# Nextrade ATS Schemas Nextrade (NXT) is South Korea’s first licensed Alternative Trading System (ATS), operating alongside the traditional Korea Exchange. ## NEXTRADE 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 * QTE - Best bid / offer quotes * STAT - Static data, e.g. ISIN, description, security type * TRD - Trades ### NEXTRADE - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### NEXTRADE - 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) | | 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 | | OFF_BOOK_VOLUME | long | Total volume traded off-book | | 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 | | VOLUME_PRE_MARKET | long | Volume of the Pre-Market Trading Session | | VOLUME_POST_MARKET | long | Volume of the Post-Market Trading Session | | 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. | ### NEXTRADE - IND Indicative pricing, e.g. indicative auction prices and imbalance #### NEXTRADE - 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 | | 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. | ### NEXTRADE - MKT Market phase / instrument status information #### NEXTRADE - 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[8] | 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. | ### NEXTRADE - QTE Best bid / offer quotes #### NEXTRADE - 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. | ### NEXTRADE - STAT Static data, e.g. ISIN, description, security type #### NEXTRADE - 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[160] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[40] | Ticker symbol specified by the exchange | | TRADING_CODE | string[40] | 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 | | 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[40] | Security type, e.g. Equity, ETF, Future | | CFI_CODE | string[6] | Classification of Financial Instruments code (ISO 10962), indicating the type of security | | 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[200] | 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. | ### NEXTRADE - TRD Trades #### NEXTRADE - 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[8] | 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. | | 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. | ## NEXTRADE_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 ### NEXTRADE_DAILY - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### NEXTRADE_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) | | 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 | | OFF_BOOK_VOLUME | long | Total volume traded off-book | | 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 | | VOLUME_PRE_MARKET | long | Volume of the Pre-Market Trading Session | | VOLUME_POST_MARKET | long | Volume of the Post-Market Trading Session | | 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. | ### NEXTRADE_DAILY - STAT Static data, e.g. ISIN, description, security type #### NEXTRADE_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[160] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[40] | Ticker symbol specified by the exchange | | TRADING_CODE | string[40] | 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 | | 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[40] | Security type, e.g. Equity, ETF, Future | | CFI_CODE | string[6] | Classification of Financial Instruments code (ISO 10962), indicating the type of security | | 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[200] | 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. |