US Consolidated Equities (exc. OTC) Schemas#

Consolidated data from all US equities exchanges excluding OTC traded securities. Provides from the US SIP (CTA/UTP)

US_COMP#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
LULD - Limit Up / Limit Down price levels
MKT - Market phase / instrument status information
NBBO - National Best Bid / Offer quotes
NBBO_COMP - Best National Best Bid / Offer quotes from Even and Odd Lots
QTE - Best bid / offer quotes
QTE_COMP - Best Bid & Offer Quotes from Even and Odd Lots
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades

US_COMP - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

US_COMP - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCHANGE	string[4]	Exchange from which the update originates
OPEN	double	Open price for the current trading day
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
CLOSE	double	Closing price
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
TRADE_COUNT	long	Number of trades on the current trading day
TRADE_VALUE	double	Total monetary value traded on the current trading day. Note: The value will typically be rounded to the nearest integer.
VWAP	double	Volume-weighted average price
PRICE_OPENING_AUCTION	double	Price of the Opening Auction
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
PRICE_CLOSING_AUCTION	double	Price of the Closing Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_PRE_MARKET	long	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	long	Volume of the Post-Market Trading Session
VOLUME_ODD_LOT	long	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	long	Volume of Round Lot Trades
VOLUME_OFF_EXCHANGE	long	Volume of Off Exchange Trades
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - LULD#

Limit Up / Limit Down price levels

US_COMP - LULD Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
LOW_LIMIT	double	Lower trading limit / circuit breaker level
HIGH_LIMIT	double	Upper trading limit / circuit breaker level
LULD_IND	string[1]	Type of Limit Up / Limit Down (LULD) price update
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - MKT#

Market phase / instrument status information

US_COMP - MKT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
EXCHANGE	string[1]	Exchange from which the update originates
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
TRADING_STATUS	string[1]	Indicates whether the instrument is subject to a halt or suspension
REASON_CODE	string[6]	Reason for an instrument status update
SHORT_SALE_RESTRICTION	string[1]	Indicates whether short selling is permitted
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - NBBO#

National Best Bid / Offer quotes

US_COMP - NBBO Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	int	Best bid size
BID_SIZE_TOTAL	int	Total size at the (national) best bid price across all participant markets
BID_EXCHANGE	string[1]	Exchange that set the best bid
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	int	Best ask size
ASK_SIZE_TOTAL	int	Total size at the (national) best ask price across all participant markets
ASK_EXCHANGE	string[1]	Exchange that set the best ask
IS_PRE_OPEN	int	Indicates whether a quote originates from the period before (1) or after (0) the instrument has opened on the primary market
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - NBBO_COMP#

Best National Best Bid / Offer quotes from Even and Odd Lots

US_COMP - NBBO_COMP Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	int	Best bid size
BID_SIZE_TOTAL	int	Total size at the (national) best bid price across all participant markets
BID_EXCHANGE	string[1]	Exchange that set the best bid
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	int	Best ask size
ASK_SIZE_TOTAL	int	Total size at the (national) best ask price across all participant markets
ASK_EXCHANGE	string[1]	Exchange that set the best ask
IS_PRE_OPEN	int	Indicates whether a quote originates from the period before (1) or after (0) the instrument has opened on the primary market
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - QTE#

Best bid / offer quotes

US_COMP - QTE Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
EXCHANGE	string[1]	Exchange from which the update originates
SOURCE	string[1]	Source from which an update originates
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	long	Best bid size
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	long	Best ask size
QUOTE_COND	string[1]	Indicates any special conditions applicable to a quote
RPI	string[1]	Indicates the presence of Retail Price Improvement interest on bid and/or ask side
RESTRICTION_IND	string[1]	Indicates whether short selling is permitted
NBBO_IND	string[1]	Indicates whether the quote affects the NBBO
SIP_MSG_ID	string[1]	Identifies messages generated by the SIP ( - Originates from an exchange, E - UTP, S - Consolidated Tape System)
LULD_BBO_IND	string[1]	Indicates whether the bid/ask crosses the upper / lower LULD price bands
NBBO_LULD_IND	string[1]	Indicates whether the NBBO crosses the upper / lower LULD price bands
FINRA_ADF_TIME	nsectime	Timestamp provided by a FINRA ADF
FINRA_ADF_IND	string[1]	Indicates whether the quote reflects the FINRA BBO
FINRA_BBO_IND	string[1]	Indicates whether the quote affects the FINRA BBO [currently unused]
FINRA_ADF_MPID_IND	string[1]	Indicates whether a FINRA participant ID is available for a BBO quote [currently unused]
SECURITY_STATUS_IND	string[2]	Security status
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
COND	string[1]	Condition code
CORR	string[1]	Type of trade correction / cancellation
TICKER	string[16]	Ticker symbol, as specified by the data source
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - QTE_COMP#

Best Bid & Offer Quotes from Even and Odd Lots

US_COMP - QTE_COMP Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
EXCHANGE	string[1]	Exchange from which the update originates
SOURCE	string[1]	Source from which an update originates
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	int	Best bid size
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	int	Best ask size
QUOTE_COND	string[1]	Indicates any special conditions applicable to a quote
RPI	string[1]	Indicates the presence of Retail Price Improvement interest on bid and/or ask side
RESTRICTION_IND	string[1]	Indicates whether short selling is permitted
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - STAT#

Static data, e.g. ISIN, description, security type

US_COMP - STAT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
NAME	string[200]	Description of the instrument
SIP_SYMBOL	string[16]	Ticker symbol used by the US Securities Information Processor (CTA / UTP)
PREV_SYMBOL	string[16]	Previous ticker symbol, in the event of a symbol change
PRIMARY_MIC	string[4]	MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF
SEC_TYPE	string[30]	Security type, e.g. Equity, ETF, Future
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
NYSE_INDUSTRY_CODE	string[4]	Industry classification, as defined by NYSE
LOT_SIZE	double	All standard order sizes must be an integer multiple of the Lot Size
CONSOLIDATED_TAPE	string[1]	Consolidated Tape on which a US security is published (A/B/C).
TEST_SYMBOL	string[1]	Y - Test symbol, N - Not a test symbol
TICK_PILOT_IND	string[20]	Specifies any tick size pilot initiatives in which the instrument is participating
LISTING_DATE	string[8]	Date when the instrument was listed (YYYYMMDD)
SHARES_OUTSTANDING	long	Shares / quantity outstanding
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP - TRD#

Trades

US_COMP - TRD Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
TRF_TIME	nsectime	Time at which a trade was processed by the Trade Reporting Facility (for trades reported to FINRA)
EXCHANGE	string[1]	Exchange from which the update originates
TRF	string[1]	Trade Reporting Facility used to report a trade (for trades reported to FINRA)
SOURCE	string[1]	Source from which an update originates
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	long	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
FRACTIONAL_SIZE	double	Trade size, as a floating-point number
AGGRESSOR_SIDE	string[1]	Indicates whether a trade resulted from an incoming buy or sell order.
TRADE_TYPE	string[4]	Type of trade
TRADE_PERIOD	string[1]	Market period during which a trade was executed.
BOOK_TYPE	string[1]	Type of order book or trading mechanism through which a trade was executed.
STOP_STOCK	string[1]	Y - Stopped stock trade, N - Not a stopped stock trade, - Not applicable
TTE	string[1]	Indicates whether a trade is exempt from the Trade Through Rule (1 - Trade Through Exempt, 0 - No Trade Through Exemption)
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
CORR	int	Type of trade correction / cancellation
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
COND	string[4]	Condition code
TICKER	string[16]	Ticker symbol, as specified by the data source
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.
DELETED_TIME	nsectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	byte	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).

US_COMP_BARS#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
LAT_1M - 1-minute Latency bars for real time delivered data
MKT - Market phase / instrument status information
QTE_1M - 1-minute quote bars
TRD_1D - Daily trade bars
TRD_1M - 1-minute trade bars
VWAP_1H - 1-hour VWAP bars

US_COMP_BARS - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

US_COMP_BARS - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCHANGE	string[4]	Exchange from which the update originates
OPEN	double	Open price for the current trading day
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
CLOSE	double	Closing price
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
VWAP	double	Volume-weighted average price
PRICE_OPENING_AUCTION	double	Price of the Opening Auction
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
PRICE_CLOSING_AUCTION	double	Price of the Closing Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_PRE_MARKET	long	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	long	Volume of the Post-Market Trading Session
VOLUME_ODD_LOT	long	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	long	Volume of Round Lot Trades
VOLUME_OFF_EXCHANGE	long	Volume of Off Exchange Trades
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - LAT_1M#

1-minute Latency bars for real time delivered data

US_COMP_BARS - LAT_1M Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
AVG_LATENCY_COLLECTION	double	Average Latency of Real Time Collection. Difference between Exchange timestamp and collection timestamp.
MAX_LATENCY_COLLECTION	double	Maximum Latency of Real Time Collection. Difference between Exchange timestamp and collection timestamp.
AVG_LATENCY_LOAD	double	Average Latency of Real Time Loading. Difference between the collection timestamp and availability within the Memory Database.
MAX_LATENCY_LOAD	double	Maximum Latency of Real Time Loading. Difference between the collection timestamp and availability within the Memory Database.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - MKT#

Market phase / instrument status information

US_COMP_BARS - MKT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
OMD_STATUS	string[64]	Indicates an instrument’s current trading status. Values are normalized across all DBs.
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
EXCHANGE	string[1]	Exchange from which the update originates
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
TRADING_STATUS	string[1]	Indicates whether the instrument is subject to a halt or suspension
REASON_CODE	string[6]	Reason for an instrument status update
SHORT_SALE_RESTRICTION	string[1]	Indicates whether short selling is permitted
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - QTE_1M#

1-minute quote bars

US_COMP_BARS - QTE_1M Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
FIRST_BID_TIME	nsectime	Time of the first best bid update in the current bar interval
FIRST_BID_PRICE	double	Price of the first best bid update in the current bar interval
FIRST_BID_SIZE	long	Size of the first best bid update in the current bar interval
FIRST_ASK_TIME	nsectime	Time of the first best ask update in the current bar interval
FIRST_ASK_PRICE	double	Price of the first best ask update in the current bar interval
FIRST_ASK_SIZE	long	Size of the first best ask update in the current bar interval
HIGH_BID_TIME	nsectime	Time of the bid quote that set HIGH_BID. If there are multiple quotes at that price, the first one is used.
HIGH_BID	double	Highest bid price in the current bar interval
HIGH_BID_SIZE	long	Size of the bid quote that set HIGH_BID. If there are multiple quotes at that price, the first one is used.
ASK_PRICE_AT_HIGH_BID	double	Ask price of the quote that set HIGH_BID. If there are multiple bid quotes at HIGH_BID, the first one is used.
ASK_SIZE_AT_HIGH_BID	long	Ask size of the quote that set HIGH_BID. If there are multiple bid quotes at HIGH_BID, the first one is used.
LOW_ASK_TIME	nsectime	Time of the bid quote that set LOW_ASK. If there are multiple quotes at that price, the first one is used.
LOW_ASK	double	Lowest ask price in the current bar interval
LOW_ASK_SIZE	long	Size of the ask quote that set LOW_ASK. If there are multiple quotes at that price, the first one is used.
BID_PRICE_AT_LOW_ASK	double	Bid price of the quote that set LOW_ASK. If there are multiple ask quotes at LOW_ASK, the first one is used.
BID_SIZE_LOW_ASK	long	Bid size of the quote that set LOW_ASK. If there are multiple ask quotes at LOW_ASK, the first one is used.
LAST_BID_TIME	nsectime	Time of the last best bid update in the current bar interval
LAST_BID_PRICE	double	Price of the last best bid update in the current bar interval
LAST_BID_SIZE	long	Size of the last best bid update in the current bar interval
LAST_ASK_TIME	nsectime	Time of the last best ask update in the current bar interval
LAST_ASK_PRICE	double	Price of the last best ask update in the current bar interval
LAST_ASK_SIZE	long	Size of the last best ask update in the current bar interval
MID_TWAP	double	Time-weighted average of the midpoint of the best bid/ask over the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
MID_MEDIAN	double	Median of the midpoint of the best bid/ask quotes over the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
MID_LAST	double	Midpoint of the last best bid/ask in the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
SPREAD_MIN	double	Narrowest bid/ask spread, i.e. the lowest value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_MAX	double	Widest bid/ask spread, i.e. the highest value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_TWAP	double	Time-weighted average of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_MEDIAN	double	Median value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_LAST	double	Last value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
QUOTE_CURRENCY	string[3]	Currency in which a quote price is expressed.
QUOTE_TICK_COUNT	long	Number of BBO quotes in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - TRD_1D#

Daily trade bars

US_COMP_BARS - TRD_1D Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
FIRST_TIME	nsectime	Timestamp of the first eligible trade in the current bar interval
FIRST	double	Price of the first eligible trade in the current bar interval
FIRST_SIZE	long	Size of the first eligible trade in the current bar interval
HIGH_TIME	nsectime	Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
HIGH_SIZE	long	Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW_TIME	nsectime	Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
LOW_SIZE	long	Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LAST_TIME	nsectime	Timestamp of the last eligible trade in the current bar interval
LAST	double	Price of the last eligible trade in the current bar interval
LAST_SIZE	long	Size of the last eligible trade in the current bar interval
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average price
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
BUY_VOLUME	long	Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
SELL_VOLUME	long	Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
TRADE_TICK_COUNT	long	Number of eligible trades in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - TRD_1M#

1-minute trade bars

US_COMP_BARS - TRD_1M Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
FIRST_TIME	nsectime	Timestamp of the first eligible trade in the current bar interval
FIRST	double	Price of the first eligible trade in the current bar interval
FIRST_SIZE	long	Size of the first eligible trade in the current bar interval
HIGH_TIME	nsectime	Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
HIGH_SIZE	long	Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW_TIME	nsectime	Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
LOW_SIZE	long	Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LAST_TIME	nsectime	Timestamp of the last eligible trade in the current bar interval
LAST	double	Price of the last eligible trade in the current bar interval
LAST_SIZE	long	Size of the last eligible trade in the current bar interval
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average price
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
BUY_VOLUME	long	Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
SELL_VOLUME	long	Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown.
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
TRADE_TICK_COUNT	long	Number of eligible trades in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_BARS - VWAP_1H#

1-hour VWAP bars

US_COMP_BARS - VWAP_1H Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average price
VOLUME	double	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
CURRENCY	string[64]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_DAILY#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
EVENT - Events such as Earnings, and Company Conference Calls
STAT - Static data, e.g. ISIN, description, security type

US_COMP_DAILY - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

US_COMP_DAILY - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCHANGE	string[4]	Exchange from which the update originates
OPEN	double	Open price for the current trading day
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
CLOSE	double	Closing price
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
TRADE_COUNT	long	Number of trades on the current trading day
TRADE_VALUE	double	Total monetary value traded on the current trading day. Note: The value will typically be rounded to the nearest integer.
VWAP	double	Volume-weighted average price
PRICE_OPENING_AUCTION	double	Price of the Opening Auction
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
PRICE_CLOSING_AUCTION	double	Price of the Closing Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_PRE_MARKET	long	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	long	Volume of the Post-Market Trading Session
VOLUME_ODD_LOT	long	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	long	Volume of Round Lot Trades
VOLUME_OFF_EXCHANGE	long	Volume of Off Exchange Trades
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_DAILY - EVENT#

Events such as Earnings, and Company Conference Calls

US_COMP_DAILY - EVENT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EVENT_TYPE	string[40]	Type of Event. EARNING_DATE or COMPANY_CONFERENCE_CALL
EVENT_CONDITION	string[20]	Event Condition
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_DAILY - STAT#

Static data, e.g. ISIN, description, security type

US_COMP_DAILY - STAT Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
NAME	string[200]	Description of the instrument
SIP_SYMBOL	string[16]	Ticker symbol used by the US Securities Information Processor (CTA / UTP)
PREV_SYMBOL	string[16]	Previous ticker symbol, in the event of a symbol change
PRIMARY_MIC	string[4]	MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF
SEC_TYPE	string[30]	Security type, e.g. Equity, ETF, Future
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
NYSE_INDUSTRY_CODE	string[4]	Industry classification, as defined by NYSE
LOT_SIZE	double	All standard order sizes must be an integer multiple of the Lot Size
CONSOLIDATED_TAPE	string[1]	Consolidated Tape on which a US security is published (A/B/C).
TEST_SYMBOL	string[1]	Y - Test symbol, N - Not a test symbol
TICK_PILOT_IND	string[20]	Specifies any tick size pilot initiatives in which the instrument is participating
LISTING_DATE	string[8]	Date when the instrument was listed (YYYYMMDD)
SHARES_OUTSTANDING	long	Shares / quantity outstanding
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

US_COMP_LATEST#

Database includes the following Tables:

SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue
SNAP_NBBO - Latest NBBO for all Instruments in the venue
SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue

US_COMP_LATEST - SNAP#

Latest Trade & Quote / NBBO Prices for all Instruments in the venue

US_COMP_LATEST - SNAP Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	long	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
OPEN	double	Open price for the current trading day
CLOSE	double	Closing price
CLOSE_DATE	string[10]	Date for Closing Price
LATENCY_LOAD	long	Latency in milliseconds for the time duration between data collection and in-memory database load
LATENCY_COLLECTION	long	Latency in milliseconds for the time duration between exchange publishing and data collection
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_EXTENDED	long	Volume of the Pre and Post-Market Trading Sessions
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
SYMBOL	string[64]	Exchange Symbol
LAST_TRADE_TIME	nsectime	Last Trade Time
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
LAST_QUOTE_TIME	nsectime	Last Quote Time

US_COMP_LATEST - SNAP_NBBO#

Latest NBBO for all Instruments in the venue

US_COMP_LATEST - SNAP_NBBO Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	long	Best bid size
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	long	Best ask size
QUOTE_CURRENCY	string[3]	Currency in which a quote price is expressed.
SYMBOL	string[64]	Exchange Symbol
TICK_TIME	nsectime	Timestamp for latest Trade / Quote or NBBO Update

US_COMP_LATEST - SNAP_TRD#

Latest Trade Prices for all Traded Instruments in the venue

US_COMP_LATEST - SNAP_TRD Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	long	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
OPEN	double	Open price for the current trading day
CLOSE	double	Closing price
CLOSE_DATE	string[10]	Date for Closing Price
LATENCY_LOAD	long	Latency in milliseconds for the time duration between data collection and in-memory database load
LATENCY_COLLECTION	long	Latency in milliseconds for the time duration between exchange publishing and data collection
VOLUME	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_EXTENDED	long	Volume of the Pre and Post-Market Trading Sessions
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
SYMBOL	string[64]	Exchange Symbol
TICK_TIME	nsectime	Timestamp for latest Trade / Quote or NBBO Update

US_COMP_MKT_SHARE#

Database includes the following Tables:

QTE_NBBO_DAY - Daily Quote Metrics by Venue related to the NBBO
TRD_NBBO_DAY - Daily Trade Metrics by Venue related to the NBBO

US_COMP_MKT_SHARE - QTE_NBBO_DAY#

Daily Quote Metrics by Venue related to the NBBO

US_COMP_MKT_SHARE - QTE_NBBO_DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
NBBO_DURATION	double	Main Session Duration in seconds that a valid NBBO is present
AT_NBBO_BOTH_DURATION	double	Main Session Duration in seconds for the exchange to be at both the NBBO Bid and Ask
AT_NBBO_BID_DURATION	double	Main Session Duration in seconds for the exchange to be at the NBBO Bid
AT_NBBO_ASK_DURATION	double	Main Session Duration in seconds for the exchange to be at the NBBO Ask
AT_NBBO_EITHER_DURATION	double	Main Session Duration in seconds for the exchange to be at either or both the NBBO Bid or Ask
AT_NBBO_BOTH_SIZE	double	Main Session Time Weighted Average of the sum of BID_SIZE and ASK_SIZE from Exchange, when at the NBBO
AT_NBBO_BID_SIZE	double	Main Session Time Weighted Average of the BID_SIZE from Exchange, when at the NBBO Bid
AT_NBBO_ASK_SIZE	double	Main Session Time Weighted Average of the ASK_SIZE from Exchange, when at the NBBO Ask
AT_NBBO_EITHER_SIZE	double	Main Session Time Weighted Average of the Bid and Ask Size from Exchange, when at either or both the NBBO Bid or Ask. Size not at NBBO is not included.
EXCHANGE	string[1]	Exchange from which the update originates

US_COMP_MKT_SHARE - TRD_NBBO_DAY#

Daily Trade Metrics by Venue related to the NBBO

US_COMP_MKT_SHARE - TRD_NBBO_DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
TRADE_VALUE	double	Total monetary value traded on the current trading day. Note: The value will typically be rounded to the nearest integer.
TRADE_COUNT	double	Number of trades on the current trading day
VOLUME	double	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
TRADE_VALUE_MAIN_SESSION	double	Main Session Trade Value
VOLUME_MAIN_SESSION	double	Volume of the Main Trading Session
TRADE_COUNT_MAIN_SESSION	double	Main Session Trade Count
TRADE_VALUE_AT_MID	double	Main Session Traded Value for Trades at the NBBO Mid
TRADE_VALUE_AT_NBBO	double	Main Session Traded Value for Trades at the NBBO
TRADE_VALUE_INSIDE_NBBO	double	Main Session Traded Value for Trades inside the NBBO, excluding Mid
TRADE_VALUE_OUTSIDE_NBBO	double	Main Session Traded Value for Trades outside the NBBO
TRADE_COUNT_AT_MID	double	Main Session Trade Count for Trades at the NBBO Mid
TRADE_COUNT_AT_NBBO	double	Main Session Trade Count for Trades at the NBBO
TRADE_COUNT_INSIDE_NBBO	double	Main Session Trade Count for Trades inside the NBBO, excluding Mid
TRADE_COUNT_OUTSIDE_NBBO	double	Main Session Trade Count for Trades outside the NBBO
VOLUME_AT_MID	double	Main Session Volume for Trades at the NBBO Mid
VOLUME_AT_NBBO	double	Main Session Volume for Trades at the NBBO
VOLUME_INSIDE_NBBO	double	Main Session Volume for Trades inside the NBBO, excluding Mid
VOLUME_OUTSIDE_NBBO	double	Main Session Volume for Trades outside the NBBO
VOLUME_OPENING_AUCTION	double	Volume of the Opening Auction
VOLUME_CLOSING_AUCTION	double	Volume of the Closing Auction
VOLUME_ODD_LOT	double	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	double	Volume of Round Lot Trades
VOLUME_PRE_MARKET	double	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	double	Volume of the Post-Market Trading Session
TRADE_COUNT_OPENING_AUCTION	double	Trade Count for Opening Auction Trades
TRADE_COUNT_CLOSING_AUCTION	double	Trade Count for Closing Auction Trades
TRADE_COUNT_ODD_LOT	double	Trade Count for Odd Lot Trades
TRADE_COUNT_ROUND_LOT	double	Trade Count for Round Lot Trades
TRADE_COUNT_PRE_MARKET	double	Trade Count of the Pre-Market Trading Session
TRADE_COUNT_POST_MARKET	double	Trade Count of the Post-Market Trading Session
TRADE_VALUE_OPENING_AUCTION	double	Trade Value for Opening Auction Trades
TRADE_VALUE_CLOSING_AUCTION	double	Trade Value for Closing Auction Trades
TRADE_VALUE_ODD_LOT	double	Traded Value for Odd Lot Trades
TRADE_VALUE_ROUND_LOT	double	Traded Value for Round Lot Trades
TRADE_VALUE_PRE_MARKET	double	Trade Value of the Pre-Market Trading Session
TRADE_VALUE_POST_MARKET	double	Trade Value of the Post-Market Trading Session
TRADE_VALUE_BLOCK	double	Block Traded Value where block is a trade with value > $200,000 or volume > 10,000
BLOCK_VOLUME	double	Total volume of block trades executed on the current day
TRADE_COUNT_BLOCK	double	Block Count where block is a trade with value > $200,000 or volume > 10,000
EXCHANGE	string[1]	Exchange from which the update originates

US_COMP_TCA#

Database includes the following Tables:

TRD_TCA - Trades enriched with pravailing quotes / nbbo and offsets

US_COMP_TCA - TRD_TCA#

Trades enriched with pravailing quotes / nbbo and offsets

US_COMP_TCA - TRD_TCA Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
EXCH_TIME	nsectime	Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp
TRF_TIME	nsectime	Time at which a trade was processed by the Trade Reporting Facility (for trades reported to FINRA)
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
EXCHANGE	string[1]	Exchange from which the update originates
TRF	string[1]	Trade Reporting Facility used to report a trade (for trades reported to FINRA)
SOURCE	string[1]	Source from which an update originates
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
SIZE	long	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
FRACTIONAL_SIZE	double	Trade size, as a floating-point number
AGGRESSOR_SIDE	string[1]	Indicates whether a trade resulted from an incoming buy or sell order.
TRADE_TYPE	string[4]	Type of trade
TRADE_PERIOD	string[1]	Market period during which a trade was executed.
BOOK_TYPE	string[1]	Type of order book or trading mechanism through which a trade was executed.
STOP_STOCK	string[1]	Y - Stopped stock trade, N - Not a stopped stock trade, - Not applicable
TTE	string[1]	Indicates whether a trade is exempt from the Trade Through Rule (1 - Trade Through Exempt, 0 - No Trade Through Exemption)
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
CORR	int	Type of trade correction / cancellation
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
COND	string[4]	Condition code
TICKER	string[16]	Ticker symbol, as specified by the data source
TICK_STATUS	byte	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
DELETED_TIME	nsectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
MID_PRICE	double	Midpoint of the best bid/ask; set to null (NaN) if the book is crossed
MID_PRICE_B60000	double	Mid Price back 60s before the Trade Execution
MID_PRICE_B30000	double	Mid Price back 30s before the Trade Execution
MID_PRICE_B10000	double	Mid Price back 10s before the Trade Execution
MID_PRICE_B1000	double	Mid Price back 1s before the Trade Execution
MID_PRICE_B100	double	Mid Price back 100ms before the Trade Execution
MID_PRICE_B10	double	Mid Price back 10ms before the Trade Execution
MID_PRICE_F10	double	Mid Price forward 10ms after the Trade Execution
MID_PRICE_F100	double	Mid Price forward 100ms after the Trade Execution
MID_PRICE_F500	double	Mid Price forward 500ms after the Trade Execution
MID_PRICE_F1000	double	Mid Price forward 1s after the Trade Execution
MID_PRICE_F2000	double	Mid Price forward 2s after the Trade Execution
MID_PRICE_F5000	double	Mid Price forward 5s after the Trade Execution
MID_PRICE_F10000	double	Mid Price forward 10s after the Trade Execution
MID_PRICE_F30000	double	Mid Price forward 30s after the Trade Execution
MID_PRICE_F60000	double	Mid Price forward 1min after the Trade Execution
MID_PRICE_F90000	double	Mid Price forward 90s after the Trade Execution
MID_PRICE_F120000	double	Mid Price forward 2mins after the Trade Execution
MID_PRICE_F180000	double	Mid Price forward 3mins after the Trade Execution
MID_PRICE_F300000	double	Mid Price forward 5mins after the Trade Execution
MID_PRICE_F600000	double	Mid Price forward 10mins after the Trade Execution
MID_PRICE_F900000	double	Mid Price forward 15mins after the Trade Execution
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.