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ice_545_c

ice_545_c by ICE

Dataset Name: ice_545_c


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

NYSE American Composite Only - Correction Data.

All the ice_545_* 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.
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 double Per symbol time and sales record sequence number.
CORRECTION.PREV.TRADE.PRICE double Price to be corrected.
CORRECTION.PREV.TRADE.SIZE int Size to be corrected.
CORRECTION.PREV.TRADE.COND string Sale condition used in cancelled trade.
CORRECTION.NEW.TRADE.PRICE double Corrected price.
CORRECTION.NEW.TRADE.SIZE double Corrected size.
CORRECTION.NEW.TRADE.COND string Sale condition used in corrected trade.
RNR.EXCH.ORIGINAL.SEQ double Original exchange sequence number.
RNR.STREAM.ID double ICE Data Services assigned unique identifier representing a message feed.
RNR.END.SEGMENT string Same as RNR.BEGIN.SEGMENT, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.END.TOTAL.SEGMENT string Same as RNR.BEGIN.SEGMENT.TOTAL, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.END.SESSION.ID double Same as RNR.SESSION.ID, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.FLAG double Integer containing bit flags used within RNR project.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
CANCEL.TRADE.SEQ double Cancel trade indicator.


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.