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ice_937_options_b

ice_937_options_b by ICE

Category: market_data ,
Product Type: market_data

Industry:

Asset Classes: Options ,
Data Frequency: Intraday

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


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.