B3 (Bovespa) - OTC Market Schemas#
The São Paulo Stock, Commodities and Futures Exchange (known as B3 S.A. - Brasil, Bolsa,balcão) currently has several different trading market segments: the traditional stock exchange and over-the-counter markets, and the special trading segments Level 1, Level 2 and New Market (Novo Mercado), Bovespa Mais and Bovespa Mais Level 2, which allow the trading of securities of listed companies adopting a special level of corporate governance.
BRAZIL_OTC#
Database includes the following Tables:
IND - Indicative pricing, e.g. indicative auction prices and imbalance
MKT - Market phase / instrument status information
QTE - Best bid / offer quotes
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades
TRD_ODD_LOT - Trades from the odd lot book
BRAZIL_OTC - IND#
Indicative pricing, e.g. indicative auction prices and imbalance
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 |
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. |
BRAZIL_OTC - MKT#
Market phase / instrument status information
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) |
MKT_PHASE |
string[4] |
Indicates the instrument’s current market phase, as specified by the trading venue |
OMD_STATUS |
string[1] |
Indicates an instrument’s current trading status. Values are normalized across all DBs. |
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. |
BRAZIL_OTC - QTE#
Best bid / offer quotes
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 |
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. |
BRAZIL_OTC - STAT#
Static data, e.g. ISIN, description, security type
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[120] |
Description of the instrument |
ISIN |
string[12] |
ISIN code |
SEDOL |
string[7] |
SEDOL code |
EXCH_SYMBOL |
string[20] |
Ticker symbol specified by the exchange |
RTS_SYMBOL |
string[32] |
Ticker symbol used by ICE Data Services |
BBG_TICKER |
string[40] |
Bloomberg ticker symbol |
FIGI |
string[12] |
Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue |
COMPOSITE_FIGI |
string[12] |
Country-composite FIGI, identifying a security across all venues in a particular country |
UNDERLYING_SYMBOL |
string[40] |
Symbol of the underlying instrument |
MIC |
string[4] |
Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded |
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[25] |
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 |
CONTRACT_SIZE |
double |
Indicates a derivative’s underlying quantity |
EXPIRATION_DATE |
string[8] |
Date when a derivative expires (YYYYMMDD) |
STRIKE_PRICE |
double |
Exercise price for options / warrants |
EXERCISE_TYPE |
string[1] |
Option exercise type (A - American, E - European, B - Bermudan, S - Asian) |
TICK_SIZE_TYPE |
string[8] |
Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable. |
TICK_SIZE |
string[100] |
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. |
BRAZIL_OTC - TRD#
Trades
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 |
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 |
BUYER |
string[6] |
ID of the market participant on the buy side of a trade |
SELLER |
string[6] |
ID of the market participant on the sell side of a trade |
TRADE_TYPE |
string[6] |
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. |
DELETED_TIME |
msectime |
Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). |
TICK_STATUS |
int |
Internal OneTick field. Always 0 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. |
BRAZIL_OTC - TRD_ODD_LOT#
Trades from the odd lot book
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 |
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 |
BUYER |
string[6] |
ID of the market participant on the buy side of a trade |
SELLER |
string[6] |
ID of the market participant on the sell side of a trade |
TRADE_TYPE |
string[6] |
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. |
DELETED_TIME |
msectime |
Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). |
TICK_STATUS |
int |
Internal OneTick field. Always 0 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. |