
Dataset Name: ice_live_nasdaq_composite_564_b
Group: market_data
Vendor: ICE
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): Live Data
Data Update Frequency: intraday
Live NASDAQ Composite Feed Best Bid/Best Offer Data
Data Contained in this Dataset
Column | Type | Description |
---|---|---|
_seq | int64 | Internal sequence number used to keep data rows in order |
timestamp | string | Timestamp of the Data - America/New York Time. |
muts | int64 | 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 |
enum_src_id | int | Enumerated source ID. |
rnr_end_exch_seq | int64 | Internal sequence number used to keep data rows in order |
rnr_stream_id | int | ICE Data Services assigned unique identifier representing a message feed. |
bid_price | double | Best bid price at the given time |
bid_size | int64 | Bid size at the given time |
bid_part_code | string | Bid Part Code |
ask_price | double | Ask Price |
ask_size | int64 | Ask Size |
ask_part_code | string | Ask Part Code |
quote_datetime | double | Quote Time (UNIXTimestamp.milliseconds) |
exch_message_timestamp | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
ask_cond_1 | int | Ask Condition. |
bid_cond_1 | int | Bid Condition |