US Consolidated Equities (exc. OTC) Sample Schemas#

A subset of symbols from the US SIP for trading between January 2,2024 and March 31, 2024

US_COMP_SAMPLE#

Database includes the following Tables:

DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
LULD - Limit Up / Limit Down price levels
MKT - Market phase / instrument status information
NBBO - National Best Bid / Offer quotes
QTE - Best bid / offer quotes
STAT - Static data, e.g. ISIN, description, security type
TRD - Trades

US_COMP_SAMPLE - DAY#

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

US_COMP_SAMPLE - DAY 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)
EXCHANGE	string[4]	Exchange from which the update originates
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
CLOSE	double	Closing 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
VWAP	double	Volume-weighted average price
PRICE_OPENING_AUCTION	double	Price of the Opening Auction
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
PRICE_CLOSING_AUCTION	double	Price of the Closing Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_PRE_MARKET	long	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	long	Volume of the Post-Market Trading Session
VOLUME_ODD_LOT	long	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	long	Volume of Round Lot Trades
VOLUME_OFF_EXCHANGE	long	Volume of Off Exchange Trades
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.

US_COMP_SAMPLE - LULD#

Limit Up / Limit Down price levels

US_COMP_SAMPLE - LULD 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)
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
LOW_LIMIT	double	Lower trading limit / circuit breaker level
HIGH_LIMIT	double	Upper trading limit / circuit breaker level
LULD_IND	string[2]	Type of Limit Up / Limit Down (LULD) price update
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.

US_COMP_SAMPLE - MKT#

Market phase / instrument status information

US_COMP_SAMPLE - MKT 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)
EXCHANGE	string[1]	Exchange from which the update originates
TRADING_STATUS	string[1]	Indicates whether the instrument is subject to a halt or suspension
SHORT_SALE_RESTRICTION	string[1]	Indicates whether short selling is permitted
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
REASON_CODE	string[6]	Reason for an instrument status update
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.

US_COMP_SAMPLE - NBBO#

National Best Bid / Offer quotes

US_COMP_SAMPLE - NBBO 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)
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	int	Best bid size
BID_SIZE_TOTAL	int	Total size at the (national) best bid price across all participant markets
BID_EXCHANGE	string[2]	Exchange that set the best bid
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	int	Best ask size
ASK_SIZE_TOTAL	int	Total size at the (national) best ask price across all participant markets
ASK_EXCHANGE	string[2]	Exchange that set the best ask
IS_PRE_OPEN	int	Indicates whether a quote originates from the period before (1) or after (0) the instrument has opened on the primary market
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.

US_COMP_SAMPLE - QTE#

Best bid / offer quotes

US_COMP_SAMPLE - QTE 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)
EXCHANGE	string[1]	Exchange from which the update originates
CORR	string[1]	Type of trade correction / cancellation
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).
COND	string[1]	Condition code
NBBO_IND	string[1]	Indicates whether the quote affects the NBBO
FINRA_BBO_IND	string[1]	Indicates whether the quote affects the FINRA BBO [currently unused]
FINRA_ADF_MPID_IND	string[1]	Indicates whether a FINRA participant ID is available for a BBO quote [currently unused]
SOURCE	string[1]	Source from which an update originates
RPI	string[1]	Indicates the presence of Retail Price Improvement interest on bid and/or ask side
RESTRICTION_IND	string[1]	Indicates whether short selling is permitted
LULD_BBO_IND	string[1]	Indicates whether the bid/ask crosses the upper / lower LULD price bands
SIP_MSG_ID	string[1]	Identifies messages generated by the SIP ( - Originates from an exchange, E - UTP, S - Consolidated Tape System)
NBBO_LULD_IND	string[1]	Indicates whether the NBBO crosses the upper / lower LULD price bands
FINRA_ADF_IND	string[1]	Indicates whether the quote reflects the FINRA BBO
TICKER	string[16]	Ticker symbol, as specified by the data source
BID_PRICE	double	Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders)
BID_SIZE	long	Best bid size
ASK_PRICE	double	Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders)
ASK_SIZE	long	Best ask size
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
FINRA_ADF_TIME	nsectime	Timestamp provided by a FINRA ADF
SECURITY_STATUS_IND	string[2]	Security status
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.

US_COMP_SAMPLE - STAT#

Static data, e.g. ISIN, description, security type

US_COMP_SAMPLE - STAT 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)
CONSOLIDATED_TAPE	string[1]	Consolidated Tape on which a US security is published (A/B/C).
TEST_SYMBOL	string[1]	Y - Test symbol, N - Not a test symbol
NAME	string[200]	Description of the instrument
SIP_SYMBOL	string[16]	Ticker symbol used by the US Securities Information Processor (CTA / UTP)
PREV_SYMBOL	string[16]	Previous ticker symbol, in the event of a symbol change
PRIMARY_MIC	string[4]	MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF
SEC_TYPE	string[30]	Security type, e.g. Equity, ETF, Future
NYSE_INDUSTRY_CODE	string[4]	Industry classification, as defined by NYSE
LOT_SIZE	double	All standard order sizes must be an integer multiple of the Lot Size
TICK_PILOT_IND	string[20]	Specifies any tick size pilot initiatives in which the instrument is participating
LISTING_DATE	string[8]	Date when the instrument was listed (YYYYMMDD)
SHARES_OUTSTANDING	long	Shares / quantity outstanding
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.

US_COMP_SAMPLE - TRD#

Trades

US_COMP_SAMPLE - TRD 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)
EXCHANGE	string[1]	Exchange from which the update originates
COND	string[4]	Condition code
STOP_STOCK	string[1]	Y - Stopped stock trade, N - Not a stopped stock trade, - Not applicable
SOURCE	string[1]	Source from which an update originates
TRF	string[1]	Trade Reporting Facility used to report a trade (for trades reported to FINRA)
TTE	string[1]	Indicates whether a trade is exempt from the Trade Through Rule (1 - Trade Through Exempt, 0 - No Trade Through Exemption)
TICKER	string[16]	Ticker symbol, as specified by the data source
PRICE	double	TRD: Trade price, IDX: Index value, IND: Indicative price, PRL: Price point to which the depth entry relates, PRL_FULL: Order price, FIXING: Fixing price, RFC: Price associated with a Request for Cross
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).
SIZE	long	TRD: Trade size, IND: Indicative size, PRL: Size at the relevant price point, PRL_FULL: Order size, RFQ: Size associated with a Request for Quote, RFC: Size associated with a Request for Cross
CORR	int	Type of trade correction / cancellation
SEQ_NUM	long	Sequence number of the update, as specified by the exchange (for single exchange feeds) or the aggregator (e.g. CTA/UTP) for consolidated feeds
TRADE_ID	string[20]	Trade identifier, generally the ID assigned by the matching engine
PARTICIPANT_TIME	nsectime	Event timestamp (e.g. trade execution time), as provided by one of the participant exchanges in a consolidated feed
TRF_TIME	nsectime	Time at which a trade was processed by the Trade Reporting Facility (for trades reported to FINRA)
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.

US_COMP_SAMPLE_BARS#

Database includes the following Tables:

QTE_1M - 1-minute quote bars
TRD_1D - Daily trade bars
TRD_1M - 1-minute trade bars
VWAP_1H - 1-hour VWAP bars

US_COMP_SAMPLE_BARS - QTE_1M#

1-minute quote bars

US_COMP_SAMPLE_BARS - QTE_1M 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)
FIRST_BID_TIME	nsectime	Time of the first best bid update in the current bar interval
FIRST_BID_PRICE	double	Price of the first best bid update in the current bar interval
FIRST_BID_SIZE	long	Size of the first best bid update in the current bar interval
FIRST_ASK_TIME	nsectime	Time of the first best ask update in the current bar interval
FIRST_ASK_PRICE	double	Price of the first best ask update in the current bar interval
FIRST_ASK_SIZE	long	Size of the first best ask update in the current bar interval
HIGH_BID_TIME	nsectime	Time of the bid quote that set HIGH_BID. If there are multiple quotes at that price, the first one is used.
HIGH_BID	double	Highest bid price in the current bar interval
HIGH_BID_SIZE	long	Size of the bid quote that set HIGH_BID. If there are multiple quotes at that price, the first one is used.
ASK_PRICE_AT_HIGH_BID	double	Ask price of the quote that set HIGH_BID. If there are multiple bid quotes at HIGH_BID, the first one is used.
ASK_SIZE_AT_HIGH_BID	long	Ask size of the quote that set HIGH_BID. If there are multiple bid quotes at HIGH_BID, the first one is used.
LOW_ASK_TIME	nsectime	Time of the bid quote that set LOW_ASK. If there are multiple quotes at that price, the first one is used.
LOW_ASK	double	Lowest ask price in the current bar interval
LOW_ASK_SIZE	long	Size of the ask quote that set LOW_ASK. If there are multiple quotes at that price, the first one is used.
BID_PRICE_AT_LOW_ASK	double	Bid price of the quote that set LOW_ASK. If there are multiple ask quotes at LOW_ASK, the first one is used.
BID_SIZE_LOW_ASK	long	Bid size of the quote that set LOW_ASK. If there are multiple ask quotes at LOW_ASK, the first one is used.
LAST_BID_TIME	nsectime	Time of the last best bid update in the current bar interval
LAST_BID_PRICE	double	Price of the last best bid update in the current bar interval
LAST_BID_SIZE	long	Size of the last best bid update in the current bar interval
LAST_ASK_TIME	nsectime	Time of the last best ask update in the current bar interval
LAST_ASK_PRICE	double	Price of the last best ask update in the current bar interval
LAST_ASK_SIZE	long	Size of the last best ask update in the current bar interval
MID_TWAP	double	Time-weighted average of the midpoint of the best bid/ask over the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
MID_MEDIAN	double	Median of the midpoint of the best bid/ask quotes over the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
MID_LAST	double	Midpoint of the last best bid/ask in the current bar interval. [Note: One-sided or empty quotes are excluded from the calculation]
SPREAD_MIN	double	Narrowest bid/ask spread, i.e. the lowest value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_MAX	double	Widest bid/ask spread, i.e. the highest value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_TWAP	double	Time-weighted average of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_MEDIAN	double	Median value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
SPREAD_LAST	double	Last value of (best ask price - best bid price) over the current bar interval. [Note: May be zero or negative if the book was locked/crossed. One-sided or empty quotes are excluded from the calculation]
QUOTE_CURRENCY	string[3]	Currency in which a quote price is expressed.
QUOTE_TICK_COUNT	long	Number of BBO quotes in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
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.

US_COMP_SAMPLE_BARS - TRD_1D#

Daily trade bars

US_COMP_SAMPLE_BARS - TRD_1D 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)
FIRST_TIME	nsectime	Timestamp of the first eligible trade in the current bar interval
FIRST	double	Price of the first eligible trade in the current bar interval
FIRST_SIZE	long	Size of the first eligible trade in the current bar interval
HIGH_TIME	nsectime	Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
HIGH_SIZE	long	Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW_TIME	nsectime	Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
LOW_SIZE	long	Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LAST_TIME	nsectime	Timestamp of the last eligible trade in the current bar interval
LAST	double	Price of the last eligible trade in the current bar interval
LAST_SIZE	long	Size of the last eligible trade in the current bar interval
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average 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
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
TRADE_TICK_COUNT	long	Number of eligible trades in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
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.

US_COMP_SAMPLE_BARS - TRD_1M#

1-minute trade bars

US_COMP_SAMPLE_BARS - TRD_1M 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)
FIRST_TIME	nsectime	Timestamp of the first eligible trade in the current bar interval
FIRST	double	Price of the first eligible trade in the current bar interval
FIRST_SIZE	long	Size of the first eligible trade in the current bar interval
HIGH_TIME	nsectime	Timestamp of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
HIGH	double	DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval
HIGH_SIZE	long	Size of the highest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW_TIME	nsectime	Timestamp of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LOW	double	DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval
LOW_SIZE	long	Size of the lowest-priced eligible trade in the current bar interval. If there are multiple eligible trades at that price, the first one is used.
LAST_TIME	nsectime	Timestamp of the last eligible trade in the current bar interval
LAST	double	Price of the last eligible trade in the current bar interval
LAST_SIZE	long	Size of the last eligible trade in the current bar interval
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average 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
TRADE_CURRENCY	string[3]	Currency in which a trade was executed.
TRADE_TICK_COUNT	long	Number of eligible trades in the current bar interval
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
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.

US_COMP_SAMPLE_BARS - VWAP_1H#

1-hour VWAP bars

US_COMP_SAMPLE_BARS - VWAP_1H 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)
VWAP	double	Volume-weighted average price
TWAP	double	TIme-weighted average price
VOLUME	double	DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval
CURRENCY	string[64]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
CLOUD_DB	string[32]	In composite DBs: Identifies the source database for each tick. In bars DBs: Identifies the database containing the tick data used to calculate the bars.
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.

US_COMP_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

US_COMP_SAMPLE_DAILY - DAY#

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

US_COMP_SAMPLE_DAILY - DAY 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)
EXCHANGE	string[4]	Exchange from which the update originates
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
CLOSE	double	Closing 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
VWAP	double	Volume-weighted average price
PRICE_OPENING_AUCTION	double	Price of the Opening Auction
VOLUME_OPENING_AUCTION	long	Volume of the Opening Auction
PRICE_CLOSING_AUCTION	double	Price of the Closing Auction
VOLUME_CLOSING_AUCTION	long	Volume of the Closing Auction
VOLUME_MAIN_SESSION	long	Volume of the Main Trading Session
VOLUME_PRE_MARKET	long	Volume of the Pre-Market Trading Session
VOLUME_POST_MARKET	long	Volume of the Post-Market Trading Session
VOLUME_ODD_LOT	long	Volume of the Odd Lot Trades
VOLUME_ROUND_LOT	long	Volume of Round Lot Trades
VOLUME_OFF_EXCHANGE	long	Volume of Off Exchange Trades
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.

US_COMP_SAMPLE_DAILY - STAT#

Static data, e.g. ISIN, description, security type

US_COMP_SAMPLE_DAILY - STAT 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)
NAME	string[200]	Description of the instrument
SIP_SYMBOL	string[16]	Ticker symbol used by the US Securities Information Processor (CTA / UTP)
PREV_SYMBOL	string[16]	Previous ticker symbol, in the event of a symbol change
PRIMARY_MIC	string[4]	MIC of the instrument’s primary listing market, or the reference market for instruments traded on an MTF
SEC_TYPE	string[30]	Security type, e.g. Equity, ETF, Future
NYSE_INDUSTRY_CODE	string[4]	Industry classification, as defined by NYSE
LOT_SIZE	double	All standard order sizes must be an integer multiple of the Lot Size
CONSOLIDATED_TAPE	string[1]	Consolidated Tape on which a US security is published (A/B/C).
TEST_SYMBOL	string[1]	Y - Test symbol, N - Not a test symbol
TICK_PILOT_IND	string[20]	Specifies any tick size pilot initiatives in which the instrument is participating
LISTING_DATE	string[8]	Date when the instrument was listed (YYYYMMDD)
SHARES_OUTSTANDING	long	Shares / quantity outstanding
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.