
Dataset Name: ice_nyse_composite_only_558_x
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 - Cancel 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. |
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 | int64 | Per symbol time and sales record sequence number. |
ACTIVITY.DATETIME | double | Last activity datetime. |
TRADE.PRICE | double | Last trade price. |
TRADE.SIZE | int64 | 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 | int64 | Original exchange sequence number. |
RNR.STREAM.ID | int64 | 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 | int64 | 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 | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |