Dataset Name: ice_937_a
Group: market_data
Vendor: ICE
Symbol Set: Brazilian Mercantile and Futures Exchange
Asset Class: Futures
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday
ICE Brazilian Mercantile and Futures Exchange: Market Data Level 1 - Auction Data.
All the ice_937_* 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. |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| AUCTION.PRICE | double | Auction Price |
| AUCTION.VOL | int64 | Auction Volume |
| PQ.AUCTION.PRICE | int64 | Indentifies whether the values in auction price & auction size are firm or indicitive. 0 - Indicitive (local terms include "projected", "tentative", and "theoretical"), 1 - Firm (local terms include "final", "equilibrium", and "uncrossing price") |