Dataset Name: ice_564_tradeonly_t
Group: market_data
Vendor: ICE
Symbol Set: NASDAQ
Asset Class: Equity
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday
ICE Tick History Services. NASDAQ Nasdaq Composite Only - Trade for Trade Only.
All the ice_564_* 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. |
| TRADE.PRICE | double | Last trade price. |
| TRADE.SIZE | double | 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. |
| VWAP | double | Volume Weighted Average Price |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| 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) |
| TRADE.COND_2 | string | Trade condition 2. 1 - System Priced Crack Spread Leg, 2 - System Priced Leg |
| TRADE.COND_3 | string | Trade condition 3. 1 - Trade happens at market open due to spread implied, 2 - Trade did not happen at market due to spread implied |
| TRADE.OFFICIAL.TIME | double | Exchange trade time. |
| TRADE.COND_4 | string | Trade condition 4. 1 - RFC Crossing Deal, 2 - Deal outside of IPL, 3 - RFC Crossing Deal outside of IPL, 4 - Deal resulting from implied order, 5 - Deal resulting from implied order outside of IPL, 6 - Trade is a system priced leg from a composite strateg |
| TRADE.COND_5 | string | Trade condition 5. |
| TRADE.OFFICIAL.DATE | double | Official exchange trade date. |
| RETRANSMISSION.FLAG | string | Indicates an update is a retransmission. |
| TRADE.UNIQUE.ID | double | Unique trade ID. |
| TRADE.THROUGH.EXEMPT.IND | int | Trade Through Exempt Indicator - Pass through, not cached by CSP, not cleared. Value of 1 indicates a trade through exempt trade. |