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ice_bvmf_futures_level1_937_b

ice_bvmf_futures_level1_937_b by ICE

Category: market_data ,
Product Type: market_data
Region:

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_bvmf_futures_level1_937_b


Group: market_data
Vendor: ICE
Symbol Set: BVMF
Asset Class: Futures
Data Update Time(s): 5:00 AM EST
Data Update Frequency: intraday

ICE BVMF BOVESPA Futures Level 1 - Best Bid/Best Offer Data

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. (underlying field is nc_publish_date_actual)
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.
SYMBOL.TICKER string Ticker symbol associated with this message.
ISIN string International Securities Identification Number. An international code which identifies a securities issue
SEDOL string Stock Exchange Daily Official List (SEDOL) code.
CUSIP string Committee on Uniform Security Identification Procedures (CUSIP) number.
TAS.SEQ int64 Per symbol time and sales record sequence number.
RNR.END.EXCH.SEQ int64 Similar to RNG.BEGIN.EXCH.SEQ, when supplied, specifying the last value in a range starting from "BEGIN".
ACTIVITY.DATETIME double Last activity datetime.
BID.PRICE double Bid Price
BID.SIZE int64 Bid Size
BID.PART.CODE int Bid Part Code
ASK.PRICE double Ask Price
ASK.SIZE int64 Ask Size
ASK.PART.CODE int Ask Part Code
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.