
Dataset Name: ice_xkfe_futures_level1_1381_t
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 : 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 | ISIN Country / ISIN Code - Structure of the code in accordance with ISO standard 6166: Nine digit alpha-numerical code assigned by the national numbering agency followed by one check digit. |
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 | int | Trade condition 1. 0 - Last eligible trade, 1 - Last ineligible trade, 2 - Block trade |
TRADE.DATETIME | double | Last Trade Time (UNIXTimestamp.milliseconds) |
EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
TRADE.COND_2 | int | Trade condition 2. 1 - System Priced Crack Spread Leg, 2 - System Priced Leg |
TRADE.COND_3 | int | Trade condition 3. 1 - Trade happens at market open due to spread implied, 2 - Trade did not happen at market due to spread implied |
TRADE.OFFICIAL.TIME | int64 | Exchange trade time. |
TRADE.COND_4 | int | Trade condition 4. 1 - RFC Crossing Deal, 2 - Deal outside of IPL, 3 - RFC Crossing Deal outside of IPL, 4 - Deal resulting from implied order, 5 - Deal resulting from implied order outside of IPL, 6 - Trade is a system priced leg from a composite strateg |
TRADE.COND_5 | int | Trade condition 5. |
EXTENDED.TRADE.COND | int | Sale condition for exchanges which allow more than one byte (e.g. SIP-10 changes). |
TRADE.OFFICIAL.DATE | int64 | Official exchange trade date. |
RETRANSMISSION.FLAG | int | Indicates an update is a retransmission. |