ICE US Canadian Grains#

The Intercontinental Exchange (ICE) US Grains exchange is a futures contract market that offers trading and risk management solutions for globally traded soft commodities

  • Country: USA United States [US]

  • Mkt Hours: 00:00-24:00

  • Time Zone: America/New_York

  • Start Date: 20190513

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_US_GRAINS - Coverage#

Security Type

# of Symbols

% of Total

Future

15

0.86%

Futures Spread

69

3.95%

Option

1606

91.93%

Option Spread

57

3.26%

Total

1747

100%

Consists of 3 Databases



ICE_US_GRAINS#

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_GRAINS_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_GRAINS_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