Equiduct Exchange Schemas#

Equiduct is a pan-European regulated market and MTF owned by Boerse Berlin, providing trading in over 6,000 equities and ETFs across 12 European markets.

EQUIDUCT#

Database includes the following Tables:

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

EQUIDUCT - DAY#

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

EQUIDUCT - 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)
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
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
TURNOVER	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
OFF_BOOK_VOLUME	long	Total volume traded off-book
VOLUME_RFQ	long	Volume traded through an RFQ / RFC (Request for Quote / Request for Cross) process
VOLUME_CONTINUOUS	long	Volume traded in the main orderbook during continuous trading
VOLUME_AUCTION	long	Volume traded during auctions. Includes all auction types.
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
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.

EQUIDUCT - MKT#

Market phase / instrument status information

EQUIDUCT - 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[4]	Indicates the instrument’s current market phase, as specified by the trading venue
REASON_CODE	string[4]	Reason for an instrument status update
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.

EQUIDUCT - PRL_FULL#

Full orderbook data, showing updates to each individual order (MBO)

EQUIDUCT - 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.
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	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
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_SIZE	int	Size filled in an order execution event
OLD_PRICE	double	Previous price of an order
OLD_SIZE	long	Previous size of an order
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.

EQUIDUCT - QTE#

Best bid / offer quotes

EQUIDUCT - 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	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.

EQUIDUCT - STAT#

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

EQUIDUCT - 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[100]	Description of the instrument
ISIN	string[12]	ISIN code
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
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
CFI_CODE	string[6]	Classification of Financial Instruments code (ISO 10962), indicating the type of security
MKT_SEGMENT	string[16]	Market segment on which the instrument is traded
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
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.

EQUIDUCT - TRD#

Trades

EQUIDUCT - 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	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
AGGRESSOR_SIDE	string[1]	Indicates whether a trade resulted from an incoming buy or sell order.
TRADE_TYPE	string[6]	Type of trade
TRADE_VENUE	string[4]	Identifies the venue where a trade was executed. Typically a MIC, with the special values XOFF for off-exchange and SINT for Systematic Internaliser trades.
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
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.
MMT_MKT_MECH	string[1]	Market mechanism through which a trade was executed.
MMT_TRD_MODE	string[1]	Trading period during which an on-book trade was executed, or origin of an off-book trade report (on-exchange / off-exchange / SI).
MMT_TRANS_CAT	string[1]	Identifies various special categories of trade.
MMT_NEGOTIATED_IND	string[1]	Indicates privately negotiated trades, or Systematic Internaliser trades exempt from pre-trade transparency.
MMT_CROSS_IND	string[1]	Identifies agency cross trades, where a broker crossed two client orders outside the order book.
MMT_MOD_IND	string[1]	Identifies trade cancellations, or amendments of a previous trade.
MMT_BENCHMARK_IND	string[1]	Identifies whether a trade was priced according to a defined benchmark (e.g. VWAP) or reference price (e.g. midpoint of the primary market BBO), or whether it was part of a trade in multiple instruments (contingent trade or portfolio trade).
MMT_DIVIDEND_IND	string[1]	Identifies whether a trade includes special dividend arrangements, e.g. a trade sold cum-dividend during an ex-dividend period.
MMT_OFF_BOOK_AUTO_IND	string[1]	Identifies whether an off-book trade report was executed via a manual or automated process.
MMT_PRICE_FORMING_IND	string[1]	Identifies whether a trade is price-forming, or contributes to the price discovery process.
MMT_ALGO_IND	string[1]	Identifies whether a trade involved an algorithmic order.
MMT_PUB_MODE	string[1]	Identifies whether a trade was subject to delayed publication, and the reason for the deferral.
MMT_DEFERRAL_TYPE	string[1]	Type of publication deferral or subsequent enrichment applied to a trade report.
MMT_DUP_IND	string[1]	Identifies trades reported to more than one Approved Publication Arrangement.
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
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.