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Version: Upcoming

StockCloseMarkHist

Description

SpiderRock Stock Closing Mark records are created approximately 1 minute before the market close and updated with exchanges publish official marks, when available. These records contain closing quotes and prices and corporate action adjustments between prior and current trade date. Equities are identified with a security key for back testing over history.

Schema Definition

Field NameData TypeDescription
ticker_atstringUnderlying asset type
ticker_tsstringUnderlying ticker source
ticker_tkstringUnderlying ticker
tradingDatedateTrading date
tradingSessionstringTrading session ('None','RegularMkt','PreMkt','PostMkt','PostMktETF','NextDay')
securityIDbigintSpiderRock security ID
srCloseTimetimeSpiderRock closing mark time
clsMarkStatestringClose mark state ('ExchClose','Final','LastPrt','None','SRClose')
opnPrcfloatOpening price
minPrcfloatSession minimum price
maxPrcfloatSession maximum price
sharesOutstandingbigintShares outstanding
prtCountintTotal number of prints for the day
prtVolumedoubleTotal volume of contracts traded for the day
realizedCntintRealized count
realizedVolfloatRealized volatility
avgMktSizefloatAverage market size (bid size + ask size) / 2
avgMktWidthfloatAverage market width (ask price - bid price)
bidPrcfloatBid at srCloseTime
askPrcfloatAsk at srCloseTime
srClsPrcfloatSpiderRock closing mark
closePrcfloatOfficial closing price from exchange
incEarningsstringIncludes earnings announcement (Yes/No)
divStatusstringDividend status
priorDatetimestampPrior trading date
priorTicker_atstringReserved for future use
priorTicker_tsstringReserved for future use
priorTicker_tkstringReserved for future use
prcAdjValuefloatCorp action adjustment value (0.0 on most days); [todayPrice = priorPrice * prcAdjRatio + prcAdjValue]/Reserved for future use
prcAdjRatiofloatCorp action adjustment factor (1.0 on most days)/Reserved for future use
priorSRClsPrcfloatValue archived in the previous trading period
priorClosePrcfloatPrior trading day closing price

Start Dates

US start dates
ExchangeStart Date
NMS2010-01-04
EU start dates
ExchangeStart Date
BXE2025-10-24
CEDX2025-10-24
CXE2025-10-24
DXE2025-10-24
EUREX2025-10-24
EUX2025-10-24
NXAM2025-10-24
NXBR2025-10-24
NXLS2025-10-24
NXML2025-10-24
NXOS2025-10-24
NXP2025-10-24
SCE2025-11-23

Differences to V7

  • priorDate_cst column is removed
  • timestamp_cst and timestamp removed from v7
  • new column srCloseTime added
  • new column realizedCnt added