
Dataset Name: ice_xnys_bqt_1388_q
Group: market_data
Vendor: ICE
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 2:45 AM EST
Data Update Frequency: intraday
ICE NYSE BQT (BEST QUOTES & TRADES) - Quote 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. |
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 | int64 | Per symbol time and sales record sequence number. |
ACTIVITY.DATETIME | double | Last activity datetime. |
BID.PRICE | double | Bid Price |
BID.SIZE | int64 | Bid Size |
ASK.PRICE | double | Ask Price |
ASK.SIZE | int64 | Ask Size |
QUOTE.COND_1 | int | Quote condition 1. |
QUOTE.DATETIME | double | Quote Time (UNIXTimestamp.milliseconds) |
EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
BID.PART.CODE | string | Bid Part Code |
ASK.PART.CODE | string | Ask Part Code |
ASK.COND_1 | int | Ask Condition. |
BID.COND_1 | int | Bid Condition |
QUOTE.IND | int | Quote indicator |