Finance Reference
| 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. |
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