| Attribute Dictionary | | | Attribute | Description |
| | FirstFixingPrice
FirstFixingDate
FirstFixingTime
SecondFixingPrice
SecondFixingDate
SecondFixingTime
CloseFixingPrice
CloseFixingDate
CloseFixingTime
|
Fixing prices for SIX CHF Repo rates (Swiss Reference Rates). The fixing
values are disseminated 3 times during each trading day: 12:00 CET, 16:00 CET
and at the market close.
|
| | IndexType
IndexTypeDesc
|
A code grouping the indices by the asset class of the components
or a major group.
Possible values
for IndexType
are:
| | | SH | Shares | | BO | Bonds | | OT | Others | | ST | Strategy indices | | MM | Money Market rates/indices |
|
| | IndexGroup
IndexGroupDesc
|
A mnemonic code and description indicating the "family" or group, if any, to which this index
belongs.
|
| | IndexSBIRating
|
A mnemonic code indicating the rating - or range of ratings - assigned
to the bonds which are the components of SBI® Ratings indices.
|
| | IndexSBIMaturity
|
A mnemonic code indicating the range of maturities for the bonds
which are the components of SBI® Maturity indices.
|
| | APENORM
AROEPCT
ADIVSHR
ADIV5YAVG
YLD5YAVG
AEPSNORM
EV_Cur
|
Selected Reuters ratios: price/earnings ratio; return on equity; dividends per share;
dividends, 5-year avg.; dividend yield, 5-year avg.; earnings per share; enterprise value
(in millions).
|
| | RBSSEconomicSector
RBSSEconomicSectorDesc
RBSSBusinessSector
RBSSBusinessSectorDesc
RBSSIndustryGroup
RBSSIndustryGroupDesc
RBSSIndustry
RBSSIndustryDesc
|
These attributes identify the product with the Reuters Business Sector Schema (RBSS)
four-level classification scheme.
|
| | SBISector
SBISectorDesc
|
Categorization of bonds used in SBI® rating indices.
Possible values
for SBISector
are:
| | | DG | SBI Domestic - Swiss Government | | DN | SBI Domestic - Non-Government | | FG | SBI Foreign - Government | | FC | SBI Foreign - Corporate | | FS | SBI Foreign - Supranational |
|
| | RemainingTermToMaturity
|
The remaining term to maturity of a bond in years.
|
| | Yield
|
The "yield to worst" of a bond. Equals the yield to maturity for straight bonds
while for callable bonds it is the lower of yield to maturity and yield to
first call.
|
| | Duration
|
A measure of the average maturity period of the capital invested in a bond, expressed
in years.
|
| | CompositeRating
CompositeRatingOrder
|
The SWX Composite Rating assigned to a bond in the SBI ratings indices.
|
| | LastCouponDate
NextCouponDate
|
The last & next coupon payment dates for a bond.
|
| | AssetClassCode
AssetClassDesc
|
The code and description of the asset class upon which an ETF or investment fund is based.
|
| | LegalStructureCountryCode
LegalStructureCountryDesc
|
The legal regime appropriate for an ETF or investment fund.
|
| | UnderlyingGeographicalCode
UnderlyingGeographicalDesc
|
The code and description of the geographical area of the underlying(s) of an ETF or investment fund.
|
| | UnderlyingProviderCode
UnderlyingProviderDesc
|
The code and description of the "provider" of the underlying(s) of an ETF or investment fund
e.g. STOXX or SWX if the underlying is an index.
|
| | ManagementFee
|
The management fee of an ETF or investment fund expressed as a percentage of the indicative
NAV.
|
| | IssuerLongNameCode
IssuerLongNameDesc
|
The code and description of the issuer (long name) of an ETF or investment fund.
|
| | FundIndustrySectorCode
FundIndustrySectorDesc
|
The code and description of the industry sector of an ETF or investment fund.
|
| | UnderlyingCode
UnderlyingDesc
|
The code and description of the underlying of an ETF or investment fund.
|
| | FundLongName
|
The long name of an ETF or investment fund.
|
| | MarketMakers
|
Delimited list of Market Makers for a fund.
|
| | FundReutersTicker
FundBloombergTicker
|
Reuters and Bloomberg ticker symbols for a fund.
|
| | ReplicationMethodCode
ReplicationMethodDesc
|
The code and description of the replication method of an ETF or investment fund.
|
| | CollateralCode
CollateralDesc
|
The code and description of the collateral deposited for an exchnage traded product.
|
| | FundCurrency
|
FIXME: Get definition from business. tktr4.
|
| | ManagementStyleCode
ManagementStyleDesc
QualifiedInvestorsFlag
|
The management style of a fund indicates whether the fund's composition is either actively
managed or passively tracking an underlying. Actively managed funds may be restricted to
qualified investors (term defined by Swiss federal law, Bundesgesetz über die kollektiven
Kapitalanlagen).
|
| | SpecialitiesCode
SpecialitiesDesc
|
The specialities attribute captures fund features not covered by any other fund attribute.
|
| | AcceptOrdersDate
|
The date on which first orders will be accepted.
|
| | AccruedInterestCalcCode
AccruedInterestCalcDesc
|
The unique identifier and the textual description of the algorithm used to
calculate the accrued interest amount for a bond as well as the number of days
in a year used in the calculation.
|
| | AccruedInterestFromDate
|
The date from which the entitlement to accrued interest on a bond starts
(i.e. the earliest date from which accrued interest is calculated).
Also known as jouissance.
|
| | AdjustmentFactor
|
Historic prices are adjusted by a correction factor in order to
compensate for stock splits or other important capital events.
For example, the actual closing price for UBSN on 5 May 2000 was 435.
After the 1:2 stock split this price is adjusted to 217.5 to be
comparable to later data:
select UBSN
211 Selected 1 valors.
date 20000508 -1
210-Selected dates:
20000505
20000508
210 That's all folks.
snap MarketDate ClosingPrice AdjustmentFactor
250-Tab separated attribute values follow:
20000508 217 1
20000505 217.5 0.5
250 End of data.
|
| | AllocatedNumber
EntitlesToUnit
MinmNeeded
NumberNeeded
UnitsForEntitlement
CoverRatio
|
EntitlesToUnit and NumberNeeded define the number of underlying instruments
and of options/rights in the conversion ratio options to underlyings.
EntitlesToUnit underlyings are received for NumberNeeded options.
In the case that the derivative is a right, UnitsForEntitlement are the number of shares
required to receive EntitlesToUnit rights. In the case that the derivative link
is part of a composite security, UnitsForEntitlement and AllocatedNumber
define the ratio of derivatives per bond or share.
MinmNeeded defines the minimum number of options required to be able to actually
execute an exercise transaction.
|
| | AmountInIssue
NumberInIssue
AssociatedNumberInIssue
|
The actual monetary amount or number of shares which has been
issued to, and traded on, the market. This number can be affected by security
events such as capital restructurings.
AssociatedNumberInIssue is the number of shares of the second component
of a structured product.
|
| | AnnualInterestRate
AnnualInterestFraction
AnnualPremiumFraction
|
|
| | AskBookPrice
AskBookVolume
AskBookNumOrders
AskBookNumQuotes
AskBookNumPrices
AskBookAveragePrice
AskBookCumulatedVolume
AskBookCumulatedNumOrders
AskBookCumulatedNumQuotes
AskBookCumulatedNumPrices
BidBookPrice
BidBookVolume
BidBookNumOrders
BidBookNumQuotes
BidBookNumPrices
BidBookAveragePrice
BidBookCumulatedVolume
BidBookCumulatedNumOrders
BidBookCumulatedNumQuotes
BidBookCumulatedNumPrices
|
Orderbook content (price, volume, number of orders / quotes / orders+quotes,
average price, cumulated volume, cumulated number of orders / quotes / orders+quotes)
up to 10 levels deep, from best to least good.
The values are separated by '|'.
The different lists for the same side are guaranteed to have the same length.
Hidden size orders are indicated by a '>'-sign before the volume values
and a '~'-sign before the average price values.
|
| | AskPrice
AskVolume
AskNumOrders
AskNumQuotes
AskNumPrices
AskSpread
BidPrice
BidVolume
BidNumOrders
BidNumQuotes
BidNumPrices
BidSpread
MidSpread
|
Best bid (buy) and ask (sell) prices and volumes.
Price values may be the string 'Market' to indicate orders at market prices.
Volume values can be preceded by a '>' character indicating
the presence of a hidden order.
For products traded on the SWX Quotematch platform the number of orders and quotes
at this price are also specified.
AskSpread = 100 * (AskPrice - BidPrice) / AskPrice
BidSpread = 100 * (AskPrice - BidPrice) / BidPrice
AskSpread and BidSpread are both empty if either AskPrice or BidPrice is undefined.
MidSpread = 200 * (AskPrice - BidPrice) / (AskPrice + BidPrice)
|
| | LastAskPrice
LastAskTime
LastAskVolume
LastAskSpread
LastBidPrice
LastBidTime
LastBidVolume
LastBidSpread
LastOrderbookMidPrice
LastOrderbookMidDelta
LastOrderbookMidDiff
LastOrderbookMidDate
LastOrderbookMidTime
PreviousOrderbookMidPrice
|
Last non-empty best bid (buy) and ask (sell) prices and volumes.
Volume values can be preceded by a '>' character indicating
the presence of a hidden order.
LastAskSpread = 100 * (LastAskPrice - LastBidPrice) / LastAskPrice
LastBidSpread = 100 * (LastAskPrice - LastBidPrice) / LastBidPrice
AskSpread and BidSpread are both empty before the first quote of the day.
The order book mid price is simply the average of the best bid and
ask prices and is used as a market price estimate for heavily quoted
products e.g. ETF's.
|
| | AssetClass
|
Main investment instrument of a Not Listed Investment Fund.
Possible values
are:
| | | 1 | Money Market | | 2 | Bonds | | 3 | Equities | | 4 | Asset Allocation | | 5 | Real Estate | | 6 | other funds | | 8 | Alternative Investments |
|
| | AutomaticSettlementFlag
|
Value '1' indicates that the automatic clearing and settlement of trades are supported.
|
| | BarrierBasisTypeCode
BarrierTypeCode
BarrierLevel
PaybackCurrencyCode
PaybackValue
|
These attributes characterise the barrier levels which have an impact on the
payoff of a derivative product. In the case of derivatives with more than one
barrier the values are separated by '|'.
Possible values
for BarrierBasisTypeCode
are:
Possible values
for BarrierTypeCode
are:
| | | 2 | Knock-in Down and in-call | | 3 | Knock-in Up and in-call | | 4 | Knock-in Down and in-put | | 5 | Knock-in Up and in-put | | 6 | Knock-out Down and out-call | | 7 | Knock-out Up and out-call | | 8 | Knock-out Down and out-put | | 9 | Knock-out Up and out-put | | 10 | Stop-loss | | 11 | Lock-in | | 12 | Lock-out | | 99 | Other, as specified in FurtherConditionsText |
|
| | BasketMemberships
BasketMembershipsOrder
|
BasketMemberships is a '|'-separated list of the indices defined by the baskets
command.
Each entry is preceeded by a plus-sign, if the selected valor is a component of
that index, or by a minus-sign otherwise.
BasketMembershipsOrder is the numeric index (1-based) of the right-most plus-signed
name in the list of indices, or zero if the valor is not a component of any of the
selected baskets.
|
| | CalculationMethod
|
Code defining the meaning of quoted prices.
Possible values
are:
| | | 00 | per unit | | 10 | per unit for not fully-paid securities | | 01 | in percent | | 11 | in percent for not fully-paid securities |
|
| | CCPEligibleFlag
|
Flag if security is eligble for settlement via the central counterparty.
|
| | Certificates
FundVolume
|
Certificates is the number of outstanding share of a fund.
This number can vary each day, depending on the number of
creations (purchases) and redemptions (salfes).
The quantity FundVolume = Certificates * OfficialNetAssetValue
represents the value of the assets under the fund's management.
|
| | ClosingNetAssetValue
|
Last NAV during a given trading date.
While the market is open, ClosingNetAssetValue returns the same value as NetAssetValue.
|
| | ContractConditions
|
Textual description of conditions relating to the exercising which cannot be
specified by other attributes.
|
| | ContractSize
ContractRatio
|
ContractSize is the Number of underlyings to be delivered per option contract
or ticks per future contract.
The quantity ContractRatio = 1 / ContractSize is the
number of warrants required per underlying.
|
| | ContractType
|
Type of Eurex contract.
Possible values
are:
| | | C | Call option | | P | Put option | | F | Future | | B |
Chooser; when these types of warrants are issued, it is not yet defined
whether it will be a call or a put; later in its life time, this will be
determined.
| | S | Spread | | O | other |
|
| | CouponAmount
CouponAmountYearly
CouponRate
|
The coupon rate at issue of a bond as mentioned in the
ShortName.
|
| | DailyHighPrice
DailyLowPrice
DailyHighTime
DailyLowTime
|
Daily high/low prices and times.
|
| | DeliveryTypeCode
| The type of delivery of the underlying instrument.
Possible values
are:
| | | 1 | Title | | 2 | Cash | | 3 | Holder's choice | | 4 | Issuer's choice |
|
| | DerivativeLinkTypeCode
DerivativeLinkTypeDesc
|
The unique identifier and the textual description of the relationship of the
derivative data to the security.
Possible values
for DerivativeLinkType
are:
| | | 1 | Right | | 2 | Convertible | | 3 | Warrant | | 4 | Basket option | | 5 | Alternative option |
|
| | DerivativeTypeCode
DerivativeSubtypeCode
|
Derivative categorisation used within SWX Swiss Exchange (deprecated).
Possible values
for DerivativeTypeCode
are:
| | | CPT | Capital protection product | | CTC | Certificate | | MYT | Maximum yield product | | WTC | Warrant |
Possible values
for DerivativeSubtypeCode
are:
| | | CAP | Capital protection product, with limited profit potential | | UNLIMITED | Capital protection product, with unlimited profit potential | | DYNAMIC | Certificate, dynamic | | OPEN_END | Certificate, open-end | | STATIC | Certificate, static | | DISCOUNT | Maximum yield product, discount | | OUTPERFORMER | Maximum yield product, outperformance | | REV_CONVERTIBLE | Maximum yield product, reverse convertible | | CALL | Warrant, call | | CONDOR | Warrant, condor | | OTHER | Warrant, other | | PUT | Warrant, put | | SPREAD | Warrant, spread |
|
| | DerivativeSecTypeCode
SVSPSecTypeCode
SVSPSecTypeDesc
SVSPCategoryCode
SVSPCategoryDesc
|
Derivative categorisation used within SWX Swiss Exchange and SVSP.
Possible values
for DerivativeSecTypeCode
are:
| | | WJ | Warrant | | WM | Spread warrant | | WK | Knock-out warrant | | WL | Mini future | | WZ | Other leverage product | | YA | Capital protection without cap | | YB | Capital protection with cap | | YZ | Other capital protection product | | XA | Discount certificate | | XB | Barrier discount certificate | | XC | Reverse convertible | | XD | Barrier reverse convertible | | XH | Barrier range reverse convertible | | XE | Capped outperformance certificate | | XF | Express certificate | | XG | Step certificate | | XZ | Other yield optimisation product | | ZA | Tracker certificate | | ZB | Bonus certificate | | ZC | Outperformance certificate | | ZE | Airbag certificate | | ZD | Twin-win certificate | | ZZ | Other participation product |
Possible values
for SVSPSecTypeCode
are:
| | | 110 | Warrant | | 115 | Spread warrant | | 120 | Knock-out warrant | | 130 | Mini future | | 199 | Other leverage product | | 410 | Capital protection without cap | | 450 | Capital protection with cap | | 499 | Other capital protection product | | 310 | Discount certificate | | 320 | Barrier discount certificate | | 330 | Reverse convertible | | 340 | Barrier reverse convertible | | 345 | Barrier range reverse convertible | | 350 | Capped outperformance certificate | | 360 | Express certificate | | 370 | Step certificate | | 399 | Other yield optimisation product | | 210 | Tracker certificate | | 220 | Bonus certificate | | 230 | Outperformance certificate | | 240 | Airbag certificate | | 250 | Twin-win certificate | | 299 | Other participation product |
|
| | DistributionPolicy
|
Not Listed Investment Fund distribution policy.
Possible values
are:
| | | A | Distribution | | B | Accumulation |
|
| | DividendEntitlementFlag
|
Value '1' indicates that the valor attracts dividend payments.
|
| | DividendFrequencyCode
|
Frequency with which dividend payments are made.
The codes are the same as for the
InterestFrequency.
|
| | DividendPayments
|
List of date, amount, currency for the most recent dividend payments.
The values are separated by '|'.
The date may be undefined, if only the dividend amount has been announced yet.
See also ExDividendDate.
|
| | Divisor
|
Used in Laspeyres formula to normalise the index and to assure
its continuity in the case of capital events.
The quantity 1 / Divisor is commonly referred to as Capital Factor.
|
| | EarliestExerciseDate
LatestExerciseDate
|
First date and latest date/time to exercise an option.
|
| | Exchange
Market
|
The unique identifier of an exchange or a market. It is normally conformant with
ISO 10383, e.g. "XSWX", "XFRA", "XHEL", "XETR". Markets are a sub-structure of
exchanges.
|
| | ExchangeCode
|
Code identifying the origin of the data.
Possible values
are:
| | | 1 | virt-x | | 4 | SWX Swiss Exchange | | 5 | Eurex options and futures | | 6 | Berne Stock Exchange | | 7 | Not Listed Investment Funds | | 8 | STOXX indices | | 9 | Swiss indices etc. | | C | Chicago Board of Trade CBOT | | F | Frankfurter Wertpapierbörse FWB | | H | Helsinki Exchanges | | X | XETRA (Deutsche Börse) |
|
| | ExDividendDate
ExDividendType
|
The date and type of the most recent ex-dividend event
which may not necesssarily be identical with any one of the dividend payments
descibed in DividendPayments.
Possible values
for ExDividendType
are:
| | | C | Cash dividend | | S | Stock dividend | | A | A Conto (partial) dividend | | O | Other dividend (e.g. choice between dividend and warrant) |
|
| | ExerciseCurrencyCode
|
The currency applicable to the exercise transaction.
|
| | ExerciseLimit
KnockOutFlag
|
Upper or lower threshold for a cash settlement, expressed in
exercise currency.
A value of '1' for the KnockOutFlag indicates, that if the ExerciseLimit is reached,
the option exercises automatically.
|
| | ExercisePrice
ExercisePricePerUnitFlag
ExercisePriceSpread
|
The price at which an option can be exercised.
It can be expressed either as a total price for the exercise transaction ('0'), or as a
price per unit of the underlying ('1').
|
| | ExpirationTime
|
The time when an option expires.
|
| | ExRightDate
|
For rights, this defines the date when the underlying instrument goes ex-right.
|
| | FinalSettlementValue
FinalSettlementDate
FinalSettlementTime
|
Price, date and time of the final settlement values of STOXX &
SIX Swiss Exchange indices.
|
| | FirstDate
|
The first date in the time series of this valor or any dependent valors.
|
| | FirstTradingDate
LastTradingDate
|
The first and last trading dates.
|
| | FirstInterestPaymentDate
|
First payment date of a derivative which has an interest component e.g. structured
product bond.
|
| | FixingDate
|
|
| | FixedExerciseExchangeRate
|
Defines a fixed exchange rate for foreign securities for the currency conversions
associated with the exercise transaction.
|
| | FlatCode
|
Value 'F' indicates that the price for a bond does not include the accrued interest.
|
| | FlatFlag
|
If '1' the bond is traded flat and accrued interest is not included in the calculation of
the settlement amount for a trade.
|
| | ForeignCurrencyInterestFlag
ForeignInterestCurrencyCode
|
If '1' the bond's coupons are paid in the indicated foreign currency.
|
| | FreeFloatShares
FreeFloatFraction
CappingFactor
|
The number of shares freely available for trading and its ratio to the
total number of shares.
The capping factor is a further factor to reduce the relevant number of shares
in capped indices.
|
| | FurtherConditionsText
FurtherConditionsFlag
|
Textual description of conditions relating to the exercising which cannot
be specified by other attributes.
A value of '0' for the FurtherConditionsFlag indicates that these are for
information only.
|
| | GeographicalAreaCode
GeographicalAreaDesc
|
The unique identifier and the language-dependent translation for a geographical area.
|
| | GroupCode
|
Classification of a security (see also
SecurityType).
Possible values
are:
| | | 1 | Trading Status | | 3 | Indices | | 5 | Total Trade Volumes | | 6 | Euro Interest Rates | | 7 | Official Exchange Rates | | 20 | Derivatives | | 30 | Shares | | 31 | Domestic Shares | | 32 | Foreign Shares | | 40 | Baskets | | 51 | Domestic Bonds | | 52 | Foreign Bonds | | 54 | Eurobonds in USD (obsolete) | | 55 | Eurobonds in EUR (obsolete) | | 56 | Eurobonds in GBP (obsolete) | | 57 | Eurobonds in JPY (obsolete) | | 59 | Eurobonds | | 67 | Eurex Options | | 68 | Eurex Options on Futures | | 69 | Eurex Futures | | 80 | Exchange-traded Funds | | 81 | Exchange-traded Funds | | 82 | Foreign Exchange Cross Rates |
|
| | GuaranteeTypeCode
GuaranteeTypeDesc
|
The unique identifier and textual description for a guarantee type.
|
| | HasBasket
|
The HasBasket flags whether an index has a known basket associated with it
('1') or not ('0').
|
| | HolidayCalendar
|
Symbolic name for the holiday calendar the valor is subject to.
|
| | ICBIndustry
ICBIndustryDesc
ICBSupersector
ICBSupersectorDesc
|
ICB classification attributes for industry and supersector.
|
| | IndexCalculationMethod
IndexCalculationMethodDesc
|
The type of an index (code and description) as determined by the way it is calculated
and how dividends are treated (price or total return) or on the value used in the
index calculation (yield or duration).
Possible values
for IndexCalculationMethod
are:
| | | P | Price index, not adjusted for dividends | | T | Total return (performance) index, adjusted for dividends | | Y | Yield index, only available for bond indices | | D | Duration index, only available for bond indices |
|
| | IndicativePriceMinimum
IndPrcMinCurrency
IndPrcMinDate
IndPrcMinText
|
Indicative price minimum, its currency and date as well as a textual comment
of a Not Listed Investment Fund.
|
| | IndustrySectorCode
IndustrySectorDesc
|
The unique identifier and the textual description of an industry sector.
|
| | InstrumentTypeCode
|
The instrument type code of a security.
Possible values
are:
| | | BO | Bond | | DE | Derivative | | SH | Share |
|
| | InterestComponentFlag
InterestCalculation
InterestFrequencyIndicator
InterestFraction
|
The FlagsInterestComponentFlag indicates whether ('1') or not ('0') a structured product
has an interest component.
The InterestCalculation is a code indicating the interest calculation method.
|
| | InterestFrequencyCode
|
Frequency of how often interest payments take place during a bond's lifetime.
Possible values
are:
| | | 1 | Once a year, i.e. every 12 months | | 2 | Twice a year, i.e. every 6 months | | 3 | 3 times a year, i.e. every 4 months | | 4 | 4 times a year, i.e. every 3 months | | 5 | 5 times a year, i.e. every 72 days | | 6 | 6 times a year, i.e. every 60 days | | 7 | 7 times a year, i.e. every 51 days | | 8 | 8 times a year, i.e. every 45 days | | 9 | 9 times a year, i.e. every 40 days | | A | 10 times a year, i.e. every 36 days | | B | 11 times a year, i.e. every 33 days | | C | 12 times a year, i.e. every 30 days | | D | Every 2nd year | | E | Every 3rd year | | F | Every 4th year | | G | Every 5th year | | H | Every 6th year | | I | Every 7th year | | J | Every 8th year | | K | Every 9th year | | L | Every 10th year | | M | Every 11th year | | N | Every 12th year | | O | Every 13th year | | P | Every 14th year | | Q | Every 15th year | | X | Anytime | | Y | Irregular recurrence | | Z | No recurrence |
|
| | InterestRate
InterestFrequency
|
Interest rate for bonds and frequency of how often interest payments
take place during the bond's lifetime.
The InterestRate value can be "0" since there are bonds with an interest rate of 0%.
The value is empty if a new bond is traded before the payment date is reached.
|
| | InvestmentVehicleType
|
Collective investment vehicle of a Not Listed Investment Fund.
Possible values
are:
| | | 1 | Investment Fund | | 2 | Investment Foundation | | 3 | other |
|
| | ISIN
|
12-character international security identifier, conformant to ISO 6166.
|
| | IssueCondition
|
Conditions applied for the subscription/issue of units/shares
of a Not Listed Investment Fund.
Possible values
are:
| | | 1 | NAV | | 2 | NAV plus sales commission | | 3 | NAV plus buying fee | | 4 | Combination of 2 and 3 | | 5 | others |
|
| | IssueCurrencyCode
|
Issue currency code, conformant with ISO standard 4217.
|
| | IssuePrice
RedemptionPrice
InterimProfit
|
Issue and redemption price as well as interim profit of a Not Listed Investment Fund.
|
| | IssuerCode
IssuerNameShort
IssuerNameFull
|
Abbreviation, short and long textual name of the issuer.
|
| | IssueYear
|
The year in which a bond is issued.
|
| | LastPrice
LastDate
LastTime
LastVolume
|
Price, date, time, and volume of last trade.
|
| | ListingMemberOrgAbbrev
|
Abbreviation of the bank responsible for the valor while it is listed.
|
| | BondListedFlag
BondDutyToReportFlag
|
A value of '1' for BondListedFlag indicates that the bond is listed with SIX Swiss Exchange.
BondDutyToReportFlag indicates that the bond is subject to reporting obligations. That means
currently that it is either listed or has a provisional listing.
|
| | ListingTypeCode
ListingTypeDesc
|
The unique identifier and the textual description of the listing type and thereby
the rules & regulations governing the listing and trading of the valor.
Possible values
for ListingTypeIndicator
are:
| | | 1 | Primary listing | | 2 | Secondary listing | | 3 | Provisional listing | | 4 | Not listed | | 5 | other |
|
| | ListingSegment
ListingSegmentDesc
|
The unique identifier and textual description of the segment under which
the valor is listed.
|
| | TotalMarketCap
TotalMarketCapCHF
FreeFloatMarketCap
FreeFloatMarketCapCHF
IndexMarketCap
IndexMarketCapCHF
IndexComponentWeight
|
TotalMarketCap = ClosingPrice * TotalShares
FreeFloatMarketCap = ClosingPrice * FreeFloatShares * CappingFactor
IndexMarketCap is the sum over all index component of TotalMarketCap or FreeFloatMarketCap,
depending on IndexCalculationMethod.
IndexComponentWeight is the weight of the component in the index.
|
| | MarketDate
MarketTime
|
Date and time for the market information.
The market date changes around 6am of a trading day.
The market time is the time stamp of the last received feed message
delayed by 15 minutes. Therefore the market time can be
much more than 15 minutes behind wall clock time when the market is closed.
|
| | MarketDelay
|
Nominal delay of the market information (in seconds).
|
| | MarketState
|
"Open" if the OrderbookState for any
of the selected valors corresponds currently to "Open for trading" or "Stop trading".
"Closed" otherwise.
|
| | MaturityDate
EarliestRedemptionDate
PaymentDate
|
Maturity and earliest redemption date for bonds.
Date from which interest starts to be accumulated.
|
| | MaturityDateAlt
|
MaturityDateAlt may be specified for derivatives with a bond component.
|
| | MaxInterestRate
MinInterestRate
|
The maximum and minimum interest rate of a bond with a variable interest rate,
fixed at the time of issue.
|
| | NetAssetValue
NetAssetDate
NetAssetTime
|
Value, date and time of the last NAV of a fund. Generally calculated in
real-time, by the provider of the market data feed (cf.
OfficialNetAssetValue).
|
| | NominalCurrency
TradingCurrency
TradingBaseCurrency
TurnoverCurrency
|
Nominal, trading and turnover currency codes, conformant to ISO standard 4217.
TradingCurrency expresses the price unit, i.e. PCT for bonds, while
TradingBaseCurrency expresses the currency for trade values
(price times volume). The TurnoverCurrency, e.g., GBP, may differ from
the TradingBaseCurrency, e.g., GPX.
|
| | NominalValue
|
The face value of an equity valor.
|
| | NSIN
|
National security identifier, obtained from the ISIN by removing
the country code, any leading zeroes, and the check digit at the end.
For Swiss ISINs this corresponds to the ValorNo.
For other countries the NSIN may contain not just digits.
|
| | OfficialNetAssetValue
OfficialNetAssetDate
OfficialNetAssetTime
|
The value calculated by taking the market value of all
securities owned plus all other assets such as cash, subtracting all liabilities,
and then dividing the resulting FundVolumne by the total number of shares
outstanding (Certificates).
This value and its date and time is generally provided once per day by the
fund company.
|
| | OnMarketTrades
OnMarketVolume
OnMarketTurnover
OnMarketTurnoverCHF
OffBookTrades
OffBookVolume
OffBookTurnover
OffBookTurnoverCHF
OffExchangeTrades
OffExchangeVolume
OffExchangeTurnover
OffExchangeTurnoverCHF
TotalTrades
TotalVolume
TotalTurnover
TotalTurnoverCHF
|
Cumulated on-market, off-exchange, and total number of trades, volumes and turnover.
Trades are an approximate count of the number of trades during the current day.
Due to netting and reversal the actual number of trades may be different.
Volumes are in number of pieces for shares and derivatives and in
nominal currency units for bonds. Turnovers are in units of the
TurnoverCurrency.
The following relations hold:
OffExchange = OffBook + SwissAtMid
Total = OnMarket + OffExchange
OnMarket and OffExchange values are already corrected for reversals
reported the same day.
|
| | OnMarketVolumeDelta
OnMarketTurnoverDelta
OffExchangeVolumeDelta
OffExchangeTurnoverDelta
OffBookVolumeDelta
OffBookTurnoverDelta
SwissAtMidVolumeDelta
SwissAtMidTurnoverDelta
TotalVolumeDelta
TotalTurnoverDelta
ReportDate
TradeDate
|
Adjustments of trading statistics for a given TradeDate. This data is based on
off-exchange trades reported for that TradeDate on a later ReportDate.
To calculate the correct trading statistics for a given TradeDate, the
original values and the corrections
for all ReportDates have to be arithmetically added.
|
| | OpeningPrice
ClosingPrice
|
First and last paid price during a given trading date.
While the market is open, ClosingPrice returns the same value as LastPrice.
|
| | OptionStyleCode
OptionStyleDesc
|
With an American style option the option can be exercised at any point up to
the expiration date while a European style option can be exercised only on the
expiration date.
|
| | OptionTypeCode
OptionTypeDesc
|
The unique identifier and the textual description of the option type.
|
| | OrderbookState
|
Code indicating whether the security is trading.
Possible values
are:
| | | -1 | Open For Trading | | 0 | Instrument Not Trading | | 1 | Preopening | | 2 | Break | | 3 | Suspended | | 4 | Non-Opening | | 5 | Stop Trading | | 6 | Underlying Not Trading | | 7 | Security Not Yet Trading | | 8 | Between Auctions | | 9 | Security Delisted | | 10 | New Security | | 11 | In Recovery | | 12 | After Recovery | | 13 | Post Trading |
|
| | Peculiarities
|
NAV calculation time and/or possible restrictions on issue/redemption
of units/shares of a fund. Up to three codes may be contained in this atttribute,
in any sequence.
Possible values
are:
| | | A | weekly | | B | monthly | | C | quarterly | | D | no regular issues and redemptions | | E | previous day price | | F | former price evaluation | | G | issue stopped | | H | issue and redemption stopped | | I | price indication | | X | distribution of income and/or capital gains |
|
| | Performance
PerformanceWeek
|
Change of today's NetAssetValue
of a fund with respect to the previous year's and previous week's closing NAV.
|
| | PortalSegment
|
The market segmentation used for the "SWX for investors" portal.
Possible values
are:
| | | EQ | Equities | | BO | Bonds | | FU | Funds | | OT | Others |
|
| | PotentialOpeningPrice
PotentialOpeningVolume
|
Potential or theoretical opening price and volume whilst the market is still closed.
|
| | PremiumFraction
|
|
| | PreviousClosingPrice
ClosingDiff
ClosingDelta
LastDiff
LastDelta
|
Closing price of the preceding trading day.
ClosingDiff = ClosingPrice - PreviousClosingPrice
ClosingDelta = 100 * (ClosingPrice - PreviousClosingPrice) / PreviousClosingPrice
ClosingDiff and ClosingDelta are zero before the first trade of the day.
LastDiff = LastPrice - PreviousClosingPrice
LastDelta = 100 * (LastPrice - PreviousClosingPrice) / PreviousClosingPrice
LastDiff and LastDelta are empty before the first trade of the day.
|
| | PreviousDate
|
Date of the preceding trading day.
|
| | PreviousMonthPrice
PreviousMonthDate
PreviousPreviousMonthPrice
PreviousPreviousMonthDate
|
Closing price and date of the last trading day in the preceding month
and the month before that.
|
| | PreviousYearPrice
PreviousYearDate
PreviousPreviousYearPrice
PreviousPreviousYearDate
|
Closing price and date of the last trading day in the preceding year
and the year before that.
|
| | PriceStepGroupCode
PriceStepGroupDesc
|
The unique identifier and the textual description of a price step group.
|
| | PriceSteps
PriceDigits
|
PriceSteps is the list of minimum price and price step amounts.
The first minimum price is implicitly always zero.
For example, "0.01|10|0.05" describes a price steps as
0.00 / 0.01 / 9.99 / 10.00 / 10.05.
PriceDigits is a condensed form of PriceSteps containing
the number of decimal places needed.
For example, "4|10|3|100|2" describes a formatting as
0.0000 / 9.9999 / 10.000 / 99.999 / 100.00.
|
| | ProductBrand
|
Product brand for a derivative series of a given issuer.
|
| | ProductISIN
|
The ISIN
of the product a security belongs to.
|
| | ProductLine
ProductLineDesc
|
Eurex and SWX/virt-x product line.
Possible values
for ProductLine
are:
| | | O | Option | | F | Future | | DS | Swiss Share | | FS | Foreign Share | | ET | Exchange Traded Fund | | DB | Swiss Bond | | FB | Foreign Bond | | EB | International Bond (ex Eurobond) | | DE | Derivative | | WA | Warrant | | SP | Structured Product (obsolete) | | S1 | Structured Product with Interest Component | | S2 | Structured Product without Interest Component | | SF | Structured Fund | | IF | Investment Fund | | SE | Swiss Equity | | PE | Paneuropean Equity | | VE | Exchange Traded Fund |
|
| | Promoter
|
Promoter of a Not Listed Investment Fund.
|
| | RedemptionCondition
|
Conditions applied for the redemption of units/shares
of a Not Listed Investment Fund.
Possible values
are:
| | | 1 | NAV | | 2 | NAV minus redemption condition | | 3 | NAV minus selling fee | | 4 | Combination of 2 and 3 | | 5 | others |
|
| | RedemptionNoticePeriod
|
The number of days which the issuer of a bond contracts to
give as notice for premature redemption(s). This is supplied when the bond is
first issued.
|
| | MarketSegment
MarketSegmentFromDate
|
Market segment, and thereby the jurisdiction, to which the security is allocated,
and the date from which onwards this allocation applies.
Possible values
for MarketSegment
are:
| | | EURM | EU regulated market | | UKERM | UK exchange regulated market |
|
| | BloombergLocalSymbol
BloombergVtxSymbol
|
Bloomberg symbols for the security on its primary exchange and on virt-x.
|
| | ReutersLocalRIC
ReutersVtxRIC
|
Reuters Instrument Codes for the security on its primary exchange and on virt-x.
|
| | Band
|
For securities traded on virt-x the band defines different sets of regulations
for delayed trade reporting and delayed publication of off order-book trades.
|
| | RelevantShares
|
The number of shares used in the index calculation.
|
| | ReportingParamCode
ReportingParamDesc
|
The unique identifier and textual description of the trade reporting regime of a given security.
|
| | SecId
SecCode
|
Unique numeric value to identify a security, allocated by the SWX trading platform.
|
| | SecTypeCode
SecTypeDesc
|
The unique identifier and the textual description of a Security Type
(cf. SecurityType).
|
| | SecurityId
SerialNumber
|
Unique string and numeric values to identify a security in FQS.
|
| | SecurityType
|
Code for security types (see also
GroupCode).
Possible values
are:
| | | BS | Bearer Share | | EF | Exchange-traded Funds | | GC | Gratification Certificate | | PC | Participation Certificate | | RS | Registered Share | | UT | Unit Trust | | OT | Others | | AS | Asset Backed Security | | BE | Bond ex Warrant | | BN | Bond Linked Note | | BO | Bond | | BW | Bond with Warrant | | CB | Convertible Bond | | CN | Credit Linked Note | | DB | Dual Currency Bond | | DC | Dual Currency Convertible Bond | | FI | Foreign Dual Currency Convertible Bond | | FL | Floating Rate Bond | | CW | Covered Warrant | | DR | Warrant on Commodity | | KI | Knock-In Warrant | | KO | Knock-Out Warrant | | OW | Other Warrant | | RI | Right | | SB | Structured Product Bond | | SC | Structured Product Certificate | | SO | Structured Product Commodity | | SP | Structured Product Warrant | | SW | Shareholder's Warrant | | WB | Warrant of Bond | | WC | Warrant on Currency | | WI | Warrant on Interest Rate |
|
| | ServiceName
|
The unique identifier of the service which provides the data:
e.g. "fqsdata", "exqsdata".
|
| | SettlementAmountFactor
SettlementCycleDays
|
The multiplicative factor used in the determination of the settlement amount
of a trade and the default number of days after trading on which a trade is normally
settled.
|
| | ShareCountType
|
The type of capital used in the index calculation.
Possible values
are:
| | | T | Total number of shares, i.e. the TotalShares are relevant | | F | Free-float portion, i.e. the FreeFloat is relevant |
|
| | ShortFundName
UnitName
|
Short name of the Not Listed Investment Fund (max. 60 characters).
Name of a unit/share of a Not Listed Investment Fund (max. 80 characters).
|
| | ShortName
|
Short name (max. 30 characters) of the security.
Security names are the German or English version.
|
| | ShortNameAlt
SecDescriptionFull
SecDescriptionFullAlt
|
Alternative short name (max. 30 characters) and full names
(max. 60 characters) of the security.
Security names are the German or English version.
The alternative names may be in another language or the set of another vendor.
|
| | ShortPositionFlag
|
A value of '1' indicates, that the option implies an obligation to receive / deliver
rather than an entitlement.
|
| | SmallestDenomination
SmallestDenominationAlt
SmallestTradeableUnit
|
Defines the step size, in which the order quantity can be incremented.
|
| | MinOrderQty
|
Minimum quantity of an order to be executed.
|
| | StopTradingRange
StopTradingRangeType
StopTradingRangeUnit
StopTradingDuration
|
The limit value of the difference between the reference price and a potential trade
price which will cause a stop trading, the standard duration of a stop trading
and the minimum number of minutes of trading after a stop trading before trading
ceases for the day. The StopTradingRangeType implies the StopTradingRangeUnit
for the StopTradingRange.
Possible values
for StopTradingRangeType
are:
| | | 1 | percentage from the last paid price | | 2 | number of price steps | | 3 | absolute amount | | 4 | no stop trading |
|
| | StrikePrice
|
Strike (or exercise) price of an option or futures contract.
StrikePrice is the actual strike price which may change due to capital adjustments
of the underlying instrument.
|
| | StrikePriceCurrency
|
Strike price currency code, conformant to ISO standard 4217.
|
| | SubscriptionPaymentDueDate
|
The date upon which the payments from subscribers to a new issue are due.
This is relevant to the calculation of accrued interest because this date is the
earliest possible value date for the bond. Any trades which are agreed
before this date will have a value date equal to or later than the
SubscriptionPaymentDueDate. Also known as Liberierung.
|
| | SwissAtMidTrades
SwissAtMidVolume
SwissAtMidTurnover
SwissAtMidTurnoverCHF
|
Cumulated number of trades, volumes and turnover in the Swiss At Mid dark pool.
Trades are an approximate count of the number of trades during the current day.
Due to netting and reversal the actual number of trades may be different.
Volumes are in number of pieces for shares and derivatives and in
nominal currency units for bonds. Turnovers are in units of the
TurnoverCurrency.
The dark pool volumes are already included in
OffExchangeVolume etc.
|
| | TermFromDate
TermToDate
|
|
| | TitleSegment
TitleSegmentDesc
|
A coarse-grained categorization currently only used for equities.
Possible values
for TitleSegment
are:
| | | SA | Schweizer Aktien | | AA | Ausländische Aktien | | SP | Sponsored Segment |
|
| | Tminus1Volume
Tminus1Turnover
Tminus1toNVolume
Tminus1toNTurnover
Tminus2toNVolume
Tminus2toNTurnover
|
Volumes and turnover reported for the preceding trading date (T-1) alone,
culmulated for all trading dates, and cumulated for T-2 and before, respectively.
Volumes are in number of pieces for shares and derivatives and in
nominal currency units for bonds. Turnovers are in units of the
TurnoverCurrency.
The values may be negative due to reversals of mistrades.
The Tminus2toN values are seldom non-zero.
The following relations hold:
Tminus1toN = Tminus1 + Tminus2toN
In the SWX bond market it is customary to delay publication
of trade reports until the next day.
There T-1 volumes often exceed the
OffExchangeVolume
for the current trading.
|
| | TotalExpenseRatio
TotalExpenseRatioExcl
TotalExpenseRatioDate
TotalExpenseRatioDescription
TotalExpenseRatioPortfolio
|
Total Expense Ratios including and excluding the performance fee
and their calculation date for a Not Listed Investment Fund.
The TotalExpenseRatioDescription (max. 80 characters) describes fee changes.
IncreaseOfFee is an obsolete alias for TotalExpenseRatioDescription.
|
| | TotalShares
|
The theoretical number of issued and outstanding shares, i.e. the total amount of
equities, reduced by the reserve, that has been fully subscribed and wholly or
partially paid-in, and documented in the Commercial Register.
|
| | TradingPlatform
|
The TradingPlatform attribute indicates the electronic trading platform
on which trades for the valor can be matched.
Possible values
are:
| | | Q | Quotematch platform | | S | SWX platform | | V | virt-x platform |
|
| | TradingState
|
The TradingState attribute indicates if a valor can be traded on the current date.
A selection of TradingState=T effectively suppresses
all valors which are not yet or no longer tradable.
Possible values
are:
| | | N | FirstTradingDate and AcceptOrdersDate are in the future | | A |
AcceptOrdersDate is in the past, but FirstTradingDate is still in the future
| | D | LastTradingDate is in the past | | T | otherwise |
|
| | UnderlyingDescription
UnderlyingISIN
|
Textual description for the underlying instrument of an option or future contract.
The ISIN
of the underlying instrument.
|
| | UnderlyingExchange
UnderlyingMarket
UnderlyingMarketCode
|
The Exchange and
Market of the underlying instrument of a derivative.
|
| | UnderlyingExchangeCode
|
The ExchangeCode of a market
where the underlying instrument is traded.
|
| | ValorNumber
ValorSymbol
|
Swiss valor number and symbol (German or English version).
|
| | ValorSymbolAlt
|
Alternative valor symbol, i.e.
in another language or from the set of another vendor.
|
| | WarrantSpecialClause
|
Special conditions on warrants traded on SWX Swiss Exchange.
Possible values
are:
| | | WSC_NULL | No special conditions | | WSC_KNOCK_OUT | Warrant with automatic expiry ("knock-out") |
|
| | Year1986Price
Year1986Date
Year1991Price
Year1991Date
|
Price and date of the last trading day in 1986 and 1991.
|
| | YearAgoPrice
YearAgoDate
YearAgoDiff
YearAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day a year ago.
YearAgoDiff = ClosingPrice - YearAgoPrice;
YearAgoDelta = 100 * (ClosingPrice - YearAgoPrice) / YearAgoPrice
|
| | YearlyHighPrice
YearlyHighDate
YearlyLowPrice
YearlyLowDate
|
Yearly high/low prices and dates during the last 365 calendar days.
|
| | YearThreeAgoPrice
YearThreeAgoDate
YearThreeAgoDiff
YearThreeAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day three years ago.
YearThreeAgoDiff = ClosingPrice - YearThreeAgoPrice;
YearThreeAgoDelta = 100 * (ClosingPrice - YearThreeAgoPrice) / YearThreeAgoPrice
|
| | WeekAgoPrice
WeekAgoDate
WeekAgoDiff
WeekAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day one week ago.
WeekAgoDiff = ClosingPrice - WeekAgoPrice;
WeekAgoDelta = 100 * (ClosingPrice - WeekAgoPrice) / WeekAgoPrice
|
| | MonthAgoPrice
MonthAgoDate
MonthAgoDiff
MonthAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day one month ago.
MonthAgoDiff = ClosingPrice - MonthAgoPrice;
MonthAgoDelta = 100 * (ClosingPrice - MonthAgoPrice) / MonthAgoPrice
|
| | MonthThreeAgoPrice
MonthThreeAgoDate
MonthThreeAgoDiff
MonthThreeAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day three months ago.
MonthThreeAgoDiff = ClosingPrice - MonthThreeAgoPrice;
MonthThreeAgoDelta = 100 * (ClosingPrice - MonthThreeAgoPrice) / MonthThreeAgoPrice
|
| | MonthSixAgoPrice
MonthSixAgoDate
MonthSixAgoDiff
MonthSixAgoDelta
| PreviousClosingPrice and
PreviousDate
of the day six months ago.
MonthSixAgoDiff = ClosingPrice - MonthSixAgoPrice;
MonthSixAgoDelta = 100 * (ClosingPrice - MonthSixAgoPrice) / MonthSixAgoPrice
|
| |
|
