FactSet Data Service Specification
Programmer’s Manual and Reference Version 1.1.w
FactSet Research Systems 601 Merritt 7 Norwalk, CT 06851
Data Service Specification Table of Contents NOTICE ................................................................................................................................................................. 3 FACTSET CONSULTING SERVICES .................................................................................................................................. 3 CHAPTER 1 INTRODUCTION ............................................................................................................................. 5 1.1 THE FACTSET DATA SERVICE ................................................................................................................................. 5 1.2 TERMINOLOGY ................................................................................................................................................... 5 1.3 FIDS ............................................................................................................................................................... 6 1.3.1 FID Value Pairs ........................................................................................................................................ 6 1.3.2 Field Identifiers ....................................................................................................................................... 6 CHAPTER 2 FIELD ENCODINGS AND TYPES ...................................................................................................... 7 2.1 FIELD ENCODINGS .............................................................................................................................................. 7 2.1.1 Field Types .............................................................................................................................................. 7 CHAPTER 3 FIELD LIST AND ENUMERATIONS .................................................................................................. 9 3.1 FIELD LIST ........................................................................................................................................................ 9 3.2 FIELD ENUMERATIONS ....................................................................................................................................... 16 3.2.1 Table 1: Message Types ......................................................................................................................... 17 3.2.2 Table 2: Quote Conditions ..................................................................................................................... 17 3.2.3 Table 3: Tick Direction ........................................................................................................................... 18 3.2.4 Table 4: Security Type............................................................................................................................ 18 3.2.5 Table 5: Sale Conditions ........................................................................................................................ 19 3.2.6 Table 6: Regional Exchanges .................................................................................................................. 21 3.2.7 Table 7: Security Status ......................................................................................................................... 22 3.2.8 Table 8: Exchange Codes ....................................................................................................................... 22 3.2.9 Table 9: Financial Status ....................................................................................................................... 22 3.2.10 Table 10: Trade Conditions .................................................................................................................. 22 3.2.11 Table 9: Halt Status ............................................................................................................................. 23 CHAPTER 4 SECURITY LAYOUTS..................................................................................................................... 24 CHAPTER 5 FACTSET SYMBOLOGY ................................................................................................................. 30 5.1 INTRODUCTION ................................................................................................................................................ 30 5.2 REAL-TIME AND DELAYED DATA........................................................................................................................... 30 5.2.1 Additional Feature of the Snapshot Service ............................................................................................ 30 5.3 OTHER IDENTIFIER FORMATS ............................................................................................................................... 30 5.4 FUTURES IDENTIFIERS ........................................................................................................................................ 30 5.4.1 Timed Identifiers ................................................................................................................................... 31 5.4.2 Continuous Identifiers ........................................................................................................................... 31 5.5 FACTSET EXCHANGES ....................................................................................................................................... 32 APPENDIX ..................................................................................................................................................... 38 APPENDIX A: ISO 8859-1 TABLE .............................................................................................................................. 38 APPENDIX B: FACTSET EXCHANGE TABLE, GROUPED BY COUNTRY ..................................................................................... 44 APPENDIX C: INTERNATIONAL CURRENCY CODES ISO-4217 ............................................................................................ 56 APPENDIX D: TRADE CONDITIONS ............................................................................................................................. 59 APPENDIX E: DOCUMENT REVISIONS .......................................................................................................................... 62
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Notice This manual contains confidential information of FactSet Research Systems Inc. or its affiliates ("FactSet"). All proprietary rights, including intellectual property rights, in the Licensed Materials will remain property of FactSet or its Suppliers, as applicable. The information in this document is subject to change without notice and does not represent a commitment on the part of FactSet. FactSet assumes no responsibility for any errors that may appear in this document.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Document Organization and Audience This document provides an understanding of the data available through the FactSet Data Service. This document describes the data and is a companion to the FactSet DataFeed API manual and the FactSet Snapshot manual, which describe the technology.
Chapter 1 - introduces general concepts and terminology Chapter 2 - gives an overview of all the possible field types and encodings Chapter 3 - lists all the fields and their enumerations Chapter 4 - describes the record layouts for various types of securities (i.e., Equity, Index, Option, Future, Corporate Bond, etc.) Chapter 5 - outlines FactSet symbology with examples of common symbols Appendix - contains industry standard enumerations (e.g., character, currency, and exchange codes)
Document Conventions This document uses the following conventions:
Code examples use a courier 10 font - FDF: :connect() Methods, when first introduced, appear in bold - FDF::dispatch_responses() Directory delimiter character follows the UNIX convention - forward slash (‘/’).
Trademarks FactSet is a registered trademark of FactSet Research Systems, Inc. Microsoft is a registered trademark, and Windows is a trademark of Microsoft Corporation. Linux is a registered trademark of Linus Torvalds Cisco is a trademark of Cisco Systems, Inc UNIX ® is a registered trademark of The Open Group. SPARC is a registered trademark of SPARC International, Inc. Intel is a registered trademark of Intel Corporation XWindows is a registered trademark of Massachusetts Institute of Technology All other brand or product names may be trademarks of their respective companies.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Chapter 1 Introduction 1.1 The FactSet Data Service The FactSet Data Service is a data model standard that applications utilize. It contains information about fields, field types, field encodings, and data fields for various types of data.
1.2 Terminology The following terminology is used throughout this documentation: Terminology XML FactSet Data Server Service FDS1 Consumer FID Opaque Data Field/Value Pairs Iso-8859-1 unicode
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Meaning eXtensible Markup Language - a defined standard for exchanging information. The information contains markup tags used to describe the data values. A server which provides permissioned access to FactSet data. A data source or supplier identified by a string name. FactSet Data Service Version 1. This document explains this service. Any application that uses this API. Field Identifier - an integer identifier that describes the encoding and business meaning of a field value. Data without a defined interpretation, which is simply a pointer and size to the data. A self-describing message format used in API responses. Each pair contains a FID and some opaque data. The FID defines the type and meaning of the data. A standard character encoding for the Latin alphabet. An industry standard encoding that defines all the symbols from all the writing systems of the world. Also referred to as Universal Character Set.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 1.3 FIDs 1.3.1 FID Value Pairs The FactSet Data Service uses the widely accepted standard of representing data as field/value pairs. This data structure tags all data elements with an integer identifier. This identifier is commonly known as a FID (i.e., field identifier). The value is typically some opaque binary data and its associated size. Every field/value pair has an agreed upon meaning by both the data sources and the consuming applications. This meaning can never be changed once published to the applications. Furthermore, the values are rarely null-terminated. This allows data values to contain binary data. Applications should never assume null-terminated field values, unless the publishing data source makes this guarantee.
1.3.2 Field Identifiers The current field identifiers are available in two files. The first is a standard C++ include file, named rt_fields.h. This file defines human readable static constant integers for the current list of known field identifiers. This is the usual method of identifying a field by name in actual C++ code. The second file is rt_fields.xml. This file can be loaded by any program. It allows applications to translate field identifiers during run time.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Chapter 2 Field Encodings and Types Field values can contain arbitrary data (i.e., the data is opaque). However, in order for an application to make use of the data, it must understand the underlying encoding and type. This meta-information is implicitly based on the field identifier. Furthermore, this information can never be changed.
2.1 Field Encodings The following encodings are supported by this specification: Encoding ID 0 1
Encoding Name Reserved iso-8859-1
Description Not Used The data is encoding using the Latin-1 standard encoding. See Appendix A: ISO 8859-1.
The FactSet Data Service currently uses a single encoding i.e., (iso-8859-1). All fields are represented via this encoding, including integers and floating point numbers.
2.1.1 Field Types All fields are encoded using iso-8859-1 characters. Therefore certain field types, like integer and price, need to define a standard representation. The following conventions are used to describe these formats:
[ ] anything inside a bracket is optional X capitol letter ‘X’ is any iso-8859-1 character D capitol letter ‘D’ is any digit 0-9 Y,M,D,H,S,s also signifies any digit 0-9 * indicates that the previous character can repeat 0 or more times
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification The following types are supported by this specification:
Type 0 1
Name Reserved Character
Size N/A 1
Format N/A X
2
String
0-255
X*
3
Integer
0-24
[±]D*
4
Price
0-24
[±]D*[.D*]
5
Decimal
0-24
[±]D*[.D*]
6 7
Reserved Integer Enumeration
N/A 0-8
N/A D*
8
Date
8
9
Time
6 or 9
YYYYMMDD {Year}{Month}{Date} HHMMSS[sss] {Hour}{Minute}{Secs} [optional milliseconds]
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Examples N/A A % 4 Apple IBM-USA %14YY 0 12 -1345 +100 12 -1345.44 +100. 12 -1345.44 +100. N/A 0 1 13000 19700616 June 16th, 1970 20060101 January 1st, 2006 093014 – 09:30:14.000 AM 150102 – 03:01:02.000 PM 030000942 – 03:00:00.942 AM
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Chapter 3 Field List and Enumerations 3.1 Field List This table contains the field identifiers (FIDs) and their meanings. The table is sorted by field identifier, which is also the primary key. In addition, the field name is a secondary key. Therefore, both names and field identifiers can be used to filter responses to many types of queries. For each field’s type and encoding definitions, see Chapter 2: Field Encodings and Types. FID
FIELD NAME
TYPE
Encoding
Supported
Description
0
RESERVED
N/A
N/A
Yes
Reserved
1
MSG_TYPE
Character
8859-1
Yes
Message Type Table
2
SEQUENCE
Integer
8859-1
Yes
Message sequence number
3
FEED_ID
Enumeration
8859-1
Yes
Originating FeedID
4
TSTAMP
Time
8859-1
Yes
Generic time stamp
5
EXCHANGE
Enumeration
8859-1
No
Exchange ISO-Code
6
RETRANS
Enumeration
8859-1
No
Retransmission indicator
7
PRODUCT
Enumeration
8859-1
Yes
Product identifier
8
DISP_ID
Enumeration
8859-1
No
Preferred display template
9
LAYOUT
Enumeration
8859-1
No
Layout index
10
SYMBOL
String
8859-1
Yes
Symbol
11
REQ_SYM
String
8859-1
Yes
Request Symbol
12
COMPOSITE_EXCHANGE
String
8859-1
Yes
Composite Exchange
100
BID_1
Price
8859-1
Yes
Current bid price
101
BID_DATE_1
Date
8859-1
No
Current bid date
102
BID_TIME_1
Time
8859-1
Yes
Current bid time
104
BID_VOL_1
Integer
8859-1
Yes
Current bid size
105
BID_COND_1
Enumeration
8859-1
No
Current bid condition code
106
BID_TICK_1
Enumeration
8859-1
Yes
Current bid tick direction
107
BID_EXCH_1
Enumeration
8859-1
Yes
Exchange of the current bid price
110
BID_CLOSE
Price
8859-1
No
Official Closing Bid
111
BID_CLOSE_DATE
Date
8859-1
No
Official Closing Bid Date
112
BID_CLOSE_TIME
Time
8859-1
No
Official Closing Bid Time
190
BID_CHG
Price
8859-1
No
Current bid change
191
BID_PCT_CHG
Double
8859-1
No
Current bid percentage change
192
BID_POINTS_1
Double
8859-1
Yes
Current bid points
200
ASK_1
Price
8859-1
Yes
Current ask price
201
ASK_DATE_1
Date
8859-1
No
Current ask date
202
ASK_TIME_1
Time
8859-1
Yes
Current ask time
204
ASK_VOL_1
Integer
8859-1
Yes
Current ask size
205
ASK_COND_1
Enumeration
8859-1
No
Current ask condition code
206
ASK_TICK_1
Enumeration
8859-1
No
Current ask tick direction
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Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
207
ASK_EXCH_1
Enumeration
8859-1
Yes
Exchange of the current ask price
210
ASK_CLOSE
Price
8859-1
No
Official Closing Ask
211
ASK_CLOSE_DATE
Date
8859-1
No
Official Closing Ask Date
212
ASK_CLOSE_TIME
Time
8859-1
No
Official Closing Ask Time
290
ASK_CHG
Price
8859-1
No
Current ask change
291
ASK_PCT_CHG
Double
8859-1
No
Current ask percentage change
292
ASK_POINTS
Double
8859-1
Yes
Current ask points
293
QUOTE_COND
Enumeration
8859-1
Yes
Current Quote Condition
297
QUOTE_DATE
Date
8859-1
No
Quote Date
298
QUOTE_TIME
Time
8859-1
No
Time of the last quote update
300
LAST_1
Price
8859-1
Yes
Official last trade price
301
LAST_DATE_1
Date
8859-1
Yes
Last Date
302
LAST_TIME_1
Time
8859-1
Yes
Official last traded time
304
LAST_VOL_1
Integer
8859-1
Yes
Official last traded volume
305
LAST_COND_1
Enumeration
8859-1
Yes
Official last traded condition
306
LAST_TICK_1
Enumeration
8859-1
Yes
Official last tick
307
LAST_EXCH_1
Enumeration
8859-1
Yes
Official last traded exchange
310
CLOSE_1
Price
8859-1
Yes
Close Range 1
311
CLOSE_1_DATE
Date
8859-1
No
Close Range 1 Date
312
CLOSE_1_TIME
Time
8859-1
No
Close Range 1 Time
314
CLOSE_2
Price
8859-1
Yes
Close Range 2
315
CLOSE_2_DATE
Date
8859-1
No
Close Range 2 Date
316
CLOSE_2_TIME
Time
8859-1
No
Close Range 2 Time
320
SETTLE
Price
8859-1
Yes
Settle Price
321
SETTLE_DATE
Date
8859-1
Yes
Settle Date
322
SETTLE_TIME
Time
8859-1
No
Settle Time
390
LAST_CHG
Price
8859-1
No
Official last change
391
LAST_PCT_CHG
Double
8859-1
No
Official last percentage change
400
LAST_UNOFF_1
Price
8859-1
No
Unofficial last trade price
401
LAST_UNOFF_DATE_1
Date
8859-1
No
Unofficial Last Date
402
LAST_UNOFF_TIME_1
Time
8859-1
No
Unofficial last traded time
404
LAST_UNOFF_VOL_1
Integer
8859-1
No
Unofficial last traded volume
405
LAST_UNOFF_COND_1
Enumeration
8859-1
No
Unofficial last condition
406
LAST_UNOFF_TICK_1
Enumeration
8859-1
No
Unofficial last tick
407
LAST_UNOFF_EXCH_1
Enumeration
8859-1
No
Unofficial last traded exchange
408
LAST_UNOFF_CUM_VOL
Integer
8859-1
No
Unofficial last cumulative volume
410
LAST_PREMKT_1
Price
8859-1
Yes
Unofficial last premarket trade price
412
LAST_PREMKT_TIME_1
Time
8859-1
Yes
Unofficial last premarket traded time
414
LAST_PREMKT_VOL_1
Integer
8859-1
Yes
418
LAST_PREMKT_CUM_VOL
Integer
8859-1
Yes
Unofficial last premarket traded volume Unofficial last premarket cumulative volume
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Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
420
LAST_POSTMKT_1
Price
8859-1
Yes
Unofficial last postmarket trade price
422
LAST_POSTMKT_TIME_1
Time
8859-1
Yes
424
LAST_POSTMKT_VOL_1
Integer
8859-1
Yes
428
LAST_POSTMKT_CUM_VOL
Integer
8859-1
Yes
438
OFFBOOK_CUM_VOL
Integer
8859-1
Yes
Unofficial last postmarket traded time Unofficial last postmarket traded volume Unofficial last postmarket cumulative volume Off Book Cumulative Volume
490
LAST_UNOFF_CHG
Price
8859-1
No
Unofficial last change
491
LAST_UNOFF_PCT_CHG
Double
8859-1
No
Unofficial last percentage change
500
MID_1
Price
8859-1
Yes
Current official mid price
501
MID_DATE_1
Date
8859-1
Yes
Current mid date
502
MID_TIME_1
Time
8859-1
Yes
Current mid price time
503
MID_HIGH_1
Price
8859-1
Yes
Current mid high price
504
MID_LOW_1
Price
8859-1
Yes
Current mid low price
601
CUM_VOL
Integer
8859-1
Yes
Cumulative volume
602
TURNOVER
Integer
8859-1
Yes
Turnover
603
VWAP
Price
8859-1
Yes
Volume Weighted Average Price
604
TRD_CNT
Integer
8859-1
Yes
Cumulative trade count
605
BLK_TRD_CNT
Integer
8859-1
Yes
Cumulative block count
606
BLK_CUM_VOL
Integer
8859-1
Yes
Cumulative block volume
607
OPEN_INTEREST
Integer
8859-1
Yes
Open Interest
608
RESUME_1
Price
8859-1
Yes
Resumption Price 1
609
RESUME_2
Price
8859-1
Yes
Resumption Price 2
610
PREV_CLOSE
Price
8859-1
Yes
Previous Close
611
PREV_CLOSE_DATE
Date
8859-1
No
Previous Closing Date
612
PREV_CLOSE_TIME
Time
8859-1
No
Previous Close Time
614
PREV_BID_CLOSE
Price
8859-1
No
Previous Bid Close
615 616 620
PREV_BID_CLOSE_DATE PREV_BID_CLOSE_TIME PREV_SETTLE
Date Time Price
8859-1 8859-1 8859-1
No No Yes
Previous Closing Bid Date Previous Bid Close Time Previous Settle
621
PREV_SETTLE_DATE
Date
8859-1
Yes
Previous Settle Date
622
PREV_SETTLE_TIME
Time
8859-1
No
Previous Settle Time
710
OPEN_1
Price
8859-1
Yes
The Open Range 1 or Open
711
OPEN_1_DATE
Date
8859-1
No
Open Range 1 Date
1
1
The methodology FactSet uses for the real-time %Chg calculation is that on the day a security goes exdividend, Previous Close is adjusted by the amount of the dividend so that the impact of the dividend payment is incorporated in %Chg, making %Chg in effect a %Total Return for today. The rationale underlying this methodology is that market forces will cause today's stock price to adjust by the amount of the dividend, since new buyers will not be entitled to receive the dividend payment and sellers will receive it even though they no longer own the stock. If the impact of the dividend payment were not included, the 1 day price change by itself would not be reflecting gain/loss to the investor that actually occurred. This methodology is market convention for many exchanges including the New York Stock Exchange.
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Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
712
OPEN_1_TIME
Time
8859-1
No
Open Range 1 Time
713
OPEN_2
Price
8859-1
Yes
The Opening Range 2
714 715 720
OPEN_2_DATE OPEN_2_TIME HIGH_1
Date Time Price
8859-1 8859-1 8859-1
No No Yes
Open Range 2 Date Open Range 2 Time Current high for the day
721
HIGH_1_DATE
Date
8859-1
No
High Date
722
HIGH_1_TIME
Time
8859-1
No
High Time
723
LOW_1
Price
8859-1
Yes
Current low for the day
724
LOW_1_DATE
Date
8859-1
No
Low Date
725
LOW_1_TIME
Time
8859-1
No
Low Time
726
UNCROSSING_COND
Enumeration
8859-1
Yes
Uncrossing Condition
727
UNCROSSING_PRICE
Price
8859-1
Yes
Uncrossing Price
728
UNCROSSING_VOL
Integer
8859-1
Yes
Uncrossing Volume
729
VENUE
String
8859-1
Yes
Venue
730
BUY_ID
Integer
8859-1
Yes
Buy Id
731
SELL_ID
Integer
8859-1
Yes
Sell Id
751
AUTO_CUM_VOL
Integer
8859-1
Yes
Auto Cumulative Volume
752
AUTO_TRADE_QUANTITY
Integer
8859-1
Yes
Auto Trade Quantity
753
BUY_PERCENTAGE
Double
8859-1
Yes
Buy Percentage
754
SELL_PERCENTAGE
Double
8859-1
Yes
Sell Percentage
755
TOTAL_BUY_VOL
Integer
8859-1
Yes
Total Buy Volume
756
TOTAL_SELL_VOL
Integer
8859-1
Yes
Total Sell Volume
757
EX_DATE_STATUS
String
8859-1
Yes
Ex Date Status
758
PRICING_METHOD
Integer
8859-1
Yes
Pricing Method
2024
SECURITY_TYPE
Enumeration
8859-1
Yes
Security Type
2025
SECURITY_SUB_TYPE
Enumeration
8859-1
Yes
Security Sub-type
2026
ISIN
String
8859-1
Yes
ISIN
2027
CUSIP
String
8859-1
Yes
CUSIP
2029
DESCRIPTION
String
8859-1
Yes
Description of security
2030
EPS
Double
8859-1
No
Earnings per share
2031
SHARES_OUTSTANDING
Integer
8859-1
No
Shares outstanding in millions
2032 2033 2034
PRICE_CURRENCY FUND_CURRENCY SECURITY_STATUS
String String Enumeration
8859-1 8859-1 8859-1
Yes No Yes
Price currency code Fundamental currency code Security Status or Halt Indicator
2035
EXPIRATION_DATE
Date
8859-1
Yes
Expiration Date
2036
EXPIRATION_TIME
Time
8859-1
No
Expiration Time
2037
GMT_OFFSET
Integer
8859-1
Yes
GMT Offset in Minutes
2038
MARKET_SEGMENT
String
8859-1
Yes
Market segment
2039
MARKET_SECTOR
String
8859-1
Yes
Market sector
2040 2041
PERIOD COUNTRY_CODE
String String
8859-1 8859-1
Yes Yes
Period ISO Country code
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Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
2042
FINANCIAL_STATUS
Integer
8859-1
Yes
Financial Status Enumeration Table
2043
FACTSET_INDUSTRY
String
8859-1
Yes
FactSet Industry
2044
FACTSET_SECTOR
String
8859-1
Yes
FactSet Sector
2045
HALT_INFO
Enumeration
8859-1
Yes
Halt Status
2050
DIVIDEND
Double
8859-1
Yes
Dividend
2051
DIVIDEND_YIELD
Double
8859-1
Yes
Dividend Yield
2573
AVG_30DAY_VOL
Double
8859-1
Yes
Average 30 Day Volume
2574
AVG_5DAY_VOL
Double
8859-1
Yes
Average 5 Day Volume
2600
CONTRACT_SIZE
Integer
8859-1
Yes
Options – Contract Size
2601
STRIKE_PRICE
Price
8859-1
Yes
Options – Strike Price
2602
CONTRACT_HIGH_DPRICE
Price
8859-1
Yes
Options – Contract High
2603
CONTRACT_LOW_DPRICE
Price
8859-1
Yes
Options – Contract Low
2604
MID_CLOSE_DPRICE
Price
8859-1
Yes
Options – Mid Price
2605
MID_NET_CHANGE
Price
8859-1
Yes
Options – Net Change in Mid Price
2606
PUT_CALL
Character
8859-1
Yes
2607
SETTLEMENT_INDICATOR
Integer
8859-1
Yes
2608
UNDERLYING_SECURITY
String
8859-1
Yes
Options – Put or Call Options – Indicator for Settlement 0: Trading 1: Settled 2: Rolled Underlying Security
2701
HIGH_YIELD
Double
8859-1
Yes
Current high yield for day
2702
LOW_YIELD
Double
8859-1
Yes
Current low yield for day
2703
CURRENT_YIELD
Double
8859-1
Yes
Current Yield
2704
COMMISSION
String
8859-2
Yes
Commission
2705
CLOSE_YIELD
Double
8859-3
Yes
2706
SELLER_DAYS
Integer
8859-4
Yes
2707
SPECIAL_PRICE_INDICATOR
String
8859-5
Yes
2708
VOLUME_INDICATOR
String
8859-6
Yes
2709
TRADE_CONDITION
String
8859-1
Yes
Previous Closing Yield The number of days that may elapse before delivery of the security Special Price Indicator Volume Type E: Estimated Volume A: Actual Volume Trade Condition Enumeration Table
2710
ISSUE_DATE
Integer
8859-1
Yes
Issue Date
2711
COUPON_RATE
Double
8859-1
Yes
2712
REPORTING_SIDE
String
8859-1
Yes
2713
EXCH_HIGH_VOL
Double
8859-1
Yes
Coupon Rate Indicator for reporting. B: Customer Buy S: Customer Sell D: Interdealer transaction Exchange High Volume
2714
EXCH_LOW_VOL
Double
8859-1
Yes
Exchange Low Volume
2750
ASK_YIELD
Double
8859-1
Yes
Ask Yield
2751
BID_YIELD
Double
8859-1
Yes
Bid Yield
2752
CALLABLE_DATE
Date
8859-1
Yes
Callable Date
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(13)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
2754
SPREAD_10Y
Double
8859-1
Yes
Ten Year Spread
2755
SPREAD_5Y
Double
8859-1
Yes
Five Year Spread
2800
ASSETS_PRICE
Price
8859-1
Yes
Total Assets
2801
DIV_PRICE
Price
8859-1
Yes
Dividends
2802
FOOTNOTE
String
8859-1
Yes
Footnote
2803
LONG_CAP_GAIN
Price
8859-1
Yes
Long Term Capital Gains
2804
SHORT_CAP_GAIN
Price
8859-1
Yes
Short Term Capital Gains
2805
OTHER_CAP_GAIN
Price
8859-1
Yes
Other Capital Gains
2806
TOTAL_CAP_GAIN
Price
8859-1
Yes
Total Capital Gains
2807
RETURN_WTD
Double
8859-1
Yes
Week to Date Return
2808
RETURN_MTD
Double
8859-1
Yes
Month to Date Return
2809
RETURN_QTD
Double
8859-1
Yes
Quarter to Date Return
2810
RETURN_YTD
Double
8859-1
Yes
Year to Date Return
2811
RETURN_1DAY
Double
8859-1
Yes
One Day Return
2812
RETURN_1M
Double
8859-1
Yes
One Month Return
2813
RETURN_3M
Double
8859-1
Yes
Three Month Return
2814
RETURN_12M
Double
8859-1
Yes
Twelve Month Return
2815
PAYMENT_DATE
Date
8859-1
Yes
Payment Date
2816
RECORD_DATE
Date
8859-1
Yes
Record Date
2817
UNALLOC_DISTR_PRICE
Price
8859-1
Yes
Unallocated Distributions
9000
SERVICE_NAME
String
8859-1
Yes
Service name
9001
SERVICE_TYPE
Character
8859-1
Yes
Service type
9002
SERVICE_MAX_REQ
Integer
8859-1
Yes
Service maximum requests allowed
9003
REQ_TYPE
Enumeration
8859-1
Yes
Request type
9004
AUTH_TOKEN
String
8859-1
Yes
Authorization string
9005
USER_NAME
String
8859-1
Yes
User string
9006
USER_PASSWD
String
8859-1
Yes
Password string
9007
USER_SERIAL
String
8859-1
Yes
User serial number
9008
GENERATOR
String
8859-1
Yes
DH Generator in Hex
9009
SALT
String
8859-1
Yes
9010
DEFAULT_SERVICE
String
8859-1
Yes
9011
PARAM_1
String
8859-1
Yes
Salt for encryption initialization vector The default service if not specified in the request Generic Param
9019
PARAM_9
String
8859-1
Yes
Generic Param
9020
RET_VAL
String
8859-1
Yes
Generic Return
9021
GEN_VAL_1
String
8859-1
Yes
Generic Value
9022
GEN_VAL_200
String
8859-1
Yes
9221
USER_LOGIN_STATUS
Enumeration
8859-1
Yes
9222
USER_PERMISSIONS
String
8859-1
Yes
Generic Value User Login Status: 0 – Logged Off 1 – Logged On User Permissions
9300
TRANSACTION_TIME_1
Time
8859-1
Yes
Transaction Time
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(14)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification FID
FIELD NAME
TYPE
Encoding
Supported
Description
9301
TRANSACTION_DATE_1
Date
8859-1
Yes
Transaction Date
9302
EXCHANGE_SHORT
String
8859-1
Yes
Exchange Short Name
9303
EXCHANGE_LONG
String
8859-1
Yes
Exchange Long Name
9310
HIGH_ASK_1
Price
8859-1
Yes
High Ask for the Period
9311
HIGH_BID_1
Price
8859-1
Yes
High Bid for the Period
9312
HIGH_MID_1
Price
8859-1
Yes
High Mid for the Period
9320
LOW_ASK_1
Price
8859-1
Yes
Low Ask for the Period
9321
LOW_BID_1
Price
8859-1
Yes
Low Bid for the Period
9322
LOW_MID_1
Price
8859-1
Yes
Low Mid for the Period
9330
OPEN_ASK_1
Price
8859-1
Yes
Open Ask for the Period
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(15)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2 Field Enumerations The following table defines the enumerated fields from the field list table. The table is sorted by field identifier. The table number listed in the Table column provides an easy reference to find each table with the enumerated values. FID 1 3 5 7 8 9 110 130 140 210 230 240 298 310 330 340 410 430 440 726 2024 2025 2028 2034 2042 2045 2709 9003
FIELD NAME MSG_TYPE FEED_ID EXCHANGE PRODUCT DISP_ID LAYOUT BID_EXCH_1 BID_COND_1 BID_TICK_1 ASK_EXCH_1 ASK_COND_1 ASK_TICK_1 QUOTE_COND LAST_EXCH_1 LAST_COND_1 LAST_TICK_1 LAST_UNOFF_EXCH_1 LAST_UNOFF_COND_1 LAST_UNOFF_TICK_1 UNCROSSING_COND SECURITY_TYPE SECURITY_SUB_TYPE LOCAL_ID_TYPE SECURITY_STATUS FINANCIAL_STATUS HALT_INFO TRADE_CONDITION REQ_TYPE
www.FactSet.com
Table 1 Internal 8 Internal Reserved Reserved 6 2 3 6 2 3 2 6 5 3 6 5 3 10 4 N/A N/A 7 9 11 10 Internal
(16)
Description Message Type Table Internal Use only FactSet Exchange Enumeration Table Internal Use only Reserved Reserved FactSet Regional Exchange Enumeration Table Quote Condition Enumeration Table Tick Direction Enumeration Table FactSet Regional Exchange Enumeration Table Quote Condition Enumeration Table Tick Direction Enumeration Table Quote Condition Enumeration Table FactSet Regional Exchange Enumeration Table Sale Condition Enumeration Table Tick Direction Enumeration Table FactSet Regional Exchange Enumeration Table Sale Condition Enumeration Table Tick Direction Enumeration Table Trade Condition Enumeration Table Security Type Table Not defined Not defined Security Status Table Financial Status Enumeration Table Halt Status Enumeration Table Trade Condition Enumeration Table Internal Use only
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.1 Table 1: Message Types Value Q
Short Name Quote
T
Trade
X R
Cancellation Correction
L
Rollover
U S
Update Summary
Description Updates price, volume, and times for bid and ask fields Updates the trade price, volume and date as well as associated field such as high, low, cumulative volume and trade count A cancelation to a previously sent message A correction to a previously sent message Updates previous close price and date and resets the following fields to 0 to prepare for next business day: all bid and ask fields, last time and volume, open, high, low, cumulative volume and trade count Opening & Closing Reports, Issue Updates and various other messages. A summary of all available fields and their most recent values
3.2.2 Table 2: Quote Conditions Value
Description
1
MANUAL_ASK_AUTO_BID
33
NBBO_REULAR_ONESIDED_OPEN
2
MANUAL_BID_AUTO_ASK
3 4
CLOSING TRADING_RANGE_INDICATION
35 36
ACTUAL OFFER_WANTED
37
BID_WANTED
5
MANUAL_BID_AND_OFFER
38
UNPRICED
6
NON_FIRM_QUOTE
HALT PROVISIONAL_REPORT
7
OPENING_QUOTE
39 111
8
CUSTOM_BASKET_CROSS
112
MORNING_KERB
9
REAL_TIME
113
AFTERNOON_KERB
10
INDICATIVE
114
UNOFFICIAL_PRICE
11
PERIODIC_INDICATIVE
115
FIRST_AM_RING
12
PERIODIC_INDICATIVE_DPP
116
SECOND_AM_RING
13
FAST_TRADING
117
FIRST_PM_RING
14
ORDER_IMBALANCE
118
SECOND_PM_RING
15
INSIDE_CLOSED
119
OUTSIDE_FIRST_AM_RING
16
INSIDE_OPEN
120
OUTSIDE_SECOND_AM_RING
17
ONE_SIDED_QUOTE
121
INTEROFFICE
18
ORDER_INFLUX
122
OUTSIDE_FIRST_PM_RING
19
NO_OPEN_NO_RESUME
123
OUTSIDE_MORNING_KERB
31
NBBO_CLOSED
124
OUTSIDE_AFTERNOON_KERB
32
NBBO_REULAR_TWOSIDED_OPEN
125
OUTSIDE_SECOND_PM_RING
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(17)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.3 Table 3: Tick Direction Value 0 1 2 3 4
Abbreviation ↑ ↓ → ←
Description No Tick Up Tick Down Tick Up Unchanged Down Unchanged
3.2.4 Table 4: Security Type Value
Description
27
TREASURY_BILL
1
EQUITY_ISSUE
28
TREASURY_NOTE
2
BOND_ISSUE
29
TREASURY_BOND
3
LOCAL_ISSUE
30
STRIPS
4
FUND_ISSUE
31
AGENCIES
5
COMMODITY
32
MBS
6
UIT_DEBT
33
SWAP_RATES
7
OPTION
34
INFLATION_SECURITIES
8
INDEX
35
CPI
9
MONEY_MARKET_ISSUE
36
INTX_OTC
10
UIT_EQUITY
37
MF_OPEN_END
12
CORPORATE_BOND
38
MF_CLOSED_END
13
GOVERNMENT_BOND
39
ANNUITY
14
PINK_SHEET
40
STRUCTURED_PRODUCT
15
MARKET_STAT
41
WARRANT
16
MARKET_MOVER
42
EQUITY_LINKED
17
OTC_BB
43
DISPLAY_IND
18
CASH
44
MUNI_BONDS
19
FOREX_ISSUE
45
LOAN_CERTIFICATES
20
FACTSET
46
MORTGAGE_BONDS
21
SPOT_PRICE
47
MUNI_YIELDS
22
FORWARD_RATES
48
FORWARD_RATE_AGREE
23
MUNI_YIELD
49
SPOT_PRICE_EOD
24
GOVERNMENT_YIELD
50
BENCHMARK_EOD
25
DEPOSITS
51
SWAP_IDX_CONTRACTS
26
INTEREST_RATE
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(18)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.5 Table 5: Sale Conditions Value
Description
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44
Regular Trade Cash Trade Average Price Trade Cash Trade Next Day Trade Automatic Execution Intermarket Sweep Open/Reopen Trade Detail Intraday Trade Detail CAP Election Trade Rule 127 Rule 155 Sold Last Next Day Trade Late Open Seller Form T Sold Out of Sequence Aquisition Bunched Trade Distribution Trade Bunched Sold Trade Opening Trade Split Trade Prior Reference Price Reopening Trade Closing Trade Derivatively Priced Wild Trade Wild Trade Market Close Market Open Indicative Price Auction Price Opening Auction price Closing Auction Price Off Hour Trade Off Hour Fixed Price Trade Off Hour Basket Trade Delayed Temporary Stop Uncrossing Price Odd Lot
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45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90
(19)
Extended Hours Sold Out of Sequence Extended Hours Sold Out of Sequence Stopped Stock Stopped Stock Sold Last Stopped Stock Sold Out Summary Message Indicative Close Price Anonymous Ordinary Trade OTC Chui Kehai Price Nariyuki Kehai Price Special Kehai Price Final Kehai Price Mid Price Bid Price Ask Price Reference Price Control Price Reference Price Settlement Open Estimated Price Kassa Price Automatic Execution Partially Paid Bid Partially Paid Ask XETRA Best Price Buy Back Buy In Yellow Flag Projected Open Intermediate Market Negotiated Market Off Hour Fixed Price Trade Off Hour Basket Trade Off Board Trading Broker to Broker Euro Automated Trades Euro Trades Dual Sided Contra Block Trade Late Correction Market Maker to Market Maker Non Protected Portfolio Not to Mark Non-Risk
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 91 92 93 94 95 96 97 98 99 100 101 102 103 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134
www.FactSet.com
Protected Portfolio Riskless Principal Stock Option Trade Risk Trade SEAQ Trade Stock Swap Cross at the Same Price Time Protected Transaction Previous Day Contra Single Protected Transaction Ordinary Trade Worked Principal Trade Contra Trade VWAP Price Opening Delay Halt Resume Overnight Provisional Report Morning Kerb Afternoon Kerb Unofficial Price First AM Ring Second AM Ring First PM Ring Second PM Ring Outside First AM Ring Outside Second AM Ring Interoffice Outside First PM Ring Outside Morning Kerb Outside Afternoon Kerb Outside Second PM Ring Cancelled Corrected Settlement Price Indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell On Market Imbalance Close Buy On Market Imbalance Close Sell
135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175
(20)
No Market Imbalance No On Close Market Imbalance Net Price Gross Price Off Order Book Cross Trade Price Variation Trade Official Price Negotiated Trade Delayed Negotiated Trade Ordinary Trade Delayed Ordinary Trade OTC SI Trade SI Trade Delayed SI Trade Cancel OTC Trade Cancel OTC Trade Delayed Interfund Cross Market Condition Portfolio Trade Price Alert Volume Alert Nostro On Order Book Net Asset Value Approved Kehai Price Bargain Conditions Special Price Trade As/Of Reversal Trade Seller Option No/Was Actual Volume Estimated Volume Theoretical Open Nominal Price Previous Day Trade Previous Day Delayed Trade Previous Day Market Condition Previous Day Negotiated Trade Previous Day Cancel Previous Day Correction
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.6 Table 6: Regional Exchanges United States Exchanges Value 0 1 2 3 4 5 6 7 8 9 10 11
Description Not applicable New York Stock Exchange American Stock Exchange NASDAQ Stock Market NASD National (Formerly Cincinnati) Pacific/ARCX International Securities Exchange Chicago Board of Options Exchange Philadelphia Stock Exchange Boston Stock Exchange Chicago Stock Exchange (Formally the Midwest Exchange)
12 13 14 15 16 17
OTCBB Pink Sheets BATS Exchange EDGA Exchange EDGX Exchange BATS Y-Exchange
Canadian Exchanges Value 101 102 103 104 105 106 107 108 109 110 111 112
Description Toronto Stock Exchange TSX Ventures Exchange Alpha Exchange PURE Trading CHI-X Canada ATS Omega ATS TriAct Match Now Canadian National Stock Exchange Liquidnet Canada TMX Select Sigma X Canada Instinet Canada Cross
For more information and a list of FactSet exchanges codes, see FactSet Exchanges.
www.FactSet.com
(21)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.7 Table 7: Security Status Value 0 1 2 3
Description Trades and Quotes are active Trades are halted, Quotes are active Trades are active, Quotes are halted Trades and Quotes are halted
3.2.8 Table 8: Exchange Codes For Trade Conditions, see Appendix B.
3.2.9 Table 9: Financial Status Value 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21
Description DEFICIENT DELINQUENT BANKRUPT NORMAL SUSPENDED SUSPENDED_PENDING_DELIST DEFICIENT_AND_BANKRUPT DEFICIENT_AND_DELINQUENT DELINQUENT_AND_BANKRUPT DEFICIENT_DELINQUENT_BANKRUPT BELOW_LISTING_STANDARD BANKRUPT_AND_PENDING_DELISTING BANKRUPT_AND_BELOW_STANDARD LATE_FILING LATE_FILING_AND_BANKRUPT PENDING_DELIST_AND_LATE_FILING LATE_FILING_AND_BELOW_STANDARD PENDINGDELISTING_LATEFILING_BANKRUPT BELOWSTANDARD_LATEFILNG_BANKRUPT TAKE_OVER_SITUATION PENDING_DELISTING
3.2.10 Table 10: Trade Conditions For Trade Conditions, see Appendix D.
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(22)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 3.2.11 Table 9: Halt Status Value 100 104 105 106 107 108 109 110 111 112 113 116 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141
Description NEWS_DISSEMINATION RELATED_SEC_NEWS_DISSEMINATION SECURITY_NEWS_PENDING CLOSED_MARKET_MAKER ADDITIONAL_INFORMATION NEWS_PENDING RELATED_SEC_INFORMATION DUE_TO_RELATED_SECURITY RESUME IN_VIEW_OF_COMMON EQUIPMENT_CHANGEOVER NO_MARKET_MAKERS ISSUE_BEING_DELETED NO_CURRENT_SEC_FILINGS QUOTATION_CANCELLED NON_COMPLIANCE OPERATIONAL_HALT SEC_SUSPENSION HALT_OTHER_REASON ETRAORDINARY_ACTIVITY HALT_ETF NASDAQ_REQUESTED REGULATORY_CONCERN IPO_NOT_YET_TRADING CORPORATE_ACTION NEW_ISSUE_AVAILABLE ISSUE_AVAILABLE QUALIFICATION_RESOLVED_RESUME FILLING_SATISFIED_RESUME NEWS_NOT_FORTHCOMING_RESUME REASON_NOT_AVAILABLE NEWS_AND_RESUMPTION_TIMES IPO_RELEASED_FOR_QUOTATION IPO_POS_WINDOW_EXTENSION SUB_PENNY_TRADING VOLATILITY_PAUSE
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(23)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Chapter 4 Security Layouts This table provides a mapping for each security type supported and the fields that can be populated for each record. Every field will not be populated for each security type.
RETRANS
7
PRODUCT
8
DISP_ID
9
LAYOUT
10
SYMBOL
11
REQ_SYM
12
COMPOSITE_EXCHANGE
100
Mutual Fund
6
Int’l Options
EXCHANGE
US Options
5
Pink Sheet OTC
TSTAMP
LME Index
4
Int'l Futures
FEED_ID
US Futures
3
Indices
SEQUENCE
Trace Bond
2
Non-US Equity
MSG_TYPE
CAN Equity
1
LON Equity
RESERVED
USA Equity
0
FX Data
The following tables describe the different field layouts based on the type of security:
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X X
X
X
X
X
X
X
X
X
X
X
X
X
X
Xd
X
X
X
X
X
X
X
X
X
X
X
X
X
X
BID_1
X
X
X
X
X
X
X
X
X
X
X
101
BID_DATE_1
Xe
Xe
Xe
Xe
Xe
Xe
X
X
102
BID_TIME_1
X
X
X
X
X
X
X
Xe
X
X
X
104
BID_VOL_1
X
X
X
X
X
X
X
X
X
X
105
BID_COND_1
106
BID_TICK_1
X
107
BID_EXCH_1
X
X
X
110
BID_CLOSE
111
BID_CLOSE_DATE
112
BID_CLOSE_TIME
190
BID_CHG
191
BID_PCT_CHG
192
BID_POINTS_1
200
ASK_1
X
X
X
X
X
201
ASK_DATE_1
Xe
Xe
Xe
X
X
202
ASK_TIME_1
X
X
X
X
X
www.FactSet.com
X X
X
Xe
X
X
X
X
Xe
Xe
Xe
X
X
X
X
(24)
X X
X X
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
X
Pink Sheet OTC
US Options
Int’l Options
X
X
X
X
X
X
204
ASK_VOL_1
205
ASK_COND_1
206
ASK_TICK_1
207
ASK_EXCH_1
210
ASK_CLOSE
211
ASK_CLOSE_DATE
212
ASK_CLOSE_TIME
290
ASK_CHG
291
ASK_PCT_CHG
292
ASK_POINTS_1
293
QUOTE_COND
297
QUOTE_DATE
298
QUOTE_TIME
300
LAST_1
X
X
X
X
X
X
X
X
X
301
LAST_DATE_1
X
X
X
X
X
X
X
X
302
LAST_TIME_1
X
X
X
X
X
X
X
304
LAST_VOL_1
X
X
X
X
X
305
LAST_COND_1
X
X
X
X
X
306
LAST_TICK_1
X
X
X
X
X
307
LAST_EXCH_1
310
CLOSE_1
311
CLOSE_1_DATE
312
CLOSE_1_TIME
314
CLOSE_2
315
CLOSE_2_DATE
316
CLOSE_2_TIME
320
SETTLE
321
SETTLE_DATE
322
SETTLE_TIME
390
X X
X
Mutual Fund
LME Index
X
Int'l Futures
Non-US Equity
X
US Futures
CAN Equity
X
Indices
LON Equity
X
Trace Bond
USA Equity
FX Data
Data Service Specification
X
X
X
Xe
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Xe
X
X
Xd
X
X
Xd
Xe
X
X
Xd
Xd
X
X
X
X
X
X
X
X
LAST_CHG
X
X
391
LAST_PCT_CHG
X
X
400
LAST_UNOFF_1
X
X
X
X
X
Xd
X
X
401
LAST_UNOFF_DATE_1
X
X
X
X
X
Xd
X
Xd
402
LAST_UNOFF_TIME_1
X
X
X
X
X
X
X
www.FactSet.com
X
X
X X
X
X
X
X
X X
X
(25)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
X
Xd
Xd
X
Xd
X
X
X
X
405
LAST_UNOFF_COND_1
X
X
X
X
406
LAST_UNOFF_TICK_1
407
LAST_UNOFF_EXCH_1
X
408
LAST_UNOFF_CUM_VOL
X
410
LAST_PREMKT_1
Xe
Xe
412
LAST_PREMKT_TIME_1
Xe
Xe
414
LAST_PREMKT_VOL_1
Xe
Xe
418
LAST_PREMKT_CUM_VOL
Xe
Xe
420
LAST_POSTMKT_1
Xe
Xe
422
LAST_POSTMKT_TIME_1
Xe
Xe
424
LAST_POSTMKT_VOL_1
Xe
Xe
428
LAST_POSTMKT_CUM_VOL
Xe
Xe
438
OFFBOOK_CUM_VOL
Xe
490
LAST_UNOFF_CHG
491
LAST_UNOFF_PCT_CHG
500
MID_1
501
MID_DATE_1
502
X
X
Indices
X
X
Xe
Xe
Xe
Xe
X
X
X
MID_TIME_1
Xe
X
X
X
503
MID_HIGH_1
Xe
Xe
X
X
504
MID_LOW_1
Xe
Xe
X
X
601
CUM_VOL
X
X
X
X
X
602
TURNOVER
X
X
X
X
X
Xd
603
VWAP
X
X
X
X
X
Xd
X
604
TRD_CNT
X
X
X
X
X
X
X
605
BLK_TRD_CNT
X
X
Xe
X
606
BLK_CUM_VOL
X
X
Xe
X
607
OPEN_INTEREST
X
608
RESUME_1
X
609
RESUME_2
X
610
PREV_CLOSE
X
X
X
X
X
611
PREV_CLOSE_DATE
X
X
X
X
X
612
PREV_CLOSE_TIME
614
PREV_BID_CLOSE
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(26)
Mutual Fund
Xd
LAST_UNOFF_VOL_1
Int’l Options
Pink Sheet OTC
Xd
404
US Options
LME Index
Int'l Futures
US Futures
X
Trace Bond
Xd
Non-US Equity
Xd
CAN Equity
X
LON Equity
Xd
USA Equity
FX Data
Data Service Specification
Xe
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
X
Xd
X
X
X
Xe
Xe
X
X
Xe
X
Xe
Xe
X
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
X
622
PREV_SETTLE_TIME
710
OPEN_1
X
X
X
X
X
X
711
OPEN_1_DATE
712
OPEN_1_TIME
713
OPEN_2
714
OPEN_2_DATE
715
OPEN_2_TIME
720
HIGH_1
X
X
X
X
X
X
721
HIGH_1_DATE
722
Xe
Xe
Xe
Xe
X
X
X
X
X
X
Xe
Xe
Xe
Xe
X
X
Xe
Xe
Xe
Xe
X
X
X
X
X
X
Xd
X X
X
X
X
X
X
X
HIGH_1_TIME
Xe
Xe
Xe
X
Xe
X
723
LOW_1
X
X
X
X
X
X
724
LOW_1_DATE
725
LOW_1_TIME
X
Xe
Xe
X
Xe
X
726
UNCROSSING_COND
X
727
UNCROSSING_PRICE
X
728
UNCROSSING_VOL
X
729
VENUE
730
BUY_ID
731
SELL_ID
751
AUTO_CUM_VOL
Xe
752
AUTO_TRADE_QUANTITY
Xe
753
BUY_PERCENTAGE
Xe
754
SELL_PERCENTAGE
Xe
755
TOTAL_BUY_VOL
Xe
756
TOTAL_SELL_VOL
Xe
757
EX_DATE_STATUS
758
PRICING_METHOD
2024
SECURITY_TYPE
X
X
Xe
2025
SECURITY_SUB_TYPE
2026
ISIN
www.FactSet.com
X
Mutual Fund
X
Int’l Options
PREV_SETTLE_DATE
US Options
621
Pink Sheet OTC
X
LME Index
Int'l Futures
X
Indices
PREV_SETTLE
Trace Bond
620
Non-US Equity
PREV_BID_CLOSE_TIME
CAN Equity
616
LON Equity
PREV_BID_CLOSE_DATE
USA Equity
615
FX Data
US Futures
Data Service Specification
Xe
X
X
Xe
Xe Xe
X
X X
(27)
X
Xe
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Xe
CUSIP
2029
DESCRIPTION
2030
EPS
2031
SHARES_OUTSTANDING
2032
PRICE_CURRENCY
2033
FUND_CURRENCY
2034
SECURITY_STATUS
2035
EXPIRATION_DATE
2036
EXPIRATION_TIME
2037
GMT_OFFSET
2038
MARKET_SEGMENT
X
2039
MARKET_SECTOR
X
2040
PERIOD
2041
COUNTRY_CODE
2042
FINANCIAL_STATUS
2043
FACTSET_INDUSTRY
2044
FACTSET_SECTOR
2045
HALT_INFO
2050
DIVIDEND
2051
DIVIDEND_YIELD
2573
AVG_30DAY_VOL
X
X
X
X
Xd
Xd
Xd
Xd
X
2574
AVG_5DAY_VOL
X
X
X
X
Xd
Xd
Xd
Xd
X
2600
Xe
X
X
X
X
X
X
X
X
X
X
X
X
Xd
Xd
Xd
Xd
X
X
X
X
X
X
X
X
X
X
X
X
X
Xe
X
X
X
X X
X
X
CONTRACT_SIZE
X
X
2601
STRIKE_PRICE
X
X
2602
CONTRACT_HIGH
X
X
X
X
2603
CONTRACT_LOW
X
X
X
X
2604
MID_CLOSE
X
X
2605
MID_NET_CHANGE
X
X
2606
PUT_CALL
Xe
Xe
2607
SETTLEMENT_INDICATOR
Xe
X
2608
UNDERLYING_SECURITY
Xe
Xe
2613
PRICE_CALC_RULE
Xe
Xe
2614
EXPIRATION_DAYS_TO
Xe
Xe
2701
HIGH_YIELD
www.FactSet.com
X
X
X
X
X
X
X
X
X
X
X
X
X
X X
X
Xe
Xe
X
(28)
X Xd
X
X
X
Mutual Fund
Int’l Options
X
X
X
Xd
US Options
Pink Sheet OTC
X
LME Index
US Futures
X
Int'l Futures
Indices
Non-US Equity
X
2027
X
X
Trace Bond
X
CAN Equity
LON Equity
USA Equity
FX Data
Data Service Specification
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Xd
2702
LOW_YIELD
X
2703
CURRENT_YIELD
X
2704
COMMISSION
2705
CLOSE_YIELD
X
2706
SELLER_DAYS
X
2707
SPECIAL_PRICE_INDICATOR
2708
VOLUME_INDICATOR
2709
TRADE_CONDITION
2710
ISSUE_DATE
X
2711
COUPON_RATE
X
2712
REPORTING_SIDE
X
2713
EXCH_HIGH_VOL
2714
EXCH_LOW_VOL
Xe
X
Xe
Xe
Xe
Footnotes: e - Only available in the Enterprise DataFeed d - Only available in the FactSet DataLink
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(29)
Mutual Fund Xd
X Xe
Int’l Options
US Options
Pink Sheet OTC
LME Index
Int'l Futures
US Futures
Indices
Trace Bond
Non-US Equity
CAN Equity
LON Equity
USA Equity
FX Data
Data Service Specification
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Chapter 5 FactSet Symbology 5.1 Introduction FactSet Symbology is built on the premise that a unique identifier can be created with the combination of a local ticker code and a FactSet Exchange Code (e.g., VOD-LON). The local ticker identifies the security and the FactSet Exchange Code identifies the exchange where the ticker trades.
5.2 Real-Time and Delayed Data FactSet also supports explicit requests for real-time and delayed data.
If :R is appended to the ticker real-time access is requested (e.g., FDS-USA:R). If :D is appended to the ticker delayed access is requested (e.g., FDS-USA:D).
5.2.1 Additional Feature of the Snapshot Service In the Streaming service, any explicit request for FDS-USA:R will return N/A if the datafeed does not have real-time permission for the NYSE. The same behavior exists for Workstation service. However, in the Snapshot service, if a generic request fails, the service will attempt to request the delayed data if the user is not entitled to real-time data. Requests without :R or :D will first try real-time, and then try delayed if real-time is not entitled. The Streaming service will default to a real time request when a delayed request has not been specified.
5.3 Other Identifier Formats CUSIPs, SEDOLs and ISINs are also allowable identifiers. FactSet maintains the relationships between local tickers, CUSIPs, SEDOLs and ISINs. CUSIPs, SEDOLs and ISINs can be requested without a FactSet exchange code. SEDOLs and ISINs will be defaulted to the primary exchange that FactSet maintains for the security. CUSIPs without an exchange will default to the US record.
5.4 Futures Identifiers The symbology for futures contracts is: Root + 1-letter month code + 2-digit year code + FactSet Exchange Code For example, CCU06-NYF represents a contract for cocoa (CC), expiring in September (U) of 2006 (06), and trading on the ICE Futures U.S. exchange.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification FactSet Symbology
Month
F
January
G
February
H
March
J
April
K
May
M
June
N
July
Q
August
U
September
V
October
X
November
Z
December
FactSet Symbology
Year
06
2006
07
2007
08
2008
nn
20nn
Additional examples:
SPU06-CME represents the day session of the S&P 500 index future contract that trades on the Chicago Mercantile Exchange and expires in September of 2006. CLZ07-USA represents the composite record (combines the day and night sessions of the NYM and NYME) for the contract for Light Crude Oil, expiring in December of 2007.
5.4.1 Timed Identifiers Timed identifiers are an alias to return the near term contract for a particular future. For example, SP.1 retrieves the contract that is currently trading but closest to expiration. SP.2 retrieves the second contract closest to expiration.
5.4.2 Continuous Identifiers Continuous futures are constructed by archiving the price of individual futures contracts into one continuous series of prices. Since continuous futures do not expire, they are easily charted over historical periods of time. The identifier for a continuous future is root00, where root is the contract root. For example, SP00 represents the continuous futures contract symbol for S&P 500. The current underlying contract for a continuous futures will rollover based on open interest and previous cumulative volume. Sometime before the current continuous contract expires, the open interest and previous cumulative volume for the current and next five contracts are compared. If a new contract has the highest open interest and previous cumulative volume, it will become the continuous contract; otherwise the current contract does not change.
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification This process is repeated until a new contract has the highest open interest and previous cumulative volume, or until the current contract expires. At which point the new contract with the highest open interest becomes the continuous contract. If two or more contracts have the same open interest, then the one with the highest previous cumulative volume becomes the continuous contract. The continuous futures for some of the major equity index futures do not follow this methodology. Instead of comparing open interest and previous cumulative volume, these continuous futures will roll to the new contract eight calendar days before the expiration of the current continuous contract. The continuous index futures that follow this methodology are:
SP00 - S&P 500 ES00 - E-Mini S&P 500 ND00 - NASDAQ 100 NQ00 - E-Mini NASDAQ 100 DJ00 - Dow Jones Industrial Average YM00 - E-Mini Dow DD00 - Big Dow
5.5 FactSet Exchanges FactSet uses the term exchange, not just in regards to the regulated markets, such as the London Stock Exchange, but for any entity that can distribute market data. So, FactSet Exchanges can be various reporting venues. The following table is the list of FactSet Exchange Codes. SYMBOL
NAME
SNAME
REGION
ADF ADF ADS AMM AMS ASE ASX ASXP ATH ATS BAH BAR BATE BATO BATS BATY BBA BER
Alternate Display Facility FINRA ADF Abu Dhabi Securities Exchange Amman Stock Exchange Euronext Amsterdam NYSE AMEX ASX ASX PureMatch Athens Exchange Alpha Trading Systems Bahrain Bourse Barcelona Stock Exchange BATS Europe BATS Options Market BATS Exchange BATS Y-Exchange British Banker's Association Berlin Stock Exchange
NASDAQ ADF FINRA ADF Abu Dhabi Amman Euronext Amsterdam NYSE AMEX ASX ASX PureMatch Athens Alpha Bahrain Barcelona BATS Europe BATS Options BATS BATS Y BBA Berlin
US US AE JO NL US AU AU GR CA BH ES GB US US US GB DE
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification SYMBOL
NAME
SNAME
REGION
BGX BIL BKF BKK BLX BMF BOAT BOM BOS BOTC BOX BRU BSE BSP BTSR BUD BUE C2O CAI CAN CAR CBF CBO CBT CBTE CHI CHIC CHIX CIS CME CMEE CNQ COTC CSE CYS DFM DJX DMI DOTC DSMD DUB
Barclay Capital Indices (Client) Bilboa Stock Exchange Bangkok Foreign Board Thailand Stock Exchange OMX Baltic Indices BM&F Bovespa MarkIt BOAT BSE India NASDAQ OMX BX Budapest OTC Trade Reporting Boston Options Exchange Euronext Brussels Bucharest Stock Exchange Sao Paulo Stock Exchange BATS US Direct Budapest Stock Exchange Buenos Aires Stock Exchange C2 Options Exchange Egyptian Exchange Canadian Consolidated Pricing Caracas Stock Exchange CBOE Futures Exchange Chicago Board of Options Exchange Chicago Board of Trade Chicago Board of Trade Electronic Chicago Stock Exchange CHI-X Canada ATS CHI-X Europe National Stock Exchange Chicago Mercantile Exchange Chicago Mercantile Exchange Electronic Canadian National Stock Exchange CHI-X OTC Trade Reporting OMX Nordic Copenhagen Cyprus Stock Exchange Dubai Financial Market Dow Jones Indices Italian Derivatives Market Deutsche Boerse OTC Trade Reporting Qatar Exchange Irish Stock Exchange
Barclay Capital Indices
US ES TH TH EUI BR EU IN US EU US BE RO BR US HU AR US EG CA VE USF US USF USF US CA GB US USF USF CA EU DK CY AE NRC IT EU QA IE
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(33)
Thailand OMX Baltic Indices BM&F BOAT BSE India NASDAQ OMX BX Budapest OTC Boston Options Euronext Brussels Bucharest Spot Sao Paulo BATS US Budapest Buenos Aires C2 Egypt Canada CBOE Futures CBOE CBOT CBTE Chicago CHI-X Canada CHI-X Europe National CME CMEE CNQ CHI-X OTC OMX Nordic Copenhagen Cyprus Dubai Dow Jones Indices Italian Derivatives German OTC Qatar Dublin
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification SYMBOL
NAME
SNAME
REGION
DUMX DUS EDGA EDGX EEE EMTF ENX EQT ETI ETR EUR FDS FKA FRA FTX FX1 GIF HAM HAN HEL HKF HKFD HKFE HKG HKX HOTC ICE ICX IEPA IOTC ISE IST JAS JKT JSD JSE KBT KBTE KLS KRX KUW
Dubai Mercantile Exchange Duesseldorf Stock Exchange EDGA Exchange EDGX Exchange European Energy Exchange Euro MTF Euronext Indices Equiduct XETRA International Market XETRA Eurex FactSet Specific Symbology Fukuoka Stock Exchange Frankfurt Stock Exchange FTSE Indices Exchange Rates NYSE Global Index Feed Hamburg Stock Exchange Hannover Stock Exchange OMX Nordic Helsinki Hong Kong Futures Exchange Hong Kong Futures Day Hong Kong Futures Second Session Hong Kong Stock Exchange Hang Seng Indices Athens OTC OMX Nordic Iceland Instinet Canada Cross ICE Futures Europe Ireland OTC Trade Reporting International Securities Exchange Istanbul Stock Exchange JASDAQ Indonesia Exchange Japan Securities Dealers Assoc JSE Securities Exchange Kansas City Board of Trade Kansas City Board of Trade Electronic Malaysian Stock Exchange Korea Exchange Kuwait Stock Exchange
Dubai Mercantile Duesseldorf EDGA EDGX EEX Euro MTF Euronext Indices Equiduct XETRA Intl XETRA Eurex FDS Fukuoka Frankfurt FTSE Indices FX NYSE Global Index Hamburg Hannover OMX Nordic Helsinki
AE DE US US DE LU EUI DE DE DE DE NRC JP DE GB NRC
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(34)
HKF Day HKF Second Session Hong Kong Hang Seng Athens OTC OMX Nordic Iceland Instinet Canada Cross ICE Futures Europe Ireland OTC ISE Istanbul JASDAQ Indonesia Japan OTC JSE Kansas City KBTE Malaysia Korea Kuwait
DE DE FI HK HK HK HK HK GR IS CA GB EU US TR JP ID JP ZA USF USF MY KR KW
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification SYMBOL
NAME
SNAME
REGION
LDN LICA LIF LIM LIS LIT LME LMEE LON LOTC LUX MAC MAD MCE MEF MEX MIC MIL MOD MOT MOTC MRV MSRB MSX MUN MUS NAS NASQ NGO NKX NLI NOTC NSE NYF NYFE NYM NYME NYS NZE OME OMGA
Euronext London Liquidnet Canada NYSE LIFFE Lima Stock Exchange Euronext Lisbon OMX Baltic Vilnius London Metals Exchange London Metals Exchange Electronic London Stock Exchange London Stock Exchange OTC Trade Reporting Luxembourg Stock Exchange MidAmerica Commodities Exchange Madrid Stock Exchange Spanish Markets MEFF Deravitives Mexican Stock Exchange MICEX-RTS Milan Stock Exchange Montreal Exchange Italian Fixed Income Milan Stock Exchange OTC Trade Reporting MEFF Deravitives Municipal Securities Rulemaking Board MSCI Real Time Indices Munich Stock Exchange Muscat Securities Market NASDAQ NASDAQ Basic Nagoya Stock Exchange Nikkei Indices NYSE LIFFE Norway OTC Trade Reporting National Stock Exchange of India ICE Futures US ICE Futures US Electronic New York Mercantile Exchange New York Mercantile Exchange Electronic New York Stock Exchange New Zealand Exchange OMX Nordic Stockholm Omega ATS
Euronext London Liquidnet Canada NYSE LIFFE Lima Euronext Lisbon OMX Baltic Vilnius LME LMEE London London OTC Luxembourg
GB CA GB PE PT LT GB GB GB EU LU US ES ES ES MX RU IT CA IT EU ES US NRC DE OM US US JP JP USF EU IN USF USF USF USF US NZ SE CA
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(35)
Spain MEFF Deravitives Mexico MICEX-RTS Milan Montreal Milan Bonds Milan OTC MEFF Deravitives MSRB MSCI Munich Oman NASDAQ NASDAQ Basic Nagoya Nikkei NYSE LIFFE Norway OTC NSE India ICE Futures US ICE Futures US NYMEX NYMEX Electronic New York New Zealand OMX Nordic Stockholm Omega
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification SYMBOL
NAME
SNAME
REGION
OMX OSE OSL OTC PAR PHL PHLX PHS PINQ PLU POTC PRA PSE PURE QOTC RIS ROCO
OMX Nordic Indices Osaka Securities Exchange Olso Exchange TRACE Bonds Euronext Paris NASDAQ OMX PSX NASDAQ OMX PHLX Philippine Stock Exchange Pink OTC Markets PLUS Markets PLUS Markets OTC Trade Reporting Prague Stock Exchange NYSE ARCA PURE Trading Equiduct OTC Trade Reporting OMX Baltic Riga GreTai Securities Market
OMX Nordic Indices Osaka Oslo
EUI JP NO FR US US PH US GB EU CZ US CA EU LV TW
RUE
RTS Standard Evening Session
RUS SAF SAP SAU SES SFE SFED SFEE SGO SHE SHG SIGX SIM SIMD
MICEX-RTS SAFEX Sapporo Securities Exchange Saudi Stock Exchange Singapore Exchange ASX24 Futures ASX24 Day ASX24 Evening Santiago Stock Exchange Shenzhen Stock Exchange Shanghai Stock Exchange Sigma X Canada Singapore Exchange Derivatives Singapore Derivatives Day Session
SIME
Singapore Derivatives Evening Session
SOTC SPX STU STX SWX TAE TAI
OMX OTC Publication Venue S&P Indices Stuttgart Stock Exchange STOXX Indices SIX Swiss Exchange Tel Aviv Stock Exchange Taiwan Stock Exchange
Euronext Paris NASDAQ OMX PSX NASDAQ OMX PHLX Phillipines Pink Sheets PLUS PLUS OTC Prague NYSE ARCA PURE Equiduct OTC OMX Baltic Riga GreTai RTS Standard Evening Session MICEX-RTS SAFEX Sapporo Saudi Arabia Singapore ASX24 ASX24 Day ASX24 Evening Santiago Shenzhen Shanghai Sigma X Canada Singapore Derivatives Singapore Derivatives Day Singapore Derivatives Evening OMX OTC S&P Indices Stuttgart STOXX SIX Swiss Tel Aviv Taiwan
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(36)
RU RU ZA JP SA SG AU AU AU CL CN CN CA SG SG SG SE US DE EUI CH IL TW
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification SYMBOL
NAME
SNAME
REGION
TAL TFEX TKS TKSE TMSX TOTC TRQX TSE TSX TU1 TU2 TU5 TU6 TU7 UAX UOTC USA VAL VOTC WAR WBO WOTC XEX
OMX Baltic Tallinn Thailand Futures Exchange Tokyo Stock Exchange Tokyo Evening Session TMX Select Turquoise OTC Trade Reporting Turquoise Toronto Stock Exchange TSX Ventures Exchange Tullett Prebon TreasuryMarker Tullett Prebon MoneyMarker Tullett IBOR Rates Tullett Eastern Europe Tullett SwapMarker Ukranian Exchange Euronext OTC Trade Reporting US Consolidated Pricing Valencia Stock Exchange Virt-X Warsaw Stock Exchange Vienna Stock Exchange Vienna Stock Exchange OTC Trade Reporiting XETRA ETFs and Indices
OMX Baltic Tallinn Thailand Futures Tokyo Tokyo Evening TMX Select Turquoise OTC Turquoise Toronto TSX Ventures TreasuryMarker MoneyMarker IBOR Tullett Eastern Europe SwapMarker Ukrainian Exchange Euronext OTC US Composite
EE TH JP JP CA EU GB CA CA NRC NRC NRC NRC NRC UA EU US ES EU PL AT EU DE
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(37)
Warsaw Vienna Vienna OTC XETRA Indices
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Appendix Appendix A: ISO 8859-1 Table Char Code Name
Description
Char Code Name
Description
32
-
Normal space
48
-
Digit 0
33
-
Exclamation
49
-
Digit 1
34
quot
Double quote
50
-
Digit 2
35
-
Hash
51
-
Digit 3
36
-
Dollar
52
-
Digit 4
37
-
Percent
53
-
Digit 5
38
amp
Ampersand
54
-
Digit 6
39
-
Apostrophe
55
-
Digit 7
40
-
Open bracket
56
-
Digit 8
41
-
Close bracket
57
-
Digit 9
42
-
Asterisk
58
-
Colon
43
-
Plus sign
59
-
Semicolon
44
-
Comma
60
lt
Less than
45
-
Minus sign
61
-
Equals
46
-
Period
62
gt
Greater than
47
-
Forward slash
63
-
Question mark
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(38)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification ISO 8859-1 Table (continued)
Char Code Name Description
www.FactSet.com
Char Code Name
Description
64
-
At sign
80
-
P
65
-
A
81
-
Q
66
-
B
82
-
R
67
-
C
83
-
S
68
-
D
84
-
T
69
-
E
85
-
U
70
-
F
86
-
V
71
-
G
87
-
W
72
-
H
88
-
X
73
-
I
89
-
Y
74
-
J
90
-
Z
75
-
K
91
-
Open square bracket
76
-
L
92
-
Backslash
77
-
M
93
-
Close square bracket
78
-
N
94
-
Caret
79
-
O
95
-
Underscore
(39)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification ISO 8859-1 Table (continued) Char Code Name
Description
Char Code Name
Description
96
-
Grave accent
112
-
p
97
-
a
113
-
q
98
-
b
114
-
r
99
-
c
115
-
s
100
-
d
116
-
t
101
-
e
117
-
u
102
-
f
118
-
v
103
-
g
119
-
w
104
-
h
120
-
x
105
-
i
121
-
y
106
-
j
122
-
z
107
-
k
123
-
Left brace
108
-
l
124
-
Vertical bar
109
-
m
125
-
Right brace
110
-
n
126
-
Tilde
111
-
o
127
-
(Unused)
www.FactSet.com
(40)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification ISO 8859-1 Table (continued) Char Code
Name
Description
160
nbsp
Non-breaking space
161
iexcl
Inverted exclamation
Char Code
Name
Description
176
deg
Degree sign
177
plusmn
Plus-minus sign
178
sup2
Superscript 2
179
sup3
Superscript 3
180
acute
Spacing acute
181
micro
Micro sign
182
para
Paragraph sign
183
middot
Middle dot
184
cedil
Spacing cedilla
162
cent
Cent sign
163
pound
Pound sign
164
curren
Currency sign
165
yen
Yen sign
166
brvbar
Broken bar
167
sect
Section sign
168
uml
Umlaut or diaeresis
185
sup1
Superscript 1
169
copy
Copyright sign
186
ordm
Masculine ordinal
170
ordf
Feminine ordinal
187
raquo
Right angle quotes
171
laquo
Left angle quotes
188
frac14
One quarter
172
not
Logical not sign
189
frac12
One half
173
shy
Soft hyphen
190
frac34
Three quarters
174
reg
Registered trademark
191
iquest
Inverted question mark
175
macr
Spacing macron
www.FactSet.com
(41)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification ISO 8859-1 Table (continued)
Char Code
Name
Description
192
Agrave
A grave
193
Aacute
194
Name
Description
208
ETH
ETH
A acute
209
Ntilde
N tilde
Acirc
A circumflex
210
Ograve
O grave
195
Atilde
A tilde
211
Oacute
O acute
196
Auml
A umlaut
212
Ocirc
O circumflex
197
Aring
A ring
213
Otilde
O tilde
198
AElig
AE ligature
214
Ouml
O umlaut
199
Ccedil
C cedilla
215
times
Multiplication sign
200
Egrave
E grave
216
Oslash
O slash
201
Eacute
E acute
217
Ugrave
U grave
202
Ecirc
E circumflex
218
Uacute
U acute
203
Euml
E umlaut
219
Ucirc
U circumflex
204
Igrave
I grave
220
Uuml
U umlaut
205
Iacute
I acute
221
Yacute
Y acute
206
Icirc
I circumflex
222
THORN
THORN
207
Iuml
I umlaut
223
szlig
sharp s
www.FactSet.com
Char Code
(42)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification ISO 8859-1 Table (continued)
Char Code
www.FactSet.com
Name
Description
224
agrave
a grave
225
aacute
226
Name
Description
240
eth
eth
a acute
241
ntilde
n tilde
acirc
a circumflex
242
ograve
o grave
227
atilde
a tilde
243
oacute
o acute
228
auml
a umlaut
244
ocirc
o circumflex
229
aring
a ring
245
otilde
o tilde
230
aelig
ae ligature
246
ouml
o umlaut
231
ccedil
c cedilla
247
divide division sign
232
egrave
e grave
248
oslash
o slash
233
eacute
e acute
249
ugrave
u grave
234
ecirc
e circumflex
250
uacute
u acute
235
euml
e umlaut
251
ucirc
u circumflex
236
igrave
i grave
252
uuml
u umlaut
237
iacute
i acute
253
yacute
y acute
238
icirc
i circumflex
254
thorn
thorn
239
iuml
i umlaut
255
yuml
y umlaut
(43)
Char Code
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Appendix B: FactSet Exchange Table, Grouped by Country Exchange Code-ISO MIC-Region Mapping Exch Code
148 149
ISO Region Delay Global Data Forex FOREX Contributed FOREX Calculated
FX1 FX1
15 15
10001 10072 10111 10107 10108 10112 12164 12178
Government Benchmarks Tullett Sourced Data Tullett MoneyMarker Tullett IBOR Rates Tullett Global Benchmarks RT Tullett TreasuryMarker RT Tullett MoneyMarker Rates RT Tullett Eastern Europe Tullett SwapMarker
TU1 TU2 TU5 TU1 TU1 TU2 TU6 TU7
30
310 353 806 222 585 586 587 588 580 581 583 595 596 598 10068 10103 10104 10059
Indices Dow Jones Indices Dow Jones STOXX Indices Dow Jones Wilshire Indices FTSE Indices GBP FTSE Indices EUR FTSE Indices LOCAL FTSE Indices USD FTSE Indices JPY FTSE Indices Singapore FTSE Indices China FTSE Indices Taiwan FTSE Indices Thailand FTSE Indices Dubai (Gulf Standard Time) FTSE Indices Kuwait (Arabian Standard Time) FTSE Indices JSE FTSE Indices Malaysia FTSE Real Time Total Return Index MSCI Indices
DJX STX DJX FTX FTX FTX FTX FTX FTX FTX FTX FTX FTX FTX FTX FTX FTX MSX
US EURO US GB
Futures / Spot Prices ICE Limited - Futures European Climate Exchange
IEPA IEPA
UK UK
801 809
www.FactSet.com
(44)
30
US JP SG CN TW TH AT KW ZA MY
15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 240
10 10
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 10000 10003 12110
11099 11100 10050 10113 10114 10115 10052 10069 10070 11101 11102 11104 11108 11103 11106 11010 11011 10075 10096 11009
12145 10064 11100 10050 11101 2705 2706 13000 10060 12171 12172 12173
www.FactSet.com
Other FactSet Specific Symbology (Cash ISOs) Municipal Market Advisors Municipal Securities Rulemaking Board North America United States US Composite - includes indices New York Stock Exchange NASDAQ NASDAQ Basic NASDAQ NASDAQ Basic NYSE NASDAQ Basic AMEX NASDAQ ADF NASD TRF National TRF American Stock Exchange Boston Stock Exchange Chicago Stock Exchange Cincinnati Stock Exchange/Island ECN Philadelphia Stock Exchange Pacific Stock Exchange Direct Edge A Direct Edge X BATS Exchange BATS US Direct BATS Y-Exchange United States - Indices Russell Indices S&P Indices New York Stock Exchange - Indices NASDAQ - Indices American Stock Exchange - Indices Dow Jones Indices (EUR) Dow Jones Indices (LOCAL) Barclays Indices Philadelphia Board of Trade - Indices New York Stock Exchange - Global Index Feed - USA New York Stock Exchange - Global Index Feed - PSE New York Stock Exchange - Global Index Feed - GIF
(45)
FDS FDS MSRB
USA NYS NAS NASQ NASQ NASQ ADF ADF ADF ASE BOS CHI CIS PHL PSE EDGA EDGX BATS BTSR BATY
US US US US US US US US US US US US US US US US US US US US
RUS SPX NYS NAS ASE DJX DJX BGX PHL USA PSE GIF
US US US US US US US US US US US US
15 15 15
15 15 15 15 15 15 15 15 15 15 15 15 15
15 15 15 15 15 15 20 15 15 15
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 10002 11006 11007 10051 10071
United States - Over the Counter NASD Bond Trace NASD OTC Bulletin Board NASD OTC NASD OTC MarketStats PinkSheets - OTC (raw pinksheets only)
OTC OTC OTC OTC PINQ
US US US US US
240 15 15 15
12146 61 584 63 822 578 12175 12179 12177 12149 12176 12182 10089 10091 10093 10095
Canada Canadian Consolidated Pricing Toronto Stock Exchange Toronto Stock Exchange USD Securities TSX Venture Exchange TSX Venture Exchange USD Securities Nex Board Canadian National Stock Exchange Sigma X Canada Instinet Canada Cross Liquidnet Canada TMX Select TMX Indices Canada CDF Omega Canada CDF CHI-X Canada CDF Pure Canada CDF Alpha
CAN TSE TSE TSX TSX TSX CNQ SIGX ICX LICA TMSX TSE OMGA CHIC PURE ATS
CA CA CA CA CA CA CA CA CA CA CA CA CA CA CA CA
15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15
11101 10055 11008 11103 11106 10053 10056 11012 78
U.S. Options American Stock Options Exchange International Securities Exchange Boston Options Exchange Philadelphia Options Exchange Pacific Stock Exchange, Options Chicago Board of Options Exchange Chicago Board of Options C2 Options Exchange BATS Options NASDAQ OMX PHLX
ASE ISE BOX PHL PSE CBO C2O BATO PHLX
US US US US US US US US US
15 15 15 15 15 15 15 15 15
10055 10053
U.S. Options - Indices International Securities Exchange - Indices Chicago Board Options Exchange - Indices
ISE CBO
US US
15 15
151 788 152 152
North American Futures Chicago Board of Trade Chicago Board of Trade (Electronic Session) Chicago Mercantile Exchange (Pit Prices) Chicago Mercantile Exchange S&P Indices
CBT CBTE CME CME
US US US US
10 10 10 10
www.FactSet.com
(46)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 12166 235 154 135 153 7 160 8 12167 12168 11124 786 155 805 593 92 157
CMEE CMEE NYF NYFE NYM NYME NYM NYME NYME NYME NYFE NLI KBT KBTE CBF MOD MAC
US US US US US US US US US US US US US US US CA US
10 10 30 30 30 30 30 30 30 30 30 10 10 10 10 15
83 854 147
South America Brazil Bolsa De Valores De Sao Paulo Sao Paulo Stock Exchange - Options Brazilian Mercantile & Futures Exchange
BSP BSP BMF
BR BR BR
15 15 15
80
Mexico Bolsa Mexicana De Valores (Mexican Stock Exchange)
MEX
MX
20
82 589 590 591 592
Argentina Buenos Aires Stock Exchange Buenos Aires Stock Exchange - Electronic Trading Options Buenos Aires Stock Exchange - Continuous Session Buenos Aires Stock Exchange - Continuous Session (Cash) Buenos Aires Stock Exchange - Concurrent (Cash)
BUE BUE BUE BUE BUE
AR AR AR AR AR
20 20 20 20 20
84
Chile Santiago Stock Exchange
SGO
CL
20
Peru Lima Stock Exchange
LIM
PE
15
Venezuela Caracas Stock Exchange
CAR
VE
15
10088
88
www.FactSet.com
Chicago Mercantile Exchange Mini Package Chicago Mercantile Exchange (Globex-Extended Session) New York Board of Trade (NYBOT) New York Board of Trade (Night Session) New York Mercantile Exchange COMEX (Day Session) New York Mercantile Exchange COMEX (Night Session) New York Mercantile Exchange ACCESS (Day Session) New York Mercantile Exchange ACCESS (Night Session) New York Mercantile Exchange Energy Mini Package New York Mercantile Exchange Metals Mini Package New York Futures Exchange Financial Futures New York Stock Exchange Liffe Kansas City Board of Trade Kansas City Board of Trade - Electronic CBOE Futures Exchange Montreal Exchange MidAmerica Commodities Exchange
(47)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 36 361 12001 272 507 212 394 709 710 802 816 12141 847 882 257 258 744 10097 699 12012 428
Europe United Kingdom London Stock Exchange (LSE) London Stock Exchange SETS London Stock Exchange ETR - Domestic SEATS London Stock Exchange London International Order Book London Metal Exchange London Metal Exchange Select London Metal Exchange - Steel London Metal Exchange - Steel Select London Metal Exchange - Plastics London Metal Exchange - Plastics Select London Metal Exchange - LBMA Gold Futures Curve Chi-X Chi-X OTC Trades Turquoise - First Listing Turquoise - Second Listing Turquoise OTC Trade Reporting BATS Europe Direct Plus Market Groups - Level 1 Plus Markets - OTC British Bankers Association
LON LON LOTC LON LON LME LMEE LME LMEE LME LMEE LME CHIX COTC TRQX TRQX TOTC BATE PLU POTC BBA
GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB GB
15 15 15 15 15 30 30 30 30 30 30 30 15 15 15 15 15 15 15 15 1440
44 516 528 10098 10105 13 14 15 16 17 18 19 21 377 11123 830 738 739 2795 12011
Germany XETRA XETRA US Stars XETRA European Stars XETRA Indices XETRA International Market Frankfurt Stock Exchange Dusseldorf Stock Exchange Munich Stock Exchange Stuttgart Stock Exchange Hamburg Stock Exchange Berlin Stock Exchange Hannover Stock Exchange Eurex Futures NEWEX Frankfurt NEWEX Frankfurt Deutsche Bourse - XETRA Indices & ETFs Deutsche Borse AG OTC Trades - EUR Deutsche Borse AG OTC Trades - Other currencies Equiduct Equiduct Trading - EOTC
ETR ETR ETR XEX ETI FRA DUS MUN STU HAM BER HAN EUR ETR FRA XEX DOTC DOTC EQT QOTC
DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE DE
15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15 15
www.FactSet.com
(48)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 12165
European Energy Exchange
EEE
DE
PAR AMS BRU LIS LDN ENX UOTC UOTC
FR NL BE PT GB FR NL
15 15 15 15 15 15 15 15
LIF LIF LIF LIF LIF LIF LIF LIF LIF LIF
FR NL BE GB GB GB PT
GB
15 15 15 15 15 15 15 15 15 15
25 38 6 51 12147 399 873 878
Euronext Euronext Paris S.A. Euronext Amsterdam Euronext Brussels Euronext Lisboa Euronext London Euronext Indices Euronext Off-Exchange Trade Reports - Amsterdam Euronext Off-Exchange Trade Reports - Other currencies
26 37 39 211 233 1064 539 396 397 810
Euronext Index & Equity Derivatives Euronext MONEP Euronext Amsterdam Options Euronext Belfox Euronext LIFFE Euronext LIFFE - Fixed Income Derivatives Euronext LIFFE - Japan TOPIXX Index Euronext Lisboa Options Euronext Continental Commodities Euronext Interest Rate Derivatives Euronext UK Commodities Exchange
46 800 865 42 12140 773 774
Italy Mercato Continuo Italia Milan After Hours Trading Milan Italian Derivatives Italian Fixed Income Milan OTC Trades Milan OTC Trades - Other
MIL MIL MIL DMI MOT MOTC MOTC
IT IT IT IT IT IT IT
20 20 15 20 20 15 15
4 349 351 352 393 504 511 512 513 380 12144
Switzerland Swiss Stock Exchange - Zurich Swiss Stock Exchange USD - Stocks Swiss Stock Exchange EUR - Stocks Swiss Stock Exchange JPY - Stocks Swiss Stock Exchange CHF - Funds Swiss Stock Exchange GBP - Stocks Swiss Stock Exchange EUR - Funds Swiss Stock Exchange USD - Funds Swiss Stock Exchange GBP - Funds Swiss Blue Chips SIX Swiss Indices
SWX SWX SWX SWX SWX SWX SWX SWX SWX SWX SWX
CH CH CH CH CH CH CH CH CH CH CH
15 15 15 15 15 15 15 15 15 15 15
www.FactSet.com
(49)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 12014
VOTC
CH
15
54 305 55 56 57 58 126 127
Spain Spanish Exchanges Spanish Markets Madrid Stock Exchange Barcelona Stock Exchange Bilbao Stock Exchange Valencia Stock Exchange Spanish Derivatives Spanish Derivatives
MCE MCE MAD BAR BIL VAL MRV MEF
ES ES ES ES ES ES ES ES
15
50 49 758 759
Austria Vienna Stock Exchange Vienna Indices Wiener Bourse AG OTC Trades - EUR Wiener Bourse AG OTC Trades - USD
WBO WBO WOTC WOTC
AT AT AT AT
15 15 15 15
53 12174 874 875
Sweden OMX Nordic Stockholm OMX Nordic Derivatives Options OMX Exchange-External Trades OMX Exchange-External Trades - Other currencies
OME OMX SOTC SOTC
SE SE SE SE
15 15 15 15
48 841 853 876 877
Norway Oslo Bors Oslo - Bond Market Oslo Bors - Futures and Options Oslo Exchange-External Trades Oslo Exchange-External Trades - Other currencies
OSL OSL OSL NOTC NOTC
NO NO NO NO NO
15 15 15 15 15
12 742
Denmark Copenhagen Stock Exchange OMX Nordic Copenhagen Derivatives
CSE CSE
DK DK
15
40
Finland Helsinki Stock Exchange
HEL
FI
15
370
Iceland OMX Iceland
ICE
IS
15
1033 145 747
Ireland Irish Stock Exchange - Equities and Indices Irish Stock Exchange - Bonds and Funds Irish Stock Exchange OTC Trades - EUR
DUB DUB IOTC
IE IE IE
15 15 15
www.FactSet.com
Virt-X
(50)
15 15 15 15 15 15
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 748 749
IOTC IOTC
IE IE
15 15
ATH ATH ATH HOTC
GR GR GR GR
15 15 15 10
299
Cyprus Cyprus Stock Exchange
CYS
CY
15
243 302 345
Poland Warsaw Stock Exchange Warsaw Off Hours Warsaw Derivatives
WAR WAR WAR
PL PL PL
15 15 15
213 770 12013
Hungary Budapest Stock Exchange Budapest Derivatives Budapest - OTC
BUD BUD BOTC
HU HU HU
15 15 15
Czech Republic Prague Stock Exchange Prague Direct Trades (Block Trades) Prague SPAD
PRA PRA PRA
CZ CZ CZ
15 15 15
Luxembourg Luxembourg Stock Exchange Luxembourg Stock Exchange - Indices Euro MTF
LUX LUX EMTF
LU LU LU
15 15 15
304
Romania Bucharest Stock Exchange
BSE
RO
15
109
Turkey Istanbul Stock Exchange
IST
TR
3
10084
Ukraine Ukranian Stock Exchange
UAX
UA
15
105
Israel Tel Aviv Stock Exchange
TAE
IL
20
34 12154 12155 12180
170 276 320
47 677 12365
www.FactSet.com
Irish Stock Exchange OTC Trades - Other currencies Irish Stock Exchange OTC Trades - GBP Greece Athens Stock Exchange ATHEX Indices FTSE ATHEX Indices Athens OTC Trade Reporting
(51)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 10065 12143 564 565 566 10066 10067 10074
Russia Russian Trading System (RTS) Russian Trading System Evening Session Russian Trading System Indices and Derivatives - RUB Russian Trading System Classic Market - USD Russian Trading System Russian Trading System Derivatives Russian Trading System Order Driven Market Moscow Interbank Currency Exchange (MICEX)
RUS RUE RUS RUS RUS RUS RUS MIC
RU RU RU RU RU RU RU RU
10076 10077 10078 10079 10080 10082 10081
Global Index Data Service (GIDS) GIDS Nordic - Stockholm GIDS Nordic - Copenhagen GIDS Nordic - Helsinki GIDS Nordic - Iceland GIDS Baltic - Tallinn GIDS Baltic - Vilnius GIDS Baltic - Riga
OMX OMX OMX OMX BLX BLX BLX
SE DK FI IS EE LT LV
12000 12124 12125 12126 12127 12128 12129 12130 12131 12132
Markit BOAT Markit BOAT MarkIt BOAT Euronext Markit BOAT Italy Markit BOAT UK Markit BOAT Germany Markit BOAT Eastern Europe Markit BOAT Scandinavia Markit BOAT Switzerland Markit BOAT Spain Markit BOAT Austria
BOAT BOAT BOAT BOAT BOAT BOAT BOAT BOAT BOAT BOAT
303 1019 1017
OMX Baltic OMX Baltic Tallin OMX Baltic Vilnius OMX Baltic Riga
111 855 342 359 12152 12153 12181
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Asia/Pacific Australia ASX Operations ASX - Futures and Options New Zealand - Futures (operated by ASX24) ASX24 ASX24 Evening Session ASX24 Day Session ASX PureMatch
(52)
15 15
15 15 15
CH ES AT
15 15 15 15 15 15 15 15 15 15
TAL LIT RIS
EE LT LV
15 15 15
ASX ASX SFE SFE SFEE SFED ASXP
AU AU AU AU AU AU AU
20 20 10 10 10 10 15
IT GB DE
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification New Zealand New Zealand Stock Exchange
NZE
NZ
15
106 887 325 324 311 12148 10063 3127 107 373 717 888 118 122 121 112 814 815 327
Japan Tokyo Stock Exchange Tokyo Stock Exchange - Futures and Options Tokyo Off Hour Basket Trading Tokyo Off Hour Fixed Price Trading Tokyo Off Hour Single Issue Trading Tokyo Stock Exchange Evening Session Nikkei Indices New Nikkei Indices Osaka Securities Exchange Osaka Hercules Market Osaka Off Hours Futures Exchange Osaka Securities Exchange - Futures and Options Fukukoa Stock Exchange Nagoya Stock Exchange Sapporo Stock Exchange JASDAQ JASDAQ Off Hour Fixed Price JASDAQ Off Hour Single Issue JSDA Off Board
TKS TKS TKS TKS TKS TKSE NKX NKX OSE OSE OSE OSE FKA NGO SAP JAS JAS JAS JSD
JP JP JP JP JP JP JP JP JP JP JP JP JP JP JP JP JP JP JP
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
104 529 113 10118 10119
Hong Kong Stock Exchange of Hong Kong Hang Seng Indices Hong Kong Futures Exchange Hong Kong Futures Day Hong Kong Futures Second Session
HKG HKX HKF HKFD HKFE
HK HK HK HK HK
15 15 15 15 15
120 129 556 555 557 144 10116 10117 12156 12157 12158
Singapore Singapore Stock Exchange Ready Market Singapore Buy Back Market Singapore Buy In Market Singapore Cash Market Singapore Unit Share Market - Odd Lots Singapore Exchange Derivatives Singapore Derivatives Day Session Singapore Derivatives Second Session Singapore Derivatives Commodities Quote Singapore Derivatives Commodities Quote Day Singapore Derivatives Commodities Quote Evening
SES SES SES SES SES SIM SIMD SIME SIM SIMD SIME
SG SG SG SG SG SG SG SG SG SG SG
20 20 20 20 20 15 15 15 15 15 15
116
www.FactSet.com
(53)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 143 291 287 542
214 215 10102
Malaysia Kuala Lumpur Stock Exchange Kuala Lumpur Last Paid KLS Foreign Board Malaysian Derivatives Exchange (MDX)
KLS KLS KLS KLS
MY MY MY MY
15 15 15 15
China Shenzhen Stock Exchange Shanghai Stock Exchange CSI Indices
SHE SHG SHG
CN CN CN
15 15
TAI TAI ROCO ROCO ROCO ROCO ROCO ROCO
TW TW TW TW TW TW TW TW
20 20 20 20 20 20 20 20
103 722 372 543 723 724 725 726
Taiwan Taiwan Stock Exchange Taiwan Stock Exchange - Odd Lot GreTai Securities Market GreTai Emerging Stock Market GreTai Odd Lot GreTai OTC Price Negotiation GreTai Electronic Bond Price Negotiation GreTai Electronic Bond Comparison Trade
123 727 728 729 358 730 731 732 336
Korea Korea Exchange (KRX) Korea Exchange - Block Trade Korea Exchange - Basket Trade Korea Exchange - After-Hour Single-Price Trade KOSDAQ KOSDAQ Block Trade KOSDAQ After-Hour Single-Price Trade Korea Free Board OTCBB KRX Derivatives - KOSPI Futures and Options
KRX KRX KRX KRX KRX KRX KRX KRX KRX
KR KR KR KR KR KR KR KR KR
20 20 20 20 20 20 20 20 20
117 290 286 825
Thailand Thailand Stock Exchange - Bangkok Bangkok Last Paid Bangkok Foreign Board Thailand Futures Exchange
BKK BKK BKF TFEX
TH TH TH TH
30 30 30 30
146 562 563 378
Indonesia Indonesia Stock Exchange - Ready Market Indonesia Stock Exchange - Cash Market Indonesia Stock Exchange - Immediate Market Indonesia Negotiated Board
JKT JKT JKT JKT
ID ID ID ID
10 10 10 10
www.FactSet.com
(54)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 108
Philippines Manila Stock Exchange
PHS
PH
15
114 826 326 838 837 839
India Bombay Stock Exchange Bombay Stock Exchange - Derivatives National Stock Exchange National Stock Exchange of India National Stock Exchange - Odd Lot National Stock Exchange - Auctions
BOM BOM NSE NSE NSE NSE
IN IN IN IN IN IN
5 5 5
JSE SAF
ZA ZA
15
DFM DUMX ADS
AE AE
1440 30 1440
5 5
Africa / Middle East
100 597
South Africa Johannesburg Stock Exchange SAFEX
12021 846 12020
United Arab Emirates Dubai Financial Markets Dubai Mercantile Exchange Abu Dhabi Securities Market
12026
Egypt Egyptian Exchange
CAI
EG
1440
12024
Bahrain Bahrain
BAH
BH
1440
12022
Jordan Amman
AMM
JO
1440
12023
Kuwait Kuwait
KUW
KW
1440
12028 363
Oman Muscat Securities Market Muscat Securities Market Indices
MUS MUS
OM OM
1440 15
12029
Qatar Qatar Exchange
DSMD
QA
15
12025
Saudi Arabia Saudi Arabia
SAU
SA
1440
www.FactSet.com
(55)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Appendix C: International Currency Codes ISO-4217 Currency Afghani Algerian Dinar Andorran Peseta Argentine Peso Armenian Dram Aruban Guilder Australian Dollar Azerbaijanian Manat Bahamian Dollar Bahraini Dinar Baht Balboa Barbados Dollar Belarussian Ruble Belgian Franc Belize Dollar Bermudian Dollar Bolivar Boliviano Brazilian Real Brunei Dollar Burundi Franc Canadian Dollar Cape Verde Escudo Cayman Islands Do Cedi CFA Franc BCEAO CFA Franc BEAC CFP Franc Chilean Peso Colombian Peso Comoro Franc Cordoba Oro Costa Rican Colon Cuban Peso Cyprus Pound Czech Koruna Dalasi Danish Krone
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ISO Code AFA DZD ADP ARS AMD AWG AUD AZM BSD BHD THB PAB BBD BYB BEF BZD BMD VEB BOB BRL BND BIF CAD CVE KYD GHC XOF XAF XPF CLP COP KMF NIO CRC CUP CYP CZK GMD DKK
Currency Denar Deutsche Mark Dinar Djibouti Franc Dobra Dominican Peso Dong Drachma East Caribbean Dollar\ Egyptian Pound El Salvador Colon Ethiopian Birr Euro
ISO Code MKD DEM BAD DJF STD DOP VND GRD XCD EGP SVC ETB EUR
Falkland Islands Pound
FKP
Fiji Dollar
FJD
Financial Rand
ZAL
Forint
HUF
French Franc
FRF
Gibraltar Pound
GIP
Gourde
HTG
Guarani
PYG
Guinea Franc
GNF
Guinea-Bissau Peso
GWP
Guyana Dollar
GYD
Hong Kong Dollar
HKD
Hryvna
UAG
Iceland Krona
ISK
Indian Rupee
INR
Iranian Rial
IRR
Iraqi Dinar
IQD
Irish Pound
IEP
Italian Lira
ITL
Jamaican Dollar
JMD
Jordanian Dinar
JOD
Karbovanets
UAK
Kenyan Shilling
KES
Kina
PGK
Kip
LAK
(56)
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Currency Codes (continued) Currency Kroon Kuna Kuwaiti Dinar Kwacha Kwacha Kwanza Reajustado Kyat Lari Latvian Lats Lebanese Pound Lek Lempira Leone Leu Lev Liberian Dollar Libyan Dinar Lilangeni Lithuanian Litas Loti Luxembourg Franc Malagasy Franc Malaysian Ringgit Maltese Lira Manat Markka Mauritius Rupee Metical Mexican Nuevo Peso Moldovan Leu Moroccan Dirham MVDol Namibia Dollar Nepalese Rupee Netherlands Antillean Guilder Netherlands Gu New Dinar New Kwanza New Taiwan Dollar New Zaire New Zealand Dollar Ngultrum
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ISO Code EEK HRK KWD MWK ZMK AOR MMK GEL LVL LBP ALL HNL SLL ROL BGL LRD LYD SZL LTL LSL LUF MGF MYR MTL TMM FIM MUR MZM MXN MDL MAD BOV NAD NPR ANG NLG YUM AON TWD ZRN NZD BTN
Currency North Korean Won Norwegian Krone Nuevo Sol Ouguiya Pa’anga Pakistan Rupee Pataca Peso Uruguayo Philippine Peso Portuguese Escudo Pound Sterling Pula Qatari Rial Quetzal Rand Rial Omani Riel Rufiyaa Rupiah Russian Ruble Rwanda Franc Saudi Riyal Seychelles Rupee Shekel Shilling Singapore Dollar Slovak Koruna Solomon Islands Dollar Som Somali Shilling Spanish Peseta Sri Lanka Rupee St. Helena Pound Sucre Sudanese Dinar Surinam Guilder Swedish Krona Swiss Franc Syrian Pound Tajik Ruble Taka Tala
(57)
ISO Code KPW NOK PEN MRO TOP PKR MOP UYU PHP PTE GBP BWP QAR GTQ ZAR OMR KHR MVR IDR RUR RWF SAR SCR ILS ATS SGD SKK SBD KGS SOS ESP LKR SHP ECS SDD SRG SEK CHF SYP TJR BDT WST
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Currency Codes (continued) Currency Tanzanian Shilling Tenge Timor Escudo Tolar Trinidad and Tobago Dollar Tugrik Tunisian Dollar Turkish Lira UAE Dirham Uganda Shilling Unidad de Valor Constante
ISO Code TZS KZT TPE SIT TTD MNT TND TRL AED UGX ECV
Currency Unidades de Formento US Dollar Uzbekistan Sum Vatu Won Yemeni Rial Yen Yuan Renminbi Zimbabwe Dollar Zloty Zloty
ISO Code CLF USD UZS VUV KRW YER JPY CNY ZWD PLN PLZ
Non Standard currency codes supported Currency Great British Pence
www.FactSet.com
ISO Code Currency GBX No specific currency unit (e.g. percentage)
(58)
ISO Code XXX
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification Appendix D: Trade Conditions Code
Short name
1 2 3
AT ISO .T
6 7
ISO AT ISO .T
8 9 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33
ISO .T AT DEV AVP X CX HLT RES BK ORD DEV x CSH NXT SEL YEL OPT ROP CLT SOL SOS
34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52
ESO SST ACQ BCH DIS BSD PVT 127 155 OPN CLS SPL PRF CAP SOT AVP CRX SUS SUS
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Long name Automatic Execution Intermarket Sweep Form T Intermarket Sweep Automatic Execution Intermarket Sweep Form T Intermarket Sweep Form T Automatic Execution Derivatively Price Average Price Cancelled Corrected Halt Resume Block Trade Ordinary Trade Derivatively Priced Trade Through Exempt Cash Trade Next Day Trade Seller Yellow Flag Market Center Opening Trade Reopening Trade Closing Trade Sold Last Sold Out of Sequence Extended Hours Sold Out of Sequence Stopped Stock Aquisition Bunched Trade Distribution Trade Bunched Sold Trade Price Variation Trade Rule 127 Rule 155 Market Open Market Close Split Trade Prior Reference Price CAP Election Trade Stock Option Trade Average Price Trade Cross Trade Wild Trade Suspect Trade
(59)
53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100
ODY PIN TRI MIB MIS CIB CIS NMI NCI IND INC AUC OAC CAC OHT OHF OHB DEL UT LC NM PC CT NT NEG ODL OOC SI SID SIC OTX OTD ITF OVR bc CBX VT DN MVP OPE NRT ODD ANY OTC CKP NKP SKP FKP
Opening Delay Price Indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell On Market Imbalance Close Buy On Market Imbalance Close Sell No Market Imbalance No On Close Market Imbalance Indicative Price Indicative Close Price Auction Price Opening Auction price Closing Auction Price Off Hour Trade Off Hour Fixed Price Trade Off Hour Basket Trade Delayed Uncrossing Price Late Correction Not to Mark Previous Day Contra Contra Trade Negotiated Trade Delayed Negotiated Trade Ordinary Trade Delayed Ordinary Trade OTC SI Trade SI Trade Delayed SI Trade Cancel OTC Trade Cancel OTC Trade Delayed Interfund Cross Overnight Bargain Conditions Cross Order from Basket Valuation Trade Delta Neutral Market VWAP Options Execution Non-Regulated Trade Odd Lot Anonymous Over the Counter Chui Kehai Price Nariyuki Kehai Price Special Kehai Price Final Kehai Price
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151
AKP MID BID ASK REF COT OHR EST KAS SPC NOM PPB PPA XBP BBK BUY POP THO INT NEM OFX NET GRS OFF PRV AMK PMK UNF FAR SAR FPR SPR OFA OSA ITO OFP OMK OPK OSP OFB MKT POR PRA VOL NOS NAV SET SPT A/O RV SLO
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Approved Kehai Price Mid Price Bid Price Ask Price Reference Price Control Price After Hours Reference Price Estimated Price Kassa Price Special Price Nominal Price Partially Paid Bid Partially Paid Ask XETRA Best Price Buy Back Buy In Projected Open Theoretical Open Intermediate Market Negotiated Market Off Board Trading Net Price Gross Price Official Price Provisional Report Morning Kerb Afternoon Kerb Unofficial Price First AM Ring Second AM Ring First PM Ring Second PM Ring Outside First AM Ring Outside Second AM Ring Interoffice Outside First PM Ring Outside Morning Kerb Outside Afternoon Kerb Outside Second PM Ring Off Order Book Market Condition Portfolio Trade Price Alert Volume Alert Nostro On Order Book Net Asset Value Settlement Special Price Trade As/Of Reversal Trade Seller Option
(60)
152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193
AVL EVL N/W WAP AP5 AP1 EXP MCX EXO EXS FRZ RES c PDT ONS PBI PBA WT DBS DSS IDT PPN ORT PCR DDL CON BAS SPS INX CCP MNC TMP OLI OCI ORI EDP IFM TFT PCL VWAP
194
IES
195 196 197 198 199 200 201
IVS ODR SMA AMA MPM REPO SSL
Actual Volume Estimated Volume No/Was Weighted Average Price Avg Price 5 minute Session Avg Price 1 minute Session Exchange for Physical Match Cross Trade Exchange for Option Exchange for Swaps Frozen Reserved Commision Previous Day Trade OTC Non-Standard Paid Bid Paid Ask Worked Trade Dealer Bought Dealer Sell Interdealer Trade Pre-Open Opening Rotation Pre-Cross Delayed Delivery Contingent Trade Basis Trade Special Trading Session Internal Cross Calculated Closing Price Mandatory Cash Theoretical Matching Price Options Liquidation Index Options Clearing Index Open Reference Price EDSP Investment Funds Market Open Detail Intratrade Detail Trade for Trade Post Close VWAP Trade International Auto Execution Suspended International VWAP Auto Execution Suspended Orders Suspended SETS Auto Ex Suspended ACCEPT Match Mid Price Match Repurchase Agreement Standard Settlement
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Data Service Specification 202 203 204 205 206 207 208 209 210 211 212 213 214 0 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 236 237 238 239 240 241 242 243 244 245 246 247
NST EXG NUN BVT EXT LMI VAR FIX MSD MSN AMD PRE PNV
248 249 250 251
IB LN LR LT
TWA PVC PCX PDD PMC PNT DVT EXD OLD VLT SSR SSD OTH REP NOV FUS OPS PLM OST LEG BP BV BW DR EC EF EP EQ ET FD FM GL
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Non-standard Settlement Exchange Granted No Uncrossing Best Valuation Without Turnover Exchange Trade Last Midpoint Order Price Variable Fixing Manual/Special Lot Direct Manual/Special Lot Non-Direct Automatch Direct Pre-Opening Price Alert No Validation Regular Trade Trade Weighted Average Price Previous Day Cancel Previous Day Correction Previous Day Delayed Previous Day Market Condition Previous Day Negotiated Trade Derivatives Trade Exchange Trade Delayed Odd Lot Delayed Volatility Trading Pause Short Sale Restriction Short Sale Restriction Deactivated Other Trade Representative Not Verified Futures Settlement Index Options Settlement Index Preliminary Settlement Opening Settlement Leg Spread Booking Purpose Only Book Value Buy & Write Directed Reporting Exercise Call Option Settlement Futures Contract Exercise Put Option Equity Combination ETF Special Trades Forward Delivery Foreign Market Sale Government Loan Security (BB) Index Replicating Portfolio Special Crossing Loan Loan Return Late Trade
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252 253 254 255 256 257
LTC OR OS PT SA SH
258 259
SO SP
260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298
SPC ST SX TM WH XT XTC XTT IN OL PF SP XX AX BBT CPT PPT RPT XTXT CP LTCT ST STL QB VM NORM OTLC SILC EOM CNG BAS SOQ UNT CNT CFD DKP PCV HLD TAL
Late Tailor Made Combination Crossing Foreign-To-Foreign Trade Overseas Trade Put-Through Special Crossing Completion Order Special Crossing Short Sale Shortfall Underwriting/Other Special Crossing Block Special Crossing Special Combination Bulletin Board Crossing Market Stabilization Trade Portfolio Special Crossing Tailor Made Combination Wholesale Loan Security Crossing Bulletin Board Combination Crossing Tailor Made Combination Crossing International Market trade Portfolio Crossing Off Market Extraordinary Agency Cross Broker to Broker Trade Connected Party Trade Protected Principal Riskless Principal Normal Sided Cross Centre Point Late Trade Combination Price Stabilization Crossing Price Stabilization Late Trade Quote Display Board Trade Report Volume Match Book Trade Rebooking of Auto Match OTC Late Correction SI Late Correction End of Month Price Changing Transaction Basket Trade Special Opening Quotation Unit Trading Connect CFD Trade Dark Pool Part Calculated Value Held Trading At Last
Copyright © 2011 FactSet Research Systems Inc. All rights reserved.
Appendix E: Document Revisions The following are revisions made since FactSet Data Service Specification version 1.1l.
Revision(s)
Section(s)
Added Supported column that indicates if the data field is supported. Added Quote conditions 35-125. Added Sale conditions. 75-175. Added U.S. Exchange 14. Added additional information about continuous futures.
3.1 3.2.1 3.2.4 3.2.5 5.4.1
The following are revisions made since FactSet Data Service Specification version 1.1n.
Revision(s)
Section(s)
Added Options fields. 408, 2600-2606, 2608 Added Options fields. 408, 2600-2606, 2608 Updated Security Layout Tables to reflect differences between Entrerprise and Data Link Added Footnotes to Security Layout Tables Added ISIN support to Identifier Formats
3.1 4 4 4 5.3
The following are revisions made since FactSet Data Service Specification version 1.1o.
Revision(s)
Section(s)
Added Bond fields. 2701-2703, 2705, 2706, 2708-2712 Added Bond fields. 2701-2703, 2705, 2706, 2708-2712 Added Trade Condition Table Added BATS, EDGA, & EDGX to U.S. Exchanges
3.1 4 3.2.7 / App. D 3.2.5
The following are revisions made since FactSet Data Service Specification version 1.1q.
Revision(s)
Section(s)
Added Footnote to PREV_CLOSE Added SETTLEMENT_INDICATOR (2607) Added Options Updated Exchange Table Updated Sale Conditions Table Updated Security Layout Tables Updated FactSet Exchange Codes
3.1 3.1, 4 4 App. B 3.2.4 4 5.5
Data Service Specification The following are revisions made since FactSet Data Service Specification version 1.1u.
Revision(s)
Section(s)
Added BID_POINTS, ASK_POINTS, MID_DATE_1, MID_HIGH_1, MID_LOW_1, UNCROSSING_COND, UNCROSSING_PRICE, UNCROSSING_VOL, PERIOD, FINANCIAL_STATUS, AVG_30DAY_VOL, AVG_5DAY_VOL, COMMISION, SPECIAL_PRICE_INDICATOR Added Mutual Fund fields and Security Layout Added Message Types Table Updated Security Type Table Added Financial Status Table Updated and Consolidated Security Layout Tables Updated FactSet Exchange Codes
3.1, 4
3.1, 4 3.2.1 3.2.4 3.2.7 4 5.5
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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.