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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:

  • subtraction (- sign) = sell this leg

  • addition (+ sign) = buy this leg

  • multiplication (* sign) = ratio relative to other legs

=./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: