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ice_bvmf_level1_981_h

ice_bvmf_level1_981_h by ICE

Category: market_data ,
Product Type: market_data
Region:

Industry:

Asset Classes:
Data Frequency: Intraday

Dataset Name: ice_bvmf_level1_981_h


Group: market_data
Vendor: ICE
Symbol Set: BVMF
Data Update Time(s): 5:15 AM EST
Data Update Frequency: intraday

ICE BVMF BOVESPA Equities Market 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.
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.
ENUM.INSTR.TYPE double Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
MARKET.ID.CODE int64 Market ID code.
LOT.SIZE double Lot size.
CONTRACT.SIZE int64 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


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.