLE string Derivative expiration cycle (daily, weekly, monthly, etc.). 2 = Weekly, 4 = Quarterly, 14 = Bi-weekly
EXER.DATE.EARLIEST string Earliest date when the security can be exercised.
EXER.WARRANT.PRICE string Warrant exercise price.
FLEX.INDICATOR string Indicates if the contract supports flexible expires.
EXER.STYLE string Exercise Style. 0 - European, 1 - American. Note: This token is a real-time token and not a BCR token. This token will be replaced in the future with token 3921.
EXERCISE.TYPE string Exercise type of an option. Deprecated field - use OPTION.EXPIRY.TYPE.
STRATEGY.LEG.COUNT string Number of legs in a spread.
STRATEGY.LEG.PRICES string Space-delimited list of prices for the legs of a strategy, if the strategy definition incldues legs with a fixed price. Prices appear in the same order as the leg symbols in STRATEGY.LEGS.
STRATEGY.LEG.SIDES string Space-delimited list of B (Buy) or S (Sell) indicating whether each leg is bought or sold when buying a spread. The sides should appear in the same order as the leg symbols in STRATEGY.LEGS.
STRATEGY.LEG.TYPES string Strategy Leg Type
STRATEGY.LEGS string Space-delimited list of PlusFeed symbols for the legs of a strategy.
STRATEGY.RATIO string Space-delimited list of ratios for the legs of a strategy.
ACCRUED.INTEREST.STYLE string Interest accrued in the current coupon period.
BENCHMARK.REF.INDEX string Benchmark Reference Index
BENCHMARK.SECURITY.ID string Benchmark Security ID
BOND.SENIORITY string Senority of the bond. Identify the type of bond: 1 - SNDB, 2 - MZZD, 3 - SBOD, 4 - JUND
CONVERSION.RATIO string The number of shares received at the time of conversion for each convertible security.
COUPON.DATE string Coupon record date. (format: yyyymmdd)
COUPON.RATE string Coupon Rate
COUPON.VALUE string Cash value of a coupon payment, per unit / nominal unit of the security.
CURVE.IDENTIFIER string Unique string identifying a curve.
ISSUE.DATE string Issue date (format: yyyymmdd)
MATURITY.DATE string Maturity date.
PURCHASE.RE.DATE string Re-purchase date (format: yyyymmdd)
RATE.TYPE string RATE.TYPE
REDEMPTION.DATE string Date when the security is due to be redeemed by its issuer.
ISSUER.SIGN string Issuer sign.
CURRENCY.LIST string A space delimited of currencies in an FX pair.


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.