Dataset Name: ice_live_nasdaq_composite_564_t
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 Trades
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. Used in conjunction with "SRC.ID". |
| trade_price | double | Last trade price. |
| trade_size | int64 | Size of an individual trade. |
| trade_vol | int64 | Trade Volume |
| regional_part_code | string | |
| trade_part_code | string | |
| trade_cond_1 | int | Trade Condition 1 |
| 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_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 strategy, 7 - Trade is a system priced leg from a composite strategy outside of IPL, 8 - Trade is a system priced leg from a composite strategy from implied order, 9 - Trade is a system priced leg from a composite strategy from implied order |
| trade_cond_5 | int | Trade condition 5. |
| trade_condition | string | |
| trade_cond_datetime | double | |
| trade_cond_price | double | Trade Conditon Price |
| trade_cond_size | int64 | Trade Condition Size |
| extended_trade_cond | int | Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes). |
| session_vol | int64 | Trade session volume |
| trade_total_value | int64 | |
| 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. |
| pq_last_price | double | |
| chg | double | |
| pct_chg | double | Percent Changed |
| transaction_price_ind | int | |
| trade_trend | string | |
| trade_tick | string | |
| vwap | double | Volume Weighted Average Price |
| trade_datetime | double | Last Trade Time (UNIXTimestamp.milliseconds) |
| exch_message_timestamp | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| trade_unique_id | double | Unique trade ID. |
| reporting_market_id | string |