Database Changes

OneTick Cloud Subscribers

Upcoming Changes to OneTick Provided Market Data
Over the coming months, the following change is planned to existing Datasets:

2025-11-11: European Equities - New Trade Fields

Implementation Date = 2026-02-09

Databases Impacted = EU_COMP, LSE, LSE_INT, EURONEXT, XETRA, NORDIC_EQ, MADRID, MILAN, SWISS, OSLO, DUBLIN, VIENNA, PRAGUE, WARSAW, BUDAPEST, ATHENS, CYPRUS, BXE, CXE, DXE, AQUIS, AQUIS_EU, TURQUOISE, TURQUOISE_EU, EQUIDUCT, CBOE_APA, FRANKFURT, TRADEGATE, DE_REGIONAL, STUTTGART

From 2026-02-09, the trade (TRD) schema for European equities datasets will be expanded to include the following fields.

AGGRESSOR_SIDE - Indicates whether a trade resulted from an incoming buy or sell order.

"B" - Buy order
"S" - Sell order
"" - Undefined (e.g. auction trades, dark trades, off-book trades)

TRADE_PERIOD - Market period during which a trade was executed.

"A" - Auction
"C" - Closing auction
"E" - Extended hours (Early session)
"I" - Intraday auction
"L" - Extended hours (Late session)
"O" - Opening auction
"P" - Public offering / buyback auction
"T" - Trading at last price
"U" - Unscheduled auction

"e" - Extended hours

"o" - Opening auction (extended hours)
"p" - Auction initiated by market participant
"u" - Unscheduled auction (extended hours)
"-" - Regular trading
"" - Unspecified / not applicable

BOOK_TYPE - Type of order book or trading mechanism through which a trade was executed.

"0" - Lit order book
"1" - Off-book
"2" - Dark book
"3" - Odd lot book
"4" - Special terms book
"5" - Buy-in / Sell-out book
"6" - Auction book  [auctions conducted outside the Central Limit Order Book]
"7" - Open outcry
"8" - Market on close / Market on open book
"9" - Off-exchange
"Q" - Quote-driven trading
"R" - Request for Quote / Request for Cross (RFQ/RFC)
"" - Unspecified / not applicable

Note that AGGRESSOR_SIDE is already populated for certain datasets, as below.

Also, while it will be added to the schema for the other European equities datasets to provide consistency, it will not be populated for all of them. Below is a summary of the current availability of AGGRESSOR_SIDE for European equities, and the availability as of 2026-02-09.

Already available:   EURONEXT, XETRA, OSLO, DUBLIN, EQUIDUCT

Added on 2026-02-09 and populated:   EU_COMP, LSE, LSE_INT, MILAN, NORDIC_EQ, SWISS,  WARSAW, ATHENS, CYPRUS, AQUIS, AQUIS_EU, BXE, CXE, DXE, TURQUOISE, TURQUOISE_EU

Added on 2026-02-09 but not populated:   MADRID, VIENNA, PRAGUE, BUDAPEST, CBOE_APA, FRANKFURT, TRADEGATE, STUTTGART, DE_REGIONAL