Nikkei Indices Schemas#

Nikkei Indices are a series of stock market indices for the Tokyo Stock Exchange, including the Nikkei 225, which tracks the top 225 blue-chip companies in Japan.

NIKKEI_IDX#

Database includes the following Tables:

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

NIKKEI_IDX - IDX#

Index values

NIKKEI_IDX - IDX 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.

NIKKEI_IDX - STAT#

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

NIKKEI_IDX - 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[10]	Ticker symbol specified by the exchange
SEC_TYPE	string[10]	Security type, e.g. Equity, ETF, Future
BBG_TICKER	string[35]	Bloomberg ticker symbol
FIGI	string[12]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
CURRENCY	string[3]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
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.