Dataset Name: ice_631_q
Group: market_data
Vendor: ICE
Symbol Set: Korea Exchange Securities
Asset Class: Equity
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday
ICE Tick History Services. Korea Exchange Securities B - Konex Level 2 - Quote Data.
All the ice_631_* 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. |
| ENUM.INSTR.TYPE | double | Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'. |
| 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. |
| DEPTH.KEY | double | Depth Key |
| BID.PRICE | double | Bid Price |
| BID.SIZE | int64 | Bid Size |
| BID.DEPTH.COND | double | Bid Depth Condition |
| BID.DEPTH.COUNT | double | Bid Depth Count |
| BUYER.ID | double | Buyer ID |
| ASK.PRICE | double | Ask Price |
| ASK.SIZE | int64 | Ask Size |
| ASK.DEPTH.COND | double | Ask Depth Condition. |
| ASK.DEPTH.COUNT | double | Ask Depth Count |
| SELLER.ID | double | Integer-type Seller Identifier |
| TOP_BOOK_MARKER | double | Top of book marker. |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| DEPTH.ORDER.TYPE | double | Depth Order Type |
| END.UPDATE.FLAG | double | End Update Flag |