Database Daily Archive Loading Statistics Schemas#
Database Daily Archive Loading Statististics. Keyed on Database
DB_INFO#
Database includes the following Tables:
COMPLETENESS - Database Loading Statistics by Table / Tick Type
PROC_EVENTS - Database Daily Loading Events including Start and Completion Time
DB_INFO - COMPLETENESS#
Database Loading Statistics by Table / Tick Type
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) |
DB_NAME |
string[100] |
Database Name |
DB_DESCRIPTION |
string[250] |
Database Description |
MIC |
string[1500] |
Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded |
COUNTRY |
string[70] |
ISO Country Code |
TIMEZONE |
string[25] |
Time Zone for the Database |
MARKET_START |
string[29] |
Daily Start Time for Trading |
MARKET_END |
string[29] |
Daily End Time for Trading |
DATA_DATE |
string[8] |
Trading Day loaded, which may not correspond to a UTC Day. |
DAILY_ARCHIVE_SIZE_MB |
long |
Daily Archive Size in Mb |
TICK_TYPE |
string[25] |
Database Table |
SYMBOL_COUNT |
long |
Count of Symbols loaded into the Database Table for the specified day. |
LOWEST_TIMESTAMP |
msectime |
Highest Timestamp loaded for the specified day |
HIGHEST_TIMESTAMP |
msectime |
Highest Timestamp loaded for the specified day |
LOAD_TIME |
msectime |
Timestamp the historic day of data was loaded into the database |
REF_DATA_DB |
string[100] |
Reference Database associated with a Database. Used to provide symbology mapping, corporate action adjustment factors, mkt holidays and trading hours |
SYMBOLOGY |
string[15] |
Symbology assigned to the Database |
EQUITIES |
string[4] |
If the Database includes Equities [ Y / N ] |
FUTURES |
string[4] |
If the Database includes Futures [ Y / N ] |
OPTIONS |
string[4] |
If the Database includes Options [ Y / N ] |
SPREADS |
string[4] |
If the Database includes Future Spread Contracts [ Y / N ] |
INDICES |
string[4] |
If the Database includes Indices [ Y / N ] |
COMMENT |
string[250] |
Commentary |
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. |
DB_INFO - PROC_EVENTS#
Database Daily Loading Events including Start and Completion Time
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) |
DB_NAME |
string[100] |
Database Name |
DB_DESCRIPTION |
string[250] |
Database Description |
TIMEZONE |
string[25] |
Time Zone for the Database |
DATA_DATE |
string[8] |
Trading Day loaded, which may not correspond to a UTC Day. |
EVENT_TIME |
msectime |
Timestamp for Event |
EVENT_NAME |
string[50] |
Event Name |
SOURCE_FILE_NAME |
string[200] |
Category of Daily Database Loading |
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. |