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Overview

IPF stands for Instrument Profile Format for a normalized view of dxFeed instrument metadata. This format uses symbology as defined on corresponding exchanges and national markets. Extensions and augmentations of "native" symbology are formally beyond the scope of this format. However, there are several common notations that are currently in use.

Future symbols use the prefix "/" for convenience. Example: /YGM9. Option symbols use the prefix "." for convenience. Example: .ZYEAD.

IPO and IPF

IPO Stock appears in IPF as soon as dxFeed gets data from Exchange.

IPF Fields

IPF consist of the following:

Field Data type Description Example

TYPE

Text

Type of instrument

STOCK, FUTURE

SYMBOL

Text

Unique identifier of instrument

GOOG, /YGM9

DESCRIPTION

Text

Description of instrument

Google Inc., Mini Gold Futures,Jun-2009,ETH

LOCAL_SYMBOL

Text

Identifier of instrument in national language

LOCAL_DESCRIPTION

Text

Description of instrument in national language

COUNTRY

Text

Country of corresponding company or parent entity in ISO 3166-1 format

US, RU

OPOL

Text

Official Place Of Listing, the organization that have listed this instrument

XNAS, RTSX

EXCHANGE_DATA

Text

Exchange-specific data required to properly identify instrument when communicating with exchange

EXCHANGES

Formatted text

List of exchanges where instrument is quoted or traded

ARCX;CBSX ;XNAS;XNYS

CURRENCY

Text

Currency of quotation, pricing and trading

USD, RUB

BASE_CURRENCY

Text

Base currency of currency pair (FOREX instruments)

USD, RUB

CFI

Text

Classification of Financial Instruments code

ESNTPB, ESXXXX

SEDOL

Text

Stock Exchange Daily Official List

2310967, 5766857

CUSIP

Text

Committee on Uniform Security Identification Procedures code

38259P508

ICB

Number

Industry Classification Benchmark

9535

SIC

Number

Standard Industrial Classification

7371

MULTIPLIER

Number

Market value multiplier

100, 33.2

PRODUCT

Text

Product for futures and options on futures

/YG

UNDERLYING

Text

Primary underlying symbol for options

C, /YGM9

SPC

Number

Shares per contract for options

1, 100

ADDITIONAL_UNDERLYINGS

Formatted text

Additional underlyings for options

SE 50, FIS 53; US$ 45.46

MMY

Text

Maturity month-year as provided for corresponding FIX tag (200)

YYYYMM, YYYYMMDD, YYYYMMwN

EXPIRATION

Date

Date of expiration

2009-01-17

LAST_TRADE

Date

Date of last trading day

2009-01-16

STRIKE

Number

Strike price for options

80, 22.5

OPTION_TYPE

Text

Type of option

STAN, BINY, FLEX

EXPIRATION_STYLE

Text

Expiration cycle style

Weeklys, Quarterlys

SETTLEMENT_STYLE

Text

Settlement price determination style

Open, Close

PRICE_INCREMENTS

Formatted text

Minimum allowed price increments with corresponding price ranges; shall use following format

0.25, 0.01 3; 0.05



IPF Field Applicability

Except for a few identification fields, many other fields are either optional or simply not applicable for a given instrument type. Inapplicable fields shall be ignored if present and they shall be left empty when exported.

IPF update time

IPF updates around (UTC-5): 00:45, 04:45, 06:45, 16:45, 21:45, 22:45, 23:45. Exactly time may be changed, but usually not so frequently.