Dataset Name: ice_xnas_market_close_737_m
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 NASDAQ CLOSE - MOC Rows
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. |
| 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 | double | Per symbol time and sales record sequence number. |
| ACTIVITY.DATETIME | double | Last activity datetime. |
| BID.CLOSE | double | Bid Close |
| BID.CLOSE_SIZE | int64 | Bid Close Size |
| ASK.CLOSE | double | Ask close. |
| ASK.CLOSE_SIZE | int64 | Ask close size. |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| BID.CLOSE.MARKET.ID | string | Bid Close Market ID |
| ASK.CLOSE.MARKET.ID | string | Ask close market ID. |
| BID.CLOSE.DATE | double | Bid Close Date |
| ASK.CLOSE.DATE | double | Ask close date. |