Dataset Name: six_time_series_daily
Vendor: Six Group
Data Starts at: 2007-01-01 00:00:00
Symbol Set: Equities
Asset Class: Equity,ADRs,ETFs,Fixed Income,Options,FX,Futures
Data Update Time(s): EOD daily
Data Update Frequency: day
Time Series Daily from SIX
Time Series Daily from SIX offers an automated delivery platform for large volumes of end of day historical prices that cover a quarter century.
With this tailored and flexible service you can analyze historical trends, execute calculations and perform back-testing of investment strategies.
Daily updates ensure that you always have the latest information at hand.
All the Data You Need
SIX consolidates, normalizes and enriches financial data covering more than 30 million instruments from more than 1,800 sources around the world.
The SIX database covers a range of asset classes and legal entities, delivering price snapshots and detailed funds data for portfolio and fund managers. SIX unravels complex regulations with quality corporate actions and reference data, giving you all the data you need to make confident business decisions.
Data Contained in this Dataset
|_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|
|OpType||string||Type of change operation:-“I” Insert/Update message (initial load delivery)-“U” Insert/Update message (daily updates delivery)-“D” Delete message (daily updates delivery)|
|isAdjRec||int64||Indicates if the record contains an adjustment factor in column AdjFactor|
|BC||int64||Field common to all delivery files. Indicates the Market Code Numerical (SIX) of the identifier. This field is only relevant for listings.|
|Bourse_Code||string||Code: SIX Financial defined numeric identifier of an exchange, a contributor, or a news agency.|
|CC||int64||STK code for the currency in which the price is indicated. A security may be listed in several currencies on the same stock exchange.|
|Currency_Code||string||STK code for the currency in which the price is indicated. A security may be listed in several currencies on the same stock exchange.|
|VN||int64||STK’s security identification number ( eq. Swiss security identification number ) .|
|SecType||int64||STK security classification code or ‘n/a’ string if no code could be mapped for the listing.|
|SecType_Code||string||STK security classification code or ‘n/a’ string if no code could be mapped for the listing.|
|STT||int64||STK’s statistic type|
|VAT||int64||STK’s value type|
|STT_VAT_Symbol||string||STK’s statistic and value type|
|STT_VAT_Code||string||STK’s statistic and value type code|
|TIN||int||price type definition with TIN field ID|
|Value||double||Value of related STT/VAT, eg. last price or volume|
|AdjFactor||double||Daily cumulated adjustment factor, to be used for calculating adjusted values|
|OriginCC||double||In case of a join, this is the origin currency code where the price is derived from.|
|OriginVN||double||In case of a join, this is the origin valor number where the price is derived from.|
|OriginSecID||double||In case of a join, this is the origin ISIN where the price is derived from.|