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ice_xkfe_futures_level1_1381_h

ice_xkfe_futures_level1_1381_h by ICE

Category: market_data ,
Product Type: market_data
Region: APAC , Korea ,

Industry:

Asset Classes: Futures ,
Data Frequency: Intraday

Dataset Name: ice_xkfe_futures_level1_1381_h


Group: market_data
Vendor: ICE
Symbol Set: Korea Derivatives
Asset Class: Futures
Data Update Time(s): 10:30 PM EST
Data Update Frequency: intraday

ICE XKFE Korea Exchange: Derivatives A Level 1 : Futures : header 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.
ENUM.SRC.ID int64 Enumerated source ID. Used in conjunction with "SRC.ID".
SYMBOL.TICKER string Ticker symbol associated with this message.
CURRENCY.STRING string Currency Code. Used in dictated field for currency information.
DISPLAY.PRECISION double Display decimal precision gives the placeholder value that should be displayed.
YEST.TRADE.CLOSE double Previous closing price, adjusted for corporate actions before the start of trading.
YEST.TRADE.VOL int64 Yesterday total cumulative volume.
EXPIRATION.DATE int Expiration date.
STRIKE.PRICE double Strike price.
SYMBOL.UNDERLYING.TICKER string Symbol Underlying Ticker
ENUM.SRC.UNDERLYING.ID int Enumerated source underlying ID. Used in conjunction with CTF field 'ENUM.INSTR.TYPE'.
ENUM.INSTR.TYPE int Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'.
LOT.SIZE double Lot size.
CONTRACT.SIZE double Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k.
VARIABLE.TICK.SIZE double Tick size regime for use on sources that support variable tick sizes. Sent as a space-delimited array of alternate tick sizes and upper limits, with the upper limit omitted for the highest tick size band. Example: 0.001, 10, 0.005, 50, 0.01, 100, 0.05
PUT.CALL.IND int Instrument Put/Call Indicator. P - Put, C - Call, B - Both (special warrant case)
MIC.CODE string The Segment 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.
STRATEGY.LEGS double Space-delimited list of PlusFeed symbols for the legs of a strategy.
STRATEGY.LEG.SIDES double Space-delimited list of B (Buy) or S (Sell) indicating whether each leg is bought or sold when buying a spread. The sides should appear in the same order as the leg symbols in STRATEGY.LEGS.


Important Dataset Notes

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