ICE US#

ICE US offers trading in futures and options across asset classes like agriculture, energy, equity indices, interest rates and more.

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 20220126

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_US - Coverage#

Security Type

# of Symbols

% of Total

Future

1188

4.92%

Futures Spread

2153

8.91%

Option

18244

75.52%

Option Spread

2572

10.65%

Total

24157

100%

Consists of 3 Databases



ICE_US#

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_US_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_US_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