Old File Format Overview Korea
KOREA Equity Trade and Quote Data File Format Document Version 1.0
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
Page 1 of 6
1.0 Trade Data Sample 07/12/2012,07:31:00.647,451.0,18,2,, 07/12/2012,07:31:07.616,451.0,18,2,, 07/12/2012,07:31:13.184,451.0,7700,2,, 07/12/2012,07:31:16.132,451.0,28,2,, 07/12/2012,07:31:28.646,451.0,10,2,, 07/12/2012,07:33:24.633,451.0,593,2,, 07/12/2012,07:35:13.612,451.0,100,2,, 07/12/2012,07:38:39.133,451.0,24360,2,, 07/12/2012,07:39:39.730,451.0,10,2,, 07/12/2012,07:40:35.743,451.0,500,2,, 07/12/2012,07:45:57.195,451.0,200,2,, 07/12/2012,07:52:55.355,451.0,99,2,, 07/12/2012,07:53:51.566,451.0,10000,2,, 07/12/2012,07:54:34.028,451.0,5,2,, 07/12/2012,07:55:00.343,451.0,1,2,, File Layout Each tick contains 7 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Characteristics Trade Date MM/DD/YYYY Trade Time HH:MM:SS.000 Price Numeric Volume Numeric Sales Condition Numeric (See Appendix A – Sales Condition Codes) Exclude Record Flag1 Filtered trade indicator. “X” is present if Tick Data recommends exclusion of trade from time series due to condition code(s). Filtered Price A suggested replacement trade price if Tick Data’s proprietary algorithms suspect the report trade price is in error.
1
The following condition codes are excluded: 3, 5, 6, 9, 11, 15, 16. Refer to Appendix A for the list of condition codes KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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2.0 Quote Data Sample 07/12/2012,08:10:01.318,390.0,438.0,85532,19708 07/12/2012,08:10:03.611,390.0,438.0,59890,19708 07/12/2012,08:10:16.960,390.0,438.0,59995,19708 07/12/2012,08:10:21.154,390.0,438.0,59995,19708 07/12/2012,08:10:24.116,390.0,438.0,65893,19708 07/12/2012,08:10:36.344,390.0,438.0,61389,19708 07/12/2012,08:10:39.659,390.0,438.0,61389,19708 07/12/2012,08:10:42.963,390.0,438.0,61369,19708 07/12/2012,08:10:46.663,390.0,438.0,61369,19708 07/12/2012,08:10:54.556,390.0,438.0,61335,19708 07/12/2012,08:10:55.622,390.0,438.0,58635,19708 07/12/2012,08:10:59.391,390.0,438.0,52854,19708 File Layout Each tick contains 6 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Quote Date Quote Time Bid Price Ask Price Bid Size Ask Size
MM/DD/YYYY HH:MM:SS.000 Numeric Numeric Numeric Numeric
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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3.0 Corporate Actions Tick Data provides the following corporate actions files with each dataset delivered: CompanyInfo.asc – provides a map of Tick Data’s internal ID# to current company symbol, company name, and ISIN.
StockSplits.csv – provides adjustment ratios for stock splits and stock dividends.
Mergers.csv – provides adjustment ratios for a certain type of stock splits where price should be adjusted but volume should not be adjusted.
Dividends.csv – provides the amount of cash dividends.
The format of each of these files is described below:
3.1 CompanyInfo.csv Sample 044180,KUKJE DY CO LTD,KR7044180008,11/16/2000,07/20/2012,1312 049470,SGA CO LTD,KR7049470008,10/11/2001,07/20/2012,1599 046430,R&S NETWORKS CO LTD,KR7046430005,05/23/2002,07/20/2012,1826 066590,WOOSU AMS CO LTD,KR7066590001,02/12/2003,07/20/2012,1969
Field Name
Type
Description
Symbol or ID#
Character
Most recent stock symbol.
Company Name
Character
Company name.
ISIN
Character
International Securities Identifying Number uniquely identifies a security.
Start Date
Date
The first date for which data is available for the company.
End Date
Date
The last date for which data is available for the company.
Company id
Numeric
Most recent Tick Data Internal ID#.
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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3.2 Split and Dividend Information (Stocksplits.csv and Mergers.csv) Sample 1312,06/12/2008,5 1312,05/15/2009,10 1312,11/09/2010,5 File Layout Each record contains three fields of data. These fields are comma-separated and are laid out as follows: Field Name
Type
Description
Symbol or ID
Character
Stock symbol or ID#. Depends on data being delivered by ID or by Symbol.
Effective date
Date
MM/DD/YYYY - Date of stock split or dividend.
Ratio
Numeric
Percentage of adjustment made to the price of the symbol due to a stock split, stock distribution, stock dividend, or cash dividend.
3.3 Cash Dividends (Dividends.csv) Sample 147,03/09/2012,04/30/2012,05/03/2012,05/04/2012,,0.4,KRW 801,02/17/2012,04/30/2012,05/03/2012,05/11/2012,0.698305,0.708305,KRW 1101,04/27/2012,04/30/2012,05/02/2012,05/04/2012,0.01,,KRW 1132,01/27/2012,01/31/2012,02/02/2012,02/06/2012,0.023,,KRW File Layout Field Name
Notes
Company ID or Symbol
Depends on data being delivered by ID or by Symbol. no definition required no definition required no definition required no definition required no definition required no definition required no definition required
Declare Date Ex-Date Record Date Pay Date Net Amount Gross Amount Currency Type
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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Appendix A – Sales Condition Codes Sales Condition 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Notes Normal trade Pre-opening trades After-hours block trade After market trades Pre-opening block trade After hours K-Blox block trade After hours basket trade Single priced trades during normal session Pre-opening K-Blox block trade Pre-opening basket trade Regular session K-Blox block trade Regular session basket trade Single Priced Trades Post Market Quotes without trades (biased quotations) Pre-opening A-Blox block trade Regular session A-Blox block trade
The following condition codes are excluded by default: 3, 5, 6, 9, 11, 15, 16.
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
Page 1 of 6
1.0 Trade Data Sample 07/12/2012,07:31:00.647,451.0,18,2,, 07/12/2012,07:31:07.616,451.0,18,2,, 07/12/2012,07:31:13.184,451.0,7700,2,, 07/12/2012,07:31:16.132,451.0,28,2,, 07/12/2012,07:31:28.646,451.0,10,2,, 07/12/2012,07:33:24.633,451.0,593,2,, 07/12/2012,07:35:13.612,451.0,100,2,, 07/12/2012,07:38:39.133,451.0,24360,2,, 07/12/2012,07:39:39.730,451.0,10,2,, 07/12/2012,07:40:35.743,451.0,500,2,, 07/12/2012,07:45:57.195,451.0,200,2,, 07/12/2012,07:52:55.355,451.0,99,2,, 07/12/2012,07:53:51.566,451.0,10000,2,, 07/12/2012,07:54:34.028,451.0,5,2,, 07/12/2012,07:55:00.343,451.0,1,2,, File Layout Each tick contains 7 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Characteristics Trade Date MM/DD/YYYY Trade Time HH:MM:SS.000 Price Numeric Volume Numeric Sales Condition Numeric (See Appendix A – Sales Condition Codes) Exclude Record Flag1 Filtered trade indicator. “X” is present if Tick Data recommends exclusion of trade from time series due to condition code(s). Filtered Price A suggested replacement trade price if Tick Data’s proprietary algorithms suspect the report trade price is in error.
1
The following condition codes are excluded: 3, 5, 6, 9, 11, 15, 16. Refer to Appendix A for the list of condition codes KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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2.0 Quote Data Sample 07/12/2012,08:10:01.318,390.0,438.0,85532,19708 07/12/2012,08:10:03.611,390.0,438.0,59890,19708 07/12/2012,08:10:16.960,390.0,438.0,59995,19708 07/12/2012,08:10:21.154,390.0,438.0,59995,19708 07/12/2012,08:10:24.116,390.0,438.0,65893,19708 07/12/2012,08:10:36.344,390.0,438.0,61389,19708 07/12/2012,08:10:39.659,390.0,438.0,61389,19708 07/12/2012,08:10:42.963,390.0,438.0,61369,19708 07/12/2012,08:10:46.663,390.0,438.0,61369,19708 07/12/2012,08:10:54.556,390.0,438.0,61335,19708 07/12/2012,08:10:55.622,390.0,438.0,58635,19708 07/12/2012,08:10:59.391,390.0,438.0,52854,19708 File Layout Each tick contains 6 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Quote Date Quote Time Bid Price Ask Price Bid Size Ask Size
MM/DD/YYYY HH:MM:SS.000 Numeric Numeric Numeric Numeric
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
Page 3 of 6
3.0 Corporate Actions Tick Data provides the following corporate actions files with each dataset delivered: CompanyInfo.asc – provides a map of Tick Data’s internal ID# to current company symbol, company name, and ISIN.
StockSplits.csv – provides adjustment ratios for stock splits and stock dividends.
Mergers.csv – provides adjustment ratios for a certain type of stock splits where price should be adjusted but volume should not be adjusted.
Dividends.csv – provides the amount of cash dividends.
The format of each of these files is described below:
3.1 CompanyInfo.csv Sample 044180,KUKJE DY CO LTD,KR7044180008,11/16/2000,07/20/2012,1312 049470,SGA CO LTD,KR7049470008,10/11/2001,07/20/2012,1599 046430,R&S NETWORKS CO LTD,KR7046430005,05/23/2002,07/20/2012,1826 066590,WOOSU AMS CO LTD,KR7066590001,02/12/2003,07/20/2012,1969
Field Name
Type
Description
Symbol or ID#
Character
Most recent stock symbol.
Company Name
Character
Company name.
ISIN
Character
International Securities Identifying Number uniquely identifies a security.
Start Date
Date
The first date for which data is available for the company.
End Date
Date
The last date for which data is available for the company.
Company id
Numeric
Most recent Tick Data Internal ID#.
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
Page 4 of 6
3.2 Split and Dividend Information (Stocksplits.csv and Mergers.csv) Sample 1312,06/12/2008,5 1312,05/15/2009,10 1312,11/09/2010,5 File Layout Each record contains three fields of data. These fields are comma-separated and are laid out as follows: Field Name
Type
Description
Symbol or ID
Character
Stock symbol or ID#. Depends on data being delivered by ID or by Symbol.
Effective date
Date
MM/DD/YYYY - Date of stock split or dividend.
Ratio
Numeric
Percentage of adjustment made to the price of the symbol due to a stock split, stock distribution, stock dividend, or cash dividend.
3.3 Cash Dividends (Dividends.csv) Sample 147,03/09/2012,04/30/2012,05/03/2012,05/04/2012,,0.4,KRW 801,02/17/2012,04/30/2012,05/03/2012,05/11/2012,0.698305,0.708305,KRW 1101,04/27/2012,04/30/2012,05/02/2012,05/04/2012,0.01,,KRW 1132,01/27/2012,01/31/2012,02/02/2012,02/06/2012,0.023,,KRW File Layout Field Name
Notes
Company ID or Symbol
Depends on data being delivered by ID or by Symbol. no definition required no definition required no definition required no definition required no definition required no definition required no definition required
Declare Date Ex-Date Record Date Pay Date Net Amount Gross Amount Currency Type
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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Appendix A – Sales Condition Codes Sales Condition 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Notes Normal trade Pre-opening trades After-hours block trade After market trades Pre-opening block trade After hours K-Blox block trade After hours basket trade Single priced trades during normal session Pre-opening K-Blox block trade Pre-opening basket trade Regular session K-Blox block trade Regular session basket trade Single Priced Trades Post Market Quotes without trades (biased quotations) Pre-opening A-Blox block trade Regular session A-Blox block trade
The following condition codes are excluded by default: 3, 5, 6, 9, 11, 15, 16.
KOREA Equity Trade and Quote Dataset, v1.0 Copyright 2013 by Tick Data, Inc.
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