Prague Stock Exchange - Indices Schemas#

The Prague Stock Exchange provides indices tracking the performance of Czech equities, including the PX Index.



PRAGUE_IDX#

Database includes the following Tables:

  • IDX - Index values


PRAGUE_IDX - IDX#

Index values

PRAGUE_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)

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

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.