Daily Price History for Global Futures Schemas#
Daily Price History for Global Futures
OQD_FUT#
Database includes the following Tables:
DFUT - Daily Futures Prices
OQD_FUT - DFUT#
Daily Futures Prices
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) |
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 |
SETTLE_PRICE |
double |
Settlement 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 |
OPEN_INT |
double |
Open interest for futures / options |
OPEN_INT_AT_CLOSE |
double |
Open Interest at market close |
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. |