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Instrument Types

Instruments are prefixed with various characters to indicate instrument types. The following table lists characters and their mapping instrument types:

“$”

Index

“#”

Currency

“.”

Stock Option

“/”

Future

 “./”

Future Option

“&”

Future Spread

No special character

Stock

 

Examples:

$SPX

S&P 500 Index

#EUR/USD

Euro/USD Currency

.AAPL_190118C175.00

AAPL Stock Option Contract

/ESH8

CME SP500 E-Mini Future Contract

./ES_1812C2850

CME SP500 E-Mini Future Option Contract

&ESH8-ESZ8

CME SP500 E-Mini Calendar Spread

AAPL

Apple Inc Stock

 

Instrument Exchanges

By default, instruments are mapped to a composite exchange if no exchange code has been provided. Instruments can explicitly refer to a particular exchange if exchange character is applied at the end of the symbol with a “@” character. The following table lists exchange codes:

North American Stock Exchanges

“A”

NYSE American, LLC (NYSE American)

“B”

NASDAQ OMX BX, Inc. (NASDAQ OMX BX)

“C”

National Stock Exchange, Inc. (NSX)

“D”

Financial Industry Regulatory Authority, Inc. (FINRA)

“I”

International Securities Exchange, LLC (ISE)

“J”

Bats EDGA Exchange, Inc. (Bats EDGA)

“K”

Bats EDGX Exchange, Inc. (Bats EDGX)

“M”

Chicago Stock Exchange, Inc. (CHX)

“N”

New York Stock Exchange, LLC (NYSE)

“P”

NYSE Arca, Inc. (NYSE Arca)

“S”

Consolidated Quotation System

“T”

NASDAQ Stock Market, LLC (NASDAQ)

“V”

Investors’ Exchange, LLC. (IEX)

“W”

CBOE Stock Exchange, Inc. (CBSX)

“X”

NASDAQ OMX PSX, Inc. (NASDAQ OMX PSX)

“Y”

Bats BYX Exchange, Inc. (Bats BYX)

“Z”

Bats BZX Exchange, Inc. (Bats BZX)

 

North American Stock Option Exchanges

“A”

NYSE American

“B”

Boston Options Exchange

“C”

Chicago Board Options Exchange

“E”

EDGX Options

“H”

ISE GEMINI

“I”

International Securities Exchange

“J”

ISE MERCURY Exchange

“M”

Miami International Securities Exchange

“N”

NYSE ARCA

“O”

Options Price Reporting Authority

“P”

MIAX PEARL

“Q”

NASDAQ Stock Market

“T”

NASDAQ OMX BX Options

“W”

C2

“X”

NASDAQ OMX PHLX

“Z”

BATS

 

North American Futures Exchanges

“O”

CBOT

“C”

CME

“N”

NYMEX

“X”

COMEX

“K”

KCBT

 

Examples:

AAPL@Q

Apple Inc Stock on NASDAQ Exchange

AAPL@Z

Apple Inc Stock on BATS BZX Exchange

.AAPL_190118C175.00@A

Apple Inc Stock Option on NYSE American Exchange

/ESH8@C

CME SP500 E-Mini Contract on CME Exchange

 

Stock Instruments

All stock instruments are entered without any leading character, but there are certain instances when the symbol can contain an appendage to indicate a special case. The following table lists these special appendages.

/A

Series (or Class) A - Also Series B-T & V-Z

/A/CL

Series A Called - Also Series B-T & V- Z

/A/CV

Series A Convertible - Also Series B-T & V-Z

/Aw

Series A When Issued - Also Series B-T & V-Z

/CL

Called

/CT

Certificates

/CV

Convertible

/CVR

Contingent Value Right

/CV/CL

Convertible Called

/DP

Amount of most recent dividend to go ‘ex- distribution’

/DV

Accumulated dividend per share net expenses, through and including the previous day’s close of trading

/EC

EMERGING COMPANY MARKETPLACESM

/EU

Estimated cash amount per creation unit

/F/N

Foreign News

/ID

Index – differentiates an index from a stock with the same root symbol

/IV

Intra-Day Net Asset Value per share

/MN

Mini

/NV

Net Asset Value per share as at the close on the previous day’s close of trading

/PO

Percent Paid

/PP

Partial Paid

/PT/CL

Part Called

p

Preferred

pA

Preferred Series A - Also Series B-T & V-Z

pA/CV

Preferred Series A Convertible - Also Series B-T & V-Z

pA/CL

Preferred Series A Called - Also Series B-T & V-Z

pAw

Preferred Series A When Issued - Also Series B-T & V-Z

pw

Preferred When Issued

p/CL

Preferred Called

p/CV

Preferred Convertible

p/CV/CL

Preferred Convertible Called

p/WD

Preferred When Distributed

pCA

Indicates Class A of a Second Category of Preferred - Also Class B-K and M-S

r

Rights

rw

Rights When Issued

/SC

Small Corporate - Offering Registration

/SD

Stamped

/SM

Mini Settlement

/SO

Current shares outstanding in thousands

/SP

Special

/SV

Settlement

/TC

Total cash amount per creation unit

/TT

Tier II Securities

/U

Units – (A combination of securities composed of two or more warrants, common stocks, preferred stocks and/or bonds.)

/VR

Variable Common Right

/WD

When Distributed

w

When Issued

/WS

Warrants

/W/WS

With Warrants

/WS/A

Warrants Series A - Also Series B-T & V-Z

/WSw

Warrants When Issued

 

Examples:

BRK/A

Berkshire Hathaway Class A

ALLpB

Allstate Corp Preferred B

BACpC

Bank of America Preferred C

ALPpO/CL

ALP Preferred Called Warrant

CCV/CL

Comcast Called Warrant

Option Instruments

All option instruments contain a “.” character in front of the main symbol. Following the leading character, the rest of the symbol body contains the following elements: root symbol, expiration date, option type (call or put), and strike price.

Root symbol is the underlying instrument for the option contract. The root symbol is capitalized, and ends with a “_” underscore character. For example: “.AAPL_”, “.MSFT_”, “./ES_”.

Expiration date contains expiration date for the contract. For standard option contracts, the date is entered in YYMMDD format, where YY is the last 2 digits of the year. For non-standard options that expire at a certain month without a day, the date is entered in YYMM format. For weekly options that expire at the end of each week, the date is entered in YYMMWW, where n is the week number, such as W1, W2, etc.

Option type identifies the type of the option, with “C” character representing a call, and “P” character representing a put option contract.

Strike price is entered in decimal format. Some contracts, such as future spreads can, can contain a negative strike price. In such case, strike prices have negative sign, following by strike price decimal value.

Examples:

.AAPL_180119C175.00

AAPL Call 2018-01-19 $175.00

./3E_1704W3C807

3E Call 2017-04 3rd Week $807.00

./ES_1803P2075

ES Put 2018-03 $2075

 

Future Instruments

All future instruments contain a “/” character in front of the main symbol. All North American futures contain group symbol, followed by expiration month and year. Future instruments require exchange code appendage.

Expiration month maps to a code from the following table:

January

F

February

G

March

H

April

J

May

K

June

M

July

N

August

Q

September

U

October

V

November

X

December

Z

 

Following the month code, future instruments contain a single digit for the expiration year.

Examples:

/ESZ7@C

SP500 E-Mini December 2017 CME Exchange

/BTCF8@C

Bitcoin January 2018 CME Exchange

/CLG8@N

Crude Oil February 2018 NYMEX Exchange

 

 


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