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ice_xnys_order_imbalance_1334_a by ICE

Dataset Name: ice_xnys_order_imbalance_1334_a

Group: market_data
Vendor: ICE
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 3:00 AM EST
Data Update Frequency: intraday


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 string Per symbol time and sales record sequence number.
EXCH.MESSAGE.TIMESTAMP int64 Exchange sent timestamp in milliseconds HH:MM:SS:mmm.
AUCTION.PRICE int64 Auction Price
AUCTION.VOL int64 Auction Volume
TS.AUCTION.PRICE int64 Auction price timestamp.
AUCTION.TYPE int64 Auction Type
PQ.AUCTION.PRICE int64 Indentifies whether the values in auction price & auction size are firm or indicitive. 0 - Indicitive (local terms include "projected", "tentative", and "theoretical"), 1 - Firm (local terms include "final", "equilibrium", and "uncrossing price")
ACTIVITY.DATETIME double Last activity datetime.
CLEARING.PRICE double Clearing Price
CLOSING.CLEARING.PRICE double Closing Clearing Price

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at 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.