Dataset Name: ice_937_options_b
Group: market_data
Vendor: ICE
Symbol Set: Brazilian Mercantile and Futures Exchange
Asset Class: Options
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday
ICE Brazilian Mercantile and Futures Exchange: Market Data Level 1 - Options - BBO 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 | int | Enumerated source ID. Used in conjunction with "SRC.ID". |
| CURRENCY.STRING | string | Currency Code. Used in dictated field for currency information. |
| DISPLAY.PRECISION | int | Display decimal precision gives the placeholder value that should be displayed. |
| YEST.TRADE.CLOSE | int | Previous closing price, adjusted for corporate actions before the start of trading. |
| YEST.TRADE.VOL | int | Yesterday total cumulative volume. |
| D | string | YEST.TRADE.VOL |
| TAS.SEQ | int | YEST.TRADE.VOL |
| RNR.END.EXCH.SEQ | int | YEST.TRADE.VOL |
| BID.PRICE | double | YEST.TRADE.VOL |
| BID.SIZE | int | YEST.TRADE.VOL |
| BID.PART.CODE | string | YEST.TRADE.VOL |
| ASK.PRICE | double | YEST.TRADE.VOL |
| ASK.SIZE | int | YEST.TRADE.VOL |
| ASK.PART.CODE | string | YEST.TRADE.VOL |
| EXCH.MESSAGE.TIMESTAMP | int | YEST.TRADE.VOL |