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-related data is stored in the following five tables:
Stock History (STOCK_HISTORY) stores a historical data (one record per trading date) including open/close price, high/low price, and trading volume.
Stock Quote (STOCK_QUOTE) stores an intraday quote data including bid/ask price and size.
Stock Trade (STOCK_TRADE) stores an 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 that 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 and index-related data.
Mutual funds data contains only historical data stored in the Mutual Fund History (MUTL_FUND_HIST) table.
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