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ice_nyse_composite_only_558_x by ICE

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.

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.