
Dataset Name: ice_xnys_bqt_1388_s
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) - Status 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. |
TRADE.STATUS | int | Trading status. |
REASON.CODE | int | Reason Code |
EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
TRADABLE.STATUS | int | Normalised insturment tradable status. 0 - Unknown/Undefined, 1 - Normal, 2 - Halted/Closed, 3 - Suspended |
MARKET.PHASE | int | Normalised market phases, IDC generated. 0 - Undefined/Unknown, 1 - Closed, 4 - Continuous Trading/Open |