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Version: Upcoming

StockMinuteBarHist

Description

Stock Minute Bar records are created once per minute for each open stock and index market.

Schema Definition

Field NameData TypeDescription
ticker_atstringUnderlying asset type
ticker_tsstringUnderlying ticker source
ticker_tkstringUnderlying ticker
datetimestampDate and time of market data record
securityIDbigintSpiderRock security ID
tradingDatedateTrading date
tradingSessionstringTrading session ('None','RegularMkt','PreMkt','PostMkt','PostMktETF','NextDay')
prtOpendoubleFirst print price of the bar
prtHighdoubleHighest print price of the bar
prtLowdoubleLowest print price of the bar
prtLastdoubleLast print price of the bar
prtVWapdoubleVolume weighted average price of the bar
prtVolumedoubleVolume of the bar
prtCountintNumber of prints in the bar
qteHiBiddoubleHighest bid of the bar
qteLoAskdoubleLowest ask of the bar
qteTwapdoubleTime weighted average price of the bar
qteCountintNumber of quotes in the bar
biddoubleBid at end of bar
askdoubleAsk at end of bar
bidSzintBid size at end of bar
askSzintAsk size at end of bar
widthfloatBid-ask spread at end of bar
isEOBstring"Yes" every 10 minutes, "No" otherwise
isEOHstring"Yes" at the hour, "No" otherwise

Start Dates

US start dates
ExchangeStart Date
NMS2010-02-01
EU start dates
ExchangeStart Date
BXE2025-10-24
CXE2025-10-24
DXE2025-10-24
EUX2025-10-24
SCE2025-11-24

Differences to V7

  • date_cst was removed as it is redundant with date
  • timestamp_cst annd timestamp were removed