Last updated
| NASDAQ-Listed Securities | |
|---|---|
File Name:
nasdaqlisted.txt
FTP Directory:
Field Name
Definition
Symbol
The one to four or five character identifier for each NASDAQ-listed security.
Security Name
Company issuing the security.
Market Category
The category assigned to the issue by NASDAQ based on Listing Requirements. Values:
Q = NASDAQ Global Select MarketSM
G = NASDAQ Global MarketSM
S = NASDAQ Capital Market
Test Issue
Indicates whether or not the security is a test security. Values: Y = yes, it is a test issue. N = no, it is not a test issue.
Financial Status
Indicates when an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet NASDAQ's continuing listing standards, and/or has filed for bankruptcy. Values include:
D = Deficient: Issuer Failed to Meet NASDAQ Continued Listing Requirements
E = Delinquent: Issuer Missed Regulatory Filing Deadline
Q = Bankrupt: Issuer Has Filed for Bankruptcy
N = Normal (Default): Issuer Is NOT Deficient, Delinquent, or Bankrupt.
G = Deficient and Bankrupt
H = Deficient and Delinquent
J = Delinquent and Bankrupt
K = Deficient, Delinquent, and Bankrupt
Round Lot
Indicates the number of shares that make up a round lot for the given security.
File Creation Time:
The last row of each Symbol Directory text file contains a timestamp that reports the File Creation Time. The file creation time is based on when NASDAQ Trader generates the file and can be used to determine the timeliness of the associated data. The row contains the words File Creation Time followed by mmddyyyyhhmm as the first field, followed by all delimiters to round out the row. An example: File Creation Time: 1217200717:03|||||
Other Exchange-Listed Securities
File Name:
otherlisted.txt
FTP Directory:
Field Name
Definition
ACT Symbol
Identifier for each security used in ACT and CTCI connectivity protocol. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
Field Name Change effective 2/12/2010
Security Name
The name of the security including additional information, if applicable. Examples are security type (common stock, preferred stock, etc.) or class (class A or B, etc.). Allow up to 255 characters.
Exchange
The listing stock exchange or market of a security.
Allowed values are:
A = NYSE MKT
N = New York Stock Exchange (NYSE)
P = NYSE ARCA
Z = BATS Global Markets (BATS)
V = Investors' Exchange, LLC (IEXG)
CQS Symbol
Identifier of the security used to disseminate data via the SIAC Consolidated Quotation System (CQS) and Consolidated Tape System (CTS) data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
ETF
Identifies whether the security is an exchange traded fund (ETF). Possible values:
Y = Yes, security is an ETF
N = No, security is not an ETF
For new ETFs added to the file, the ETF field for the record will be updated to a value of "Y".
Round Lot Size
Indicates the number of shares that make up a round lot for the given security. Allow up to 6 digits.
Test Issue
Indicates whether the security is a test security.
Y = Yes, it is a test issue.
N = No, it is not a test issue.
NASDAQ Symbol
Identifier of the security used to in various NASDAQ connectivity protocols and NASDAQ market data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
New field effective 2/12/2010
File Creation Time:
The last row of each Symbol Directory text file contains a timestamp that reports the File Creation Time. The file creation time is based on when NASDAQ Trader generates the file and can be used to determine the timeliness of the associated data. The row contains the words File Creation Time followed by mmddyyyyhhmm as the first field, followed by all delimiters to round out the row. An example: File Creation Time: File Creation Time: 1217200717:03||||||
Market Participants
File Name:
mpidlist.txt
FTP Directory:
Field Name
Definition
MPID
The identifier for each market participant. In cases where a Market-Making firm trades a security from a location other than its main trading location, a fifth-letter may be appended to the Market Makers identifier for that security. Each Market Maker is free to use any letter to designate a specific branch location as desired.
MP Type
There are several types of NASDAQ participants. Listed below are the characters used with its corresponding market participant type.
A = Agency Quote
C = Electronic Communications Network (ECN)
E = Exchange
M = Market Maker
N = Miscellaneous
O = Order Entry Firm
P = NASDAQ Participant
Q = Query Only Firm
S = Specialist
Name
The firm name of the Market Participant.
Location
The geographic location or the trading desk(s) name of the firm.
Phone Number
The telephone number of the geographic location or trading desk of the firm.
NASDAQ Member
Indicates whether a Market Participant is a member of the NASDAQ Exchange. Possible values are:
Y = Yes, MP is a NASDAQ exchange member
N = No, MP is not a NASDAQ exchange member
FINRA Member
Indicates whether a Market Participant is a member of the Financial Regulatory Authority (FINRA)
Y = Yes, MP is a FINRA member
N = No, MP is not a FINRA member
NASDAQ BX Member *
Indicates whether a Market Participant is currently a member of the Boston Stock Exchange (BSE) or a market participant on the former BSE equity trading platform. It is expected that such Market Participants will continue to have trading rights on a NASDAQ BX equity trading platform.
Y = Yes, MP is a NASDAQ BX member
N = No, MP is not a NASDAQ BX member
PSX Participant
Indicates whether a MP is currently a member of NASDAQ PHLXSM (PHLX00ae) and eligible to trade on PSX..
Y = Yes, MP is a PHLX member, eligible to trade on PSX
N = No, MP is not eligible to trade PSX
Initially, this field will be populated with the value of 201cN201d. Additional notification may occur when this field will begin populating with the value of 201cY201d.
File Creation Time:
The last row of each Symbol Directory text file contains a timestamp that reports the File Creation Time. The file creation time is based on when NASDAQ Trader generates the file and can be used to determine the timeliness of the associated data. The row contains the words File Creation Time followed by mmddyyyyhhmm as the first field, followed by all delimiters to round out the row. An example: File Creation Time: File Creation Time: 1217200717:03|||||| .
Mutual Funds
File Name:
mfundslist.txt
FTP Directory:
Data Field
Definition
Fund Symbol
The identifier for each mutual fund or money market.
Fund Name
The name of each mutual fund or money market.
Fund Family Name
The Name of the Fund Company that is responsible for the fund.
Type
A code used to provide the type of fund.
The allowed values are:
AN = Annuities
MF = Mutual Fund
MS = Supplemantal Mutual Fund
$$ = Money Market Fund
$S = Supplemental Money Market Fund
SP = Structured Products
US = UIT Supplemental List
UT = UIT News Media List
Category
The subcategory of the fund type.
The allowed values are:
For Annuities (AN):
M = Variable
N = Equity Indexed
For Mutual Fund (MF)
O = Open-end
C = Closed-end
For Money Fund (MS)
A = General Purpose
G = Govt. Securities
X = Tax-Exempt
For Structured Products (SP)
R = Access Transaction
S = Tax Driven Structure
T = Buffered Note
U = Principal Protected Note
V = Levered Note
W = Enhanced Income Note
For Unit Investment Trust (US or UT)
E = Equity
F = Not Used/Reserved
D = Fixed Income
Pricing Agent
The firm responsible for the pricing of the fund.
File Creation Time
The last row of each Symbol Directory text file contains a timestamp that reports the File Creation time for the corresponding file. This timestamp can be used to determine the timeliness of the associated data. The row contains the words File Creation Time followed by mmddyyyyhhmm as the first field, followed by all delimiters to round out the row. An example: File Creation Time: File Creation Time: 1217200717:03|||||.
PBOT Futures
File Name:
pbot.csv
FTP Directory:
Field Name
Definition
Commodity ID
3-character symbol identifying given product, common for all series of this product.
PBOT Product Symbol
The identifier for this particular series of the product, consists of the 3-character commodity ID + 2-character code identifying expiration date for the given series.
PBOT Product Description
The name of the given PBOT Product.
Last Trade Date
The last business day on which trading can occur for the given series, in yyyymmdd format. Depending on the product type, this day may be the same as the expiration day or the last business day before the expiration day.
Expiration Date
The date on which the given series for the PBOT product and the right to exercise it cease to exist, in yyyymmdd format.
NASDAQ Options Market
File Name:
options.txt
FTP Directory:
The list includes options traded on the NASDAQ Options Market.
Data Field
Definition
Root Symbol
Root 1-6 character identifier for options with the same underlying security.
Options Closing Type
Allowed Values:
N - Normal Hours
L - Late Hours
Options Type
Allowed Values:
P - Put
C - Call
Expiration Date
Format – mm/dd/yyyy
Explicit Strike Price
The specific price which the contract may be exercised, or acted on.
Underlying Symbol
Denotes the unique symbol assigned to the underlying security within NASDAQ Options Market System
Underlying Issue Name
The Company Name of the Issuer. In many cases, this field contains a description of the Issue, such as the Class or the Annual Percentage Rate of an Issue.
Pending
Indicates whether the options is currently trading on the NASDAQ Options Market or is in a pending state and will begin trading on the next trading day.
Y - Pending Status, the specific option will be added for trading prior to system startup on the next trading day.
N - Currently trading on the NASDAQ Options Market
File Creation Time
The last row of each Symbol Directory text file contains a timestamp that reports the File Creation time for the corresponding file. This timestamp can be used to determine the timeliness of the associated data. The row contains the words File Creation Time followed by mmddyyyyhhmm as the first field, followed by all delimiters to round out the row. An example: File Creation Time: File Creation Time: 1217200717:03|||| .
NASDAQ PHLX Equity Options
File Name:
phlxoptions.csv
FTP Directory:
Field Name
Definition
Company
Name of company issuing the security.
Cycle
This is one of the existing expiration cycles for equity options. All Equity Options products are divided into three expiration cycles where the new far-off expiration dates are picked from the first, second or third months of a quarter, called JAN, FEB and MAR, respectively. For all non-equity Options (Indexes, ETFs etc.), the OTH ("Other") expiration cycle is assigned.
Option Symbol
Root 1-6 character identifier for options with the same underlying security.
Stock Symbol
The identifier for each security (such as Equity, Index, ETF, etc) to which the given options security is based on. Identifiers are typically 1-5 characters.
Specialist Unit
Name of the trading company acting as the Specialist for this product at NASDAQ PHLX
NASDAQ PHLX Options Strike Prices
File Name:
phlxstrikes.zip
FTP Directory:
Field Name
Definition
Symbol
Root symbol of the option.
Equity Underlying
Stock symbol of the primary security that underlies the option.
Phlx Underlying
PHLX symbol of the security that underlies the option.
Maturity Year
Year portion of the option's expiration/maturity date.
Maturity Month
Month portion of the option's expiration/maturity date.
Maturity Day
Day portion of the option's expiration/maturity date.
CFI Code
Financial instrument code.
Values:
OC = Call
OP=Put
Strike Price Dollar
Dollar portion of the option's strike price.
Strike Price Decimal
Decimal portion of the option's strike price.
Put Or Call
Identifies whether the option is a put or call. Values:
C = Call
P = Put
Month Code
OPRA Code for the option's expiration
Field will be removed effective 2/15/2010.
Strike Code
OPRA code for the option's expiration price.
Field will be removed effective 2/15/2010.
