
Dataset Name: ice_558_b
Group: market_data
Vendor: ICE
Symbol Set: NYSE
Asset Class: Equity
Data Update Time(s): 3:00 AM EST
Data Update Frequency: intraday
NYSE Composite Only - BBO Data.
All the ice_558_* 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. |
BID.PRICE | double | Bid Price |
BID.SIZE | int | Bid Size |
BID.PART.CODE | string | Bid Part Code |
ASK.PRICE | double | Ask Price |
ASK.SIZE | int | Ask Size |
ASK.PART.CODE | string | Ask Part Code |
EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
ASK.COND_1 | string | Ask Condition. |
BID.COND_1 | string | Bid Condition |