Data Updates

US_COMP (US Consolidated Equities)

1) From 2025-11-17, the trade (TRD) and quote (QTE) schemas will be expanded to include the following fields. Note that in some cases, the data is already available on another field - this is because the existing field is non-standard, and the new field is being introduced for consistency with our other datasets. The old fields will be removed in a future release, which will be announced at a later date.

New trade fields:

• EXCH_TIME - Matching engine / execution timestamp. This is currently available on PARTICIPANT_TIME.
• FRACTIONAL_SIZE - Trade size, as a floating-point number (data type = double). This will be provided for all trades, with non-integer values possible as of 2026-02-23, when the SIP will begin to publish trades in fractional shares. The SIZE field will remain available, and will contain the same values as FRACTIONAL_SIZE, rounded down to the nearest integer.
• TRADE_TYPE - Trade type information, as provided by the exchange. This is currently available on COND.
• AGGRESSOR_SIDE -  Indicates whether a trade resulted from an incoming buy or sell order. This field will not be populated initially, and is being added to the schema as a placeholder for a future enhancement.
• TRADE_PERIOD - Market period during which the trade was executed. Available values: "-" - Regular trading, "O" - Opening auction, "C" - Closing auction, "U" - Unscheduled auction, "E" -  Outside hours (early session), "L" - Outside hours (late session), "u" - Unscheduled auction (outside hours), "" - Not applicable
• BOOK_TYPE - Type of order book or trading mechanism through with the trade was executed. Available values: "0" - Lit order book, "1" - Off-book, "9" - Off-exchange, "" - Not applicable

New quote fields:

• EXCH_TIME - Matching engine / execution timestamp. This is currently available on PARTICIPANT_TIME.
• QUOTE_COND - Indicates any special conditions applicable to a quote. This is currently available on COND.

Additionally the following changes will occur due to changes planned by the SIP (CTA/UTP):

• From 2025-11-03 - Bid & Ask Sizes will be quoted in shares, rounded down to the nearest round lot.
• From 2026-02-23 - Support for fractional trade sizes. As of this date, the FRACTIONAL_SIZE field will start to contain non-integer values.
• From 2026-05-01 - Odd lots will be included in the SIP quote. This is expected to cause a significant increase in data volumes.

To illustrate the effect of the changes on 2025-11-03 and 2026-05-01, suppose that the bid side has 5 shares at $10.00, 150 shares at $9.99, and the lot size is 100.

• Currently, the SIP quote would show a best bid of $9.99, with size 1 (as the size is currently expressed in round lots, and odd lots such as the quote at $10.00 are ignored).
• from 2025-11-03, the bid quote would be $9.99, with size 100 (150 rounded down to the nearest multiple of 100).
• from 2026-05-01, the bid quote would be $10.00, with size 5.
  
  

NYMEX, COMEX, CBOT, CBOT_MINI, CME_GLOBEX, CME_MINI

1) The following changes to OneTick Cloud datasets will be introduced on 2026-01-19.

• CME_GLOBEX and CME_MINI will be consolidated into a single database, CME_GLOBEX, containing all futures products on CME.
• CBOT and CBOT_MINI will be consolidated into a single database, CBOT, containing all futures products on CBOT.
• CME_MINI will be decommissioned. All products (E-mini / micro contracts) currently in CME_MINI will instead be available in CME_GLOBEX.
• CBOT_MINI will be decommissioned. All products currently in CBOT_MINI will instead be available in CBOT.

2) In addition, the following fields will be added to the trade (TRD) and quote (QTE) schemas in CME_GLOBEX, CBOT, NYMEX, COMEX:

Trades:

• AGGRESSOR_SIDE -  Indicates whether a trade resulted from an incoming buy or sell order. Available values: "B" - Buy, "S" - Sell, "" - No aggressor.
• BOOK_TYPE - Type of order book or trading mechanism through with the trade was executed. Available values: "0" - Lit order book, "1" - Off-book.
• TRADE_ID - Trade identifier assigned by the exchange.
• BUY_ORDER_ID - ID of the buy order involved in the trade
• SELL_ORDER_ID - ID of the sell order involved in the trade

Quotes:

• BID_NUM_ORDERS - Number of orders at the best bid price
• ASK_NUM_ORDERS - Number of orders at the best ask price

3) Values of TRADE_TYPE in CME_GLOBEX, CBOT, NYMEX, COMEX  will change as follows:

Current values:

"0" - Regular trade

"4" - Strategy leg trade  [until 2015-03-23]

"5" - Cancellation of strategy leg trade  [until 2015-03-23]

"10" - Strategy leg trade

New values:

"-" - Regular trade

"BLK" - Block trade

"BLKL" - Leg of a strategy block trade

"IMP" - Implied trade

"LEG" - Strategy leg trade

"LEGC" - Cancellation of a strategy leg trade

"RFC" - Request for Cross trade

4)  Test datasets will be made available from 2025-12-08 to enable users to test changes 1), 2), 3) above ahead of the release on 2026-01-19:

If you have any questions or concerns about the upcoming changes, please contact us at cloud-support@onetick.com, or submit a Jira.