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. |