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ice_311_premref_tr

ice_311_premref_tr by ICE

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

Industry:

Asset Classes:
Data Frequency: Intraday

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.


Important Dataset Notes

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