# NYSE American Equities Schemas The AMEX (American Stock Exchange) is a prominent US stock and options exchange based in New York City, which is now officially known as the NYSE American. Acquired by the NYSE’s parent company, it functions as an electronic exchange primarily focused on listing and trading small-cap stocks and ETFs (Exchange Traded Funds) ## AMEX Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * IND - Indicative pricing, e.g. indicative auction prices and imbalance * MKT - Market phase / instrument status information * PRL_FULL - Full orderbook data, showing updates to each individual order (MBO) * QTE - Best bid / offer quotes * STAT - Static data, e.g. ISIN, description, security type * TRD - Trades ### AMEX - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### AMEX - 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) | | UPDATE_TYPE | string[16] | Type of update | | 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 | | VOLUME_LIT | long | Volume traded in a lit orderbook | | VOLUME_DARK | long | Volume traded in a dark orderbook | | VOLUME_CONTINUOUS | long | Volume traded in the main orderbook during continuous trading | | 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_AUCTION | long | Volume traded during auctions. Includes all auction types. | | 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_HIDDEN | long | Volume traded against hidden orders in a lit orderbook | | OFF_BOOK_VOLUME | long | Total volume traded off-book | | VOLUME_ODD_LOT | long | Volume of the Odd Lot Trades | | VOLUME_ROUND_LOT | long | Volume of Round Lot 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. | ### AMEX - IND Indicative pricing, e.g. indicative auction prices and imbalance #### AMEX - IND 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 | | 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 | | REF_PRICE | double | Reference price according to which the auction price limits are set - usually the mid of the BBO, or the last sale price | | 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 | | IMB_SIDE | string[1] | Indicates if one side of the orderbook has excess executable orders during an auction phase. | | IMB_VOLUME | long | Size of an auction imbalance, i.e. the excess volume of orders on the side indicated by IMB_SIDE | | MKT_ORDER_IMB_VOLUME | long | Size of a market order imbalance, during an auction phase, i.e. the excess volume of market orders on the side indicated by IMB_SIDE | | UNPAIRED_SIDE | string[1] | During a closing auction on NYSE, indicates if one side of the orderbook has excess executable orders at the imbalance reference price. | | UNPAIRED_VOLUME | long | For NYSE closing auctions, indicates the volume of excess orders on the side of the imbalance that are priced at or better than the imbalance reference price. | | CLEARING_PRICE | double | Price at which the order imbalance would be reduced to 0, disregarding auction price limits. Indicates how far the market would have to move to negate the auction imbalance. | | CLEARING_PRICE_AUCTION_BOOK | double | Price at which the imbalance in the auction book (i.e. excluding orders in the continuous book) would be reduced to 0, disregarding auction price limits | | SSR_FILING_PRICE | double | Price at which short selling orders will participate in an auction (if higher than their limit price), for securities subject to a short selling restriction | | HIGH_LIMIT | double | Upper trading limit / circuit breaker level | | LOW_LIMIT | double | Lower trading limit / circuit breaker level | | COND | string[1] | Condition code | | COND2 | string[1] | Second condition code | | COND3 | string[1] | Third condition code | | AUCTION_TYPE | string[1] | Type of auction from which an indicative auction price / auction imbalance originates. | | 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. | ### AMEX - MKT Market phase / instrument status information #### AMEX - 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 | | MKT_PHASE | string[1] | Indicates the instrument’s current market phase, as specified by the trading venue | | REASON_CODE | string[4] | Reason for an instrument status update | | SHORT_SALE_RESTRICTION | string[1] | Indicates whether short selling is permitted | | OPENING_RANGE_LOW | double | Lower end of the expected opening price range | | OPENING_RANGE_HIGH | double | Upper end of the expected opening price range | | OMD_STATUS | string[1] | Indicates an instrument’s current trading status. Values are normalized across all DBs. | | SESSION | string[12] | Trading session to which the update relates, e.g. Day, Night, T, T+1 | | 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. | ### AMEX - PRL_FULL Full orderbook data, showing updates to each individual order (MBO) #### AMEX - PRL_FULL 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 | | UPDATE_TYPE | string[1] | Type of update | | ORDER_ID | string[20] | Order identifier, uniquely identifying an order at any given point in time. Uniqueness depends on the exchange - e.g. may be globally unique, or unique per trading day, or per instrument per trading day. | | PART_ID | string[4] | Identifies the market participant that entered an order / quote | | ORDER_TYPE | string[1] | Type of order. | | BUY_SELL_FLAG | int | Orderbook side (0 - Buy, 1 - Sell) | | 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 | int | 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 | | TIME_PRIORITY | long | Time priority of an order in the order queue. If two standard orders on the same side have the same price, the one with the lower value of TIME_PRIORITY will be executed first. | | TRADE_ID | string[20] | Trade identifier, generally the ID assigned by the matching engine | | FILL_PRICE | double | Price at which the order was executed | | FILL_SIZE | int | Size filled in an order execution event | | OLD_ORDER_ID | string[20] | Previous order ID, where a modification results in a new order ID being issued | | OLD_PRICE | double | Previous price of an order | | OLD_SIZE | int | Previous size of an order | | ORIGINAL_ORDER_ID | string[20] | Order ID by which the order was identified when it was first entered. Some markets issue a new order ID when orders are modified. Using this field, these orders can be tracked using their original order ID. | | PRICE_LEVEL | int | Price level of the order after the orderbook update is applied. e.g. if set to 3, this indicates that the order is at the third best price point after the orderbook update. Always set to 0 for order deletions. | | OLD_PRICE_LEVEL | int | Price level of the order before the orderbook update was applied. e.g. if set to 3, this indicates that the order was at the third best price point before the orderbook update. Always set to 0 for new orders. | | ORDER_POSITION | int | Indicates the order’s position in the order queue after the orderbook update is applied. e.g. if set to 1, this indicates that the order is at the front of the order queue after the orderbook update. Always set to 0 for order deletions. | | OLD_ORDER_POSITION | int | Indicates the order’s position in the order queue before the orderbook update was applied. e.g. if set to 1, this indicates that the order was at the front of the order queue before the orderbook update. Always 0 for new orders. | | SIZE_AHEAD | long | Total order volume ahead of the order in the order queue, after the order update is applied. Always 0 for order deletions. | | RECORD_TYPE | string[1] | Type of depth update. | | TICK_STATUS | int | 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). | | 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. | ### AMEX - QTE Best bid / offer quotes #### AMEX - 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 | | 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_NUM_ORDERS | int | Number of orders at the best bid price | | 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_NUM_ORDERS | int | Number of orders at the best ask price | | RPI | string[1] | Indicates the presence of Retail Price Improvement interest on bid and/or ask side | | 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. | ### AMEX - STAT Static data, e.g. ISIN, description, security type #### AMEX - 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 | | EXCH_SYMBOL | string[20] | Ticker symbol specified by the exchange | | TRADING_CODE | string[20] | ID used to identify the instrument in the trading system | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | PRIMARY_MIC | string[4] | MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[40] | 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). | | LOT_SIZE | double | All standard order sizes must be an integer multiple of the Lot Size | | TICK_SIZE_TYPE | string[8] | Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable. | | TICK_SIZE | string[80] | Tick size / minimum price increment. All order prices must be a multiple of the tick size. | | 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. | ### AMEX - TRD Trades #### AMEX - 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 | | 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 | int | 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 | | AGGRESSOR_SIDE | string[1] | Indicates whether a trade resulted from an incoming buy or sell order. | | TRADE_TYPE | string[1] | Type of trade | | TRADE_TYPE_EXT | string[4] | Extended trade type code | | ODD_LOT | string[1] | Indicates whether a trade was an odd lot | | 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. | | TRADE_ID | string[20] | Trade identifier, generally the ID assigned by the matching engine | | TRADE_ALT_ID | string[20] | Secondary trade identifier | | EXECUTED_ORDER_ID | string[20] | ID of the resting (passive) order that was executed | | 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). | ## AMEX_DAILY Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * STAT - Static data, e.g. ISIN, description, security type ### AMEX_DAILY - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### AMEX_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) | | UPDATE_TYPE | string[16] | Type of update | | 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 | | VOLUME_LIT | long | Volume traded in a lit orderbook | | VOLUME_DARK | long | Volume traded in a dark orderbook | | VOLUME_CONTINUOUS | long | Volume traded in the main orderbook during continuous trading | | 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_AUCTION | long | Volume traded during auctions. Includes all auction types. | | 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_HIDDEN | long | Volume traded against hidden orders in a lit orderbook | | OFF_BOOK_VOLUME | long | Total volume traded off-book | | VOLUME_ODD_LOT | long | Volume of the Odd Lot Trades | | VOLUME_ROUND_LOT | long | Volume of Round Lot 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. | ### AMEX_DAILY - STAT Static data, e.g. ISIN, description, security type #### AMEX_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 | | EXCH_SYMBOL | string[20] | Ticker symbol specified by the exchange | | TRADING_CODE | string[20] | ID used to identify the instrument in the trading system | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | PRIMARY_MIC | string[4] | MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[40] | 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). | | LOT_SIZE | double | All standard order sizes must be an integer multiple of the Lot Size | | TICK_SIZE_TYPE | string[8] | Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable. | | TICK_SIZE | string[80] | Tick size / minimum price increment. All order prices must be a multiple of the tick size. | | 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. |