Dataset Name: ice_311_premref_tr
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
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 |
| TR | string | Trading Reference Data |
| ENUM.SRC.ID | int64 | Enumerated source ID. Used in conjunction with "SRC.ID". |
| VARIABLE.TICK.SIZE | string | 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 |
| VARIABLE.TICK.SIZE_ALT | double | Alternate variable tick size table when instruments have more than 1 tick ladder. A space-delimited array of alternate tick sizes and upper limites, with the upper limit omitted for the highest tick size band. Example: 0.001, 10, 0.005, 50, 0.01, 100, 0.0 |
| LOT.SIZE | double | Lot size. |
| ODD.LOT.SIZE | double | Odd Lot size. |
| BLOCK.LOT.SIZE | double | Block lot size. |
| BLOCK.TRADE.CRITERIA.SIZE | double | Block trade criteria size. |
| VARIABLE.LOT.SIZE | double | Indicates the minimum number of shares or contracts that can be purchased or sold within a specific price range. Space-delimited array of lot sizes and upper limites. |
| MIN.ORDER.SIZE | double | Minimum order size. |
| MIN.TRADE.SIZE | double | Minimum trade size. |
| MIN.BLOCK.TRADE.SIZE | double | Minimum size required for a block trade. |
| LOT.INCREMENT | double | The resulting number of lots per trading quantity increment. |
| MAX.TRADE.SIZE | double | Maximum trade size. |
| CROSS.MAX.QTY | double | Used to specify the maximum size of a Cross/BTF order for an instrument in conjunction with CROSS.REF.SPREAD. |
| CONTRACT.SIZE | double | Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k. |
| BLOCK.QUANTITY.INCREMENT | double | Off-exchange quantity increment. |
| BLOCK.TRADE.CRITERIA.VALUE | double | Used to calculate the Weight Average Spread. |
| ICEBERG.ORDER.MIN.EXECUTABLE.SIZE | double | Volume Deliveries Orders minimum execution quantity. |
| MAX.ORDER.SIZE | double | Maximum order size. |
| CONTRACT.UNITS | string | Contract unit description. Used in conjunction with CTF field 'ENUM.CONTRACT.UNITS'. |
| ENUM.CONTRACT.UNITS | int64 | Contract units (trading units). Used in conjunction with CTF field 'CONTRACT.UNITS'. |
| CONTRACT.SIZE.LOCAL | double | Alternative, local version of the Contract Size for an instrument. Typically used with the scale of the Contract Size used in an exchange's trading systems differs from the Contract Size in public contract specifications. |
| ENUM.CONTRACT.UNITS.LOCAL | double | Enumeration field for CTF 4068. Alternative, local version of the Contract Units for an instrument. Typically used with the scale of the Contract Units used in an exchange's trading system differs from the Contract Units in public contract specification. |
| MULTIPLIER | double | Option Multiplier is the factor at which the option premium and option strike price is multiplied. |
| LIQUIDITY.PROVIDER | double | Liquidity provider flag indicating if the instrument has a liquidity provider ("1") or not ("0"). |
| RFQ.ANONYMITY | double | Indicates the allowed RFQ attribution model, and whether RFQs will be posted with anonymous or named attribution. Either; 0 - Undefined, 1 - Named, 2 - Anonymous, 3 - Named & Anonymous |
| RFQ.DOMAIN | double | Indicates the allowed RFQ attribution model, and whether RFQs will be posted with anonymous or named attribution. Either; 0 - None (RFQ disabled), 1 - Public, 2 - Private, 3 - Public and Private |
| RFQ.MAX.PERCENT.SPREAD | double | Indicates the percentage deviation allowed from bid/ask prices, LTP or previous close price of the normal book to validate quotes and quote responsesfor RFQs. |
| RFQ.MAX.QUANTITY | double | Defines the maximum quantity allowed in a RFQ submitted for an instrument as a multiple of Lot Size. The provenance of this field will be the exchange feed to IDS. |
| RFQ.MIN.QUANTITY | double | Defines the minimum quantity allowed in a RFQ submitted for an instrument as a multiple of Lot Size. |
| BLOCK.INDICATOR | double | Indicates if the contract trades via block markets. |
| DARK.ORDERBOOK | double | Dark OrderBook. Indicates whether the insturment's orderbook is visible (light) or invisible (dark). 1 - Dark; 0 - Light. |
| DAY.TRADING.IND | double | Indicates if a security is eligible for Day Trading. |
| FIXING.INDICATOR | double | Fixing indicator. |
| LOT.TYPE.IND | double | Lot Type indicator. |
| FRACTIONAL.IND | double | Price adjustment factor. Note: 0 - 1 unit to 1 unit |
| FX.ADJUSTMENT.FACTOR | double | Forex Price Adjustment Factor (from conventional format to real value) as a power of 10, e.g. 4 means multiply by 10000, and -2 means multiply by 0.01. |