ICE Europe Financials#

ICE Europe Financials facilitates trading in interest rate, equity index, and FX futures and options contracts across European financial markets.

  • Country: UK United Kindom [GB]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/London

  • Start Date: 20180730

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_EU_FIN - Coverage#

Security Type

# of Symbols

% of Total

Future

7603

3.43%

Futures Spread

1903

0.86%

Option

209624

94.64%

Option Spread

2373

1.07%

Total

221503

100%

Consists of 4 Databases



ICE_EU_FIN#

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_EU_FIN_BARS#

Database includes the following Tables:

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

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars




ICE_EU_FIN_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




ICE_EU_FIN_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue