Euronext Equity + Index Derivatives Schemas#

Euronext Equity + Index Derivatives offers trading in futures and options on European equities and indices.

EURONEXT_FUT#

Database includes the following Tables:

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

EURONEXT_FUT - STAT#

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

EURONEXT_FUT - 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[150]	Description of the instrument
ISIN	string[12]	ISIN code
UNDERLYING_ISIN	string[12]	ISIN of the underlying instrument
SEDOL	string[7]	SEDOL code
RTS_SYMBOL	string[32]	Ticker symbol used by ICE Data Services
BBG_TICKER	string[30]	Bloomberg ticker symbol
FIGI	string[12]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
TRADING_CODE	string[30]	ID used to identify the instrument in the trading system
PRODUCT_CODE	string[10]	Root code of a futures / options product, as specified by the exchange (e.g. CL for Crude Oil futures on NYMEX). For inter-product spreads, PRODUCT_CODE will include both products, e.g. AB-CD for a spread between products AB and CD.
MIC	string[4]	Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded
SEC_TYPE	string[20]	Security type, e.g. Equity, ETF, Future
CFI_CODE	string[6]	Classification of Financial Instruments code (ISO 10962), indicating the type of security
STRATEGY_TYPE	string[30]	Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
EXPIRATION_DATE	string[8]	Date when a derivative expires (YYYYMMDD)
CONTRACT_SIZE	double	Indicates a derivative’s underlying quantity
TICK_SIZE_TYPE	string[8]	Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.
TICK_SIZE	string[50]	Tick size / minimum price increment. All order prices must be a multiple of the tick size.
TICK_VALUE	double	Tick value, i.e. the profit / loss per contract resulting from a price movement equal to 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.

EURONEXT_FUT_BARS#

Database includes the following Tables:

QTE_1M - 1-minute quote bars

EURONEXT_FUT_BARS - QTE_1M#

1-minute quote bars

EURONEXT_FUT_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.