DxFeed Market Data: Symbol Guide

dxFeed Market Data: Symbol Guide

April 2018

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dxFeed Market Data Services

Information in this document is subject to change without notice and does not represent a commitment on the part of dxFeed. Please visit for latest information updates.

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dxFeed Market Data Services

Contents

1. Symbol Guide .....................................................................................................................................................................4 1.1. Formats for Entering Symbols.................................................................................................................................4 1.2. U.S. Exchange Codes, Stock feeds ..........................................................................................................................5 1.3. U.S. Exchange Codes, OPRA U.S. Options feed ......................................................................................................5

2. Index symbology ................................................................................................................................................................6 3. Instrument profile files......................................................................................................................................................6 4. Instrument profile service .................................................................................................................................................6

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dxFeed Market Data Services

1. Symbol Guide

This section describes formats for entering different types of symbols such as stocks, options, commodities, and commodity options.

1.1. Formats for Entering Symbols

In the formats that follow, a + (plus sign) is used only as a unit separator, and is not an actual part of the symbol format. The + character is used to make reading the formats easier. In general, the formats are SYMBOL + & + EXCHANGE CODE. SYMBOL will include the ticker symbol and other indicators such as its class. If no EXCHANGE CODE is included, then the composite data will be shown. If an EXCHANGE CODE is included, then it must be preceded by an ampersand (&).

Symbol Type

Format

Example

Common Stocks, U.S. Common Stocks for Specified Exchange, U.S. Class, U.S.

Preferred, U.S.

Rights, U.S. When Issued, U.S. When Distributed, U.S. Warrants

Called Certificates Convertible Contingent Value Right Units Amount of most recent divided to go "exdistribution" Accumulated dividend per share, nex of expenses, through and including the previous day's close of trading Emerging Company MarketplaceSM Estimated cash amount per creation unit Index differentiator suffix (differentiates an index from a stock with the same root symbol) "Mini" Options (Equity and Currency), U.S.

Options for specified exchange, U.S.

Commodities, U.S.

Commodity Options, U.S.

FOREX

SYMBOL SYMBOL + & + EXCHANGE CODE SYMBOL + / + CLASS

SYMBOL + p + CLASS (if any)

SYMBOL + r SYMBOL + w SYMBOL + /WD SYMBOL + /WS

SYMBOL + /CL SYMBOL + /CT SYMBOL + /CV SYMBOL + /CVR SYMBOL + /U SYMBOL + /DP

SYMBOL + /DV

SYMBOL + /EC SYMBOL + /EU SYMBOL + /ID

SYMBOL + /MN . + COMPOSITE OPTION SYMBOL

. + COMPOSITE OPTION SYMBOL + & + EXCHANGE CODE / + SYMBOL

./ + COMPOSITE COMMODITY OPTION SYMBOL CUR1/CUR2

IBM IBM&N BRK/A, BRK/B FMSp, DDpA XYZr XYZw VR/WD WBS/WS, BAC/WS/A FWF/CL XYZ/CT XYZ/CV XYZ/CVR XYZ/U XYZ/DP

XYZ/DV

XYZ/EC XYZ/EU XYZ/ID

XYZ/MN .AAPL120616P255, .AAPL120616C260 .AAPL120616P255&C

/CL, /CLH2 ./LOF3C64, ./LOF3P64 EUR/USD

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1.2. U.S. Exchange Codes, Stock feeds

Code A B C D E F I J K M N P Q U V W X G Y Z

Name NYSE MKT NASDAQ OMX BX National Stock Exchange FINRA ADF Market Independent (Generated by Nasdaq SIP) Mutual Funds/Money Markets (NASDAQ) International Securities Exchange Direct Edge A Direct Edge X Chicago Stock Exchange NYSE NYSE Arca NASDAQ OMX OTCBB OTC Other CBOE NASDAQ OMX PSX GLOBEX BATS Y-Exchange BATS

MIC Code XASE XBOS XADF XISE EDGA EDGX XCHI XNYS ARCX XNAS OTCB OTCM CBSX XPSX GLBX BATY BATS

1.3. U.S. Exchange Codes, OPRA U.S. Options feed

Code A B C H I M N O Q T W X Z

Name NYSE Amex Options BOX Options Exchange Chicago Board Options Exchange ISE Gemini International Securities Exchange MIAX Options Exchange NYSE Arca Options Options Price Reporting Authority NASDAQ Options Market NASDAQ OMX BX C2 Options Exchange NASDAQ OMX PHLX BATS Options Market

MIC Code AMXO XBOX XCBO GMNI XISX XMIO ARCO OPRA XNDQ XBXO C2OX XPHL BATO

dxFeed Market Data Services

Short Name AMEX BX NSX FINR SIP MM ISE EDGA EDGX CHX NYSE ARCA NSDQ OTCB OTCM CBSX PSX GLBX BATY BATS

Short Name AMEX BOX CBOE GMNI ISE MIAX ARCA OPRA NSDQ BX C2 PHLX BATS

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