Dataset Name: ice_xnys_order_imbalance_1334_h
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: ORDER IMBALANCE - Headers Rows
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. |
| ENUM.SRC.ID | int64 | Enumerated source ID. Used in conjunction with "SRC.ID". |
| SYMBOL.TICKER | string | Ticker symbol associated with this message. |
| CURRENCY.STRING | string | Currency Code. Used in dictated field for currency information. |
| 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. |
| DISPLAY.PRECISION | double | Display decimal precision gives the placeholder value that should be displayed. |
| TRADE.OPEN | double | Open |
| OPEN_INT | double | Open Interest |
| YEST.TRADE.CLOSE | double | Previous closing price, adjusted for corporate actions before the start of trading. |
| YEST.TRADE.VOL | double | Yesterday total cumulative volume. |
| ENUM.INSTR.TYPE | double | Enumerated Instrument Type. Used in conjunction with field 'INSTR_TYPE'. |
| LOT.SIZE | double | Lot size. |
| CONTRACT.SIZE | int64 | Contract size. Examples of valid values: 0.12345678, 1234.5, 1234567890, or 100k. |
| VARIABLE.TICK.SIZE | string | Tick size regime for use on sources that support variable tick sizes. Sent as a space-delimited array of alternate tick sizes and upper limits, with the upper limit omitted for the highest tick size band. Example: 0.001, 10, 0.005, 50, 0.01, 100, 0.05 |
| UNDERLYING.SYMBOL | string | |
| ISSUER.NAME | string | States the name of the company/institute which has issued the asset in question. |