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) |
| "~" | Cryptocurrencies (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 | Cboe Global Markets EDGX Equities |
| :NMX | Nymex US Futures exchange |
| :CMX | Comex US Futures exchange |
| :SP | CME S&P Indices |
| :CA | TSX/TSXV Canadian exchanges |
| :CC | Canadian Consolidated Quotes (CCQ) |
| :CNX | Canadian Securities Exchange (CSE) [Formerly CNSX or CNQ(Canada) |
| :CS2 | CSE2 Market (Canada) |
| :APH | TSX Alpha Market (Canada) |
| :ALX | Alpha-X and Alpha-DRK (Canada) |
| :PUR | CSE Pure ATS Market (Canada) |
| :OMG | TradelogiQ: Omega ATS Market (Canada) |
| :LYX | TradelogiQ: LYNX ATS Market (Canada) |
| :CHI | Nasdaq CXC ATS Market (Canada) |
| :CX2 | Nasdaq CX2 ATS Market (Canada) |
| :CXD | Nasdaq CXD Dark Pool (Canada) |
| :CXB | Nasdaq Basic Canada (Canada) |
| :TCM | MatchNow (TriAct) Canada Marketplace (Dark Pools) (Canada) |
| :LQN | Liquidnet Canada (Dark Pools) (Canada) |
| :ICX | Instinet Canada (Dark Pools) (Canada) |
| :AQN | Cboe Canada ATS (NEO-N) (Canada) |
| :AQL | Cboe Canada (NEO-L) (Canada) |
| :NGX | ICE NGX Futures (Canada) |
| Latin America | |
| :MX | Mexican Stock Exchange - Bolsa Mexicana de Valores (BMV) |
| :CL | Santiago Exchange, Chile |
| :AR | Mercado de Valores de Buenos Aires (Buenos Aires Stock Exchange, Argentina) |
| :BV | B3 (Brazil, Bolsa, Balcao) [Formerly Bolsa de Valores de Sao Paulo or Bovespa] |
| Asia/Pacific | |
| :HK | HKEX - Hong Kong Exchange, China |
| :SH | Shanghai Stock Exchange (SSE), China |
| :CZ | Shenzhen Stock Exchange (SZSE), China |
| :MB | BSE - Bombay Stock Exchange, India |
| :JP | Japan, Nikkei |
| :AU | Australian Securities Exchange (ASX) |
| :SI | Singapore Exchange (SGX) |
| Middle East | |
| :AE | Nasdaq Dubai |
| Europe | |
| :LN | London Stock Exchange (LSE) |
| :IE | Euronext Dublin, Ireland |
| :PA | Euronext Paris, France |
| :AS | Euronext Amsterdam, Netherlands |
| :BR | Euronext Brussels, Belgium |
| :SM | SIX - The Swiss Exchange, Switzerland |
| :VX | Virt-X, Switzerland |
| :LS | Euronext Lisbon, Portugal |
| :SG | Stuttgart Stock Exchange (Börse 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 Bors, Norway |
| :MI | Borsa Italiana - Italian Stock Exchange, Italy |
| :MA | Madrid Stock Exchange - Bolsa De Madrid, Spain |
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 | |
| TSX or TSXV | XYZ:CA | ||
| Class | SIAC | .A | XYZ.A |
| TSX or TSXV | .A:CA | 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.A | XYZ.P.A |
| TSX or TSXV | .PR.A, .PS.A, 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 or .WS | 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 |
Note: SIAC is the feed for NYSE, NYSE American, and ARCA exchange data. NSD is NASDAQ
Notes on Nasdaq:
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
If you are having problems copying option symbols from internet browser XML requests please see this article here
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
Exercise Style
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
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. "8" for 2018. For NGX Futures in Canada, use two digit number representing year, eg. "18" for 2018.
Example:
/HOZ7 Heating Oil Dec
/GCV7 Gold Oct