ICE Endex#

As the leading energy exchange in continental Europe, ICE Endex provides liquid European gas, emissions and power markets

  • Country: Netherlands [NL]

  • Mkt Hours: 06:00-16:00

  • Time Zone: Europe/Amsterdam

  • Start Date: 20210607

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_ENDEX - Coverage#

Security Type

# of Symbols

% of Total

Future

3325

8.62%

Futures Spread

6271

16.25%

Option

23130

59.94%

Option Spread

5862

15.19%

Total

38588

100%

Consists of 3 Databases



ICE_ENDEX#

Database includes the following Tables:

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

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • LULD - Limit Up / Limit Down price levels

  • 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




ICE_ENDEX_BARS#

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

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




ICE_ENDEX_DAILY#

Database includes the following Tables:

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

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