Dataset Name: ice_bvmf_level1_981_t
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 - 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. |
| 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 |
| BUYER.ID | int | Buyer ID |
| SELLER.ID | int | Integer-type Seller Identifier |
| 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. |