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ice_bats_level2_570_h

ice_bats_level2_570_h by ICE

Dataset Name: ice_bats_level2_570_h


Group: market_data
Vendor: ICE
Symbol Set: BATS Global Markets
Asset Class: Equity
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday

ICE BATS Level 2 Header

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 or Ticker
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.
ENUM.SRC.ID int64 Enumerated source ID. Used in conjunction with "SRC.ID".
SYMBOL.TICKER string Ticker symbol associated with this message.
CURRENCY.STRING string Currency Code. Used in dictated field for currency information.
ISIN string International Securities Identification Number. An international code which identifies a securities issue
SEDOL string Stock Exchange Daily Official List (SEDOL) code.
ENUM.INSTR.TYPE double Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
LOT.SIZE double Lot size.
CONTRACT.SIZE int64 Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k.


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.