ICE US Sample#

A subset of symbols from ICE US covering Futures for products CC (Cocoa), CT (Cotton #2), DX (US Dollar Index), KC (Coffee). Between January 2,2024 and March 31, 2024

  • Country: USA United States [US]

  • Mkt Hours: 09:30-16:00

  • Time Zone: America/New_York

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

ICE_US_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

Future

40

100.0%

Total

40

100%

Consists of 2 Databases



ICE_US_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_US_SAMPLE_BARS#

Database includes the following Tables:

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

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars