US ETF Constituents Schemas#

US ETF Values, Constituents and Constituent Weightings

OQD_ETF#

Database includes the following Tables:

CASH - Cash Position
CONSTITUENTS - Constituents
DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest
DES - Static data, e.g. ISIN, description, security type
FX_RATE - Forex Rate
PCF - Portfolio Composition File Content
PCF_LONG - Portfolio Composition File Detail

OQD_ETF - CASH#

Cash Position

OQD_ETF - CASH Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
CURRENCY	string[12]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
ESTIMATED_CASH	double	Estimated cash per ETF creation unit
TOTAL_CASH	double	Total cash per ETF creation unit
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - CONSTITUENTS#

Constituents

OQD_ETF - CONSTITUENTS Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
TICKER	string[32]	Ticker symbol, as specified by the data source
NAME	string[128]	Description of the instrument
BSYM	string[32]	Bloomberg Symbol
FIGI	string[32]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
FIGI_COMP	string[32]	Composite Financial Instrument Global Identifier, identifying an individual instrument traded across venues
MIC	string[16]	Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded
OPERATING_MIC	string[16]	Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded
ULT_ID	string[32]	Ultimus Identifier
OID	string[16]	OneMarketData ID
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - DAY#

Daily price and statistical data, e.g. closing price, settlement price, open interest

OQD_ETF - DAY Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
CURRENCY	string[12]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
FUND_AUM	double	Fund Assets Under Management
SHARE_CLASS_AUM	double	Share Class Assets Under Management
LAST_PRICE	double	Price of the last eligible trade
NAV	double	Net Asset Value
OFFICIAL_NAV	double	Official Net Asset Value
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - DES#

Static data, e.g. ISIN, description, security type

OQD_ETF - DES Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
TICKER	string[12]	Ticker symbol, as specified by the data source
BBG	string[12]	Bloomberg Ticker
DESCRIPTION	string[64]	Description of the instrument
DATA_SOURCE	string[32]	Source of Data
REF_DATE	string[12]	Reference Date
NAV_DATE	string[12]	Net Asset Value Date
CURRENCY	string[12]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
SHARES_OUT	double	Shares Outstanding
CREATION_UNIT_SIZE	double	ETF Creation Unit Size
CALC_UNIT_SIZE	double	ETF Calculation Unit Size
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - FX_RATE#

Forex Rate

OQD_ETF - FX_RATE Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
BASE	string[12]	FX Rate Base Currency
TERM	string[12]	FX Rate Term Currency
RATE	double	FX Cross Rate
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - PCF#

Portfolio Composition File Content

OQD_ETF - PCF Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
TICKER	string[32]	Ticker symbol, as specified by the data source
NAME	string[128]	Description of the instrument
BSYM	string[32]	Bloomberg Symbol
FIGI	string[32]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
FIGI_COMP	string[32]	Composite Financial Instrument Global Identifier, identifying an individual instrument traded across venues
MIC	string[16]	Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded
OPERATING_MIC	string[16]	Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded
ULT_ID	string[32]	Ultimus Identifier
OID	string[16]	OneMarketData ID
CURRENCY	string[8]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
WEIGHT	double	Constituent Weight
NUMBER_OF_UNITS	double	ETF Constituent Units
FX_RATE	double	FX Cross Rate
CALC_PRICE	double	Calculated Price
CALC_CCY	string[16]	Calculated Price Currency
CLOSE	double	Closing price
CLOSE_CCY	string[8]	Currency in which the instrument’s price is expressed
PRICE_DATE	string[12]	Price Date
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.

OQD_ETF - PCF_LONG#

Portfolio Composition File Detail

OQD_ETF - PCF_LONG Table Schema#
Field	Data Type	Description
SYMBOL_NAME	string	Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate)
TIMESTAMP	nsectime	Event Timestamp (typically at a nano-second resolution)
ISIN	string[32]	ISIN code
RIC	string[32]	Refinitiv Instrument Code
CUSIP	string[32]	CUSIP code
SEDOL	string[32]	SEDOL code
FIGI	string[32]	Financial Instrument Global Identifier, identifying an individual instrument traded on a specific venue
FIGI_COMP	string[32]	Composite Financial Instrument Global Identifier, identifying an individual instrument traded across venues
ULT_ID	string[32]	Ultimus Identifier
OID	string[16]	OneMarketData ID
REF_LISTING_ID	string[32]	ETF Reference Listing ID
BSYM	string[32]	Bloomberg Symbol
TICKER	string[32]	Ticker symbol, as specified by the data source
NAME	string[128]	Description of the instrument
MIC	string[16]	Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded
OPERATING_MIC	string[16]	Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded
PRIMARY	string[8]	Is Primary (True/False)
LOT_SIZE	double	All standard order sizes must be an integer multiple of the Lot Size
LISTING_DATE	string[16]	Date when the instrument was listed (YYYYMMDD)
CFI_CODE	string[16]	Classification of Financial Instruments code (ISO 10962), indicating the type of security
COUNTRY_OF_INC	string[12]	Country of Incorporation
CURRENCY	string[8]	Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal).
ASSET_TYPE	string[128]	Instrument Asset Type
GICS_CODE	string[16]	GICS Industry Code
WEIGHT	double	Constituent Weight
NUMBER_OF_UNITS	double	ETF Constituent Units
FX_RATE	double	FX Cross Rate
CALC_PRICE	double	Calculated Price
CALC_CCY	string[16]	Calculated Price Currency
CLOSE	double	Closing price
CLOSE_CCY	string[8]	Currency in which the instrument’s price is expressed
PRICE_DATE	string[12]	Price Date
DELETED_TIME	msectime	Internal OneTick field. Usually null unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
TICK_STATUS	int	Internal OneTick field. Always 0 unless hidden ticks are requested (e.g. SHOW_HIDDEN_TICKS).
OMDSEQ	uint	Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first.