NYMEX Futures Schemas

NYMEX is a division of the CME Group, offering trading in energy futures and options.

NYMEX

Database includes the following Tables:

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

• FIXING - Fixing prices

• 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

NYMEX - DAY

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

NYMEX - 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	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
ELEC_VOLUME	long	Total volume traded electronically
BLOCK_VOLUME	long	Total volume of block trades executed on the current day
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)
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.

NYMEX - FIXING

Fixing prices

NYMEX - FIXING 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)
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
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.

NYMEX - IND

Indicative pricing, e.g. indicative auction prices and imbalance

NYMEX - 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)
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	int	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
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.

NYMEX - LULD

Limit Up / Limit Down price levels

NYMEX - LULD 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)
HIGH_LIMIT	double	Upper trading limit / circuit breaker level
LOW_LIMIT	double	Lower trading limit / circuit breaker level
DYNAMIC_PRICE_BAND	double	Maximum price movement from one trade to the next
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.

NYMEX - MKT

Market phase / instrument status information

NYMEX - 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)
TRADING_DATE	string[8]	Identifies the current business date (YYYYMMDD). May be different to the calendar date, e.g. for T+1 trading sessions.
MKT_PHASE	string[6]	Indicates the instrument’s current market phase, as specified by the trading venue
REASON_CODE	string[4]	Reason for an instrument status update
EVENT_CODE	string[4]	Event that triggered an instrument status update
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.

NYMEX - PRL_FULL

Full orderbook data, showing updates to each individual order (MBO)

NYMEX - PRL_FULL 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[1]	Type of update
ORDER_ID	string[20]	Order identifier, uniquely identifying an order at any given point in time. Uniqueness depends on the exchange - e.g. may be globally unique, or unique per trading day, or per instrument per trading day.
BUY_SELL_FLAG	int	Orderbook side (0 - Buy, 1 - Sell)
ORDER_TYPE	string[1]	Type of order.
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	int	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
TIME_PRIORITY	long	Time priority of an order in the order queue. If two standard orders on the same side have the same price, the one with the lower value of TIME_PRIORITY will be executed first.
TRADE_ID	string[16]	Trade identifier, generally the ID assigned by the matching engine
FILL_SIZE	int	Size filled in an order execution event
OLD_PRICE	double	Previous price of an order
OLD_SIZE	int	Previous size of an order
RECORD_TYPE	string[1]	Type of depth update.
DELETED_TIME	nsectime	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.

NYMEX - QTE

Best bid / offer quotes

NYMEX - 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)
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
BID_NUM_ORDERS	short	Number of orders at the best bid price
BID_SIZE_IMPLIED	int	Volume of implied orders included in the best bid size (best bid size = implied bid size + outright 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
ASK_NUM_ORDERS	short	Number of orders at the best ask price
ASK_SIZE_IMPLIED	int	Volume of implied orders included in the best ask size (best ask size = implied ask size + outright 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.

NYMEX - STAT

Static data, e.g. ISIN, description, security type

NYMEX - 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[250]	Description of the instrument
EXCH_SYMBOL	string[30]	Ticker symbol specified by the exchange
UNDERLYING_SYMBOL	string[40]	Symbol of the underlying instrument
UNDERLYING_EXCH_SYMBOL	string[30]	Ticker symbol of the underlying instrument, as specified by the exchange
TRADING_CODE	string[20]	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.
TRADING_GROUP	string[8]	Trading group to which the instrument belongs. Instruments in the same trading group will have the same trading schedule, order matching algorithm, etc.
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[30]	Instrument type as specified by the exchange
EXCH_STRATEGY_TYPE	string[30]	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)
LAST_TRADING_TIME	nsectime	Time when the instrument finishes trading on the final trading day
CONTRACT_SIZE	double	Indicates a derivative’s underlying quantity
CONTRACT_UNITS	string[25]	Units in which CONTRACT_SIZE is expressed
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)
TICK_SIZE_TYPE	string[8]	Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.
TICK_SIZE	string[80]	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.
FRACTIONAL_PRICE_FORMAT	string[10]	Indicates the denominator of the fractional portion of the price, for instruments whose price is conventionally displayed in fractional format. If the display price has a fraction and a subfraction, both are provided, separated by -.
STRATEGY_LEG_COUNT	int	Number of legs in a strategy (spread)
STRATEGY_LEGS	string[600]	Comma-separated list of symbols for the legs of a futures / options spread
STRATEGY_RATIO	string[100]	Comma-separated list of ratios for the legs of a futures / options spread. Ratios are listed in the same order as the symbols in STRATEGY_LEGS.
HEDGE_LEG_COUNT	int	Number of legs in the hedge portion of a spread (e.g. for option spreads hedged against underlying futures)
HEDGE_LEGS	string[70]	Comma-separated list of symbols for the hedge portion of a spread
HEDGE_RATIO	string[40]	Comma-separated list of ratios for the hedge portion of a futures / options spread. Ratios are listed in the same order as the symbols in HEDGE_LEGS.
HEDGE_PRICE	string[70]	Comma-separated list of prices for the hedge portion of a futures / options spread. Prices are listed in the same order as the symbols in HEDGE_LEGS.
MIN_TRADE_SIZE	int	Minimum tradable size
MAX_TRADE_SIZE	int	Maximum tradable size
ORDER_EXEC_ALGO	string[30]	Algorithm used by the matching engine to prioritise and match orders
IMPLIED_PRICING	string[1]	Indicates whether a derivative instrument supports implied pricing (Y - Yes, N - No)
EXCH_PRICE_MULTIPLIER	double	Multiplier used to convert from the exchange’s internal price value used in the matching engine to the monetary price seen in market data
EXCH_STRIKE_MULTIPLIER	double	Multiplier used to convert from the exchange’s internal strike price to the monetary strike price seen in market data
EXPIRY_CODE	string[12]	Code identifying a specific futures / options expiry within the exchange system
EXPIRY_WEEK	string[2]	Identifies the week of the month in which weekly futures / options expire
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.

NYMEX - TRD

Trades

NYMEX - 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	int	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[16]	Trade identifier, generally the ID assigned by the matching engine
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.

NYMEX_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

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

• QTE_1M - 1-minute quote bars

• TRD_1D - Daily trade bars

• TRD_1M - 1-minute trade bars

• VWAP_1H - 1-hour VWAP bars

NYMEX_BARS - DAY

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

NYMEX_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	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
ELEC_VOLUME	long	Total volume traded electronically
BLOCK_VOLUME	long	Total volume of block trades executed on the current day
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)
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.

NYMEX_BARS - MKT

Market phase / instrument status information

NYMEX_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.
TRADING_DATE	string[8]	Identifies the current business date (YYYYMMDD). May be different to the calendar date, e.g. for T+1 trading sessions.
MKT_PHASE	string[6]	Indicates the instrument’s current market phase, as specified by the trading venue
REASON_CODE	string[4]	Reason for an instrument status update
EVENT_CODE	string[4]	Event that triggered an instrument status update
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.

NYMEX_BARS - LAT_1M

1-minute Latency bars for real time delivered data

NYMEX_BARS - LAT_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)
AVG_LATENCY_COLLECTION	double	Average Latency of Real Time Collection. Difference between Exchange timestamp and collection timestamp.
MAX_LATENCY_COLLECTION	double	Maximum Latency of Real Time Collection. Difference between Exchange timestamp and collection timestamp.
AVG_LATENCY_LOAD	double	Average Latency of Real Time Loading. Difference between the collection timestamp and availability within the Memory Database.
MAX_LATENCY_LOAD	double	Maximum Latency of Real Time Loading. Difference between the collection timestamp and availability within the Memory Database.
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.

NYMEX_BARS - QTE_1M

1-minute quote bars

NYMEX_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.

NYMEX_BARS - TRD_1D

Daily trade bars

NYMEX_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.

NYMEX_BARS - TRD_1M

1-minute trade bars

NYMEX_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.

NYMEX_BARS - VWAP_1H

1-hour VWAP bars

NYMEX_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.

NYMEX_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

NYMEX_DAILY - DAY

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

NYMEX_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	long	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
ELEC_VOLUME	long	Total volume traded electronically
BLOCK_VOLUME	long	Total volume of block trades executed on the current day
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)
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.

NYMEX_DAILY - STAT

Static data, e.g. ISIN, description, security type

NYMEX_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[250]	Description of the instrument
EXCH_SYMBOL	string[30]	Ticker symbol specified by the exchange
UNDERLYING_SYMBOL	string[40]	Symbol of the underlying instrument
UNDERLYING_EXCH_SYMBOL	string[30]	Ticker symbol of the underlying instrument, as specified by the exchange
TRADING_CODE	string[20]	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.
TRADING_GROUP	string[8]	Trading group to which the instrument belongs. Instruments in the same trading group will have the same trading schedule, order matching algorithm, etc.
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[30]	Instrument type as specified by the exchange
EXCH_STRATEGY_TYPE	string[30]	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)
LAST_TRADING_TIME	nsectime	Time when the instrument finishes trading on the final trading day
CONTRACT_SIZE	double	Indicates a derivative’s underlying quantity
CONTRACT_UNITS	string[25]	Units in which CONTRACT_SIZE is expressed
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)
TICK_SIZE_TYPE	string[8]	Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.
TICK_SIZE	string[80]	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.
FRACTIONAL_PRICE_FORMAT	string[10]	Indicates the denominator of the fractional portion of the price, for instruments whose price is conventionally displayed in fractional format. If the display price has a fraction and a subfraction, both are provided, separated by -.
STRATEGY_LEG_COUNT	int	Number of legs in a strategy (spread)
STRATEGY_LEGS	string[600]	Comma-separated list of symbols for the legs of a futures / options spread
STRATEGY_RATIO	string[100]	Comma-separated list of ratios for the legs of a futures / options spread. Ratios are listed in the same order as the symbols in STRATEGY_LEGS.
HEDGE_LEG_COUNT	int	Number of legs in the hedge portion of a spread (e.g. for option spreads hedged against underlying futures)
HEDGE_LEGS	string[70]	Comma-separated list of symbols for the hedge portion of a spread
HEDGE_RATIO	string[40]	Comma-separated list of ratios for the hedge portion of a futures / options spread. Ratios are listed in the same order as the symbols in HEDGE_LEGS.
HEDGE_PRICE	string[70]	Comma-separated list of prices for the hedge portion of a futures / options spread. Prices are listed in the same order as the symbols in HEDGE_LEGS.
MIN_TRADE_SIZE	int	Minimum tradable size
MAX_TRADE_SIZE	int	Maximum tradable size
ORDER_EXEC_ALGO	string[30]	Algorithm used by the matching engine to prioritise and match orders
IMPLIED_PRICING	string[1]	Indicates whether a derivative instrument supports implied pricing (Y - Yes, N - No)
EXCH_PRICE_MULTIPLIER	double	Multiplier used to convert from the exchange’s internal price value used in the matching engine to the monetary price seen in market data
EXCH_STRIKE_MULTIPLIER	double	Multiplier used to convert from the exchange’s internal strike price to the monetary strike price seen in market data
EXPIRY_CODE	string[12]	Code identifying a specific futures / options expiry within the exchange system
EXPIRY_WEEK	string[2]	Identifies the week of the month in which weekly futures / options expire
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.

NYMEX_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

NYMEX_LATEST - SNAP

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

NYMEX_LATEST - SNAP 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)
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
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
OPEN	double	Open price for the current trading day
SETTLE_PRICE	double	Settlement price
SETTLE_DATE	string[10]	Trading date to which the settlement price relates (YYYYMMDD)
OPEN_INT	long	Open interest for futures / options
OPEN_INT_DATE	string[10]	Trading date to which the open interest relates (YYYYMMDD)
LATENCY_LOAD	long	Latency in milliseconds for the time duration between data collection and in-memory database load
LATENCY_COLLECTION	long	Latency in milliseconds for the time duration between exchange publishing and data collection
SEC_TYPE	string[64]	Security type, e.g. Equity, ETF, Future
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
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
SYMBOL	string[64]	Exchange Symbol
LAST_TRADE_TIME	nsectime	Last Trade Time
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)
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)
LAST_QUOTE_TIME	nsectime	Last Quote Time

NYMEX_LATEST - SNAP_QTE

Latest Quotes for all Instruments in the venue

NYMEX_LATEST - SNAP_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)
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	long	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	long	Best ask size
QUOTE_CURRENCY	string[3]	Currency in which a quote price is expressed.
SYMBOL	string[64]	Exchange Symbol
TICK_TIME	nsectime	Timestamp for latest Trade / Quote or NBBO Update

NYMEX_LATEST - SNAP_TRD

Latest Trade Prices for all Traded Instruments in the venue

NYMEX_LATEST - SNAP_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)
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
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
OPEN	double	Open price for the current trading day
SETTLE_PRICE	double	Settlement price
SETTLE_DATE	string[10]	Trading date to which the settlement price relates (YYYYMMDD)
OPEN_INT	long	Open interest for futures / options
OPEN_INT_DATE	string[10]	Trading date to which the open interest relates (YYYYMMDD)
LATENCY_LOAD	long	Latency in milliseconds for the time duration between data collection and in-memory database load
LATENCY_COLLECTION	long	Latency in milliseconds for the time duration between exchange publishing and data collection
SEC_TYPE	string[64]	Security type, e.g. Equity, ETF, Future
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
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
SYMBOL	string[64]	Exchange Symbol
TICK_TIME	nsectime	Timestamp for latest Trade / Quote or NBBO Update