Announce something here


ice_376_q by ICE

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


Asset Classes: Equity ,
Data Frequency: Intraday

Dataset Name: ice_376_q

Group: market_data
Vendor: ICE
Symbol Set: Korean Securities
Asset Class: Equity
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday

Korea Exchange Securities A Level 2 - Quote Data.

All the ice_376_* 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 int64 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.
ENUM.INSTR.TYPE double Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
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 int64 Per symbol time and sales record sequence number.
DEPTH.KEY double Depth Key
BID.PRICE double Bid Price
BID.SIZE int64 Bid Size
BID.DEPTH.COND double Bid Depth Condition
BID.DEPTH.COUNT double Bid Depth Count
BID.DEPTH.COUNT double Bid Depth Count
BUYER.ID double Buyer ID
ASK.PRICE double Ask Price
ASK.SIZE int64 Ask Size
ASK.DEPTH.COND double Ask Depth Condition.
ASK.DEPTH.COUNT double Ask Depth Count
SELLER.ID double Integer-type Seller Identifier
TOP_BOOK_MARKER double Top of book marker.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
DEPTH.ORDER.TYPE double Depth Order Type
END.UPDATE.FLAG double End Update Flag

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at 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.