# US ETF Constituents Schemas US ETF Values, Constituents and Constituent Weightings ## OQD_ETF Database includes the following tick types: * 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. |