ICE Endex Dutch TTF Natural Gas 2-Month Calendar Spread Options

Options on futures

Since 2023-12-08 UTC

ICE

Instrument list

Instruments with specific expiries and strikes bundled under this product.
Show all active instruments under this product on (UTC):
Last updated 2026-09-29 00:00:00 UTC
1-5 of 1,008
Rows per page
5

Sample data

Schema

MBO
MBP-1
TBBO
Trades
BBO-1s
OHLCV-1s
Definition
Statistics
Status

ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

size

The order quantity.

ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

channel_id

The channel ID assigned by Databento as an incrementing integer starting at zero.

rtype

The record type. Each schema corresponds with a single rtype value.

order_id

The order ID assigned at the venue.

publisher_id

The publisher ID assigned by Databento, which denotes dataset and venue.

flags

A bit field indicating event end, message characteristics, and data quality.

instrument_id

The numeric instrument ID.

ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

action

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, Fill, or None.

sequence

The message sequence number assigned at the venue.

side

The side that initiates the event. Can be Ask for a sell order (or sell aggressor in a trade), Bid for a buy order (or buy aggressor in a trade), or None where no side is specified by the original source.

symbol

The requested symbol for the instrument.

price

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

ts_recv
ts_event
rtype
publisher_id
instrument_id
action
side
price
size
channel_id
order_id
flags
ts_in_delta
sequence
symbol
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FROM THIS DATASET
ICE Endex
->
116 products
Publisher
Intercontinental Exchange (ICE)
Venue
ICE Endex
Asset class
Futures, Options on futures
Region
Europe
Breadth of coverage
116 products
Data category
Raw data
Date added
2018-12-23

UTC

Origin
Captured at Aurora DC3 with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP
Schemas
MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status
Encodings
DBN, JSON, CSV