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== |