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ice_937_options_q

ice_937_options_q by ICE

Category: market_data ,
Product Type: market_data

Industry:

Asset Classes: Options ,
Data Frequency: Intraday

Dataset Name: ice_937_options_q


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 - Quote 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
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.
DISPLAY.PRECISION int64 Display decimal precision gives the placeholder value that should be displayed.
YEST.TRADE.CLOSE double Previous closing price, adjusted for corporate actions before the start of trading.
YEST.TRADE.VOL double Yesterday total cumulative volume.
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.
RNR.END.EXCH.SEQ double Similar to RNG.BEGIN.EXCH.SEQ, when supplied, specifying the last value in a range starting from "BEGIN".
BID.PRICE double Bid Price
BID.SIZE double Bid Size
ASK.PRICE double Ask Price
ASK.SIZE int64 Ask Size
QUOTE.COND_1 string Quote condition 1.
PART.CODE string Participant or region code to qualify the ticker symbol.
QUOTE.DATETIME double Quote Time (UNIXTimestamp.milliseconds)
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.


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.