End of the Day Data

 


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Data Vendor Codes Includes official index names, index symbols, calculation period and vendor identifiers. Access to PDFs is free. End of the Day Data. The following information will be shared. Choose the sharing options: Add to reference list.

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The market activity worksheet contains detailed data for all active time periods ranging from intraday to forward months and years. The data covers the period 2: ET on the previous trading day to 2: ET on the current trading day.

The tick data worksheet details every trade that took place on the ICE trading platform during the day's trading session. The time the trade took place and whether a bid was hit or an offer was lifted is provided for each deal.