Instrument Symbology Cross Reference to OID Schemas#

Instrument Symbology Cross Reference from symbology to OID



OQD_XSYM#

Database includes the following Tables:

  • XREF - Symbology Mapping


OQD_XSYM - XREF#

Symbology Mapping

OQD_XSYM - XREF 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)

END_DATE

msectime

Calendar Event End Date, or Last Valid Date

EXCH

string[10]

Exchange from which the update originates (Country Code + [MIC or PRIM for Primary, or COMP for Composite])

ID_TYPE

string[5]

XREF

ID_SYMBOL

string[32]

Symbology Code

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.