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ice_545_x

ice_545_x by ICE

Dataset Name: ice_545_x


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 - Cancel Trade Data for Trades Only.

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 int64 Per symbol time and sales record sequence number.
TRADE.PRICE double Last trade price.
TRADE.SIZE int64 Size of an individual trade.
TRADE.COND_1 string Trade condition 1. 0 - Last eligible trade, 1 - Last ineligible trade, 2 - Block trade
PART.CODE string Participant or region code to qualify the ticker symbol.
EXTENDED.TRADE.COND string Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes).
TRADE.DATETIME double Last Trade Time (UNIXTimestamp.milliseconds)
RNR.EXCH.ORIGINAL.SEQ int64 Original exchange sequence number.
RNR.STREAM.ID int64 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 int64 Same as RNR.SESSION.ID, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.FLAG string Integer containing bit flags used within RNR project.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.


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.