
Dataset Name: ice_snap_nasdaq_composite_564
Group: market_data
Vendor: ICE
Data Currently Ends at: ongoing, contact sales for full data set.
Symbol Set: US Equities
Asset Class: Equity
Data Update Frequency: intraday
Live NASDAQ Composite SNAP Data
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 | int64 | Enumerated source ID. Used in conjunction with "SRC.ID". |
symbol.ticker | string | Ticker symbol associated with this message. |
entitlement.code | int64 | |
trade.price | double | Last trade price. |
trade.size | int64 | Size of an individual trade. |
historical.trade.size | int64 | |
ask.price | double | Ask Price |
historical.cancel.size | int64 | |
ask.size | int64 | Ask Size |
bid.price | double | Best bid price at the given time |
historical.trade.cond | int64 | |
bid.size | int64 | Bid size at the given time |
historical.trade.price | double | |
current.price | double | The Current Price of the security |
historical.cancel.price | double | |
quote.cond_2 | int64 | |
activity.datetime | string | Activity Date Time stamp |
action.time | int64 | action_type |
trade.datetime | string | |
quote.datetime | string | |
trade.vol | int64 | Trade Volume |
session.vol | int64 | Trade session volume |
original.trade.cond | int64 | |
historical.original.trade.cond | int64 | |
extended.trade.cond | int64 | |
contract.units | string | Contract Units |
contract.size | string | Contract Unit of Measure |
enum.contract.units | int64 | |
exch.message.timestamp | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
trade.cond.datetime | string | |
regional.part.code | string | |
pq.last.price | int64 | |
trade.condition | string | |
record.stale.ind | int64 | |
historical.trade.condition | string | |
cancel.trade.condition | string | |
isin | string | International Securities Identification Number. An international code which identifies a securities issue |
sedol | string | Sedol for underlying constituent. Stock Exchange Daily Official List identifier assigned by the London Stock Exchange, requires SEDOL license |
enum.src.primary.id | int64 | |
enum.instr.type | int64 | |
local.code | string | |
financial.status | int64 | |
symbol.exch.ticker | string | Exchange or market place symbol or ticker |
instr_name2 | string | |
special.price.indicator | int64 | |
bid.high | double | Highest bid price for the period |
bid.low | double | Lowest bid price for the period |
bid.chg | double | |
fund.fye1 | string | |
enum.sic | int64 | |
enum.div.type | int64 | |
enum.div.freq | int64 | |
fund.currency.fye1 | string | |
fund.book_value_ps.fye1 | double | |
fund.current_assets.fye1 | string | |
fund.current_liabilities.fye1 | string | |
fund.long_term_debt.fye1 | string | |
fund.revenue.fye1 | string | |
fund.net_income.fye1 | string | |
fund.eps.fye1 | double | |
fund.fye2 | string | |
fund.currency.fye2 | string | |
fund.revenue.fye2 | string | |
fund.eps.fye2 | double | |
fund.profit_margin.fye1 | double | |
fund.operating_margin.fye1 | double | |
fund.5_yr_avg_div_yld.fye1 | double | |
fund.pct_held_by_insiders | double | |
short.sale.restriction.ind | int64 | |
mic.code | string | ISO Market Identifier Code for the Exchange. ISO 10383, ISO 20022 |
mic.code_ref.mkt | string | ISO Market Identifier Code for the Exchange. ISO 10383, ISO 20022 |
enum.currency | int64 | |
display.precision | string | |
idc.final.bid.datetime | string | |
idc.final.ask.datetime | string | |
yest.ask.close | double | |
trade.tick | string | |
limit.high | double | |
limit.low | double | |
chg | double | |
pct.chg | double | Percent Changed |
div.amount | double | Dividend Amount |
enum.ca.type | int64 | |
variable.tick.size | string | |
trade.high | double | |
ca.event.currency | string | Event Currency |
trade.low | double | |
trade.open | double | |
yest.trade.close | double | |
trade.trend | string | |
current.datetime | string | Current date and time |
trade.block.count | int64 | |
trade.block.vol | int64 | Trade Block Volume |
trade.cond.price | double | |
trade.cond.size | int64 | |
prev.trade.date | string | |
trade.total.value | int64 | |
update.action | int64 | |
yest.trade.vol | int64 | Yesterday total cumulative volume. |
vwap | double | Volume Weighted Average Price |
bid.part.code | string | |
ask.part.code | string | |
yest.bid.close | double | |
trade.cond_1 | int64 | |
ca.action_id | int64 | Action ID |
ca.revision_number | int64 | |
enum.ca.status_ind | int64 | |
operating.mic | string | The operating market MIC, as defined by ISO-10383 Market Identifier Code (MIC). ISO-10383 specifies a universal classification scheme to identify exchanges, trading platforms, and other regulated and non-regulated markets. |
yest.unadj.close | double | |
fund.record.status | string | |
enum.mkt.sub.id | int64 | |
instr.status | int64 | |
tradable.status | int64 | |
historical.trade.part.code | string | |
issuer.name | string | |
bloomberg.security.description | string | Bloomberg Security Description |
trade.part.code | string | |
enum.bloomberg.security.type | int64 | Enumerated Bloomberg Security Type |
enum.bloomberg.sector.desc | int64 | Enumerated Bloomberg Sector description |
bloomberg.unique_id | string | |
bloomberg.exch.code | string | Bloomberg Exchange Code |
bloomberg.sec.num.des | string | bloomberg.sec.num.des |
symbol.bloomberg.ticker | string | Bloomber trading symbol or ticker |
bloomberg.global_id | string | Blomberg Global ID |
bloomberg.global_id.comp | string | bloomberg.global_id.comp |
instr.local_type2 | string | |
symbol.esignal.ticker | string | eSignal trading symbol or ticker |
short.sale.threshold.ind | int64 | |
instr_name.local | string | Local instrument name |