Announce something here

ice_xnys_order_imbalance_1334_h

ice_xnys_order_imbalance_1334_h by ICE

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.
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.
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 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.
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.


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.