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ice_nyse_composite_only_558_t by ICE

Dataset Name: ice_nyse_composite_only_558_t

Group: market_data
Vendor: ICE
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 3:00 AM EST
Data Update Frequency: intraday

ICE NYSE Composite Only - Trade 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. (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 string Trade condition 1. 0 - Last eligible trade, 1 - Last ineligible trade, 2 - Block trade
PART.CODE string Participant or region code to qualify the ticker symbol.
EXTENDED.TRADE.COND string Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes).
TRADE.DATETIME double Last Trade Time (UNIXTimestamp.milliseconds)
RNR.EXCH.ORIGINAL.SEQ double Original exchange sequence number.
RNR.STREAM.ID double ICE Data Services assigned unique identifier representing a message feed.
RNR.END.SEGMENT string Same as RNR.BEGIN.SEGMENT, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.END.TOTAL.SEGMENT string Same as RNR.BEGIN.SEGMENT.TOTAL, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.END.SESSION.ID double Same as RNR.SESSION.ID, when supplied, specifying the last value in a range starting from the "BEGIN" value.
RNR.FLAG string Integer containing bit flags used within RNR project.
EXCH.MESSAGE.TIMESTAMP double Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
TRADE.COND_2 string Trade condition 2. 1 - System Priced Crack Spread Leg, 2 - System Priced Leg
TRADE.COND_3 string 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 string 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 string Trade condition 5.
TRADE.OFFICIAL.DATE double Official exchange trade date.
RETRANSMISSION.FLAG string Indicates an update is a retransmission.
TRADE.UNIQUE.ID double Unique trade ID.
TRADE.THROUGH.EXEMPT.IND int Trade Through Exempt Indicator - Pass through, not cached by CSP, not cleared. Value of 1 indicates a trade through exempt trade.

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at 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.