Data Model Tables

A list of all data model tables in the Market Data diagrams with their code names and descriptions.

Data model tables
Table name	Code	Description
Bond History	BOND_HISTORY	Stores bond historical data, one record per each trading date. The data includes daily price and yield values (open/close, high/low), trade volume (number of bonds traded), and so on, for each bond.
Bond Quote	BOND_QUOTE	Stores real-time (intraday) quote data. Each quote record includes a yield, bid/ask price, and size (in other words, a number of bonds offered at a bid/ask price).
Bond Trade	BOND_TRADE	Stores real-time (intraday) trade data. Each trade record includes a bond's price and yield and a transaction's size (number of bonds traded).
Dividend Event	DIVIDEND_EVENT	Stores information on a dividend payment event when a shareholder receives a certain payment for each share of stock owned. The dividend amount is commonly defined as a certain percentage of a share price but can also be specified as a monetary amount. The Monetary or Percentage Indicator (MOP_INDICATOR) column indicates how the dividend amount is defined.
Index History	INDEX_HISTORY	Stores the index’s historical data, one record per each trading date. The data includes the index’s daily values (open/close, high/low) and trade volume.
Index Intraday	INDEX_INTRADAY	Stores the index’s real-time (intraday) data that shows its value movements during a trading day. Each data point includes an index value and trade volume.
Mutual Fund History	MUTL_FUND_HIST	Stores the historical data for a mutual fund, one record per each trading date. The data includes a trade date and price.
Option History	OPTION_HISTORY	Stores the options historical data, one record per each trading date. The data includes options daily price (open/close, high/low), trade volume (number of contracts traded), and so on.
Option Quote	OPTION_QUOTE	Stores the options real-time (intraday) quote data. Each quote record includes a bid/ask price, size (number of contracts offered at a bid/ask price), and so on.
Option Trade	OPTION_TRADE	Stores the options real-time (intraday) trade data. Each trade record includes a trade's price, size (number of contracts traded), and so on.
Split Event	SPLIT_EVENT	Stores information on a stock split event when the number of outstanding shares of a company’s stock is increased and the price per share is simultaneously decreased so that proportionate equity of each shareholder remains the same. The split is characterized by a split factor; a factor of 0.5 indicates that the number of shares is increased two times and that the share price is decreased two times. In a less common reverse split, the number of shares is decreased and the price per share is increased in a similar manner; a split factor of 2 indicates that the number of shares is decreased two times and that the share price is increased two times.
Stock History	STOCK_HISTORY	Stores the stock historical data, one record per each trading date. The data includes stocks daily prices (open/close, high/low) and trade volume (number of shares traded).
Stock Quote	STOCK_QUOTE	Stores the stocks' real-time (intraday) quote data. Each quote record includes a bid/ask price and corresponding size values (in other words, a number of shares offered at bid/ask price).
Stock Trade	STOCK_TRADE	Stores the stocks' real-time (intraday) trade data. Each trade record includes a transaction's price and size (in other words, a number of shares traded).