# MIAX Futures Exchange Schemas MIAX Futures provides the Minneapolis Grain Exchange, offering trading in Hard Red Spring Wheat Futures & Options. ## MIAX_FUT Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * IND - Indicative pricing, e.g. indicative auction prices and imbalance * MKT - Market phase / instrument status information * QTE - Best bid / offer quotes * STAT - Static data, e.g. ISIN, description, security type * TRD - Trades ### MIAX_FUT - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MIAX_FUT - DAY 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) | | UPDATE_TYPE | string[16] | Type of update | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | double | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | SETTLE_PRICE | double | Settlement price | | SETTLE_DATE | string[8] | Trading date to which the settlement price relates (YYYYMMDD) | | OPEN_INT | double | Open interest for futures / options | | OPEN_INT_DATE | string[8] | Trading date to which the open interest relates (YYYYMMDD) | | TRADE_COUNT | double | Number of trades on the current trading day | | VWAP | double | Volume-weighted average price | | ON_BOOK_VOLUME | double | Total volume traded through the orderbook | | OFF_BOOK_VOLUME | double | Total volume traded off-book | | SPREAD_VOLUME | double | Total volume originating from spread executions [i.e. strategy leg trades reported in each outright leg when two spread orders are matched] | | 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. | ### MIAX_FUT - IND Indicative pricing, e.g. indicative auction prices and imbalance #### MIAX_FUT - IND 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) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | PRICE | double | TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross | | SIZE | long | TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross | | AUCTION_TYPE | string[1] | Type of auction from which an indicative auction price / auction imbalance originates. | | 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. | ### MIAX_FUT - MKT Market phase / instrument status information #### MIAX_FUT - MKT 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) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | MKT_PHASE | string[6] | Indicates the instrument’s current market phase, as specified by the trading venue | | OMD_STATUS | string[1] | Indicates an instrument’s current trading status. Values are normalized across all DBs. | | 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. | ### MIAX_FUT - QTE Best bid / offer quotes #### MIAX_FUT - QTE 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) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | BID_PRICE | double | Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders) | | BID_SIZE | int | Best bid size | | ASK_PRICE | double | Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders) | | ASK_SIZE | int | Best ask 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. | ### MIAX_FUT - STAT Static data, e.g. ISIN, description, security type #### MIAX_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[200] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[40] | Ticker symbol specified by the exchange | | TRADING_CODE | string[12] | ID used to identify the instrument in the trading system | | PRODUCT_CODE | string[20] | 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. | | UNDERLYING_SYMBOL | string[32] | Symbol of the underlying instrument | | UNDERLYING_ISIN | string[12] | ISIN of the underlying instrument | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[30] | Security type, e.g. Equity, ETF, Future | | UNDERLYING_SEC_TYPE | string[20] | Underlying asset class | | STRATEGY_TYPE | string[40] | Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly | | EXCH_SEC_TYPE | string[20] | Instrument type as specified by the exchange | | EXCH_STRATEGY_TYPE | string[20] | Type of strategy / spread, as specified by the exchange | | CFI_CODE | string[6] | Classification of Financial Instruments code (ISO 10962), indicating the type of security | | 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) | | FIRST_TRADING_DATE | string[8] | First date on which the instrument can be traded (YYYYMMDD) | | FIRST_NOTICE_DATE | string[8] | Earliest date when holders of short futures positions can provide notice of their intention to deliver the underlying commodity (YYYYMMDD) | | LAST_NOTICE_DATE | string[8] | Latest date when holders of short futures positions can provide notice of their intention to deliver the underlying commodity (YYYYMMDD) | | DELIVERY_START_DATE | string[8] | Date when a derivative’s delivery period begins (YYYYMMDD) | | DELIVERY_END_DATE | string[8] | Date when a derivative’s delivery period ends (YYYYMMDD) | | STRIKE_PRICE | double | Exercise price for options / warrants | | CALL_PUT_IND | string[1] | C - Call option, P - Put option | | EXERCISE_TYPE | string[1] | Option exercise type (A - American, E - European, B - Bermudan, S - Asian) | | SETTLEMENT_TYPE | string[1] | Settlement method for a derivatives contract (C - Cash, P - Physical, E - Either cash or physical) | | CONTRACT_SIZE | double | Indicates a derivative’s underlying quantity | | 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. | | POINT_VALUE | double | Profit / loss per contract resulting from a 1 point price movement (e.g. if the price moves from 123.00 to 124.00). Note that if an instrument trades in minor currency units such as USX (US cents), the point value will also be expressed in those units. | | MIN_ORDER_SIZE | int | Minimum order size | | MAX_ORDER_SIZE | int | Maximum order 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. | ### MIAX_FUT - TRD Trades #### MIAX_FUT - TRD 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) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | PRICE | double | TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross | | SIZE | long | TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross | | AGGRESSOR_SIDE | string[1] | Indicates whether a trade resulted from an incoming buy or sell order. | | TRADE_TYPE | string[4] | Type of trade | | TRADE_PERIOD | string[1] | Market period during which a trade was executed. | | BOOK_TYPE | string[1] | Type of order book or trading mechanism through which a trade was executed. | | TRADE_ID | string[20] | Trade identifier, generally the ID assigned by the matching engine | | COMBO_TRADE_ID | string[20] | Links leg trades in outright instruments with the spread trade that generated them | | BUY_ORDER_ID | string[20] | ID of the buy order involved in a trade | | SELL_ORDER_ID | string[20] | ID of the sell order involved in a trade | | DELETED_TIME | msectime | Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). | | TICK_STATUS | int | Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS). | | 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. | ## MIAX_FUT_BARS Database includes the following tick types: * 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 ### MIAX_FUT_BARS - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MIAX_FUT_BARS - DAY 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) | | UPDATE_TYPE | string[16] | Type of update | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | double | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | SETTLE_PRICE | double | Settlement price | | SETTLE_DATE | string[8] | Trading date to which the settlement price relates (YYYYMMDD) | | OPEN_INT | double | Open interest for futures / options | | OPEN_INT_DATE | string[8] | Trading date to which the open interest relates (YYYYMMDD) | | TRADE_COUNT | double | Number of trades on the current trading day | | VWAP | double | Volume-weighted average price | | ON_BOOK_VOLUME | double | Total volume traded through the orderbook | | OFF_BOOK_VOLUME | double | Total volume traded off-book | | SPREAD_VOLUME | double | Total volume originating from spread executions [i.e. strategy leg trades reported in each outright leg when two spread orders are matched] | | 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. | ### MIAX_FUT_BARS - MKT Market phase / instrument status information #### MIAX_FUT_BARS - MKT 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) | | OMD_STATUS | string[64] | Indicates an instrument’s current trading status. Values are normalized across all DBs. | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | MKT_PHASE | string[6] | Indicates the instrument’s current market phase, as specified by the trading venue | | 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. | ### MIAX_FUT_BARS - QTE_1M 1-minute quote bars #### MIAX_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. | ### MIAX_FUT_BARS - TRD_1D Daily trade bars #### MIAX_FUT_BARS - TRD_1D 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_TIME | nsectime | Timestamp of the first eligible trade in the current bar interval | | FIRST | double | Price of the first eligible trade in the current bar interval | | FIRST_SIZE | long | Size of the first eligible trade in the current bar interval | | HIGH_TIME | nsectime | Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | HIGH_SIZE | long | Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW_TIME | nsectime | Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | LOW_SIZE | long | Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LAST_TIME | nsectime | Timestamp of the last eligible trade in the current bar interval | | LAST | double | Price of the last eligible trade in the current bar interval | | LAST_SIZE | long | Size of the last eligible trade in the current bar interval | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | BUY_VOLUME | long | Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | SELL_VOLUME | long | Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | TRADE_CURRENCY | string[3] | Currency in which a trade was executed. | | TRADE_TICK_COUNT | long | Number of eligible trades 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. | ### MIAX_FUT_BARS - TRD_1M 1-minute trade bars #### MIAX_FUT_BARS - TRD_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_TIME | nsectime | Timestamp of the first eligible trade in the current bar interval | | FIRST | double | Price of the first eligible trade in the current bar interval | | FIRST_SIZE | long | Size of the first eligible trade in the current bar interval | | HIGH_TIME | nsectime | Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | HIGH_SIZE | long | Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW_TIME | nsectime | Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | LOW_SIZE | long | Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used. | | LAST_TIME | nsectime | Timestamp of the last eligible trade in the current bar interval | | LAST | double | Price of the last eligible trade in the current bar interval | | LAST_SIZE | long | Size of the last eligible trade in the current bar interval | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | BUY_VOLUME | long | Traded volume originating from incoming buy orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | SELL_VOLUME | long | Traded volume originating from incoming sell orders. Excludes trades involving hidden orders, as well as off-book trades and auction trades, for the which the side of the aggressive order is undefined or unknown. | | TRADE_CURRENCY | string[3] | Currency in which a trade was executed. | | TRADE_TICK_COUNT | long | Number of eligible trades 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. | ### MIAX_FUT_BARS - VWAP_1H 1-hour VWAP bars #### MIAX_FUT_BARS - VWAP_1H 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) | | VWAP | double | Volume-weighted average price | | TWAP | double | TIme-weighted average price | | VOLUME | double | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | CURRENCY | string[64] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | 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. | ## MIAX_FUT_DAILY Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * STAT - Static data, e.g. ISIN, description, security type ### MIAX_FUT_DAILY - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MIAX_FUT_DAILY - DAY 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) | | UPDATE_TYPE | string[16] | Type of update | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | VOLUME | double | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | SETTLE_PRICE | double | Settlement price | | SETTLE_DATE | string[8] | Trading date to which the settlement price relates (YYYYMMDD) | | OPEN_INT | double | Open interest for futures / options | | OPEN_INT_DATE | string[8] | Trading date to which the open interest relates (YYYYMMDD) | | TRADE_COUNT | double | Number of trades on the current trading day | | VWAP | double | Volume-weighted average price | | ON_BOOK_VOLUME | double | Total volume traded through the orderbook | | OFF_BOOK_VOLUME | double | Total volume traded off-book | | SPREAD_VOLUME | double | Total volume originating from spread executions [i.e. strategy leg trades reported in each outright leg when two spread orders are matched] | | 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. | ### MIAX_FUT_DAILY - STAT Static data, e.g. ISIN, description, security type #### MIAX_FUT_DAILY - 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[200] | Description of the instrument | | ISIN | string[12] | ISIN code | | EXCH_SYMBOL | string[40] | Ticker symbol specified by the exchange | | TRADING_CODE | string[12] | ID used to identify the instrument in the trading system | | PRODUCT_CODE | string[20] | 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. | | UNDERLYING_SYMBOL | string[32] | Symbol of the underlying instrument | | UNDERLYING_ISIN | string[12] | ISIN of the underlying instrument | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[30] | Security type, e.g. Equity, ETF, Future | | UNDERLYING_SEC_TYPE | string[20] | Underlying asset class | | STRATEGY_TYPE | string[40] | Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly | | EXCH_SEC_TYPE | string[20] | Instrument type as specified by the exchange | | EXCH_STRATEGY_TYPE | string[20] | Type of strategy / spread, as specified by the exchange | | CFI_CODE | string[6] | Classification of Financial Instruments code (ISO 10962), indicating the type of security | | 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) | | FIRST_TRADING_DATE | string[8] | First date on which the instrument can be traded (YYYYMMDD) | | FIRST_NOTICE_DATE | string[8] | Earliest date when holders of short futures positions can provide notice of their intention to deliver the underlying commodity (YYYYMMDD) | | LAST_NOTICE_DATE | string[8] | Latest date when holders of short futures positions can provide notice of their intention to deliver the underlying commodity (YYYYMMDD) | | DELIVERY_START_DATE | string[8] | Date when a derivative’s delivery period begins (YYYYMMDD) | | DELIVERY_END_DATE | string[8] | Date when a derivative’s delivery period ends (YYYYMMDD) | | STRIKE_PRICE | double | Exercise price for options / warrants | | CALL_PUT_IND | string[1] | C - Call option, P - Put option | | EXERCISE_TYPE | string[1] | Option exercise type (A - American, E - European, B - Bermudan, S - Asian) | | SETTLEMENT_TYPE | string[1] | Settlement method for a derivatives contract (C - Cash, P - Physical, E - Either cash or physical) | | CONTRACT_SIZE | double | Indicates a derivative’s underlying quantity | | 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. | | POINT_VALUE | double | Profit / loss per contract resulting from a 1 point price movement (e.g. if the price moves from 123.00 to 124.00). Note that if an instrument trades in minor currency units such as USX (US cents), the point value will also be expressed in those units. | | MIN_ORDER_SIZE | int | Minimum order size | | MAX_ORDER_SIZE | int | Maximum order 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. |