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ice_558_tradeonly_s

ice_558_tradeonly_s by ICE

Dataset Name: ice_558_tradeonly_s


Group: market_data
Vendor: ICE
Symbol Set: NYSE
Asset Class: Equity
Data Update Time(s): 3:00 AM EST
Data Update Frequency: intraday

ICE Tick History Services. NYSE Composite Only - Status 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 double Per symbol time and sales record sequence number.
TRADABLE.STATUS double Normalised insturment tradable status. 0 - Unknown/Undefined, 1 - Normal, 2 - Halted/Closed, 3 - Suspended
MARKET.PHASE double Normalised market phases, IDC generated. 0 - Undefined/Unknown, 1 - Closed, 4 - Continuous Trading/Open
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
INSTR.STATUS_2 double Instrument status 2.
REASON.CODE int Reason Code


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.