The Market Data submodel represents data structures that store historical and real-time data. The submodel contains several areas, including the historical data and quotes and trades data for different financial instruments.
Stock History (STOCK_HISTORY) stores historical data (one record per trading date) including open/close price, high/low price, and trading volume.
Stock Quote (STOCK_QUOTE) stores intraday quote data including bid/ask price and size.
Stock Trade (STOCK_TRADE) stores intraday trade data including trade price and size.
Split Event (SPLIT_EVENT) stores data on stock splits (event date and split factor).
Dividend Event (DIVIDEND_EVENT) stores data on dividend payment events (event date and dividend amount).
Note
The stock-related tables listed above are also used to store
the data of Exchange-Traded Funds.
Separate tables with a similar structure are used to store historical and intraday data related to bonds and options. Mutual funds data contains only historical data stored in the Mutual Fund History (MUTL_FUND_HIST) table.
Index History (INDEX_HISTORY) and Index Intraday (INDEX_INTRADAY) tables are used to store historical and intraday data on market indexes.
