Dataset Name: sp_daily_bars
Group: market_data
Vendor: CloudQuant
Symbol Set: Global Equities
Asset Class: Equity
Data Update Time(s): 4am Daily
Data Update Frequency: day
Only Available To Properly Licenced Researchers
Important Licensing Dataset Notes
This dataset is only available to data analysts, and Traders who have worked with CloudQuant to set up the proper licensing. Please contact Sales directly at Sales@CloudQuant.com to inquire about this dataset.SP Daily Bars
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 or Ticker |
| securityname | string | |
| companyname | string | The Company’s Name. May be formal/legal name or some derivative of the company's name. |
| exchange | string | Exchange Identifier for the data source. This may contain the Market Identifier Code (MIC), or and exchange nmemonic (eg. NYSE, TSE, ASX...) or a dataset specific code provided by the data vendor. |
| open | double | |
| high | double | High Price for the given time period |
| low | double | Low price for the given period |
| mid | double | |
| close | double | Close Price |
| bid | double | The best price for which somebody is willing to buy something, whether it be a security, asset, commodity, service, or contract. |
| ask | double | Ask Price |
| volume | int64 | |
| adjustmentfactor | double | Adjustment Factor |
| vwap | double | Volume Weighted Average Price |
| pacvertofeedpop | int | |
| tradingitemstatusid | int | |
| primaryflag | int | |
| securitysubtypename | string | |
| currency_code | string | Currency Code |
| isin | string | International Securities Identification Number. An international code which identifies a securities issue |
| exchange_iso_country | string | ISO Country Code for the exchange |
| tradingitemid | int64 | |
| securityid | int64 | Security Identification Code for the data source vendor |
| exchangeid | int | Exchange Identifier |
| currencyid | int | |
| companyid | int64 | The Capital IQ unique company identifier. This field is useful for referencing data from Capital IQ that may contain a numeric code for the company. |