Derivatives Reference Data
Parameters
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
MIC
|
ISO standard Market Identification Code. | USCOMP |
|
optionsymbol
|
Option Symbol. | EL |
|
exercisestyle
|
Exercise style. | A |
|
underlyingticker
|
Underlying Ticker. | EL |
|
underlyingisin
|
Underlying ISIN. | US5184391044 |
|
contractfigi
|
Contract FIGI. | BBG00VK7LQY5 |
|
Format
|
The format the data will be returned in (for example, PSV for pipe-separated values). | json |
Output Fields
| NAME | DESCRIPTION | EXAMPLE |
|---|---|---|
|
mic
|
ISO standard Market Identification Code | XSTU |
|
opmiccode
|
Operating Mic | XSTU |
|
segmiccode
|
Segment Mic | XSTU |
|
rootexchangecode
|
Root exchange code | XLE |
|
contracttypeprefix
|
Cntract Type | O |
|
contractsubtypeprefix
|
Contract Subtype | C |
|
shortdescription
|
Short description of the contract. | XLE 31/12/2020 C 46 |
|
contractid
|
76ca9cabd9e74eeca52b96b3f16fc0a3 | 0.006 |
|
contractaii
|
EDI AII for Contract based on standard methodology | MPRLXLEOC2020123146 |
|
exchangeaii
|
Exchnage aii at series level for the instrument | |
|
exchangemarketcode
|
Exchange market code | 55 |
|
edicontractidentifier
|
EDI generated unique identifier for a derivative | MPRLXLEOC2020123146-55-XLE0LVC046000 |
|
contractexchangecode
|
Exchange symbol or ticker for the Contract | XLE |
|
contractisin
|
ISIN for the Contract (not always available) | |
|
contractsedol
|
Sedol for the Contract | |
|
tickersymbol
|
Ticker Symbol | XLE0LVC046000 |
|
contractissuername
|
Issuer name for Contract | Energy Select Sector SPDR Fund |
|
bbticker
|
Bloomberg Ticker | XLE US |
|
bbsecuritydescription
|
Bloomberg Description | XLE UN 12/31/20 C46 |
|
contractfigi
|
BBGID for the Contract | BBG00R91V539 |
|
contractfigicomposite
|
FIGI Composite Code | BBG00R91V441 |
|
contractcficode
|
'CFI code for determining what the contract is. | OCAXXX |
|
contractosicode
|
OSI code for the Contract | XLE 201231C00046000 |
|
currencysymbol
|
ISO currency code for the contract | USD |
|
contractdescription
|
English description of the Contract. | XLE Option Call 31/12/2020 46 on SSgA Energy Select Sector SPDR |
|
contractsize
|
The number of units for the contract expressed in the unit of measure. | 100.00000 |
|
measuretype
|
The underlying unit of measurement for the contract. | |
|
expirydate
|
Contract expiry date | 2020-12-31 |
|
strikeprice
|
Strik Price | 46.00000 |
|
exercisestyleprefix
|
Exercise type for options A=American or E=European or X=Not applicable. | A |
|
deliverytype
|
Settlement type | |
|
underlyingmic
|
MIC for the underlying security, e.g. XNYS | ARCX |
|
underlyingissuer
|
Issuer for the underlying asset | SSgA Active Trust |
|
underlying_secdesc
|
Underlying Security description | |
|
underlyingticker
|
Underlying Ticker | XLE |
|
underlying_isin
|
Underlying ISIN | US81369Y5069 |
|
underlying_figi
|
Underlying FIGI | BBG000BJ20S2 |
|
underlyingbbticker
|
Underlying BB Ticker | XLE US |
|
underlying_description
|
Description of the underlying security | SSgA Energy Select Sector SPDR |
|
underlyingexchangecode
|
EDI internal code for the underlying security exchange, e.g. USNYSE | USPAC |
|
secid
|
EDI Internal id for Underlying security | 549716 |
|
underlyingcfi
|
CFI code for determining what the underlying is. | CEOJLS |
|
dateactive
|
The date the futures contract first trades. Null value indicates yet too start. | 2020-01-03 |
|
datelastactive
|
Date the futures contract last active. | 2020-12-31 |
|
datesuspensionstart
|
Date Suspension Start | |
|
datesuspensionend
|
Date Suspension End | |
|
closedate
|
Date of Close (File) | 2020-06-12 |
|
daterow
|
The date for the row | 2020-06-12 |
|
rowtime
|
Time for current row | 2020-06-12 |
|
contenttype
|
Type of content | 3 |
|
srcproductisin
|
Source product ISIN | |
|
srcunderlyingisin
|
Source underlying ISIN | |
|
pageCount
|
It represents number of records returned | 10000 |
|
totalCount
|
Total number of records exists | 316975 |
|
next
|
Indicates next page available. Need to pass the token to fetch next chunk of records | YWYUE2MWh3N29SNUN6S3BPNDhnaDhtdw== |