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ice_bvmf_futures_level1_937_t

ice_bvmf_futures_level1_937_t by ICE

Category: market_data ,
Product Type: market_data
Region:

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_bvmf_futures_level1_937_t


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 - Trade Data

Data Contained in this Dataset

Column Type Description
_seq int 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 double 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.
TRADE.PRICE double Last trade price.
TRADE.SIZE double Size of an individual trade.
TRADE.COND_1 int Trade condition 1. 0 - Last eligible trade, 1 - Last ineligible trade, 2 - Block trade
PART.CODE int Participant or region code to qualify the ticker symbol.
VWAP double Volume Weighted Average Price
TRADE.DATETIME double Last Trade Time (UNIXTimestamp.milliseconds)
EXCH.MESSAGE.TIMESTAMP double Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
TRADE.COND_2 int Trade condition 2. 1 - System Priced Crack Spread Leg, 2 - System Priced Leg
TRADE.COND_3 int Trade condition 3. 1 - Trade happens at market open due to spread implied, 2 - Trade did not happen at market due to spread implied
TRADE.OFFICIAL.TIME double Exchange trade time.
TRADE.COND_4 int Trade condition 4. 1 - RFC Crossing Deal, 2 - Deal outside of IPL, 3 - RFC Crossing Deal outside of IPL, 4 - Deal resulting from implied order, 5 - Deal resulting from implied order outside of IPL, 6 - Trade is a system priced leg from a composite strateg
TRADE.COND_5 int Trade condition 5.
EXTENDED.TRADE.COND double Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes).
TRADE.OFFICIAL.DATE double Official exchange trade date.
RETRANSMISSION.FLAG int Indicates an update is a retransmission.


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.