This document describes the financial instrument symbology used by QuoteMedia. In general we use the identifiers passing in by the originating exchange and then we prepend a character to identify the type of security and append a suffix to denote the exchange, or country.


Instrument Types


Prepended Character Instrument Type
"^" Index
"@" Option
"!" Interest Rate
"/" Futures
"/" Spot Metals Market (Forex)
"$" Currencies (Forex)


Symbol Suffix/Exchange


The default symbol suffix/exchange can be set by a web master such that no exchange code mean a certain exchange. The most common setup is to default US instruments. For example the user types in "IBM" and they get "IBM:US". Some countries collaborate on symbols such that no symbol will appear on more than one exchange. For these countries a country code suffices, for other countries, the exchanges have no such coordination, and codes for individual exchanges must be used.


Symbol Suffix Exchange
(blank) site default (usually means US markets)
North America  
(blank) or :US All US exchanges
:EGX Bats Regional Quote (EDGX)
:NMX Nymex US Futures exchange
.OC:NMX Nymex Open Outcry US Futures exchange
:CMX Comex US Futures exchange
.OC:CMX Comex Open Outcry US Futures exchange
:SP CME S&P Indices
:CA TSX/TSXV Canadian exchanges
:CC Canadian Consolidated Quotes (CCQ)
:CNX CSE (CNSX) Exchange (Canada)
:APH Alpha Market (Canada)
:AVP Alpha Venture Plus Exchange (Canada - Discontinued)
:PUR CSE Pure ATS Market (Canada)
:OMG Omega ATS Market (Canada)
:LYX LYNX ATS Market
:CHI Nasdaq Chi-X ATS Market
:CX2 Nasdaq CX2 ATS Market
:TCM TriAct Canada Marketplace (Dark Pools)
:LQN Liquidnet Canada (Dark Pools)
:ICX Instinet Canada (Dark Pools)
:AQN Aequitas Neo Exchange (Canada)
:AQL Aequitas Lit Exchange (Canada)
South America  
:MX Mexico Stock Exchange
:CL Santiago Stock Exchange, Chile
:AR Mercado de Valores de Buenos Aires (Merval, Argentina)
:BV Bolsa de Valores de Sao Paulo (Bovespa. Brazil)
Asia/Pacific  
:HK Hong Kong, China
:SH Shanghai, China
:CZ Shenzhen, China
:MB Bombay, India (Sensex)
:JP Japan, Nikkei
:AU Sydney Exchange, Australia
Europe  
:LN London Stock Exchange (LSE)
:IE Dublin, Ireland
:PA Paris, France (EuroNext)
:AS Amsterdam, Netherlands (EuroNext)
:BR Brussels, Belgium (EuroNext)
:SM SIX Swiss Exchange, Switzerland
:VX Virt-X, Switzerland
:LS Lisbon, Portugal (EuroNext)
:SG Stuttgart, Germany
:BE Berlin (Deutsche Börse)
:DB XETRA (Deutsche Börse)
:DU Düsseldorf (Deutsche Börse)
:FF Frankfurt (Deutsche Börse)
:HM Hamburg (Deutsche Börse)
:HA Hanover (Deutsche Börse)
:MU Münich (Deutsche Börse)
:AT Athens, Greece
:ST Stockholm, Sweden (OMX)
:CO Copenhagen, Denmark (OMX)
:HI Helsinki, Finland (OMX)
:OS Oslo, Norway
:MI Milan, Italy
:MA
Madrid, Spain
:SX
STOXX, Dow Jones


Equities


US equities utilize the common symbol there is no prefix or suffix.

eg. MSFT,GOOG,IBM


Canadian and International equities require a suffix denoting the exchange/country, for Canada the suffix is :CA.

eg. COS.UN:CA, NT:CA


Equity Classes,etc.


Type Exchange Suffix Sample
Common SIAC or NSD   XYZ
  TSXor TSXV   XYZ:CA
Class SIAC CLASS XYZ.A
  TSX or TSXV .CLASS XYZ.A:CA
Preferred SIAC .P XYZ.P
  NSD P XYZZP
  TSX or TSXV .PR, .PS, or .PF XYZ.PR:CA
Preferred Class SIAC .P.CLASS XYZ.P.A
  TSX or TSXV .PR.CLASS, .PS.CLASS, or .PF.CLASS XYZ.PR.A:CA
When Issued SIAC .W XYZ.W
  NSD V XYZZV
  TSX or TSXV .W XYZ.W:CA
When Issued (second issue trading) TSX or TSXV .I XYZ.I:CA
Preferred When Issued SIAC .P.W XYZ.P.W
Preferred “A” when issued SIAC .P.A.W XYZ.P.A.W
Class “A” when issued SIAC .A.W XYZ.A.W
When Distributed SIAC .WD XYZ.WD
  NSD V XYZZV
Preferred When Distributed SIAC .P.WD XYZ.P.WD
Warrants SIAC WS XYZ.WS
  NSD W or Z XYZZW
  TSX or TSXV .WT XYZ.WT:CA
Warrants Class A SIAC WS.A XYZ.WS.A
Warrants When Issued SIAC WS.W XYZ.WS.W
Called SIAC .CL XYZ.CL
Class A Called SIAC .A.CL XYZ.A.CL
Convertible Called SIAC .CV.CL XYZ.CV.CL
Preferred Called SIAC .P.CL XYZ.P.CL
Preferred Class A Called SIAC .P.A.CL XYZ.P.A.CL
Rights SIAC .R XYZ.R
  NSD R XYZZR
  TSX or TSXV .RT XYZ.RT:CA
Rights When Issued SIAC .R.W XYZ.R.W
Redeemable Common TSX or TSXV .Y XYZ.Y:CA
Debentures TSX or TSXV .DB XYZ.DB:CA
  SIAC (nothing) XYZ
Units SIAC .U XYZ.U
  NSD U XYZZU
  TSX or TSXV .UN XYZ.UN:CA
US Dollar TSX or TSXV .U XYZ.U:CA
US Dollar (second issue trading) TSX or TSXV .V XYZ.V:CA
Special US Trading Terms TSX or TSXV .S XYZ.S:CA
Special US Trading Terms (second issue trading) TSX or TSXV .T XYZ.T:CA
Emerging Company Marketplace SIAC .EC XYZ.EC
Equity Dividend TSX or TSXV .E XYZ.E:CA
Partial Paid SIAC .PP XYZ.PP
Notes SIAC and NSD (nothing) XYZ
  TSX or TSXV .NT or .NO or .NS XYZ.NT:CA
Booms TSX or TSXV .M XYZ.M:CA
Legended Shares TSX or TSXV .L XYZ.L:CA
Instalment Receipts TSX or TSXV .IR XYZ.IR:CA
Subscription Receipts TSX or TSXV .R XYZ.R:CA
Subscription Receipts (second issue trading) TSX or TSXV .N XYZ.N:CA
Subscription Receipts (third issue trading) TSX or TSXV .O XYZ.O:CA
NEX (Junior Venture Market) TSX or TSXV .H XYZ.H:CA
Capital Pool (Venture) TSX or TSXV .P XYZ.P:CA


Notes on Nasdaq:


Nasdaq assigns symbols for all Nasdaq and OTC issues including OTCBB and Pink Sheets. Nasdaq symbols are up to 5 characters with no suffixes. The first 4 characters are the base symbol for the company. If there is a 5th character it represents one of the following:

Character Definition
A Class A
B Class B
C Issuer qualifications exception - Issuer granted a continuance in NASDAQ® under an exception to the qualification standards for a limited period.
D New
E The NASD® has determined the issuer is delinquent in its required SEC filings.
F Foreign
G First convertible bond
H Second convertible bond, same company
I Third convertible bond, same company
J Voting
K Nonvoting
L Miscellaneous situations, such as depositary receipts, stubs, additional warrants, and units
M Fourth preferred, same company
N Third preferred, same company
O Second preferred, same company
P First preferred issue
Q Bankruptcy - involved in bankruptcy proceedings
R Rights
S Shares of beneficial interest
T With warrants or with rights
U Units
V When-issued and when-distributed
W Warrants
Y ADR (American Depositary Receipt)
Z Miscellaneous situations, such as depositary receipts, stubs, additional warrants, and units


Notes on "Trading Information" Symbols:


Although the root symbol of a given stock from the exchange provides the most accurate "quote" information regarding the stock, the exchange may also send "other data" via what is commonly known as "Trading Information" symbols. Here are some examples just using the ^SPY - SPDR Trust Series 1 - symbol:
^SPY.IV - .IV = Intraday Indicative Value
^SPY.DV - .DV = Dividends
^SPY.TC – .TC = Total Cash Amount Per Creation Unit
^SPY.SO – .SO = Shares Outstanding
^SPY.NV - .NV = Net Asset Value
^SPY.EU - .EU = Estimated Cash Amount Per Creation Unit


Mutual Funds


US Mutual Funds on Nasdaq requires no extensions.

eg. XIAFX


Canadian Mutual Funds utilize the common fund family code with a numeric fund code. They also include a :CA suffix

eg. PHN460:CA


Options Exchanges


Options symbols are broken down as follows:


Example: 2011 Jan 22 20.00 Call for Microsoft Corp. Symbol: @MSFT  110122C00020000


@: All Options begin with the "@" character.


MSFT(and two spaces): Six character option root symbol using any prefix/suffix as defined by the OSI definition; left-justified, space-padded. In the case where the option root symbol is three characters, it will be followed by three spaces. Adjusted options will be followed by an integer to indicate that the option is non-standard.


11: two least significant digits of the Contract Date year
01: two-digit Contract Date month
22: two-digit Contract Date day of month
C: “C” for CALL or “P” for PUT
00020: five-digit whole portion of the strike price; right-justified and padded with zeros on the left; for instance, if the strike price is $26.50, then this field would contain 00026
000: three-digit fractional portion of the strike price; left-justified and padded with zeros on the right; for instance, if the strike price is $26.50, then this field would contain 500


Possible Exchange suffixes are:


:CA = Montreal Options Exchange
:CBO = Chicago Board Options Exchange
:PAO = Pacific Options
:AOE = American Options Exchange
:NYO = New York Options Exchange
:PHO = Philadelphia Options Exchange
:BOX = Boston Options Exchange
:IOE = International Options Exchange
:GMI = ISO Gemini Exchange
:NSO = NASDAQ Options
:BXO = NASDAQ OMX BX Options Exchange
:MIO = Miami International Securities Exchange (MIAX) Options

:MPO = MIAX PEARL Exchange

:C2O = C2(Chicago) Options Exchange
:BTO = Bats Exchange Options Market
:EGO = EDGX Options
:MCY = ISE Mercury Options


(blank) = Composite US option quote


Adjusted Options


Adjusted options will be followed by an integer to indicate that the option is non-standard. This means it represents something other than the typical 100 share deliverable when an option is issued. The first adjustment will be designated by a number “1” after the underlying symbol. The second adjustment for the same option will be designated by a number “2” and so on, if applicable. This applies to US Options only at this time.

Exercise Style


American-style and European-style options can be distinguished by a number prefix on the standard option root symbol. In general, the notation states the following:

There are four prefix digits:

  • 1 American-style settle at open price
  • 2 European-style settle at open price
  • 3 American-style settle at close price
  • 4 European-style settle at close price

-If an option executes American-style, settle at close price and is on an equity, then there is no prefix.

-If an option executes European-style, settles at open price, and is on an index, then there is no prefix.

So, as part of this initiative, ^OEX will be underlying symbol for all options, regardless of their exercise style, but the there may be multiple options with the same strike and expire, but different exercise style within the chain. QuoteMedia will implement filters in our applications to allow users to display only the European or US style section of the chain.


Reorganization Indicators


There are multiple single-digit suffixes to the symbols. They have no specific meaning other than to indicate that the option has a non-standard deliverable as a result of any variety of corporate actions. These will be set by OPRA and passed along by QuoteMedia. They will appear chained to whatever underlying symbol OPRA designates. This behavior is similar to what happens now with companies that undergo mergers etc.


Canadian Stock and Index Options:


A listing of all Canadian companies that list options can be found on the Bourse de Montreal's website, www.me.org. A listing of Index options carried by the Montreal Exchange can be found on the Bourse de Montreal's website.


Futures


Futures always begin with a "/" character and have the form:

(root)(month code)(year code)


root


A root symbol assigned by the exchange,eg. "HO"for heatingoil.


month code


F - Jan
G - Feb
H - Mar
J - Apr
K - May
M - Jun
N - Jul
Q - Aug
U - Sep
V - Oct
X - Nov
Z ­ - Dec


year code


A one digit number representing the year, eg. "7" for 2007.


Example:

/HOZ7 Heating Oil Dec

/GCV7 Gold Oct