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ice_xnys_openbook_level2_328_q

ice_xnys_openbook_level2_328_q by ICE

Dataset Name: ice_xnys_openbook_level2_328_q


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 NYSE: OpenBook Level 2 - 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.
TAS.SEQ int64 Per symbol time and sales record sequence number.
ACTIVITY.DATETIME double Last activity datetime.
DEPTH.KEY int64 Depth Key
BID.PRICE double Bid Price
BID.SIZE int64 Bid Size
BID.DEPTH.COND int Bid Depth Condition
BID.DEPTH.COUNT int Bid Depth Count
BUYER.ID int Buyer ID
ASK.PRICE double Ask Price
ASK.SIZE int64 Ask Size
ASK.DEPTH.COND int Ask Depth Condition.
ASK.DEPTH.COUNT int Ask Depth Count
SELLER.ID int Integer-type Seller Identifier
TOP_BOOK_MARKER int Top of book marker.
QUOTE.ORDER.IND int Quote-Order indicator.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
DEPTH.ORDER.TYPE string Depth Order Type
END.UPDATE.FLAG int End Update Flag


Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.