Osaka Exchange - Index + Equity Futures Schemas#

The Osaka Exchange offers trading in index and equity futures, including the Nikkei 225 futures and options.

OSAKA_FUT#

Database includes the following Tables:

MKT - Market phase / instrument status information
QTE - Best bid / offer quotes
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades

OSAKA_FUT - MKT#

Market phase / instrument status information

OSAKA_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)
MKT_PHASE	string[8]	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.
SESSION	string[12]	Trading session to which the update relates, e.g. Day, Night, T, T+1
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.

OSAKA_FUT - QTE#

Best bid / offer quotes

OSAKA_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)
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_SESSION	string[5]	Trading session from which the quote originates, e.g. Day, Night
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.

OSAKA_FUT - STAT#

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

OSAKA_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[100]	Description of the instrument
EXCH_SYMBOL	string[40]	Ticker symbol specified by the exchange
TRADING_CODE	string[20]	ID used to identify the instrument in the trading system
TRADING_CODE_2	string[40]	Secondary ID used to identify the instrument in the trading system
LOCAL_CODE	string[20]	Code used to identify the security locally (generally a national numbering system)
RTS_SYMBOL	string[32]	Ticker symbol used by ICE Data Services
UNDERLYING_ISIN	string[12]	ISIN of the underlying instrument
FIGI	string[12]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
PRODUCT_CODE	string[10]	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.
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[20]	Security type, e.g. Equity, ETF, Future
STRATEGY_TYPE	string[30]	Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly
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)
STRIKE_PRICE	double	Exercise price for options / warrants
CALL_PUT_IND	string[1]	C - Call option, P - Put option
CONTRACT_SIZE	double	Indicates a derivative’s underlying quantity
TICK_SIZE_TYPE	string[8]	Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.
TICK_SIZE	string[100]	Tick size / minimum price increment. All order prices must be a multiple of the tick 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.

OSAKA_FUT - TRD#

Trades

OSAKA_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
TRADE_TYPE	string[6]	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_SESSION	string[5]	Trading session from which a trade originates, e.g. Day, Night
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
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.

OSAKA_FUT_BARS#

Database includes the following Tables:

MKT - Market phase / instrument status information
QTE_1M - 1-minute quote bars
TRD_1M - 1-minute trade bars

OSAKA_FUT_BARS - MKT#

Market phase / instrument status information

OSAKA_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.
MKT_PHASE	string[8]	Indicates the instrument’s current market phase, as specified by the trading venue
SESSION	string[12]	Trading session to which the update relates, e.g. Day, Night, T, T+1
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.

OSAKA_FUT_BARS - QTE_1M#

1-minute quote bars

OSAKA_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.

OSAKA_FUT_BARS - TRD_1M#

1-minute trade bars

OSAKA_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.

OSAKA_FUT_DAILY#

Database includes the following Tables:

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

OSAKA_FUT_DAILY - STAT#

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

OSAKA_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[100]	Description of the instrument
EXCH_SYMBOL	string[40]	Ticker symbol specified by the exchange
TRADING_CODE	string[20]	ID used to identify the instrument in the trading system
TRADING_CODE_2	string[40]	Secondary ID used to identify the instrument in the trading system
LOCAL_CODE	string[20]	Code used to identify the security locally (generally a national numbering system)
RTS_SYMBOL	string[32]	Ticker symbol used by ICE Data Services
UNDERLYING_ISIN	string[12]	ISIN of the underlying instrument
FIGI	string[12]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
PRODUCT_CODE	string[10]	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.
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[20]	Security type, e.g. Equity, ETF, Future
STRATEGY_TYPE	string[30]	Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly
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)
STRIKE_PRICE	double	Exercise price for options / warrants
CALL_PUT_IND	string[1]	C - Call option, P - Put option
CONTRACT_SIZE	double	Indicates a derivative’s underlying quantity
TICK_SIZE_TYPE	string[8]	Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable.
TICK_SIZE	string[100]	Tick size / minimum price increment. All order prices must be a multiple of the tick 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.