Historic Market Holiday Calendar and Trading Hours Schemas

Historic Market Holiday Calendar and Trading Hours

OQD_MKTCAL

Database includes the following Tables:

• MKTCAL - Market Calendar

OQD_MKTCAL - MKTCAL

Market Calendar

OQD_MKTCAL - MKTCAL 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)
CALENDAR_NAME	string[40]	Calendar Name
ACTIVITY_NAME	string[40]	Activity Type including Holidays and Trading Sessions
TIME_ZONE	string[40]	Time Zone
START_DATE	msectime	Calendar Event Start Date
END_DATE	msectime	Calendar Event End Date, or Last Valid Date
START_TIME	string[10]	Calendar Event Start Time
END_TIME	string[10]	Calendar Event End Time
WEEKDAYS	int
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.