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
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. |