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ice_xnys_order_imbalance_1334_l

ice_xnys_order_imbalance_1334_l by ICE

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 - Blcok 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.
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.
SYMBOL.TICKER string Ticker symbol associated with this message.
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.
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.