Stock Quotes Feed
收藏Snowflake2022-06-30 更新2024-05-01 收录
下载链接：
https://app.snowflake.com/marketplace/listing/GZT0ZEDLBSN
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资源简介：
The Stock Quotes Feed provides the stock asset quote activity across all 16 US exchanges. By removing the need to build customized exchange integration feeds, Korzo empowers data scientists and quants with normalized data to facilitate feature engineering, statistical analyses, and the development of machine learning models.
The field names and descriptions can be found below:
- EV: Event Type
- X: Exchange
- XV: Exchange Venue
- T: Ticker
- TP: Ticker Pair
- AP: Ask Price
- AQ: Ask Size
- BP: Bid Price
- BQ: Bid Size
- SQ: Sequence
- MS: Timestamp (milliseconds)
- NS: Timestamp (nanoseconds)
- TS: Timestamp
提供机构：
korzo创建时间：
2022-06-29
