ICE Europe Commodities Sample#

A subset of symbols from ICE Europe Commodities covering Futures for products BRN (Brent Crude), RC (Robusta Coffee), WBS (WTI Crude), W (White Sugar). Between January 2,2024 and March 31, 2024

  • Country: UK United Kindom [GB]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/London

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_EU_COM_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

Future

196

100.0%

Total

196

100%

Consists of 3 Databases



ICE_EU_COM_SAMPLE#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




ICE_EU_COM_SAMPLE_BARS#

Database includes the following Tables:

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




ICE_EU_COM_SAMPLE_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type