FactSet Data Service Specification

FactSet Data Service Specification Programmer’s Manual and Reference Version 1.1.w FactSet Research Systems 601 Merritt 7 Norwalk, CT 06851 Data S...
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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.

FactSet Consulting Services North America - FactSet Research Systems Inc. United States and Canada

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E-mail Support [email protected]

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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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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.

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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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.

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.

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(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

www.FactSet.com

(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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(32)

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

www.FactSet.com

(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

www.FactSet.com

(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

Wellington Management Team

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Copyright © 2011 FactSet Research Systems Inc. All rights reserved.