# Market Data A series of simple examples are provided showing how to retrieve different types of market data from [OneTick Cloud](https://www.onetick.com/cloud-services). ## Symbol Universe All collected symbols are centrally stored in the `SYMBOL_UNIVERSE` database, with reference information such as Name, Security Type, Currency, MIC, etc, and importantly which `DB_NAME` and `DB_SYMBOL` stores the historic market data. The `SYMBOL_UNIVERSE` database is partitioned by Database and Security Type, allowing fast filtering on these terms. Common Security Types include: `Equity`, `Future`, \`\` Futures Spread\`\`, `Option`, `Option Spread`, `Index`, and `ETF`. ```sql SELECT * FROM SYMBOL_UNIVERSE.STAT WHERE SYMBOL_NAME = 'LSE Equity' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 5 ``` #### Symbol Universe Retrieval Filtered on LSE Equities | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | OMDSEQ | DB_NAME | NAME | ISIN | EXCH_SYMBOL | TRADING_CODE | MIC | OPERATING_MIC | SEC_TYPE | MKT_SEGMENT | CURRENCY | BSYM | OID | STRIKE_PRICE | CONTRACT_SIZE | DB_SYMBOL | CFI_CODE | EXPIRATION_DATE | CALL_PUT_IND | PRODUCT_CODE | STRATEGY_TYPE | UNDERLYING_SYMBOL | SIP_SYMBOL | |-----------------------------|---------------------|-----------------------------|-------------|----------|-----------|---------------------------------|--------------|---------------|----------------|-------|-----------------|------------|---------------|------------|----------------|------------|----------------|-----------------|-------------|------------|-------------------|----------------|----------------|-----------------|---------------------|--------------| | SYMBOL_UNIVERSE::LSE Equity | 2024-01-03 04:00:00 | SYMBOL_UNIVERSE::LSE Equity | STAT | 124 | LSE | Groupe Parot | FR0013204070 | 0A04 | 151949 | XLOM | XLON | Equity | SSX4 | EUR | 0A04 LN Equity | 1015725922 | | | 0A04 | | | | | | | | | SYMBOL_UNIVERSE::LSE Equity | 2024-01-03 04:00:00 | SYMBOL_UNIVERSE::LSE Equity | STAT | 125 | LSE | Medacta Group SA | CH0468525222 | 0A05 | 151987 | XLOM | XLON | Equity | SSX4 | CHF | 0A05 LN Equity | 1015743877 | | | 0A05 | | | | | | | | | SYMBOL_UNIVERSE::LSE Equity | 2024-01-03 04:00:00 | SYMBOL_UNIVERSE::LSE Equity | STAT | 132 | LSE | Stadler Rail AG | CH0002178181 | 0A0C | 151996 | XLOM | XLON | Equity | SSX4 | CHF | 0A0C LN Equity | 1015747442 | | | 0A0C | | | | | | | | | SYMBOL_UNIVERSE::LSE Equity | 2024-01-03 04:00:00 | SYMBOL_UNIVERSE::LSE Equity | STAT | 133 | LSE | Societa Editoriale Il Fatto Spa | IT0005353484 | 0A0G | 152040 | XLOM | XLON | Equity | SSX4 | EUR | 0A0G LN Equity | 1015758539 | | | 0A0G | | | | | | | | | SYMBOL_UNIVERSE::LSE Equity | 2024-01-03 04:00:00 | SYMBOL_UNIVERSE::LSE Equity | STAT | 135 | LSE | Twenty First Century Fox A Inc | US35137L1052 | 0A0X | 152064 | XLOM | XLON | Equity | SSX4 | EUR | 0A0X LN Equity | 1015762601 | | | 0A0X | | | | | | | | ```sql SELECT NAME, EXCH_SYMBOL, DB_SYMBOL, DB_NAME, CURRENCY, SEC_TYPE FROM SYMBOL_UNIVERSE.STAT WHERE SYMBOL_NAME LIKE '% Equity' and CURRENCY = 'GBX' and NAME LIKE 'Voda%' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 5 ``` #### Symbol Universe Retrieval Filtered on Equity, Currency and Instrument Name | Symbol | Timestamp | DB_NAME | NAME | EXCH_SYMBOL | SEC_TYPE | CURRENCY | DB_SYMBOL | |----------|---------------------|----------------|--------------------|---------------|------------|------------|--------------| | | 2024-01-03 00:00:00 | EU_COMP | Vodafone Group plc | VOD | Equity | GBX | GB00BH4HKS39 | | | 2024-01-03 00:00:00 | EU_COMP_SAMPLE | Vodafone Group plc | VOD | Equity | GBX | GB00BH4HKS39 | | | 2024-01-03 02:00:00 | CBOE_APA | Vodafone Group plc | VODl | Equity | GBX | VODl | | | 2024-01-03 03:00:00 | EQUIDUCT | Vodafone Group plc | VODl | Equity | GBX | VODl | | | 2024-01-03 04:00:00 | BXE | Vodafone Group PLC | VODl | Equity | GBX | VODl | ## Trade Events Trade events are retrieved by specifying the `TRD` table, along with the specified database, symbol and time range. Trades are represented with `PRICE`, `SIZE`, and other fields. ```sql SELECT * FROM US_COMP_SAMPLE.TRD WHERE SYMBOL_NAME='AAPL' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Trade Retrieval Results | Symbol | Timestamp | PRICE | SIZE | SYMBOL_NAME | TICK_TYPE | OMDSEQ | TRADE_ID | DELETED_TIME | TICK_STATUS | TICKER | EXCHANGE | COND | PARTICIPANT_TIME | TRF_TIME | STOP_STOCK | SOURCE | TRF | TTE | CORR | SEQ_NUM | |----------------------|-------------------------------|---------|--------|----------------------|-------------|----------|------------|----------------|---------------|----------|------------|--------|-------------------------------|-------------------------------|--------------|----------|-------|-------|--------|-----------| | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.218558977 | 185.3 | 33 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86475 | | 0 | AAPL | P | @FTI | 2024-01-03 00:00:00.218213653 | | | N | | 1 | 0 | 7,564,627 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.218560994 | 185.3 | 23 | US_COMP_SAMPLE::AAPL | TRD | 1 | 86476 | | 0 | AAPL | P | @FTI | 2024-01-03 00:00:00.218213653 | | | N | | 1 | 0 | 7,564,628 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.220299709 | 185.31 | 270 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86477 | | 0 | AAPL | P | @FT | 2024-01-03 00:00:00.219957729 | | | N | | 1 | 0 | 7,564,629 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.435767951 | 185.31 | 163 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86478 | | 0 | AAPL | P | @FT | 2024-01-03 00:00:00.435425583 | | | N | | 1 | 0 | 7,564,642 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:02.601960283 | 185.29 | 6 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86479 | | 0 | AAPL | P | @FTI | 2024-01-03 00:00:02.601616588 | | | N | | 1 | 0 | 7,564,650 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:02.645347419 | 185.3 | 1 | US_COMP_SAMPLE::AAPL | TRD | 0 | 525468 | | 0 | AAPL | D | @ TI | 2024-01-03 00:00:02.419488 | 2024-01-03 00:00:02.645322626 | | N | Q | 0 | 0 | 7,564,651 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:03.039775401 | 185.31 | 1 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86480 | | 0 | AAPL | P | @FTI | 2024-01-03 00:00:03.039432526 | | | N | | 1 | 0 | 7,564,652 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:03.208757357 | 185.3 | 1 | US_COMP_SAMPLE::AAPL | TRD | 0 | 525469 | | 0 | AAPL | D | @ TI | 2024-01-03 00:00:02.920041 | 2024-01-03 00:00:03.208730105 | | N | Q | 0 | 0 | 7,564,653 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:09.805361739 | 185.3 | 1 | US_COMP_SAMPLE::AAPL | TRD | 0 | 525470 | | 0 | AAPL | D | @ TI | 2024-01-03 00:00:09.600971 | 2024-01-03 00:00:09.805332604 | | N | Q | 0 | 0 | 7,564,663 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:10.888731406 | 185.31 | 3 | US_COMP_SAMPLE::AAPL | TRD | 0 | 86481 | | 0 | AAPL | P | @ TI | 2024-01-03 00:00:10.888387762 | | | N | | 0 | 0 | 7,564,664 | ## Quote Events Quote events are retrieved by specifying the `QTE` table, along with the specified database, symbol and time range. Quotes are represented with `BID_PRICE`, `BID_SIZE`, `ASK_PRICE`, `ASK_SIZE` and other fields. ```sql SELECT * FROM US_COMP_SAMPLE.QTE WHERE SYMBOL_NAME='AAPL' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Quote Retrieval Results | Symbol | Timestamp | BID_PRICE | ASK_PRICE | BID_SIZE | ASK_SIZE | SYMBOL_NAME | TICK_TYPE | OMDSEQ | DELETED_TIME | TICK_STATUS | TICKER | EXCHANGE | COND | PARTICIPANT_TIME | SOURCE | CORR | SEQ_NUM | FINRA_ADF_TIME | NBBO_IND | FINRA_BBO_IND | FINRA_ADF_MPID_IND | RPI | RESTRICTION_IND | LULD_BBO_IND | SIP_MSG_ID | NBBO_LULD_IND | FINRA_ADF_IND | SECURITY_STATUS_IND | |----------------------|-------------------------------|-------------|-------------|------------|------------|----------------------|-------------|----------|----------------|---------------|----------|------------|--------|-------------------------------|----------|--------|-------------|------------------|------------|-----------------|----------------------|-------|-------------------|----------------|--------------|-----------------|-----------------|-----------------------| | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.220300383 | 185.29 | 185.31 | 3 | 6 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:00.219957729 | N | | 110,384,045 | | 4 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.435768604 | 185.29 | 185.31 | 3 | 4 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:00.435425583 | N | | 110,384,063 | | 4 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.494951248 | 183.1 | 185.64 | 1 | 4 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | Z | R | 2024-01-03 00:00:00.494771 | N | | 110,384,082 | | 0 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:02.601960874 | 185.29 | 185.31 | 3 | 4 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:02.601616588 | N | | 110,384,093 | | 0 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:03.039776531 | 185.29 | 185.31 | 3 | 4 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:03.039432526 | N | | 110,384,095 | | 0 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:10.888732704 | 185.29 | 185.31 | 3 | 4 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:10.888387762 | N | | 110,384,113 | | 0 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:11.286962866 | 182.99 | 185.62 | 1 | 2 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | U | R | 2024-01-03 00:00:11.286771307 | N | | 110,384,114 | | 0 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:13.149205540 | 185.29 | 185.31 | 3 | 3 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | P | R | 2024-01-03 00:00:13.148859752 | N | | 110,384,117 | | 4 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:13.149701425 | 185.29 | 185.33 | 3 | 1 | US_COMP_SAMPLE::AAPL | QTE | 1 | | 0 | AAPL | P | R | 2024-01-03 00:00:13.149359783 | N | | 110,384,118 | | 4 | | | | 0 | | | | | | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:15.996461820 | 185.01 | 185.39 | 2 | 1 | US_COMP_SAMPLE::AAPL | QTE | 0 | | 0 | AAPL | K | R | 2024-01-03 00:00:15.996258 | N | | 110,384,125 | | 0 | | | | 0 | | | | | | ## Market Phase Events Market Phase events are retrieved by specifying the `MKT` table, along with the specified database, symbol and time range. This table is only available for a subset of databases. Phases are represented with `OMD_STATUS` and other fields. `OMD_STATUS` has the following enumeration. > * “A” - Auction > * “B” - Break / Pause > * “C” - Closing auction > * “D” - Delisted / Pending deletion > * “H” - Halted > * “I” - Scheduled intraday auction > * “M” - Mandatory quoting period > * “N” - New instrument / Pre-listing > * “O” - Opening auction > * “P” - Pre-market > * “Q” - Indicative quoting period > * “R” - Off-book trade reporting > * “S” - Suspended > * “T” - Continuous trading > * “U” - Unscheduled auction > * “c” - Closed > * “i” - IPO / Public offering auction > * “n” - No market phase / Unspecified > * “o” - Order management > * “p” - Post-market > * “t” - Trading at last price ```sql SELECT * FROM LSE_SAMPLE.MKT WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Market Phase Retrieval Results | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | MKT_PHASE | QUOTE_BOOK_STATUS | OFF_BOOK_STATUS | OMD_STATUS | OMDSEQ | |-----------------|-------------------------|-----------------|-------------|-------------|---------------------|-------------------|--------------|----------| | LSE_SAMPLE::VOD | 2024-01-03 07:15:00.037 | LSE_SAMPLE::VOD | MKT | | | T | R | 77 | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.067 | LSE_SAMPLE::VOD | MKT | a | | T | O | 134 | | LSE_SAMPLE::VOD | 2024-01-03 08:00:06.226 | LSE_SAMPLE::VOD | MKT | T | | T | T | 26 | | LSE_SAMPLE::VOD | 2024-01-03 16:30:00.107 | LSE_SAMPLE::VOD | MKT | d | | T | C | 91 | | LSE_SAMPLE::VOD | 2024-01-03 16:35:07.331 | LSE_SAMPLE::VOD | MKT | u | | T | t | 0 | | LSE_SAMPLE::VOD | 2024-01-03 16:40:00.025 | LSE_SAMPLE::VOD | MKT | b | | T | p | 34 | | LSE_SAMPLE::VOD | 2024-01-03 17:15:00.080 | LSE_SAMPLE::VOD | MKT | x | | T | p | 106 | | LSE_SAMPLE::VOD | 2024-01-03 17:30:00.041 | LSE_SAMPLE::VOD | MKT | c | | T | c | 34 | | LSE_SAMPLE::VOD | 2024-01-03 17:30:00.041 | LSE_SAMPLE::VOD | MKT | c | | c | c | 0 | ## End of Day Record End of Day Records are retrieved by specifying the `DAY` table, along with the specified database, symbol and time range. This table is only available for a subset of databases. ```sql SELECT * FROM LSE_SAMPLE.DAY WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Day Retrieval Results | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | OMDSEQ | HIGH | LOW | VOLUME | OPEN | CLOSE | ON_BOOK_VOLUME | OFF_BOOK_VOLUME | |-----------------|---------------------|-----------------|-------------|----------|--------|-------|------------|--------|---------|------------------|-------------------| | LSE_SAMPLE::VOD | 2024-01-03 19:30:00 | LSE_SAMPLE::VOD | DAY | 0 | 70.75 | 69.38 | 90,161,664 | 70 | 69.51 | 31,819,135 | 58,342,529 | ## Indicative Prices Indicative Prices are retrieved by specifying the `IND` table, along with the specified database, symbol and time range. This table is only available for a subset of databases and contains auction indicative prices that occur during auction phases. ```sql select * from LSE_SAMPLE.IND where SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' limit 1000 ``` ## NBBO Events National Best Bid & Offer (NBBO) events are retrieved by specifying the `NBBO` table, along with the specified database, symbol and time range. This table is only available for databases that host composite exchanges, and has a similar schema to `QTE` tables, with `BID_PRICE`, `ASK_PRICE`, `BID_SIZE`, `ASK_SIZE`. Additionally it also includes `BID_EXCHANGE` and `ASK_EXCHANGE`. ```sql SELECT * FROM US_COMP_SAMPLE.NBBO WHERE SYMBOL_NAME='AAPL' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### NBBO Retrieval Results | Symbol | Timestamp | BID_PRICE | ASK_PRICE | BID_SIZE | ASK_SIZE | SYMBOL_NAME | TICK_TYPE | OMDSEQ | BID_SIZE_TOTAL | BID_EXCHANGE | ASK_SIZE_TOTAL | ASK_EXCHANGE | IS_PRE_OPEN | |----------------------|-------------------------------|-------------|-------------|------------|------------|----------------------|-------------|----------|------------------|----------------|------------------|----------------|---------------| | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.220300383 | 185.29 | 185.31 | 3 | 6 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 3 | P | 6 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:00.435768604 | 185.29 | 185.31 | 3 | 4 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 3 | P | 4 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:13.149205540 | 185.29 | 185.31 | 3 | 3 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 3 | P | 3 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:13.149701425 | 185.29 | 185.33 | 3 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 1 | 3 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:22.472943947 | 185.3 | 185.33 | 1 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 1 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:27.860325809 | 185.3 | 185.34 | 1 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 1 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:29.781038128 | 185.3 | 185.33 | 1 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 1 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:30.124465063 | 185.29 | 185.33 | 4 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 4 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:00:57.937608932 | 185.29 | 185.33 | 3 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 3 | P | 1 | P | 0 | | US_COMP_SAMPLE::AAPL | 2024-01-03 00:01:08.332968256 | 185.29 | 185.34 | 3 | 1 | US_COMP_SAMPLE::AAPL | NBBO | 0 | 3 | P | 1 | P | 0 | ## Book Depth Events Book depth events are retrieved by specifying either the `PRL` or `PRL_FULL` table, depending on whether Market by Level (MBL) or Market by Order (MBO) data is available. Typically book depth data is analysed using orderbook processing. ```sql SELECT * FROM LSE_SAMPLE.PRL_FULL WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Book Depth Event Retrieval Results | Symbol | Timestamp | PRICE | SIZE | SYMBOL_NAME | TICK_TYPE | OMDSEQ | DELETED_TIME | TICK_STATUS | BUY_SELL_FLAG | UPDATE_TYPE | ORDER_ID | PART_ID | ORDER_TYPE | RECORD_TYPE | |-----------------|-------------------------|---------|--------|-----------------|-------------|----------|----------------|---------------|-----------------|---------------|--------------------|-----------|--------------|---------------| | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 0 | 0 | LSE_SAMPLE::VOD | PRL_FULL | 0 | | 0 | 0 | | | | | Z | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 69 | 600 | LSE_SAMPLE::VOD | PRL_FULL | 0 | | 0 | 0 | A | 233244094926020495 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 69 | 5,800 | LSE_SAMPLE::VOD | PRL_FULL | 1 | | 0 | 0 | A | 233244094926209592 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 67.2 | 50,000 | LSE_SAMPLE::VOD | PRL_FULL | 2 | | 0 | 0 | A | 232452446553925487 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 67 | 10,000 | LSE_SAMPLE::VOD | PRL_FULL | 3 | | 0 | 0 | A | 233244094925636785 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 66.94 | 7,300 | LSE_SAMPLE::VOD | PRL_FULL | 4 | | 0 | 0 | A | 233244094925636407 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 66.66 | 20,000 | LSE_SAMPLE::VOD | PRL_FULL | 5 | | 0 | 0 | A | 233244094925845524 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 66.34 | 7,360 | LSE_SAMPLE::VOD | PRL_FULL | 6 | | 0 | 0 | A | 233244094925636400 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 66 | 3,000 | LSE_SAMPLE::VOD | PRL_FULL | 7 | | 0 | 0 | A | 233244094925636417 | | L | R | | LSE_SAMPLE::VOD | 2024-01-03 05:00:07.876 | 65 | 70,000 | LSE_SAMPLE::VOD | PRL_FULL | 8 | | 0 | 0 | A | 233244094925636406 | | L | R | ## Auction Imbalance Events Auction Imbalance events are retrieved by specifying the `IND` table, , along with the specified database, symbol and time range. Events are represented with `PRICE`, `SIZE`, `IMB_SIDE`, `IMB_VOLUME` and other fields. ```sql SELECT * FROM LSE_SAMPLE.IND WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Auction Imbalance Event Retrieval Results | Symbol | Timestamp | PRICE | SIZE | SYMBOL_NAME | TICK_TYPE | OMDSEQ | EXCH_TIME | IMB_SIDE | IMB_VOLUME | AUCTION_TYPE | |-----------------|-------------------------|---------|--------|-----------------|-------------|----------|-------------------------------|------------|--------------|----------------| | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.075 | 69 | 6,000 | LSE_SAMPLE::VOD | IND | 28 | 2024-01-03 07:50:00.074938266 | B | 2,900 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.076 | 69 | 6,880 | LSE_SAMPLE::VOD | IND | 5 | 2024-01-03 07:50:00.075324726 | B | 2,020 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.085 | 69 | 7,370 | LSE_SAMPLE::VOD | IND | 8 | 2024-01-03 07:50:00.085221086 | B | 1,530 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.088 | 69 | 8,870 | LSE_SAMPLE::VOD | IND | 1 | 2024-01-03 07:50:00.087546226 | B | 30 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.090 | 68.28 | 9,505 | LSE_SAMPLE::VOD | IND | 8 | 2024-01-03 07:50:00.089537586 | B | 1,945 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.102 | 68.28 | 9,847 | LSE_SAMPLE::VOD | IND | 1 | 2024-01-03 07:50:00.101007326 | B | 1,603 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.116 | 68.28 | 10,006 | LSE_SAMPLE::VOD | IND | 0 | 2024-01-03 07:50:00.116153726 | B | 1,444 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.459 | 68.28 | 10,006 | LSE_SAMPLE::VOD | IND | 1 | 2024-01-03 07:50:00.458532226 | B | 1,534 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.476 | 68.28 | 10,006 | LSE_SAMPLE::VOD | IND | 1 | 2024-01-03 07:50:00.475473766 | B | 1,634 | O | | LSE_SAMPLE::VOD | 2024-01-03 07:50:00.482 | 68.28 | 10,006 | LSE_SAMPLE::VOD | IND | 3 | 2024-01-03 07:50:00.482214626 | B | 2,234 | O | ## Static Reference Data Record The Symbol Universe database holds a standardized schema across all collected venues. Additional fields may be available by querying the `STAT` table in a specific database. ```sql SELECT * FROM LSE_SAMPLE.STAT WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### Static Reference Record Retrieval Results | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | OMDSEQ | NAME | ISIN | SEDOL | EXCH_SYMBOL | TRADING_CODE | MIC | OPERATING_MIC | SEC_TYPE | MKT_SEGMENT | MKT_SECTOR | COUNTRY_REG | CURRENCY | LOT_SIZE | EXCH_MKT_SIZE | |-----------------|---------------------|-----------------|-------------|----------|--------------------|--------------|---------|---------------|----------------|-------|-----------------|------------|---------------|--------------|---------------|------------|------------|-----------------| | LSE_SAMPLE::VOD | 2024-01-03 04:00:00 | LSE_SAMPLE::VOD | STAT | 24,595 | Vodafone Group plc | GB00BH4HKS39 | BH4HKS3 | VOD | 133215 | XLON | XLON | Equity | SET1 | FE10 | GB | GBX | 1 | 30,000 | | LSE_SAMPLE::VOD | 2024-01-03 04:00:00 | LSE_SAMPLE::VOD | STAT | 50,834 | Vodafone Group plc | GB00BH4HKS39 | BH4HKS3 | VOD | 133215 | XLON | XLON | Equity | SET1 | FE10 | GB | GBX | 1 | 30,000 | | LSE_SAMPLE::VOD | 2024-01-03 04:00:00 | LSE_SAMPLE::VOD | STAT | 77,076 | Vodafone Group plc | GB00BH4HKS39 | BH4HKS3 | VOD | 133215 | XLON | XLON | Equity | SET1 | FE10 | GB | GBX | 1 | 30,000 | ## Trade Bar Retrieval Pre-calculated 1 minute Trade bars are retrieved by specifying the `TRD_1M` table, along with the specified bar database, symbol and time range. Trade Bars are represented with fields: `FIRST_TIME`, `FIRST`, `FIRST_SIZE`, `HIGH_TIME`, `HIGH`, `HIGH_SIZE`, `LOW_TIME`, `LOW`, `LOW_SIZE`, `LAST_TIME`, `LAST`, `LAST_SIZE`, `VWAP`, `TWAP`, `VOLUME`, `TRADE_TICK_COUNT`, `TRADE_CURRENCY` ```sql SELECT * FROM LSE_SAMPLE_BARS.TRD_1M WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### 1 Minute Trade Bar Retrieval Results | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | OMDSEQ | CLOUD_DB | TRADE_CURRENCY | FIRST_TIME | FIRST | FIRST_SIZE | HIGH_TIME | HIGH | HIGH_SIZE | LOW_TIME | LOW | LOW_SIZE | LAST_TIME | LAST | LAST_SIZE | VWAP | TWAP | VOLUME | TRADE_TICK_COUNT | |----------------------|---------------------|----------------------|-------------|----------|------------|------------------|-------------------------|---------|--------------|-------------------------|--------|-------------|-------------------------|-------|------------|-------------------------|--------|-------------|---------|---------|----------|--------------------| | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:01:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:00:06.232 | 70 | 184,613 | 2024-01-03 08:00:39.921 | 70.41 | 5,700 | 2024-01-03 08:00:06.232 | 70 | 184,613 | 2024-01-03 08:00:51.881 | 70.36 | 4,742 | 70.0738 | 70.2289 | 238,528 | 23 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:02:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:01:53.833 | 70.45 | 5,657 | 2024-01-03 08:01:55.576 | 70.57 | 2,039 | 2024-01-03 08:01:53.833 | 70.45 | 5,657 | 2024-01-03 08:01:57.450 | 70.5 | 6,150 | 70.4932 | 70.4996 | 150,253 | 20 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:03:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:02:04.030 | 70.51 | 327 | 2024-01-03 08:02:34.619 | 70.52 | 5,459 | 2024-01-03 08:02:44.016 | 70.44 | 5,760 | 2024-01-03 08:02:44.016 | 70.44 | 5,760 | 70.4685 | 70.474 | 32,040 | 18 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:04:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:03:10.598 | 70.43 | 2,850 | 2024-01-03 08:03:45.045 | 70.44 | 17,124 | 2024-01-03 08:03:55.985 | 70.41 | 5,000 | 2024-01-03 08:03:55.985 | 70.41 | 5,000 | 70.4329 | 70.4306 | 24,974 | 3 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:05:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:04:52.586 | 70.51 | 5,093 | 2024-01-03 08:04:52.586 | 70.53 | 9,000 | 2024-01-03 08:04:54.271 | 70.46 | 711 | 2024-01-03 08:04:54.294 | 70.46 | 1,352 | 70.5045 | 70.4723 | 61,472 | 13 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:06:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:05:00.144 | 70.43 | 7 | 2024-01-03 08:05:00.144 | 70.43 | 7 | 2024-01-03 08:05:00.144 | 70.43 | 7 | 2024-01-03 08:05:15.027 | 70.43 | 4,614 | 70.43 | 70.43 | 7,814 | 5 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:07:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:06:00.017 | 70.36 | 1,580 | 2024-01-03 08:06:00.017 | 70.36 | 1,580 | 2024-01-03 08:06:15.026 | 70.24 | 100 | 2024-01-03 08:06:15.026 | 70.24 | 1,440 | 70.3157 | 70.2695 | 4,791 | 5 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:08:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:07:00.027 | 70.27 | 803 | 2024-01-03 08:07:33.169 | 70.42 | 3,729 | 2024-01-03 08:07:00.027 | 70.27 | 803 | 2024-01-03 08:07:33.169 | 70.42 | 3,729 | 70.3988 | 70.3716 | 20,576 | 8 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:09:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:08:35.140 | 70.42 | 711 | 2024-01-03 08:08:58.543 | 70.49 | 11,122 | 2024-01-03 08:08:35.140 | 70.42 | 711 | 2024-01-03 08:08:59.251 | 70.47 | 100 | 70.4583 | 70.4571 | 52,611 | 13 | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:10:00 | LSE_SAMPLE_BARS::VOD | TRD_1M | 0 | LSE | GBX | 2024-01-03 08:09:00.619 | 70.46 | 100 | 2024-01-03 08:09:05.549 | 70.51 | 1,408 | 2024-01-03 08:09:00.619 | 70.46 | 100 | 2024-01-03 08:09:05.549 | 70.51 | 4,560 | 70.4885 | 70.5058 | 11,583 | 6 | ## Quote Bar Retrieval Pre-calculated 1 minute Quote bars are retrieved by specifying the `QTE_1M` table, along with the specified bar database, symbol and time range. Bars databases have the suffix `_BAR`. Quote Bars are represented with fields: `FIRST_BID_TIME`, `FIRST_BID_PRICE`, `FIRST_BID_SIZE`, `FIRST_ASK_TIME`, `FIRST_ASK_PRICE`, `FIRST_ASK_SIZE`, `HIGH_BID_TIME`, `HIGH_BID`, `HIGH_BID_SIZE`, `ASK_PRICE_AT_HIGH_BID`, `ASK_SIZE_AT_HIGH_BID`, `LOW_ASK_TIME`, `LOW_ASK`, `LOW_ASK_SIZE`, `BID_PRICE_AT_LOW_ASK`, `BID_SIZE_LOW_ASK`, `LAST_BID_TIME`, `LAST_BID_PRICE`, `LAST_BID_SIZE`, `LAST_ASK_TIME`, `LAST_ASK_PRICE`, `LAST_ASK_SIZE`, `MID_TWAP`, `MID_MEDIAN`, `MID_LAST`, `SPREAD_MIN`, `SPREAD_MAX`, `SPREAD_TWAP`, `SPREAD_MEDIAN`, `SPREAD_LAST`, `QUOTE_CURRENCY`, `QUOTE_TICK_COUNT` ```sql SELECT * FROM LSE_SAMPLE_BARS.QTE_1M WHERE SYMBOL_NAME='VOD' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` #### 1 Minute Quote Bar Retrieval Results | Symbol | Timestamp | SYMBOL_NAME | TICK_TYPE | OMDSEQ | FIRST_BID_TIME | FIRST_BID_PRICE | FIRST_BID_SIZE | FIRST_ASK_TIME | FIRST_ASK_PRICE | FIRST_ASK_SIZE | HIGH_BID_TIME | HIGH_BID | HIGH_BID_SIZE | ASK_PRICE_AT_HIGH_BID | ASK_SIZE_AT_HIGH_BID | LOW_ASK_TIME | LOW_ASK | LOW_ASK_SIZE | BID_PRICE_AT_LOW_ASK | BID_SIZE_LOW_ASK | LAST_BID_TIME | LAST_BID_PRICE | LAST_BID_SIZE | LAST_ASK_TIME | LAST_ASK_PRICE | LAST_ASK_SIZE | MID_TWAP | MID_MEDIAN | MID_LAST | SPREAD_MIN | SPREAD_MAX | SPREAD_TWAP | SPREAD_MEDIAN | SPREAD_LAST | QUOTE_CURRENCY | QUOTE_TICK_COUNT | CLOUD_DB | |----------------------|---------------------|----------------------|-------------|----------|-------------------------|-------------------|------------------|-------------------------|-------------------|------------------|-------------------------|------------|-----------------|-------------------------|------------------------|-------------------------|-----------|----------------|------------------------|--------------------|-------------------------|------------------|-----------------|-------------------------|------------------|-----------------|------------|--------------|------------|--------------|--------------|---------------|-----------------|---------------|------------------|--------------------|------------| | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:01:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:00:06.226 | 70.25 | 2,809 | 2024-01-03 08:00:06.226 | 69.76 | 100 | 2024-01-03 08:00:39.919 | 70.38 | 4,716 | 70.41 | 5,700 | 2024-01-03 08:00:06.226 | 69.76 | 100 | 70.25 | 2,809 | 2024-01-03 08:00:59.796 | 70.36 | 247 | 2024-01-03 08:00:59.796 | 70.45 | 5,657 | 70.2922 | 70.355 | 70.405 | -0.49 | 0.41 | 0.1021 | 0.12 | 0.09 | GBX | 526 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:02:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:01:00.799 | 70.34 | 493 | 2024-01-03 08:01:00.799 | 70.45 | 5,657 | 2024-01-03 08:01:55.577 | 70.54 | 100 | 70.61 | 711 | 2024-01-03 08:01:23.004 | 70.44 | 2,160 | 70.35 | 234 | 2024-01-03 08:01:59.461 | 70.51 | 100 | 2024-01-03 08:01:59.461 | 70.6 | 2,236 | 70.4122 | 70.475 | 70.555 | 0.04 | 0.12 | 0.0974884 | 0.08 | 0.09 | GBX | 283 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:03:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:02:00.189 | 70.51 | 100 | 2024-01-03 08:02:00.189 | 70.61 | 16,156 | 2024-01-03 08:02:00.190 | 70.52 | 322 | 70.61 | 2,084 | 2024-01-03 08:02:42.034 | 70.49 | 711 | 70.44 | 6,865 | 2024-01-03 08:02:47.656 | 70.41 | 6,814 | 2024-01-03 08:02:47.656 | 70.51 | 5,093 | 70.5214 | 70.535 | 70.46 | 0.01 | 0.13 | 0.0952159 | 0.09 | 0.1 | GBX | 409 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:04:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:03:00.466 | 70.41 | 6,814 | 2024-01-03 08:03:00.466 | 70.5 | 2,252 | 2024-01-03 08:03:45.045 | 70.44 | 17,124 | 70.48 | 13,173 | 2024-01-03 08:03:55.985 | 70.44 | 711 | 70.36 | 3,904 | 2024-01-03 08:03:57.934 | 70.39 | 1,381 | 2024-01-03 08:03:57.934 | 70.49 | 7,154 | 70.4416 | 70.435 | 70.44 | 0.04 | 0.13 | 0.0972481 | 0.09 | 0.1 | GBX | 114 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:05:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:04:00.107 | 70.39 | 1,481 | 2024-01-03 08:04:00.107 | 70.49 | 7,154 | 2024-01-03 08:04:52.590 | 70.51 | 100 | 70.57 | 711 | 2024-01-03 08:04:00.107 | 70.49 | 7,154 | 70.39 | 1,481 | 2024-01-03 08:04:59.430 | 70.43 | 2,682 | 2024-01-03 08:04:59.430 | 70.5 | 4,716 | 70.4694 | 70.47 | 70.465 | 0.04 | 0.11 | 0.0789207 | 0.07 | 0.07 | GBX | 204 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:06:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:05:00.136 | 70.43 | 2,675 | 2024-01-03 08:05:00.136 | 70.5 | 4,716 | 2024-01-03 08:05:00.224 | 70.45 | 711 | 70.52 | 711 | 2024-01-03 08:05:15.026 | 70.42 | 711 | 70.4 | 100 | 2024-01-03 08:05:54.602 | 70.36 | 2,330 | 2024-01-03 08:05:54.602 | 70.42 | 4,440 | 70.4102 | 70.47 | 70.39 | 0.01 | 0.09 | 0.0653059 | 0.07 | 0.06 | GBX | 85 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:07:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:06:00.015 | 70.36 | 750 | 2024-01-03 08:06:00.015 | 70.42 | 4,440 | 2024-01-03 08:06:00.015 | 70.36 | 750 | 70.42 | 4,440 | 2024-01-03 08:06:28.573 | 70.27 | 2,072 | 70.21 | 10,000 | 2024-01-03 08:06:54.402 | 70.27 | 14,355 | 2024-01-03 08:06:54.402 | 70.34 | 2,450 | 70.3002 | 70.28 | 70.305 | 0.04 | 0.1 | 0.0747614 | 0.08 | 0.07 | GBX | 304 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:08:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:07:00.025 | 70.27 | 13,552 | 2024-01-03 08:07:00.025 | 70.34 | 2,450 | 2024-01-03 08:07:33.153 | 70.38 | 2,700 | 70.42 | 5,151 | 2024-01-03 08:07:00.025 | 70.32 | 711 | 70.27 | 13,552 | 2024-01-03 08:07:59.610 | 70.34 | 5,400 | 2024-01-03 08:07:59.610 | 70.41 | 4,716 | 70.3634 | 70.355 | 70.375 | 0.03 | 0.09 | 0.0643647 | 0.06 | 0.07 | GBX | 281 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:09:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:08:07.501 | 70.37 | 13,542 | 2024-01-03 08:08:07.501 | 70.41 | 4,716 | 2024-01-03 08:08:58.550 | 70.48 | 2,800 | 70.51 | 1,408 | 2024-01-03 08:08:07.501 | 70.41 | 4,716 | 70.37 | 13,542 | 2024-01-03 08:08:59.397 | 70.45 | 100 | 2024-01-03 08:08:59.397 | 70.51 | 6,124 | 70.4259 | 70.46 | 70.48 | 0.01 | 0.08 | 0.0506562 | 0.06 | 0.06 | GBX | 347 | LSE | | LSE_SAMPLE_BARS::VOD | 2024-01-03 08:10:00 | LSE_SAMPLE_BARS::VOD | QTE_1M | 0 | 2024-01-03 08:09:00.182 | 70.45 | 100 | 2024-01-03 08:09:00.182 | 70.51 | 1,408 | 2024-01-03 08:09:05.551 | 70.51 | 100 | 70.55 | 9,800 | 2024-01-03 08:09:05.539 | 70.49 | 1,055 | 70.46 | 100 | 2024-01-03 08:09:55.303 | 70.48 | 4,251 | 2024-01-03 08:09:55.303 | 70.52 | 4,716 | 70.5049 | 70.505 | 70.5 | 0.03 | 0.08 | 0.0642581 | 0.06 | 0.04 | GBX | 269 | LSE | ## Futures Continuous Contracts Trades for futures contract can be retrieved like any other instrument. ```sql SELECT * FROM TDI_FUT_SAMPLE.TRD WHERE SYMBOL_NAME='ESZ24' and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' LIMIT 10 ``` Continuous Contracts can be retrieved by changing the `SYMBOL_NAME` to the Continuous Contract. This is specified as `[Product]_r_tdi`. Additionally the `SYMBOL_DATE` must also be specified in the `WHERE` clause. ```sql SELECT * FROM TDI_FUT_SAMPLE.TRD WHERE SYMBOL_NAME='ES_r_tdi' -- and TIMESTAMP >= '2024-01-03 00:00:00 UTC' and TIMESTAMP < '2024-01-04 00:00:00 UTC' and symbol_date = 20240103 LIMIT 1000 ```