2025 SPXL trade sample ET and UTC
收藏DataCite Commons2025-12-17 更新2026-04-25 收录
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https://figshare.com/articles/dataset/2025_SPXL_trade_sample_ET_and_UTC/30899423
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资源简介:
<b>Data dictionary: </b>column name, meaning<br>TimeStampHR, High-resolution trade timestamp (typically nanoseconds).<br>(First value: "2025-01-02T09:00:02.638680832Z")(Last value: "2025-10-04T00:00:00.104753079Z")<br>(8.470.339 total lines)<br>x, Exchange code where the trade was executed.<br>p, Trade price.<br>s, Trade size (number of shares/contracts).<br>c, Trade condition codes (e.g., regular trade, late trade, auction, etc.; an standard encoded list).<br>i, Trade identifier (unique ID assigned by the venue or consolidator).<br>z, Tape identifier (e.g., CTA A/B/C or equivalent consolidated tape indicator).<br>u, Participant or reporting identifier (the trade reporting facility or internal sequence ID).<br>t_utc, Trade timestamp in UTC .<br>t_et, Trade timestamp in Eastern Time (numeric).<br>t_utc_dt, Trade timestamp in UTC as a datetime object.<br>t_et_dt, Trade timestamp in Eastern Time as a datetime object.<br>open_et, Market open time (Eastern Time) for the corresponding trading session.<br>close_et, Market close time (Eastern Time) for the corresponding trading session.<br>is_before_open, Boolean flag: trade occurred before the official market open.<br>is_after_close, Boolean flag: trade occurred after the official market close.<br>is_inside_session, Boolean flag: trade occurred during regular trading hours.<br>session_date, Trading session date associated with the trade (Eastern Time convention).<br>session_date1, Alternate or normalized session date (used for joins, grouping, or overnight handling).<br>market_open_et, Official market open timestamp (ET) for that session.<br>market_close_et, Official market close timestamp (ET) for that session.
提供机构:
figshare
创建时间:
2025-12-17



