# Generated by tools/build_contracts.py from tools/algoseek_catalog.py -- do not edit by hand. # Open Data Contract Standard v3.2.0 (https://bitol-io.github.io/open-data-contract-standard/). apiVersion: v3.2.0 kind: DataContract id: urn:alphaswarm:datacontract:algoseek:us-equities-trading-halts name: AlgoSeek US Equities Trading Halts version: 0.1.0 status: draft domain: market-data tags: - algoseek - licensed-data - equity - reference - us - event description: purpose: One row per trading-halt case for a US equity symbol on a processing date, built from the CTA and UTP SIP feeds, with halt and resume timestamps (exchange and SIP clocks), raw and normalized reason codes and end-of-day status. Used for halt-duration analysis, trading controls and compliance monitoring. usage: Point-in-time security identity, corporate-action adjustment, and universe construction for US equities. limitations: 'Vendor-curated reference data: rows can be restated when AlgoSeek learns of a late or corrected event, so land each delivery as a snapshot rather than overwriting history. Identifiers: SecId and ASID are both algoseek keys ''added for cross-referencing with other US equity datasets''; both can be empty (e.g. test symbols such as ZWZZT/ZVZZT; FCHL, FFFZ, RNBW also lack ids in sample). Symbol is always present but is a ticker, not a stable key. ASID prefix 101 is for listed equities (OTC security master ASIDs start 121 in its sample). Date semantics: Date is the processing/file date. A halt that persists is repeated in later dates'' files with its original HaltDate (sample Date 20250814 carries HaltDate 20250715 rows with EodStatus Halted); a halt that began earlier and resumed on Date also appears (ResumeDate = Date in every resumed sample row). Do not treat Date as the halt start; use HaltDate + HaltTime*. Time semantics: HaltTime* reflect dissemination of the halt notice, not necessarily the instant trading stopped. Each time exists in an Exch (exchange-stamped) and a Sip (SIP-stamped) version, both with nanosecond digits; in the sample SIP time is 14-614 microseconds after the exchange time, except one long-running halt (SVA, HaltDate 20241025) whose HaltTimeSip is about 52 minutes after HaltTimeExch. Time zone is not stated; times are bare clock strings without date, so combine with HaltDate/R… Open halts: a halt may outlast the session; then ResumeDate, UtpQuoteResumeTime*, TradeResumeTime* stay blank and EodStatus = Halted (17 of 60 sample rows). EodStatus = Trading implies ResumeDate is set (43 of 60).' authoritativeDefinitions: - type: businessDefinition url: https://algoseek.com/dataset/us-equities-trading-halts/ - type: implementation url: https://algoseek.com/data-docs/equity-reference/algoseek.US.Equity.Trading.Halts.pdf - type: implementation url: https://algoseek.com/docs/rest-api/reference context: instructions: Rows are effective-dated. Answer point-in-time questions with the row in force on the as-of date, never the latest row. SecId and ASID are both durable AlgoSeek security keys but different values (the ASID lookup links them); tickers are reused across companies, so resolve a ticker to a key with a trade date. constraints: - id: c1 constraint: 'Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.' - id: c3 constraint: Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping. servers: - server: algoseek-s3 type: s3 environment: vendor description: AlgoSeek flat-file delivery (the layout the schema below describes). location: s3://${ALGOSEEK_S3_BUCKET_EQ_TRADING_HALTS}/ format: csv encoding: UTF-8 customProperties: - property: layout value: 'Plain-text CSV with a fixed header; date-based aggregation: all halt data for the whole US equity universe for one trading date is stored in a single CSV file.' - property: compression value: gzip - property: header value: true - property: entitlement value: Bucket access is granted per subscription; bucket names arrive with license provisioning. - server: algoseek-rest-api type: api environment: vendor description: AlgoSeek Datasets REST API (X-API-KEY header; JSON, CSV or gzipped CSV). Returns AlgoSeek's normalized API layout, which differs from the flat-file columns in this contract's schema. location: https://api.algoseek.com/v1/data/us-equity-ref/trading-halts customProperties: - property: auth value: X-API-KEY header issued by AlgoSeek - property: columnsEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/columns - property: statusEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/status - property: responseFormats value: - json - csv - csv_gzip - property: pagination value: offset + limit; tick endpoints take trade_date and identifier (Ticker or ASID) in the path schema: - name: us_equities_trading_halts physicalName: eq_trading_halts physicalType: file logicalType: object businessName: US Equities Trading Halts description: One row per trading-halt case for a US equity symbol on a processing date, built from the CTA and UTP SIP feeds, with halt and resume timestamps (exchange and SIP clocks), raw and normalized reason codes and end-of-day status. Used for halt-duration analysis, trading controls and compliance monitoring. dataGranularityDescription: one halt case (halt episode) per symbol, listed in the file for each processing Date on which it is active or resumed properties: - name: Date logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Date on which this record was processed; one file per Date, and ongoing halts from earlier days are repeated under later Dates. primaryKey: true primaryKeyPosition: 1 required: true customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: SecId logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: algoseek unique security identifier; blank for test symbols (6 of 60 sample rows). customProperties: - property: nullMeaning value: May be empty, e.g. for test symbols - property: evidence value: guide+sample - name: ASID logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: algoseek unique security identifier (second form, 16 digits in sample, prefix 101); blank when SecId is blank. customProperties: - property: nullMeaning value: May be empty, e.g. for test symbols - property: evidence value: guide+sample - name: Symbol logicalType: string physicalType: string (csv text) description: Ticker symbol; may include exchange test symbols (e.g. ZWZZT, ZVZZT) for completeness. primaryKey: true primaryKeyPosition: 2 required: true customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: OrigExch logicalType: string physicalType: string (csv text) description: Exchange where the halt originated, typically the primary listing venue (Nasdaq, NYSE American in sample). customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: Plan logicalType: string physicalType: string (csv text) description: SIP plan under which the halt was reported; decides which fields are populated. enum: - value: CTA label: Consolidated Tape Association SIP plan (NYSE, NYSE American and other CTA-listed securities) - value: UTP label: UTP SIP plan (Nasdaq-listed securities) customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: EodStatus logicalType: string physicalType: string (csv text) description: Trading status of the security at market close. enum: - value: Halted label: Still halted at the market close - value: Trading label: Resumed by the close customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: HaltDate logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Date the present halt began; can be earlier than Date for multi-day halts. primaryKey: true primaryKeyPosition: 3 required: true customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: HaltTimeExch logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: Exchange-provided timestamp, nanosecond precision, when the halt was activated. customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: HaltTimeSip logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: SIP-provided timestamp when the halt message was disseminated. customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: CtaLastPricePreHalt logicalType: number physicalType: decimal (csv text) description: Last price before the halt from CTA-plan exchanges; currency not stated (USD implied). customProperties: - property: nullMeaning value: Blank for UTP-plan securities (not available); otherwise unstated - property: evidence value: guide+sample - name: ResumeDate logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Date on which trading resumed. customProperties: - property: nullMeaning value: Blank until the halt is lifted (halt may persist beyond the session) - property: evidence value: guide+sample - name: UtpQuoteResumeTimeExch logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: Exchange-provided timestamp when quotation resumed, for UTP-plan securities. customProperties: - property: nullMeaning value: Blank for CTA plan and until quotes resume - property: evidence value: guide+sample - name: UtpQuoteResumeTimeSip logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: SIP-provided timestamp when quotation resumed, for UTP-plan securities. customProperties: - property: nullMeaning value: Blank for CTA plan and until quotes resume - property: evidence value: guide+sample - name: TradeResumeTimeExch logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: Exchange-provided timestamp when the security resumed trading. customProperties: - property: nullMeaning value: Blank until the halt is lifted - property: evidence value: guide+sample - name: TradeResumeTimeSip logicalType: time logicalTypeOptions: format: HH:MM:SS.mmmuuunnn physicalType: string (HH:MM:SS.mmmuuunnn) (csv text) description: SIP-provided timestamp when the resumption message was disseminated. customProperties: - property: nullMeaning value: Blank until the halt is lifted - property: evidence value: guide+sample - name: AsNormRsnCode logicalType: string logicalTypeOptions: format: one or more codes separated by semicolon (e.g. P;D) physicalType: string (csv text) description: algoseek-normalized halt reason code(s), semicolon-separated when several reasons apply. enum: - value: label: Reason Not Available - value: A label: Additional Information Requested - value: C label: Regulatory Concern - value: D label: News Released - value: F label: ETF Component Prices Not Available - value: V label: Volatility Pause - value: O label: Security Offering - value: N label: Corporation Action - value: P label: News Pending - value: NQ label: Quote Not Available - value: X label: Operational - value: NC label: Non Compliance - value: '1' label: Market-Wide Circuit Breaker Level 1 - Breached - value: '2' label: Market-Wide Circuit Breaker Level 2 - Breached - value: '3' label: Market-Wide Circuit Breaker Level 3 - Breached - value: '0' label: Market Wide Circuit Breaker Resumption customProperties: - property: nullMeaning value: Blank in 13 of 60 sample rows (UTP reason may be unavailable at halt start) - property: evidence value: guide+sample - name: AsNormRsn logicalType: string logicalTypeOptions: format: one or more descriptions separated by semicolon physicalType: string (csv text) description: algoseek-normalized reason description(s), semicolon-separated. customProperties: - property: nullMeaning value: Blank when AsNormRsnCode is blank - property: evidence value: guide+sample - name: ExchRsnCode logicalType: string logicalTypeOptions: format: one or more exchange codes separated by semicolon (e.g. T1;T3) physicalType: string (csv text) description: Original exchange reason code(s) from CTA or UTP, semicolon-separated. customProperties: - property: nullMeaning value: Blank in 13 of 60 sample rows - property: evidence value: guide+sample - name: HaltCaseSeq logicalType: integer logicalTypeOptions: format: i64 physicalType: string (csv text) description: Sequence number of the halt case during a trading session (1..5 in sample); guide types it string, sample values are integers. primaryKey: true primaryKeyPosition: 4 required: true customProperties: - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample - name: TotalMessages logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Total number of messages for the halt (1-4 in sample). customProperties: - property: unit value: count - property: nullMeaning value: unstated (always populated in sample) - property: evidence value: guide+sample quality: - id: row_count_positive metric: rowCount mustBeGreaterThan: 0 dimension: completeness severity: error description: Every delivered partition (trade date, or snapshot) carries at least one row. - id: primary_key_unique metric: duplicateValues mustBe: 0 arguments: properties: - Date - Symbol - HaltDate - HaltCaseSeq dimension: uniqueness severity: error description: The declared primary key is unique within each delivered partition (one file or table snapshot). support: - channel: algoseek-support tool: email url: mailto:support@algoseek.com scope: issues description: Vendor support for data defects, missing days, and entitlement problems. team: name: AlphaSwarm data engineering slaProperties: - id: retention property: retention value: license-term description: Retention of landed copies is bounded by the AlgoSeek license; purge on termination. driver: regulatory customProperties: - property: vendor value: AlgoSeek - property: vendorDataGroup value: us-equity-ref - property: vendorDatasetTextId value: eq_trading_halts - property: vendorSampleUrl value: https://as-metadata-services-assets.s3.amazonaws.com/sample_data/cloud_storage/eq_trading_halts.csv - property: assetClass value: equity - property: venues value: - Nasdaq - NYSE - NYSE American - property: coverage value: Halts across all US equity exchanges, derived from the CTA feed (NYSE, NYSE American and other listed securities) and UTP feed (Nasdaq-listed and UTP-eligible securities). History start is not stated in the guide. - property: timezone value: America/New_York - property: timestampFormat value: HH:MM:SS.mmmuuunnn (nanosecond precision) for times; yyyymmdd for dates - property: sessionHours value: extended hours seen in sample (04:00:00 to 19:50:00) - property: priceAdjustment value: n/a - property: licensedData value: true - property: evidenceGrade value: vendor-doc - property: knownIssues value: - Primary key is inferred; AlgoSeek's guide does not name one. - 'Doc discrepancy: Header spelling differs between guide and sample: the guide Table 2 lists HaltTimeSIP and TradeResumeTimeSIP, the published CSV header uses HaltTimeSip and TradeResumeTimeSip (UtpQuoteResumeTimeSip matches in both).' - 'Doc discrepancy: Guide types HaltCaseSeq as string, but every sample value is a small integer (1-5); guide types TotalMessages as integer.' - 'Doc discrepancy: Guide AsNormRsn text for code D is ''News Released'' (Tables 3 and 4), but sample rows with D carry the longer ''News Released (formerly News Dissemination)''.' - 'Doc discrepancy: Guide Table 4 describes the Level 2 circuit-breaker resumption as ''if previously level 3'' (apparent typo for level 2) and spells ''Filling Requirements'' for ''Filing Requirements''.' - 'Doc discrepancy: Guide Table 1 sample for the CTA row (ACCS) shows a time under UtpQuoteResumeTimeSip, which the field definition limits to UTP-plan securities; the published CSV has that CTA value in TradeResumeTimeExch and leaves UtpQuoteResumeTime* blank, so the guide example is likely mis-aligned (possibly a layout artifact).' - 'Doc discrepancy: Guide gives no Missing column; blank behavior is only described in prose (special cases section) and the SecId/ASID field text.' - 'Doc discrepancy: Guide says both SecId and ASID are ''algoseek unique security identifier'' with identical text; the two are distinct values (SecId 7-8 digits, ASID 16 digits starting 101 in sample) and the guide does not explain the difference.' contractCreatedTs: '2026-11-02T00:00:00Z'