Contact Sales Team

ice_xnys_order_imbalance_1334_l by ICE

Name: ice_xnys_order_imbalance_1334_l
Brand: ICE
SKU: ICE-00352
Price: 9999.99 USD
Availability: InStock

Category: main_tax_category , market_data ,

Product Type: market_data

Region: US ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Equity ,

Data Frequency: Intraday

Quantity must be 1 or more

Dataset Name: ice_xnys_order_imbalance_1334_l

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 - Block Trade 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	double	Per symbol time and sales record sequence number.
ACTIVITY.DATETIME	double	Last activity datetime.
IMBALANCE.SIDE	double	Imbalance side indicator. 1 - buy side, 2 - sell side, 3 - no imbalance, 4 - no marketable
ORDER.IMBALANCE.VOL	double	Order imbalance volume.
CLEARING.PRICE	double	Clearing Price
CLOSING.CLEARING.PRICE	double	Closing Clearing Price
EVENT.TIME	double	Event time
EXCH.MESSAGE.TIMESTAMP	int64	Exchange sent timestamp in milliseconds HH:MM:SS:mmm.

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.