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. |