General provisions
Introduction
This document describes the formats of different symbols in dxFeed market data feeds. Such types of symbols include equities, options, futures, and futures options, indices and Forex, etc.
Formats
Note
In the format examples that follow, the + (plus sign) character is used as a unit separator to increase the formats’ readability. It is not an actual part of the symbol.
In general, the formats are SYMBOL + & + EXCHANGE CODE. In a user’s request, SYMBOL will include the ticker symbol and other indicators such as class. If no EXCHANGE CODE is included, dxFeed will provide the composite data. Note that the European market does not have exchange codes. All formats relate to US market.
Symbol Type | Format | Example |
|---|---|---|
Equities and all other assets (except those specified in this table) | SYMBOL | IBM |
Indices and Indicators (non-tradable) | $SYMBOL | $DJI |
Options (Index, Equity, and Currency) | . + OPTION SYMBOL + EXPIRATION DATE + OPTION TYPE + STRIKE | .AAPL120616P255, .AAPL120616C260 |
Futures and products | / + SYMBOL | /CL, /CLH2 |
Futures Options | ./ + FUTURES OPTION SYMBOL + EXPIRATION DATE + OPTION TYPE + STRIKE | ./LOF3C64, ./LOF3P64 |
Spread | =SYMBOL1-SYMBOL2 A formula defines this instrument. It specifies the combination of the leg, the side, and the ratio of each leg:
| =./SOZ21C22.55:XCEC+./SOZ21P22.55:XCEC =./SO3M22C99.45:IFLL-2*./SO3M22C99.65:IFLL |
Namespaces
Any symbol can have a namespace that separates symbols listed on different exchanges or indices from different sources. Specify all namespaces with double colons.
Symbols coincide with OPOL values when using namespaces. Most of the namespaces in our symbols are ISO-compliant. Check this full list of Market Identifier Codes.
Namespace | Description | Example |
|---|---|---|
Two-letter | Country | TR |
Three-letter | Custom namespaces | ENI TFX |
Four-letter | MIC codes of exchanges or other data vendors | FTSE |
More than four letters | Custom OPOL | CXBITS |
Modifiers for specific exchanges
If an exchange code is included in a user’s request, data is shown for the specific exchange. An exchange code is preceded by the & (ampersand sign). Check the list of codes in the Exchange Codes article.
Examples:
IBM&N.AAPL120616P255&C
Additional attributes
Some instruments may have additional attributes when using API for data requests. That includes charting data and Forex.
See examples for additional attributes in curved brackets below:
Attribute | Description | Example |
|---|---|---|
{parameter=n} | Charting data | AAPL{p=1} |
{mm=XXXX} | Forex feed per market contributor | EUR/US{mm=SAXO} |
Equities, Futures, Options, and Spreads symbology
Refer to the Formats chapter for listed symbology conventions by regions and exchanges.
We provide data feeds for the following regions: