Symbol Universe for all databases Schemas#
Symbol Universe for all databases. Keyed on Database and Security Type.
SYMBOL_UNIVERSE#
Database includes the following Tables:
STAT - Static data, e.g. ISIN, description, security type
SYMBOL_UNIVERSE - STAT#
Static data, e.g. ISIN, description, security type
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) |
STRIKE_PRICE |
double |
Exercise price for options / warrants |
CONTRACT_SIZE |
double |
Indicates a derivative’s underlying quantity |
TICK_VALUE |
double |
Tick value, i.e. the profit / loss per contract resulting from a price movement equal to TICK_SIZE. |
DB_NAME |
string[20] |
Database Name |
NAME |
string[250] |
Description of the instrument |
EXCH_SYMBOL |
string[100] |
Ticker symbol specified by the exchange |
DB_SYMBOL |
string[100] |
Identifies the symbol used in the source database. |
OID |
string[100] |
OneMarketData ID |
BSYM |
string[100] |
Bloomberg Symbol |
FGC |
string[100] |
|
SECTOR |
string[300] |
|
ISIN |
string[20] |
ISIN code |
TRADING_CODE |
string[30] |
ID used to identify the instrument in the trading system |
MIC |
string[10] |
Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded |
OPERATING_MIC |
string[10] |
Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded |
SEC_TYPE |
string[30] |
Security type, e.g. Equity, ETF, Future |
CFI_CODE |
string[10] |
Classification of Financial Instruments code (ISO 10962), indicating the type of security |
MKT_SEGMENT |
string[60] |
Market segment on which the instrument is traded |
CURRENCY |
string[10] |
Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). |
EXPIRATION_DATE |
string[10] |
Date when a derivative expires (YYYYMMDD) |
CALL_PUT_IND |
string[2] |
C - Call option, P - Put option |
PRODUCT_CODE |
string[30] |
Root code of a futures / options product, as specified by the exchange (e.g. CL for Crude Oil futures on NYMEX). For inter-product spreads, PRODUCT_CODE will include both products, e.g. AB-CD for a spread between products AB and CD. |
STRATEGY_TYPE |
string[50] |
Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly |
UNDERLYING_SYMBOL |
string[20] |
Symbol of the underlying instrument |
SIP_SYMBOL |
string[50] |
Ticker symbol used by the US Securities Information Processor (CTA / UTP) |
TICK_SIZE |
string[50] |
Tick size / minimum price increment. All order prices must be a multiple of the tick size. |
UNDERLYING_SEC_TYPE |
string[20] |
Underlying asset class |
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. |