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2025 SPXL trade sample ET and UTC

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Figshare2025-12-17 更新2026-04-28 收录
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https://figshare.com/articles/dataset/2025_SPXL_trade_sample_ET_and_UTC/30899423
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Data dictionary: column name, meaningTimeStampHR, High-resolution trade timestamp (typically nanoseconds).(First value: "2025-01-02T09:00:02.638680832Z")(Last value: "2025-10-04T00:00:00.104753079Z")(8.470.339 total lines)x, Exchange code where the trade was executed.p, Trade price.s, Trade size (number of shares/contracts).c, Trade condition codes (e.g., regular trade, late trade, auction, etc.; an standard encoded list).i, Trade identifier (unique ID assigned by the venue or consolidator).z, Tape identifier (e.g., CTA A/B/C or equivalent consolidated tape indicator).u, Participant or reporting identifier (the trade reporting facility or internal sequence ID).t_utc, Trade timestamp in UTC .t_et, Trade timestamp in Eastern Time (numeric).t_utc_dt, Trade timestamp in UTC as a datetime object.t_et_dt, Trade timestamp in Eastern Time as a datetime object.open_et, Market open time (Eastern Time) for the corresponding trading session.close_et, Market close time (Eastern Time) for the corresponding trading session.is_before_open, Boolean flag: trade occurred before the official market open.is_after_close, Boolean flag: trade occurred after the official market close.is_inside_session, Boolean flag: trade occurred during regular trading hours.session_date, Trading session date associated with the trade (Eastern Time convention).session_date1, Alternate or normalized session date (used for joins, grouping, or overnight handling).market_open_et, Official market open timestamp (ET) for that session.market_close_et, Official market close timestamp (ET) for that session.
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2025-12-17
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