Announce something here

ice_bvmf_futures_level1_937_h

ice_bvmf_futures_level1_937_h by ICE

Category: market_data ,
Product Type: market_data
Region:

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_bvmf_futures_level1_937_h


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 - Header 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.
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.
CUSIP string Committee on Uniform Security Identification Procedures (CUSIP) number.
DISPLAY.PRECISION double Display decimal precision gives the placeholder value that should be displayed.
TRADE.OPEN double Open
OPEN_INT int Open Interest
YEST.TRADE.CLOSE double Previous closing price, adjusted for corporate actions before the start of trading.
SETTLE.DATE int Settle date last (UTC: yyyymmdd)
SETTLE.PRICE double Settlement price.
EXPIRATION.DATE double Expiration date.
ENUM.INSTR.TYPE int Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
LOT.SIZE int Lot size.
CONTRACT.SIZE int Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k.
VARIABLE.TICK.SIZE double Tick size regime for use on sources that support variable tick sizes. Sent as a space-delimited array of alternate tick sizes and upper limits, with the upper limit omitted for the highest tick size band. Example: 0.001, 10, 0.005, 50, 0.01, 100, 0.05
SYMBOL.TICKER.ALIAS string Reference to a "perpetual" RTS symbol such as a Futures Continious Symbol or an On-The-Run Treasury Continuous Symbol.


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.