-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathStaticFields.Txt
1474 lines (1474 loc) · 58.2 KB
/
StaticFields.Txt
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
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
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
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
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
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
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
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
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
S1 Add (3) / Modify (2) / Delete (1) Flag
S2 Root symbol (for options,...)
S3 DTB version code
S4 Expiration day
S5 Expiration month
S6 Expiration year (modulo 100)
S7 Strike price
S8 Contract size (shares per contract)
S9 Listed Currency
S10 Unit size (not used)
S11 Unit type (not used)
S12 Company name
S13 Additional company name information
S14 Last trading date day
S15 Last trading date month
S16 Last trading date year
S17 High
S18 Low
S19 ISIN code
S20 Market specific instrument type
S21 Market specific industry sector/Market Tier (NASDAQ)
S30 Minimum tick size
S31 Contract name
S32 Short name
S33 Local instrument code (like sedol, sicovam, wpk,...)
S34 Country
S35 Market specific security flag (index constituents, special sec sub type)
S36 Market specific segment code (like LSE market segment)
S37 Market specific sector code (like LSE market sector)
S38 Additional companies long name (n.u.)
S39 2nd symbol name (n.u.)
S40 Contract source information
S41 Previous currency code (after EURO conversion)
S54 Enablement Byte
S214 Listing market for the exchange (US Equities)
S250 Static Link Symbol (0Y)
S512 Number of Listed shares
S513 Preferred shares ( / 10000)
S514 Ranking (S&P ranking)
S515 Fiscal year end month (1=Jan,...)
S516 52 week high price (Not Used)
S517 52 week high price date (Not Used)
S518 52 week low price (Not Used)
S519 52 week low price date (Not Used)
S520 P/E (== KGV)
S521 Last dividend (annual)
S522 Last dividend date
S523 Next dividend
S524 Next dividend date
S525 Cash ex dividend
S526 Special dividend
S527 Split ratio
S528 Last split date
S529 Earnings per share (current)
S530 Earnings per share (estim.)/Consensus
S531 Earnings per share interim
S532 Earnings per share 5 years growth
S533 Earnings per share last fiscal year
S534 Debt to equity ratio
S535 Yield
S536 Volatility beta
S537 Volatility V30 (TPF only)
S538 Volatility V250 (TPF only)
S539 Volatility K30 (TPF only)
S540 Volatility K250 (TPF only)
S541 DIP
S542 Last subscription right
S543 Last subscription right date
S544 Subscription ratio/ Conversion ratio
S545 Maturity start date
S546 Maturity end date
S547 Interest rate
S548 Interest due date
S549 Capitalization
S550 Issue price
S551 Interest rate period
S552 Next subscription price
S553 Next subscription price date
S554 Repayment price
S555 Listing start date (string)
S556 Listing end date (string)
S557 Nominal price
S558 Adjusted price
S559 Coupon number
S560 High limit
S561 Low limit
S562 Fund performance in percent
S563 Clearing ISIN (Euronext)
S564 LSE Normal Market Size
S565 LSE ex-market code
S566 LSE ex-market start date (string)
S567 LSE ex-market end date (string)
S568 Next split ratio
S569 Next split date (string)
S570 LSE participant mnemonic code
S571 LSE participant bic code
S572 LSE participant name
S573 LSE participant telephone number
S574 LSE participant type, valid types are:
S575 LSE participant last update date
S576 Market Mechanism type A
S577 Market Mechanism type B
S578 Type allowed indicator
S579 Period description
S580 Quote close indicator
S581 Delete all orders indicator
S582 Uncrossing process indicator
S583 Closing prices frozen indicator
S584 Participant message entry indicator
S585 Price monitoring indicator
S586 Price monitoring tolerance
S587 Price monitoring period
S588 Price monitoring Dynamic Tolerance
S589 Market mechanism type
S590 Entry allowed indicator
S591 Delete/close allowed indicator
S592 Market segment name
S593 Minimum quote size multiplier
S594 Maximum quote size multiplier
S595 Reduced minimum quote size multiplier
S596 Minimum aggregate size multiplier
S597 Maximum trade size floor multiplier
S598 Minimum trade size ceiling multiplier
S599 Minimum agent order size multiplier
S600 Maximum agent order size multiplier
S601 Minimum principal order size
S602 Maximum principal order size
S603 Trade size restriction indicator
S604 Orders best indicator
S605 Executable quotes best indicator
S606 All quotes best indicator
S607 Firm quote execution rank
S608 Limit order execution rank
S609 Committed principal execution rank
S610 Participant code dissemination
S611 Order expiration dissemination
S612 Trade size dissemination indicator
S613 Aggregate size dissemination
S614 Dealing capacity dissemination
S615 Best price dissemination indicator
S616 Firm quote dissemination indicator
S617 Indicative quote dissemination
S618 Committed principal dissemination
S619 Limit order dissemination indicator
S620 Firm exposure order dissemination
S621 Indicative exposure order
S622 Indicative order price entry
S623 Indicative order size entry indicator
S624 Order expiry date and time indicator
S625 Number of valid days
S626 Exposure order single fill indicator
S627 Preferred counterparty indicator
S628 Trade/best indicator
S629 Trade reporting period start time
S630 Trade reporting period end time
S631 Overnight trade time limit
S632 Message type
S633 Period start time
S634 Period name
S635 Quote unit
S636 Order Lot size
S637 Minimum principal order size
S638 Maximum principal order size
S639 Minimum agent order size
S640 Maximum agent order size
S641 Minimum quote size
S642 Maximum quote size
S643 Suspended status
S644 Price format code
S645 Display price format code
S646 Session start time (min of day)
S647 Session end time (min of day)
S648 Cmd contract type description
S649 FIM market admission type
S650 Price 1 week back
S651 Price 1 month back
S652 Price 3 months back
S653 Price 6 months back
S654 Price 1 year back
S655 Not used
S656 Price year to date
S657 Average daily volume of last 2 weeks
S658 Average daily volume of last 3 months
S659 Average daily volume of last 1 year
S660 Volume weighted average of last 2 weeks
S661 Volume weighted average of last 10 weeks
S662 Volume weighted average of last 1 year
S663 Weekly monetary volume (double)
S664 Minimum tick size/Lot size (NASDAQ)
S665 Minimum value
S666 Original exchange contract code (for derivatives)
S667 LSE Bid Status Flag (Y=takeover situation, N = No Takeover situation)
S668 NASDAQ financial status Indicator
S669 Previous day capital traded
S670 FIM official quotation list
S671 FIM Type of derivative for an instrument (1, 4, 9)
S672 FIM nominal market value
S673 FIM main settlement type
S674 FIM corporate event type
S675 FIM price unit type
S676 Exchange code
S677 Call ('C') or Put ('P') (For HK Bull or Bear)
S678 Annualised Dividend (Toronto)
S679 Issue Capital
S680 Face value
S681 CFI Code
S682 PSE ExDiv Flag
S683 PSE Security Status Flag
S684 PSE ExRight Flag
S685 PSE Designated Flag
S686 PSE Split Flag
S687 PSE Notice Flag
S688 Block/Board Lot Size
S689 PSE Big Lot Size
S690 PSE foreign ownable shares
S691 PSE Current foreign shares
S692 PSE DN Coupon date (yyyymmdd)
S693 Issuer Code
S694 Number of Units Issued
S695 Rolling 52 Week High
S696 Rolling 52 Week High Date
S697 Rolling 52 Week Low
S698 Rolling 52 Week Low Date
S699 Calendar 52 Week High
S700 Calendar 52 Week High Date
S701 Calendar 52 Week Low
S702 Calendar 52 Week Low Date
S703 Rolling 52 Wk Avg Daily vol
S704 Calendar 52 Wk Avg Daily vol
S705 Total annual vol YTD
S706 Rolling Avg # daily trades
S707 Calendar Avg # daily trades
S708 Rolling high # daily trades
S709 Rolling high # daily trades - Date
S710 Calendar high # daily trades
S711 Calendar high # daily trades - Date
S712 Rolling low # daily trades
S713 Rolling low # daily trades - Date
S714 Calendar low # daily trades
S715 Calendar low # daily trades - Date
S716 % close price chg today vs 1 month
S717 % close price chg today vs 6 month
S718 % close price chg today vs 1 Year
S719 % chg Avg daily vol (last 10 days) vs ADV 12 Months
S720 Link to equity research file
S721 Exchange name
S722 German WKN (Wertpapierkennummer)
S723 EDI Security Type
S724 EDI Primary Exchange
S725 EDI Exchange code
S726 EDI Local flag
S727 MLD Lock flag (for internal use only)
S728 QS Symbol Suffix
S729 Event ID - unique event identifier - Corporate Action
S730 Event label - text description of event eg "company meeting" or "bonus" - Corporate Action
S731 Created date - date corporate action was first announced - Corporate Action
S732 Changed date - date of last update if first then will equal S731 - Corporate Action
S733 flag - possible values are I, U, C, D - Corporate Action
S734 Ratio New - Corporate Action
S735 Ratio Old - Corporate Action
S736 Fraction - possible values are C, D, F, U or blank - Corporate Action
S737 resultant ISIN - resultant ISIN from the event - Corporate Action
S738 resultant ID - resultant ID from the event - Corporate Action
S739 Filing Date - Corporate Action
S740 Effective Date - Corporate Action
S741 AGM Date - Corporate Action
S742 Pay Date - Corporate Action
S743 End Trade Date - Corporate Action
S744 New Code Date - Corporate Action
S745 Assimilation Date - Corporate Action
S746 Redeem Date - Corporate Action
S747 From Date - Corporate Action
S748 DRIP Pay Date - Corporate Action
S749 Notification Date - Corporate Action
S750 EX Date - Corporation Action
S751 Start Trade Date - Corporate Action
S752 Received Date - Corporate Action
S753 To Date - Corporate Action
S754 Split Date - Corporate Action
S755 Last Date - Corporate Action
S756 EDI Sec ID
S757 Due Date - Corporate Action
S758 Change YTD
S767 Static Link symbol (0W)
S780 Expiry date (Julian) (note combination of R4,R5 & R6)
S781 Market Center
S785 Date of last feed message (internal Snapper)
S786 Last Trading Date constructed from S14,S15, S16 used with S780 for creation of H10
S1000 Morningstar Performance Id
S1011 Valoren
S1012 CUSIP
S1013 Sedol
S1017 Share Class Description
S1018 Share Class Status ID
S1041 Morningstar Industry Name
S1042 Morningstar Group Name
S1043 Morningstar Sector Name
S1054 Gross Margin
S1055 Operating Margin
S1057 Net Margin
S1059 Earnings Before Interest and Tax
S1060 EBITDA
S1074 CF Per Share
S1075 FCF Per share
S1076 Earnings Yield
S1077 PE Ratio
S1078 Sales Yield
S1079 PS Ratio
S1080 Book Value Yield
S1081 Price to Book
S1082 CF Yield
S1083 PCF Ratio
S1084 FCF Yield
S1085 FCF Ratio
S1086 Dividend Yield
S1087 Forward Dividend Yield
S1088 Forward Earnings Yield
S1102 Gross Profit
S1113 Net Income
S1118 Revenue
S1122 Operating Income
S1151 Cash
S1299 ROE / 1 Day Total Return
S1314 Shares outstanding
S1315 Market Cap
S1358 MS Security ID
S1359 MS Symbol
S1360 MS Sectype
S1361 MS Shares Outstanding
S1362 MS Extended Support (E= ER, F=Fund, 0 = none)
S1363 Diluted EPS
S1364 Dividend per share
S1365 Market Value
S1366 Free Cash flow
S1367 PE Ratio
S1368 Price to EPS
S1369 Return on Investment
S1370 Exchange TSO
S1371 FundShareClassNetAsset
S1372 TrailingY1Yield
S1373 Rating Overall
S1374 Risk Rating Overall
S1375 Performance Rating Overall
S1376 Initial Investment
S1377 Annual Report Net Expense Ratio
S1378 Initial Investment Currency
S1379 Inception Date
S1380 JP Fund Base Date
S1381 MS 3 Year Beta
S1382 MS 5 Year Beta
S1383 MS Prospectus Dividend Expense
S1384 MS Dividend Expense
S1385 MS Annual Report Dividend Fee
S1386 MS Fund Annual Report Dividend Fee
S1387 MS Prospective Dividend Yield Long
S1388 MS Prospective Dividend Yield Short
S1389 MS Guaranteed Dividend
S1390 MS Last dividend paid
S1391 MS Dividend rate
S1392 MS Dividend Currency Code
S1393 MS Dividend Ending Date (Julian format)
S1394 MS Total Cash Dividend 1 Day
S1395 MS Total Cash Dividend 1 Week
S1396 MS Total Cash Dividend 1 Month
S1397 MS Total Cash Dividend 3 Months
S1398 MS Total Cash Dividend 6 Months
S1399 MS Total Cash Dividend 1 Year
S1400 MS Total Cash Dividend 2 Years
S1401 MS Total Cash Dividend 3 Years
S1402 MS Total Cash Dividend 5 Years
S1403 MS Total Cash Dividend YTD
S1404 MS Total (Regular) Cash Dividend TTM
S1405 FIGI composite code
S1494 Trading method for the security
S1495 N = no, Y = automatch (default: N if absent)
S1496 N = no, Y = yes
S1497 N = no, Y = yes
S1498 N = no counterparty info, Y = counterparty info available
S1499 N = no, Y = yes
S1500 Total issue
S1501 Voting power
S1502 Specifies the first date in the dividend period (when the company earned the result giving the dividend)
S1503 Specifies the last date in the dividend period
S1504 Dividend currency
S1506 Date for general meeting when the dividend was decided
S1507 Specifies the record date of the dividend, when the holders of instruments are eligible to receive the dividend
S1508 Payment date of declared dividend;the scheduled date it is to be paid.
S1509 Year of assessment
S1510 Taxation value per share
S1511 The date when the current number of listed shares was set
S1512 Share class
S1513 Settlement Type
S1514 Delivery/exercise from date
S1515 Delivery/exercise to date
S1516 If the settlement date is not disseminated, the default date is three days from the trade date
S1517 Number of underlying instruments for this instrument
S1518 Duration from date
S1519 Duration to date
S1520 Exercise lot
S1521 Minimum exercise lot
S1522 Subscription currency
S1523 Dividend from year
S1524 Specifies the quantity of the underlying, which the holder is to receive for the specified no. of options for one share, this data field contains '1'
S1525 Outstanding Amount bond books for bonds
S1526 Margin Rate for bonds
S1527 Bond type
S1528 Issued amount
S1529 Date of issue
S1530 Outstanding amount
S1531 Record date
S1532 Lottery date
S1533 Conversion price
S1534 No cash flow parameters are registered in SAXESS for basic bonds
S1535 Rate Calculation type
S1536 Day count method for interest rate calculation
S1537 Loan number
S1538 Specifies external bond type
S1539 Specifies when the bond matures. Early (E) = first half of the year, late (L) = second half of the year
S1540 The percentage of which the loan is redeemed. Normally100%. Real yield loans can have a different (normally higher) value
S1541 Specifies the bond has amortization
S1542 Used for FRA (Forward Rate Agreement) loans, futures and forwards. Specifies the fixed (and only) settlement date
S1543 Defines freq of adjustment of interest rate. Specified as no of adjustments per year (2 = half year adjustment, 0.5 = biannual adjustments)
S1544 Refers to a relevant reference rate (e g LIBOR). This rate, if applicable, defines the base of interest rate used for the bond
S1545 Dividend from year
S1546 Defines frequency of coupons . Specified as number of coupons per year (2 = half year coupons, 0.5 = biannual coupons)
S1547 Specifies how the record date is decided
S1548 Specifies which day in any month which is used as the record day. Used only when the record date type is specified as fixed.
S1549 Specifies the number of bank days between the record date and the coupon date. Used only is the record day type is specified
S1550 Specifies if the bond is to be traded only by participants defined as primary dealers for the issuer of the bond
S1551 Specifies the first date from which the interest is calculated
S1552 Specifies whether the system is to calculate the price from a given interest rate or the other way round
S1553 Specifies if the bond is a benchmark bond
S1554 Interest calculation. FROM = From start date, excluding end date THRU = Excluding start date, including end date BOTH = Including start and end date
S1555 Date when the last coupon was paid
S1556 Date when the final coupon is paid
S1557 Specifies which of the following types a loan is
S1558 Series
S1559 Date when clearing institute decides which holder will receive coupon payout. A no of days before coupon date which has impact on bonds pricing
S1560 Specifies which date is the first in the period. Implies that the rate is valid until the next period begins or the loan matures
S1561 States the type of value that the volume is expressed in
S1562 Identifies the calculation method of the bond/bill
S1563 The interest premium for the market. The premium is used in the calculation of the yield /price of the bond
S1564 Date of latest change at the constituent level (populations, number of shares etc)
S1565 Number of cash flows
S1566 Specifies the number of coupons per year
S1567 Specifies the number of days to first cash flow
S1568 Specifies the number of days in first coupon period
S1569 Specifies the accrued interest
S1570 Specifies the index coupon adjustment
S1571 Specifies the index factor
S1572 Defines whether compound or simple interest should be used for present value calculation
S1573 Specifies the calculation convention for NASDAQ OMX's listed bonds
S1574 Installment frequency
S1575 First ordinary installment date
S1576 Convert from date
S1577 Convert through date
S1578 Reference Index
S1579 First ordinary coupon date
S1580 Base value
S1581 Base date
S1582 Parent ISIN id
S1583 Lottery date 2
S1584 Lottery date 3
S1585 Share capital
S1586 Adjustment amount
S1587 Index price type
S1588 Report UTC loan
S1589 Exercise currency
S1590 Cash component
S1591 Net asset value
S1592 No. of units outstanding
S1593 Tenor option type
S1594 Volume dimension
S1595 Defines what type of identifier is used in the Underlying External Id Field
S1596 Defines the type of security of the underlying
S1597 Percentage of underlying value
S1598 The date when exercise index is fixed
S1599 Trading Currency
S1600 Instrument Sub Type
S1601 Issuer Sign
S1602 Issuer currency
S1603 Price type (monetary amount or yield)
S1604 Round Lot size
S1605 Certified advisor (sponsor)
S1606 Indicates if the instrument has a Liquidity Provider
S1607 Reference Price
S1608 Reference Price Yield
S1609 Reference price Higher limit
S1610 Reference price lower limit
S1611 Ranking according to liquidity
S1612 Date of latest change in Basic Data Index for this index
S1613 Deferred Publication Class
S1614 Listed number of units for an order book
S1615 Nominal value
S1616 Block trade criteria size based on avg daily turnover. Min size of order qualifying as a block, presented in value in the currency of the order book
S1617 Average daily turnover
S1618 Mid-price Matching
S1619 Maximum mid-price spread
S1620 Mid-price auction
S1621 Mid-price allotment model
S1622 Deferred disclosure of counterparties
S1623 Indicates that this tradable uses CCP clearing
S1624 Settlement schedule
S1625 Index type
S1626 Population type
S1627 Maturity lower limit
S1628 Maturity higher limit
S1629 Index Calculation type
S1630 Start value
S1631 Minimum dissemination interval
S1632 Maximum dissemination interval expressed in seconds
S1633 Index Type (Price or Gross for reinvestment of dividends)
S1634 Date of Last Trade (Euronext)
S1635 Depositary List
S1636 Index Set of Var Price Tick
S1637 MIC List
S1638 Repo Indicator
S1639 Type of Unit Expected
S1640 Market Indicator
S1641 Tax Code
S1642 Currency Coefficient
S1643 Trading Currency Indicator
S1644 Strike Currency Indicator
S1645 Short sell flag
S1646 Short sell indicator
S1647 NLI asset class
S1648 NLI distribution policy
S1649 NLI Issue Condition code
S1650 NLI Issue frequency code
S1651 NLI Redemption condition code
S1652 NLI Redemption frequency code
S1653 NLI Indicative price min. text
S1654 NLI Indicative price min. date
S1655 NLI Indicative price min. currency
S1656 NLI Indicative price amount
S1657 NLI Type of collective investment vehicle
S1658 NLI Market type code
S1659 NLI Secondary fund type code
S1660 list of index symbols where the stock is a constituent
S1661 list of index weights
S1662 list of index percentages
S1663 Source of Static (internal only)
S1664 Exercise Type - A (US) / E (Eur)
S1665 NAV total amount
S1666 Foreign NAV total amount
S1667 Foreign NAV amount
S1668 Foreign NAV total
S1669 Cum vol
S1670 Product type
S1671 Foreign NAV
S1672 Basis price
S1673 Previous basis price
S1674 Previous previous basis price
S1675 Previous dividend cash
S1676 Strategy Leg 1
S1677 Strategy Leg 2
S1678 Strategy Leg 3
S1679 Strategy Leg 4
S1680 Coupon date
S1681 Ex Date
S1682 Payment date
S1683 MS.COM legacy Symbol
S1684 OfferedSecType
S1685 PrevParValue
S1686 NewParValue
S1687 PreParValueCur
S1688 NewParValueCur
S1689 NewSymbol
S1690 DividendType
S1691 GrossDividend
S1692 NetDividend
S1693 GrossDividendCur
S1694 NetDividendCur
S1695 PayDate2
S1696 PreviousName
S1697 NewName
S1698 RealtedEvent
S1699 LegalName
S1700 AppointedDate
S1701 MergerStatus
S1702 CompaniesMergedTo
S1703 NegotiatedPrice
S1704 OfferOpeningDate
S1705 OfferClosingDate
S1706 MinimumPrice
S1707 MaximumPrice
S1708 MinQualQuantity
S1709 MaxQualQuantity
S1710 MinAccQuantity
S1711 MaxAccQuantity
S1712 Payment Type
S1713 TaveoverStatus
S1714 OpenDate
S1715 CloseDate
S1716 UnconditionalDate
S1717 TakeoverType
S1718 Ceiling Price
S1719 Floor Price
S1720 Subs update field
S1721 Barrier (call) price at which the CBBC is callable
S1722 Original ICB industry classification code
S1723 Coupon Type
S1724 MS Earnings per share
S1725 Unicode native language company name
S1726 Upper barrier price
S1727 Underlying paper for warrants etc
S1728 Index constituent ID
S1729 Corresponding iNAV symbol
S1730 Character Set for S1725
S1731 Local Index Constituents - Comma seperated list
S1732 Global Index constituents - Commas seperated list
S1733 FTSE sub sector index indicator
S1734 Local Language Long Name
S1735 Global ID investment type
S1736 MS Listing Exchange code
S1737 First trading time in msecs since midnight
S1738 Last trading time in msecs since midnight
S1739 Calendar ID
S1740 Post Trade Parameter ID
S1741 Trading Parameter ID
S1742 Clearing Type
S1743 Exchange Market Size
S1744 Last Trading Day
S1745 Average Daily Turnover
S1746 Warrant Ratio
S1747 Settlement Type
S1748 Standard Market Size
S1749 Unit Of Quotation
S1750 Warrant Expiry
S1751 Warrant Underlying Desc
S1752 Price Band Outer Limit Perc
S1753 Static Circuit Breaker Perc
S1754 Dynamic Circuit Breaker Perc
S1755 Primary Book
S1756 Min Reserve Order Value
S1757 Coupon
S1758 Distribution Frequency
S1759 Long Term Debt and Capital Lease Obligation
S1760 Securities borrowed
S1761 Static Reference Price Policy
S1762 CB Alert Tks
S1763 Static CBTks
S1764 Dynamic CBTks
S1765 Filtering interval
S1766 Morningstar ID
S1767 Defines the direction of the product: Bull / Bear, Long / Short, Buy / Sel
S1768 Leverage, field value 1 = 100%
S1769 Settlement date
S1770 Applies to Max certificates
S1771 Applies to Mini-Futures
S1772 Beginning of period for calculating settlement value
S1773 Last day of period of calculating settlement value
S1774 List of participant ids referencing BDParticipant
S1775 Free text field to sum up or reference (URL) the product description
S1776 The MIC code of the market primarily trading the order book. Specified for secondary listings only.
S1777 Source System
S1778 Certificate size
S1779 Filtering class. States the transmitter of the information
S1780 Legal construction
S1781 Investment focus geographic
S1782 Investment focus instruments
S1783 Allocation profile
S1784 Number of payouts per year
S1785 Taxation principle
S1786 Type of fund
S1787 Fund domicile
S1788 Market and submarket affiliation
S1789 Type of reporting obligation
S1790 Eurex Market Segment Status Defines if a Eurex product is still traded on 'Eurex classic' (=Published) or on the new trading Architecture (+Active)
S1791 Country of registration
S1792 Country of listing
S1793 Old Instrument
S1794 New Instrument
S1795 Old Name
S1796 New name
S1797 MS Forward Estimate EPS
S1798 MS Free Float
S1799 MS Number of Share Class A outstanding
S1852 Origional Message Type
S2188 Origional Sequence number
S2000 Full expiration date (internal use only)
S2002 Delete file (internal use only)
S2004 Instrument Code Change (Internal Use Only)
S3000 Instrument Start Trading Date
S3001 Instrument Start Trading Date Time
S3002 Instrument End Trading Date
S3003 Instrument End Trading Date Time
S3004 Option Expiration Start Date
S3005 Option Expiration Start Date Time
S3006 Option Expiration End Date
S3007 Option Expiration End Date Time
S3008 Maturity Time
S3009 Corporate Action - Option ID - Multiple payment option ID (integer)
S3010 Corporate Action - Serial ID - Multiple payment serial ID (integer)
S3011 Corporate Action - Par Value - Security Par value (Double)
S3012 Corporate Action - Par Value Currency - Currency of the par value (string)
S3013 Corporate Action - Listing Status (D, N, R, S or blank) ****
S3014 Corporate Action - Pay Type (B, C, S and Blank)
S3015 Corporate Action - Priority - Indicated order of events when date is shared 1,2,3,4 etc.
S3016 Corporate Action - Withdrawal to Date
S3017 Corporate Action - Withdrawal From Date
S3018 Corporate Action - Min Price
S3019 Corporate Action - Max Price
S3020 Corporate Action - Start Subscription
S3021 Corporate Action - End Subscription Date
S3022 Corporate Action - Due Date
S3023 Corporate Action - FYE Date
S3024 Corporate Action - Pay Date 2
S3025 Corporate Action - Period End Date
S3026 Corporate Action - Option Election Date
S3027 Corporate Action - Registration Date
S3028 Corporate Action - Declaration Date
S3029 Corporate Action - Drip Last Date
S3030 Corporate Action - Drip Pay Date
S3031 Corporate Action - Crest Date
S3032 Corporate Action - Issue Price
S3033 Corporate Action - Old FY Start Date
S3034 Corporate Action - Old FY End Date
S3035 Corporate Action - New FY Start Date
S3036 Corporate Action - New FY End Date
S3037 Corporate Action - Appointed Date
S3038 Corporate Action - Offer Opens Date
S3039 Corporate Action - Offer Closes Date
S3040 Corporate Action - Cash Back
S3041 Corporate Action - Redemption Price
S3042 Corporate Action - Lapsed Premium Price
S3043 Corporate Action - Cm Acq. Date (Takeover)
S3044 Corporate Action - Unconditional Date
S3045 Corporate Action - Dividend - Gross Dividend
S3046 Corporate Action - Dividend - Net Dividend
S3047 Corporate Action - Dividend - Dividend Frequency
S3048 Corporate Action - Dividend - Withholding tax rate
S3049 Corporate Action - Dividend - Coupon
S3050 Corporate Action - Dividend - Depositary Fees
S3051 LEI - Legal Entity Identifier
S3052 MS Funds Catagory ID
S3053 MS Funds Global Category ID
S3054 Name of underlying Stock
S3055 Sector ID
S3056 Group ID
S3057 Industry IF
S3058 30 Day average volume
S3059 MS Investment ID (Sec ID)
S3060 BONO Cross trades inclusion indicator
S3061 BONO hours inclusion indicator
S3062 Delta basis trade inclusion indicator
S3063 IBEX Cross trades hours inclusion indicator
S3064 IBEX Futures trades inclusion indicator
S3065 Normal Cross trades hours inclusion indicator
S3066 Normal Hours inclusion indicator
S3067 LEG Ratio Quantity
S3068 No if shares per contract
S3069 Alternate security ID
S3070 Contract Subgroup ID
S3071 ISO MIC code used to identify the underlying listing venue
S3072 MIC code of the MTF
S3073 SWIFT code of the Central Securities Depository (CSD)
S3074 Margin Price
S3075 Strike Price Divisor
S3076 Fund Type
S3077 Dividend Schedule
S3078 Dividend Amount Type
S3079 Contract size (decimal)
S3080 Latest ex-div date (Julian format)
S3081 Real Listing Exchange
S3089 Primary instrument in a restructuring corporate action
S3090 Secondary instrument in a restructuring corporate action
S3091 Resultant instrument in a restructuring corporate action
S3092 The type of dividend in a corporate action - Cash Dividend/Special Dividend/Return on capital
S3093 The Declare date of a dividend in a corporate action
S3094 The Record date of a dividend in a corporate action
S3095 The Payment date of a dividend in a corporate action
S3096 The currency of the Dividend payment in a corporate action
S3097 The coupon of a dividend in a corporate action
S3098 The frequency of a dividend payment in a corporate action - Annually/Semi-Annually/ Quarterly/Monthly
S3099 Indicates whether an instrument is active (A) or not (I) in the feed (internal use only)
S3100 ETF Leverage Factor
S3101 Anticipated quotation release time
S3102 Denotes the IPO price to be used for intraday net change calculations
S3103 Indicator of inclusion
S3104 Price Limit Type for the price limits
S3105 Min Trade Vol
S3106 Max Trade Vol
S3107 Centre Strike Flag for Options
S3108 Book Type (regular, off-book, both)
S3109 Order submission interval in ms
S3110 Old Currency for Trading Currency change - Corporate Action
S3111 Child Spin off instrument for Spin off - Corporate Action
S3113 Child Instrument Closing Price - Corporate Actions
S3114 Primary Instrument Closing Price - Corporate Actions
S3115 Relative Weight for composite
S3116 Earnings Adjusted to Index
S3117 Latest 12 months earnings
S3118 Strategy Leg information for all legs
S3119 Option Hedge information
S3120 52week high price provided by the exchange
S3121 52week high date provided by the exchange (yyyymmdd)
S3122 52week low price provided by the exchange
S3123 52week low date provided by the exchange (yyyymmdd)
S3124 The business date
S3125 Index Status
S3126 Index Cap size type
S3127 Predetermined price level of the underlying instrument that triggers premature expiry. Field is only relevant for certain types of warrants
S3128 Underlying price level where the investment product reaches its maximum payoff. Field is only relevant for certain types of warrants and ETNs
S3129 OrderNote
S3130 Produkt Sort
S3131 Typ der Basiswerte
S3132 Optionstyp
S3133 Schutz gegen Wahrunsrisiko
S3134 Name des Emittenten
S3135 WKN des Derivats
S3136 ISIN des Derivats
S3137 Ausfuhrungsart
S3138 Marketing Name
S3139 WKN des Basiswerts
S3140 ISIN des Basiswerts
S3141 Wert der Barriere
S3142 Nominalwahrung des Basiswertes
S3143 Falligkeitstag des Derivats
S3144 Bezugsverhaltnis
S3145 Produktname des Emittenten
S3146 Erster Handelstag
S3147 Letzter Handelstag
S3148 Erster Handelstag OTC
S3149 Letzter Handelstag OTC
S3150 Handelsgment
S3151 Handelseinhert
S3152 Max. Spread in Euro
S3153 Max. Spread in Prozent
S3154 Kursbarriere fur den Spread in Prozent
S3155 Min. Size in Stuck
S3156 Min. Size in Euro
S3157 Handelsbeginn
S3158 Handelssende
S3159 Ausgabevolumen
S3160 Indextyp
S3161 Fees
S3162 Cancellation
S3163 Zusatzinformation
S3164 Cap
S3165 Sicherungsschwelle
S3166 Knock-out Barriere
S3167 Start Wert (Variable Wiederholung [Range I])
S3168 Stop Wert (variable Wiederholung [Range II])
S3169 Nominalwert
S3170 Interest Rate
S3171 Rolling
S3172 Hebelprodukt
S3173 Kursnotierung
S3174 Kurs in % notiert
S3175 Datum der Beruhrung der Barriere
S3176 Veranderungsdatum
S3177 Participationsrate
S3178 Bonuslevel
S3179 Wahrung des Bonuslevels
S3180 Start Zeichnungsperiode
S3181 Ende Zeichnungsperiode
S3182 Emissionspreis
S3183 Emissionszuschlag
S3184 Marktsegment
S3185 QLP
S3186 Maximum redemption price
S3187 Produktkategorie der Hebelprodukte
S3188 Produktkategorie der Anlageprodukte
S3189 Land der Heimatborse des Basiswert
S3190 Zahlungsdatum
S3191 Privatplatzierung
S3192 Name (Termsheet)
S3193 Ausgabetag
S3194 Ausgabevaluta
S3195 Wahrung Ausgabepreis
S3196 Referenzborse
S3197 Referenzkurs
S3198 Rolling-Strategie
S3199 Rolling-Periode
S3200 Managementgebuhr
S3201 Lock-In
S3202 Kapitalschutz
S3203 Abwicklungsart
S3204 Aktivkennzeichen
S3205 Deaktivierungsdatum
S3206 Ausgeknockt
S3207 Klassifizierung Boerse Stuttgart Level 4
S3208 Name Klassifizierung Boerse Stuttgart Level 4
S3209 Aktivcode
S3210 ID des Emittenten
S3211 ID der Emittentengruppe
S3212 Adresse des Emittenten
S3213 e-Mail Adresse des Emittenten
S3214 Servicetelefon des Emittenten
S3215 URL des Emittenten
S3216 Produkttyp des Emittenten
S3217 Produkttypebeschreibung Emittent
S3218 Zeitpunkt der Stammdatenanpassung
S3219 Zinsberechnungsmethode
S3220 Bloomberg ID
S3221 Bloomberg ID des Basiswerts
S3222 Bedingung Alpha-Struktur
S3223 Azahl Stucke des Basiswertes im Basket
S3224 Prozentueller anteil des Basiswerts im Basket
S3225 Domizilland des Basiswerts
S3226 Einheit der Barriere
S3227 Wert der Barriere
S3228 Datum Beginn Gultigkeit der Barriere
S3229 Datum Ende Gultigkeit der Barriere
S3230 Enddatum der Periode
S3231 Startdatum der Periode
S3232 Zahlungsdatum
S3233 Zinssatz in %
S3234 Min. Zinssatz in %
S3235 Max. Zinssatz in %
S3236 Zinsbetrag absolut
S3237 Partizipationsfaktor
S3238 Min. Partizipationsfaktor
S3239 Bonusbetrag
S3240 Lock-In Betrag
S3241 Lock-In in %
S3242 Min. Ruckzahlungsbetrag
S3243 Min. Ruckzahlungsbetrag in %
S3244 Max. Ruckzahlungsbetrag in %
S3245 Art der Zusatzinformation
S3246 Sprache der Zusatzinformation
S3247 Zusatzinformation
S3248 Delisting Datum
S3249 Ablaufdatum
S3250 Handelsmodell
S3251 Klassifizierung Eusipa
S3252 Name Klassifizierung Eusipa
S3253 Handelsplatz
S3254 Cashflow Type
S3255 Typ der Barriere
S3256 Strategie der Anlagepolitik
S3257 Industriebranche
S3258 Aktiv gemanaged
S3259 Basket Type
S3260 Nominalwahrung des Basiswertes
S3261 Einheit des Basiswertes
S3262 Kennzeichnung Intraday-Emission
S3263 Grund des Delistings
S3264 Rucknahmebetrag
S3265 Premium-Paket
S3266 Eindeutigkeit Zuordnung der Barrieren zu Cashflows
S3267 Eindeutigkeit der Barrieren
S3268 Wahrung der ruckzahlungsbetrage
S3269 Boerse Stuttgart instrument Number BSIN
S3270 IDMS key
S3271 Is_Incomplete
S3272 Final Valuation Date
S3273 Barrier Specification
S3274 Data under review
S3275 Type of Observation
S3276 LEI
S3277 Leverage Factor
S3300 Previous days official price
S3301 Previous days reference price
S3302 Last price in preceeding session
S3303 Date of last price in preceeding session (yyyymmdd)
S3304 Listed price
S3305 OffExchangeIncrementQty
S3306 OffExchangeIncrementPrice
S3307 OffExchangeIncrementOptionPrice
S3308 UnitQtyDenominator
S3309 Preceding or current day, 1 - current, 5 - preceding day
S3310 Constant multiplier of the Notional Vega defined on the product level and used for the clearing quantity conversion
S3311 Approximate number of trading days during one year defined as a constant on the product level and used for the calculation of Realized Variance
S3312 Total number of trading days of the instrument, including the first and last trading day, which is one day before the expiration
S3313 Total number of trading days already passed since the introduction of the instrument
S3314 Short term interest rate used for the calculation of the next day ARMVM. Only provided for the previous day
S3315 Calculated from all underlying closing prices since intro of the instrument adjusted by Annual Trading Business Days. Also provided for prev day
S3316 Calculated from the corresponding Interest-Rate till expiration. Also provided for prev day
S3317 Represents the economic cost of the variation margin from one trading day to the next. Also provided for previous day.
S3318 Implied volatility used to calculate settle price. 1st trading day is the bas for std Variance of instrument.
S3319 Variance ref for trading price conversion & settlement price calc. Provided 1st trading day when parameters are final & remains same after.
S3320 End-of-Day Settlement Price. Settlement price in clearing notation. Only provided for previous day
S3321 Indicates if automatic calculation of parameters is disabled and parameters have been manually defined. 0 = auto, 1 = manual
S3322 Price Notation for Variance Futures. 1 - price + quantity, 2 - Volatility Strike & Vega Notation
S3323 Interest Rate
S3324 Previous day closing price of the underlying
S3325 Tier
S3326 Lot type, 1 - odd lot, 2 - round lot, 3 - block lot, 4 - all or none
S3327 Underlying status, 1 - active, 2 - delisted
S3328 Is virtual underlying status, 1 - yes, 2 - no
S3329 Stop Loss, a Stop loss is the level o9f the underlying that, if reached, a portion can be redeemable on termination of the warrant
S3330 Underlying instrument type code
S3331 Underlying security code for warrants
S3332 ETN Production Classification Code
S3333 Distribute Type Code
S3334 Expiration Redemption Price Decision Start Date
S3335 Expiration Redemption Price Decision End Date
S3336 Final Index Value
S3337 Index Value In Sum of Monex
S3338 Previous Days Taxable Basic Price
S3339 Previous Days Taxable Basic Price Before Dividend
S3340 Previous Days Cash Dividend Price
S3341 Day Before Previous Days Taxable Basic Price
S3342 Previous Day IV
S3343 During Market Hours / Final IV
S3344 Drip Reinvestment Price
S3345 Country Code
S3346 Frank Flag