Dataset Name: ice_xnys_bqt_1388_t
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) - 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 |
| 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 code. (Only Non North American ISINs) |
| 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 | double | Exchange trade time. |
| TRADE.VOL | int64 | RTS calculated cumulative trade volume. Includes possibility of being set by the official cumulative trade volume, received from exchange, some or all of the time. Exact behaviour depends on implementation of each individual exchange. |
| 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 | double | Official exchange trade date. |
| RETRANSMISSION.FLAG | int | Indicates an update is a retransmission. |
| PART.CODE | string | Participant or region code to qualify the ticker symbol. |