Dataset Name: ice_xnys_bqt_1388_x
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) - Cancel 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. |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| HISTORICAL.MESSAGE.DATE | int64 | Historical Message Date for handling of Previous days data (in YYYYMMDD format). |
| HISTORICAL.MESSAGE.TIME | int64 | Historical Message Time for handling of Previous days data (in HHMMSS format). |
| HISTORICAL.TRADE.SIZE | int64 | Historical trade size for handling of Previous days data. |
| HISTORICAL.CANCEL.SIZE | int64 | Historical Cancel Trade Size for handling of Previous days data. |
| HISTORICAL.TRADE.PRICE | double | Historical trade price for handling of Previous days data. |
| HISTORICAL.CANCEL.PRICE | double | Historical Cancel Price for handling of Previous days data. |
| HISTORICAL.TRADE.IDENTIFIER | int64 | Historical trade indentifier for identifying Previous days trade. |
| HISTORICAL.CANCEL.TRADE.ID | int64 | Cancelled trade ID, where the trade was reported on a previous day. |
| HISTORICAL.TRADE.DATE | double | Historical trade date. |
| HISTORICAL.EXTENDED.TRADE.COND | int | Historical extended trade condition. |
| HISTORICAL.TRADE.PART.CODE | string | |
| HISTORICAL.CANCEL.TRADE.TIME | double | Time of cancelled trade (format HHMMSS), where trade was reported on a previous day. |