Financial Quote Service
Commands
Attributes
Example
Contact
 

FQS User Guide

The Financial Quote Service (FQS) is a service product of SWX Swiss Exchange. It allows one to interrogate stock quotes and market indices across the Internet. The quotes stem from the Swiss Market Feed (SMF).

FQS is targeted at listed companies which want to publish on their website quotes and historic charts of their own stocks. It provides easy access to the relevant data leaving the customer complete freedom about its presentation.

An FQS client program does not need to preserve state. It can obtain the required information from the FQS server without any feed processing.

FQS offers the choice between real-time data and delayed data (currently 15 minutes). Delayed data can be disseminated without royalty fees. Real-time data requires a Data Dissimination Agreement (Closed User Group) and per-user fees. For pricing information please contact our SWX/FQS Product Manager .

Internet access

FQS is accessible from the Internet on host fqs.swx.com through port 4241 (real-time) and 4242 (delayed). Access is restricted to the small set of IP addresses authorized for each company. Furthermore the information provided is restricted to the valor set registered for the company. This set typically contains the securities issued by the customer and index values which may serve as benchmarks.

There is no restriction on the number of parallel connections. However, SWX expects that customers implement some form of caching in order to avoid that each hit on their webpage initiates a new FQS connection. For example, an FQS client program running as daemon on the customer host formats in regular intervals an HTML or GIF file which is then served to all web clients visiting the site during that interval.

Basic protocol

FQS uses a line-oriented protocol similar to other standard Internet protocols such as SMTP. The client sends a command and the server responds with one or more lines of output. The communication is synchronous, i.e. the server sends output only in response to a command and the client cannot interrupt an ongoing commmand.

The reply is human-readable with a regular structure easily recognizable by a client program. A client program can always determine from the first four characters of each line whether the server will send more output or is ready to accept the next command from the client.

Line separators follow Unix conventions, i.e. lines are terminated by a Line Feed. A Carriage Return preceding the Line Feed is ignored on input but never output.

Commands consist of blank separated tokens with one command per line. Command verbs and arguments are all case-sensitive.

Reply codes follow the conventions established in RFC 821 appendix E. A client program should only look at the reply code. The remaining text is for human consumption and its format may change without notice.

Example session

telnet fqs.swx.com 4242
Trying yyy.zzz.1.1...
Connected to fqs.swx.com.
Escape character is "^]".
220 Swiss Exchange Financial Quote Server ready.
211 Restricted to 41 valors.
select SMI SXGE
211 Selected 2 valors.
snap ValorSymbol LastPrice LastTime
250-Tab separated attribute values follow:
        SMI     7264.9  16:57:55
        SXGE    4563.24 16:56:58
250 End of data.
Bold characters indicate user input. Lines 2-4 stem from the telnet program used here as interactive client. Lines 5-6 are the standard reply for a successful connection. Line 8 is a single-line reply. Line 10-13 are a multi-line reply.

Connection setup

Port 4241 is served by a relay process on the firewall host. This relay checks the client authorization and restricts the valor set before connecting the client through to the FQS daemon. The relay port is always active but depending on the state of the FQS daemon the following replies can occur:

If the FQS daemon is running and ready to receive commands, it replies immediately with the two lines: 
220 Swiss Exchange Financial Quote Server ready.
211 Restricted to nn valors.
If the FQS daemon has recently been started and is still in the recovery phase, the reply is: 
221 Swiss Exchange Financial Quote Server coming up.
211 Restricted to nn valors.
The first line is output immediately while the second line is delayed until the end of the recovery phase, which may last up to 15 minutes. Therefore a client program should abandon immediately after seeing the reply code 221, unless it is prepared to remain blocked for several minutes.

If the FQS daemon is down, or if the client host is not authorized, the connection is closed immediately without any output.

The FQSprotocol implies that during off-hours there can be periods when no data is flowing for hours or even days. Therefore it is recommended to use setsockopt(SO_KEEPALIVE) in the client program in order to trap defunct connections. If connecting through a firewall, make sure that the timeout for idle TCP connections imposed by the firewall software is longer than the keepalive timer.

Commands

help

The help command has no arguments. It always outputs a 214 multi-line reply with a description of all available commands. The format of the output is unspecified. 
help
214-The following commands are recognized:
help               : Help on commands.
restrict symbol|number|group|attr=value...symbol|number|group|[!]attr=value[|value2...]...|attr<value...|attr>value...|[!]attr^value[|value2...]...
                   : Restrict valor set
select symbol|number|group|attr=value...symbol|number|group|[!]attr=value[|value2...]...|[!]attr<value...|[!]attr>value...|[!]attr^value[|value2...]...|[!]attr~value[|value2...]...
                   : Select valor set
date [from] [to|+n|-n]
                   : Define date range
snap attribute...  : List attributes with one line per valor
corr attribute...  : List correction attributes with
                     one line per valor and trade date
sum attribute... [by attribute...]
                   : Sum attributes where by-list has same value
feed attribute...  : List attributes and start feed of changes
paid symbol|number [interval] [date]
                   : List paid prices
nav symbol|number [interval] [date]
                   : List net asset values
quit               : Close connection
214 That's all folks.

restrict

The restrict command is used by the relay process to define the authorized valor set depending on the client host. A client program may not use this command.

select

The select command defines the valor set for subsequent snap, feed and corr commands. The arguments are a list of valor identifiers. A valor identifier can be a valor symbol or valor number.

Example: Nestlé registered shares and Swiss Market Index: 
select NESN SMI
211 Selected 2 valors.
snap ValorNumber ValorSymbol ShortName
250-Tab separated attribute values follow:
        213768  NESN    NESTLE N
        998089  SMI     SMI
250 End of data.
In a few rare cases the same valor symbol is allocated with different exchange codes. In order to avoid ambiguities the exchange code can be appended to the valor symbol or number separated by a colon. Otherwise a search order of exchange codes "1", "4", "7", "9", "8" is applied: 
select SXMI SXMI:8
211 Selected 2 valors.
snap ValorNumber ValorSymbol ExchangeCode ShortName
250-Tab separated attribute values follow:
        998769  SXMI    9       UEBRIGE INDUSTRIE
        441094  SXMI    8       DJSUR Ex UK Media
250 End of data.
If the argument list contains invalid or unauthorized valor identifiers, each one generates a 101 reply: 
select NESN SMI SPI
101 Valor SPI not found.
211 Selected 2 valors.


The argument list may also contain terms of the form name=value, or name<value, or name>value, or name^value, or name~value, selecting all valors for which the named attribute is equal to, is less than, is greater than, starts with, or contains the given value. Furthermore, value may take the form value1|value2|...|valueN for the tests on equality, starts-with, or containment; in this case, the relation is verified on each of the values. Finally, it is possible to negate each a term by preceeding it with an exclamation mark ('!').

The test distinguish between numeric and string attributes. (Numeric attributes are flagged by a "#" in the output from the snap command without arguments.) For numeric attributes only the "=", "<", ">" operators and with a single value are allowed. Non-numeric values such as "Market" in BidPrice are treated as zero. There are no "<=" or ">=" operators. They can be emulated using the negation, e.g. "!LastPrice>10" instead of "LastPrice>=10".

For string attributes diffenences in case and accenting are ignored, except for the equality operator. For example, "UnderlyingDescription~nestle" matches "NESTLE" and "Nestlé" but "ValorSymbol=nesn" does not match "NESN".

A syntax character such as "&" or "|" cannot appear directly in value string but must be written as "\xx" where xx is its hexadecimal ASCII code. For example, to search for "S&P" use "UnderlyingDescription~S\26P".

For example, select ValorSymbol=NESN is equivalent to select NESN under normal circumstances. However, if the symbol is ambiguous (e.g. due to a stock split where usually the same symbol is reassigned to the new share), the form select ValorSymbol=symbol selects all valors, while select symbol picks only the most recently active valor.

If a valor is traded simultaneously in different currencies, care must be taken to specify the trading base currency in the symbol as select NESN/CHF. Otherwise, the rule described above for picking a single valor matching the symbol will choose the currency unpredictably.

Note that the selection requires textual identity to the value as formatted by the snap command. For example, select ValorNumber=80044 does not match because valor numbers are formatted with leading zeroes.

Several selection terms may be concatenated by & to form a logical-and expression. For example, select ProductSymbol=NESN&ExpirationMonth=200012 selects all NESN stock options with expiration in December 2000.

The special argument "*" selects all authorized valors. The argument "*nn" is equivalent to "GroupCode=nn".

An argument of the form %symbol selects all valors belonging to the basket designated by the symbol. Any index based on that basket is not included; it has to be specified explicitly: 
select %SMI SMI
211 Selected 30 valors.
The last argument of the form %symbol defines the basket used for subsequent snap, feed and corr commands.

An argument of the form !symbol selects all Eurex stock options with specified product symbol. The argument "!symbol" is equivalent to "ProductSymbol=symbol&TradingState=T", while the argument "symbol" is equivalent to "ValorSymbol=symbol&ProductSymbol="". The underlying itself is not included; it has to be specified explicitly: 
select !BMW
211 Selected 108 valors.
select BMW
211 Selected 1 valors.
select !BMW BWM
211 Selected 109 valors.
snap GroupCode ValorSymbol ProductSymbol
250-Tab separated attribute values follow:
        67      BMW     BMW
        0       BMW
250 End of data.
Accordingly, an argument of the form !%symbol selects all derivatives on valors belonging to the basket designated by the symbol: 
select !%DAX
211 Selected 4518 valors.
Without arguments the select command reports the number of currently selected valors: 
select *
211 Selected 41 valors.
select
211 Selected 41 valors.
If the valor set is empty, the final reply code is 210 instead of 211: 
select SPI
101 Valor SPI not found.
210 No selection.
select
210 No selection.

date

The date command defines the range of trading dates for snap and corr commands. The command may be used with zero, one or two arguments:

date current trading date
date yyyymmdd: single trading date
date yyyymmdd yyyymmdd: range from start date to end date
date yyyymmdd +nn: range from start date to nn trading days into the future
date yyyymmdd -nn: range until end date from nn trading days in the past

The default setting before explicitly using the date command is to select only the current trading date. The arguments must be valid calendar dates. A non-trading date is converted to the preceding trading date.

The result of the date command is a 210 multi-line reply with one line for each trading date in the defined range: 
date 19981221 +5
210-Selected dates:
  	19981221
 	19981222
 	19981223
 	19981228
 	19981229
 	19981230
210 That's all folks.

snap

The snap command allows one to obtain a snapshot of the current market information. Imbedded in a 250 multi-line reply there is one line of output for each valor in the set defined by the preceding select command and for each trading date in the range defined by the preceding date.

Each line contains the TAB-separated values of the attributes named in the argument list of the snap command: 
select NESN SMI
211 Selected 2 valors.
snap ValorSymbol LastPrice LastTime
250-Tab separated attribute values follow:
        NESN    2925    16:59:54
        SMI     7389.5  17:19:44
250 End of data.
Note that the first attribute value is preceded by a TAB character. Undefined attribute values are output as empty string, i.e. appear as two consecutive TAB characters. Invalid attribute names in the arguments list lead to a 100 reply and are output as undefined values: 
snap ValorSymbol lastprice LastTime
100 Attribute lastprice not known.
250-Tab separated attribute values follow:
        NESN            16:59:54
        SMI             17:19:44
250 End of data.
When used without arguments the snap commands outputs all possible attribute names in a 214 multi-line reply:

snap
214-The following attributes are recognized:
        AcceptOrdersDate
        AccruedInterestCalcCode
        AccruedInterestCalcDesc
        AccruedInterestDaysInYear
        AccruedInterestFromDate
        AdjustedOpenInterestDate
        AdjustedOpenInterestVolume
        AdjustmentFactor
        AllocatedNumber
        AmountInIssue
        AnnualInterestFraction
        AnnualInterestRate
        AnnualPremiumFraction
        AskAverage
        AskBookAverage
        AskBookCumulated
        AskBookOrders
        AskBookPrice
        AskBookQuotes
        AskBookVolume
        AskDepth
        AskNumOrders
        AskNumQuotes
        AskPrice
        AskSpread
        AskVolume
        AssetClass
        AssetClassCode
        AssetClassDesc
        AssociatedNumberInIssue
        AutomaticSettlementFlag
        AverageSpread
        Band
        BarrierBasisTypeCode
        BarrierLevel
        BarrierTypeCode
        BidAverage
        BidBookAverage
        BidBookCumulated
        BidBookOrders
        BidBookPrice
        BidBookQuotes
        BidBookVolume
        BidDepth
        BidNumOrders
        BidNumQuotes
        BidPrice
        BidSpread
        BidVolume
        BloombergLocalSymbol
        BloombergVtxSymbol
        CalculationMethod
        CcpMemberId
        Certificates
        ClearingOrgCode
        ClearingOrgName
        ClosingDelta
        ClosingDiff
        ClosingNetAssetValue
        ClosingPrice
        ContractConditions
        ContractGeneration
        ContractRatio
        ContractSize
        ContractType
        ContractVersion
        CouponAmount
        CouponAmountYearly
        CouponRate
        CoverRatio
        DailyHighPrice
        DailyHighTime
        DailyLowPrice
        DailyLowTime
        DailyOffBookHighPrice
        DailyOffBookHighTime
        DailyOffBookLowPrice
        DailyOffBookLowTime
        DailySettlementDate
        DailySettlementPrice
        DeliveryTypeCode
        DerivativeLinkType
        DerivativeLinkTypeCode
        DerivativeLinkTypeDesc
        DerivativeSecTypeCode
        DerivativeSubtypeCode
        DerivativeTypeCode
        DistributionPolicy
        DividendEntitlementFlag
        DividendFrequencyCode
        DividendPayments
        Divisor
        EarliestExerciseDate
        EarliestRedemptionDate
        EntitlesToUnit
        Exchange
        ExchangeCode
        ExchangeSymbol
        ExDate
        ExDividendDate
        ExDividendType
        ExerciseCurrencyCode
        ExerciseDate
        ExerciseLimit
        ExercisePrice
        ExercisePricePerUnitFlag
        ExercisePriceSpread
        ExpirationDate
        ExpirationMonth
        ExpirationTime
        ExRightDate
        FeedName
        FirstInterestPaymentDate
        FirstTradingDate
        FixedExerciseExchangeRate
        FixingDate
        FlatCode
        FlatFlag
        ForeignCurrencyInterestFlag
        ForeignInterestCurrencyCode
        FractionType
        FreeFloat
        FreeFloatFraction
        FundVolume
        FurtherConditionsFlag
        FurtherConditionsText
        FutureFixedDate
        FutureFixedPrice
        FutureFixedTime
        GeographicalAreaCode
        GeographicalAreaDesc
        GroupCode
        GuaranteeTypeCode
        GuaranteeTypeDesc
        ICBIndustry
        ICBSector
        ICBSubsector
        ICBSupersector
        IncreaseOfFee
        InDefaultFromDate
        IndexCalculationCount
        IndexCalculationMethod
        IndexMarketValuePercentage
        IndexStockUpdateCount
        IndexStockUpdateDelta
        IndicativeOfficialClose
        IndicativePriceMinimum
        IndPrcMinCurrency
        IndPrcMinDate
        IndPrcMinText
        IndustrySectorCode
        IndustrySectorDesc
        InstrumentTypeCode
        InterestCalculation
        InterestComponentFlag
        InterestFraction
        InterestFrequency
        InterestFrequencyCode
        InterestFrequencyIndicator
        InterestRate
        InterimProfit
        InvestmentVehicleType
        ISIN
        IsoInstrumentTypeCode
        IssueCondition
        IssueCurrencyCode
        IssuePrice
        IssuerCode
        IssuerNameShort
        IssueYear
        KnockoutFlag
        KnockOutFlag
        LastAskPrice
        LastAskSpread
        LastAskTime
        LastAskVolume
        LastBidPrice
        LastBidSpread
        LastBidTime
        LastBidVolume
        LastDate
        LastDelta
        LastDiff
        LastOffBookDate
        LastOffBookPrice
        LastOffBookTime
        LastOffBookVolume
        LastOrderBookMidPrice
        LastPrice
        LastTime
        LastTradingDate
        LastVolume
        LatestExerciseDate
        LegalStructureCountryCode
        LegalStructureCountryDesc
        Liberierung
        ListingMemberOrgAbbrev
        ListingTypeCode
        ListingTypeDesc
        ListingTypeIndicator
        ManagementFee
        Market
        MarketDate
        MarketDelay
        MarketSegment
        MarketSegmentFromDate
        MarketState
        MarketTime
        MaturityDate
        MaturityDateAlt
        MaxInterestRate
        MinInterestRate
        MinmHiddenRoundLotSize
        MinmHiddenVblRoundLotSize
        MinmNeeded
        MinmOpeningDuration
        NetAssetDate
        NetAssetTime
        NetAssetValue
        NominalCurrency
        NominalValue
        NonVerse
        NonVerseInSettlementFlag
        NSIN
        NumberInIssue
        NumberNeeded
        OffBookClosingPrice
        OffExchangeReversalTurnover
        OffExchangeReversalVolume
        OffExchangeTurnover
        OffExchangeVolume
        OfficialCloseStatistic
        OfficialNetAssetDate
        OfficialNetAssetTime
        OfficialNetAssetValue
        OnMarketReversalTurnover
        OnMarketReversalVolume
        OnMarketTurnover
        OnMarketVolume
        OpeningPrice
        OptionStyleCode
        OptionTypeCode
        OptionTypeDesc
        OrderbookState
        OriginalStrikePrice
        PaybackCurrencyCode
        PaybackValue
        PaymentDate
        Peculiarities
        Performance
        PerformanceWeek
        PotentialOpeningPrice
        PotentialOpeningVolume
        PreliminarySpecialOpenQuotation
        PremiumFraction
        PreviousClosingPrice
        PreviousDate
        PreviousMonthDate
        PreviousMonthPrice
        PreviousPreviousMonthDate
        PreviousPreviousMonthPrice
        PreviousPreviousYearDate
        PreviousPreviousYearPrice
        PreviousYearDate
        PreviousYearPrice
        PriceStepGroupCode
        PriceStepGroupDesc
        ProductBrand
        ProductGroup
        ProductId
        ProductISIN
        ProductLine
        ProductSymbol
        ProductType
        Promoter
        RedemptionCondition
        RedemptionNoticePeriod
        RedemptionPrice
        RelevantShares
        ReportingParamCode
        ReportingParamDesc
        ReutersLocalRIC
        ReutersVtxRIC
        ReversalTurnover
        ReversalVolume
        RoundLotCategoryCode
        RoundLotCategoryDesc
        RoundLotSize
        SecDelistingTypeCode
        SecDelistingTypeDesc
        SecDescriptionFull
        SecDescriptionFullAlt
        SecId
        SecomInstrumentTypeCode
        SecTypeCode
        SecTypeDesc
        SecurityId
        SecurityTradingModeInd
        SecurityType
        SerialNumber
        ServiceName
        SettlementAmountFactor
        SettlementCurrencyCode
        SettlementCycleDays
        ShareCountType
        ShortFundName
        ShortName
        ShortNameAlt
        ShortPositionFlag
        SmallestDenomination
        SmallestDenominationAlt
        SmallestTradeableUnit
        SpecialOpenQuotation
        SpreadOkayFraction
        StopTradingDuration
        StopTradingRange
        StopTradingRangeType
        StopTradingRangeUnit
        StrikePrice
        StrikePriceCurrency
        StrikePriceFractionType
        SubscriptionPaymentDueDate
        SVSPSecTypeCode
        TermFromDate
        TermToDate
        TitleSegment
        Tminus1toNTurnover
        Tminus1toNVolume
        Tminus1Turnover
        Tminus1Volume
        Tminus2toNTurnover
        Tminus2toNVolume
        TotalExpenseRatio
        TotalExpenseRatioDate
        TotalExpenseRatioExcl
        TotalShares
        TotalTurnover
        TotalVolume
        TradeDateBasedInterestFlag
        TradingBaseCurrency
        TradingCurrency
        TradingPlatform
        TradingState
        TurnoverCurrency
        UnderlyingClosingPrice
        UnderlyingDescription
        UnderlyingExchange
        UnderlyingExchangeCode
        UnderlyingGeographicalCode
        UnderlyingGeographicalDesc
        UnderlyingISIN
        UnderlyingLastPrice
        UnderlyingMarket
        UnderlyingMarketCode
        UnderlyingProductId
        UnderlyingProviderCode
        UnderlyingProviderDesc
        UnderlyingSecurityId
        UnderlyingTypeCode
        UnderlyingTypeDesc
        UnitName
        UnitsForEntitlement
        ValorNo
        ValorNumber
        ValorSymbol
        ValorSymbolAlt
        WarrantSpecialClause
        Year1986Date
        Year1986Price
        Year1991Date
        Year1991Price
        YearAgoDate
        YearAgoDelta
        YearAgoDiff
        YearAgoPrice
        YearlyHighDate
        YearlyHighPrice
        YearlyLowDate
        YearlyLowPrice
        YearlyOffBookHighDate
        YearlyOffBookHighPrice
        YearlyOffBookLowDate
        YearlyOffBookLowPrice
        YearThreeAgoDate
        YearThreeAgoDelta
        YearThreeAgoDiff
        YearThreeAgoPrice
214 That's all folks.

Some additional attributes are available through the corr command.

When using the snap command with select and/or date ranges containing several values, the sequence of valor and date pairs is undefined. There is no output line if a valor was not traded on a given date, and duplicate lines are suppressed. Therefore ValorSymbol/ValorNumber and MarketDate must be included in the attribute list in order to make the correlation: 
date 19981001 19981009
210-Selected dates:
        19981001
        19981002
        19981005
        19981006
        19981007
        19981008
        19981009
210 That's all folks.
select SCMN SMI
211 Selected 2 valors.
snap ValorSymbol MarketDate DailyHighPrice DailyLowPrice
250-Tab separated attribute values follow:
        SCMN    19981005        393     347.5
        SCMN    19981006        392.5   378
        SCMN    19981007        410.5   384.5
        SCMN    19981008        404     383
        SCMN    19981009        402     393
        SMI     19981001        5697.4  5433.2
        SMI     19981002        5626.7  5130.7
        SMI     19981005        5416.4  5108.3
        SMI     19981006        5532    5226.7
        SMI     19981007        5734.6  5357.6
        SMI     19981008        5523.8  5219.9
        SMI     19981009        5496.4  5307
250 End of data.

corr

The corr command is similar to the snap command. It allows one to obtain a snapshot of adjustments of trading statistics for a given TradeDate: 
select NESN RUKN
211 Selected 2 valors.
corr ValorSymbol TradeDate ReportDate TotalVolumeDelta TotalTurnoverDelta
250-Tab separated attribute values follow:
	NESN    20020213        20020218        2800    1055911
	NESN    20020215        20020218        42000   15813000
	RUKN    20020215        20020218        14450   2297550
250 End of data.
When used without arguments the corr commands outputs all possible attribute names in a 214 multi-line reply:

corr
214-The following attributes are recognized:
        ISIN
        NominalCurrency
        OffExchangeReversalTurnover
        OffExchangeReversalTurnoverDelta
        OffExchangeReversalVolume
        OffExchangeReversalVolumeDelta
        OffExchangeTurnover
        OffExchangeTurnoverDelta
        OffExchangeVolume
        OffExchangeVolumeDelta
        OnMarketReversalTurnover
        OnMarketReversalTurnoverDelta
        OnMarketReversalVolume
        OnMarketReversalVolumeDelta
        OnMarketTurnover
        OnMarketTurnoverDelta
        OnMarketVolume
        OnMarketVolumeDelta
        ReportDate
        ReportingParamCode
        ReportingParamDesc
        ReversalTurnover
        ReversalTurnoverDelta
        ReversalVolume
        ReversalVolumeDelta
        SecDescriptionFull
        SecDescriptionFullAlt
        SecurityId
        SerialNumber
        ShortName
        ShortNameAlt
        TotalTurnover
        TotalTurnoverDelta
        TotalVolume
        TotalVolumeDelta
        TradeDate
        TradingBaseCurrency
        TradingCurrency
        TurnoverCurrency
        ValorNo
        ValorNumber
        ValorSymbol
        ValorSymbolAlt
214 That's all folks.

Any date range active when using the corr command is applied to the ReportDate.

sum

The sum command calculates the sum of attribute values over a set of valors. There are two forms:

Use sum sum-attr-list to sum over all selected valors.

Use sum sum-attr-list by by-attr-list to sum over valors with the same values in by-attr-list

Imbedded in a 250 multi-line reply there is one line of output for each set of valors.

Each line contains the TAB-separated values of the attributes named in sum-attr-list, followed by the count of valors, followed by the attributes named in by-attr-list.

For example, to calculate the daily turnover of all warrants separated by currency: 
select GroupCode=20&TradingState=T
211 Selected 2571 valors.
sum OnMarketTurnover OffExchangeTurnover by TradingBaseCurrency
250-Tab separated attribute values follow:
        278318826       27817966        2551    CHF
        224740  0       6       USD
        368000  0       14      EUR
250 End of data.
Although all attributes are allowed in sum-attr-list, only few of them give sensible results and even fewer will be useful. For example, sum ValorNumber is hardly useful and sum ValorSymbol is certainly nonsense.

When summing and calculating averages one must be careful to prepare the valor sets. TradingBaseCurrency and TradingState are especially important to consider.

feed

The feed command is very similar to the snap command except that the date range has no influence and that the output is slightly different. The market time is added at the beginning of each data line. After outputting the current information the feed command goes into a loop polling every 10 seconds the quote server daemon. If any of the requested attributes has changed value, the complete line is output again.

The end of each batch of updates is flagged by a 151 reply. The loop finally stops with a 250 reply when the market date changes value at around 6am of the next trading day. Therefore a client program can receive a continous update on all attributes with minimum data volume by using the snap command to retrieve all attributes constant during a day and then entering a feed command loop for variable attributes. 
feed ValorSymbol LastPrice LastTime
150 Tab separated attribute values follow:
08:19:46        NESN    2925    16:59:54
08:19:46        SMI     7389.5  17:19:44
151 End of batch.
09:01:01        NESN    2910    09:01:01
151 End of batch.
09:02:12        SMI     7330.3  09:02:12
151 End of batch.
09:02:20        SMI     7328.3  09:02:20
151 End of batch.
09:02:32        SMI     7325.3  09:02:29
151 End of batch.
09:02:41        SMI     7329.1  09:02:40
151 End of batch.
09:02:51        SMI     7329.3  09:02:50
151 End of batch.
09:03:02        SMI     7328.6  09:02:58
151 End of batch.
09:03:11        SMI     7330.8  09:03:11
151 End of batch.
09:03:21        NESN    2907    09:03:15
09:03:21        SMI     7334.1  09:03:21
151 End of batch.
...
151 End of batch.
250 End of data.

paid

The paid command allows one to obtain intra-day price and volume information for a valor. It takes three arguments of which the last two are optional: Valor selection criterion, integration interval and date.

To select a valor, the Valor symbol or valor number with optional exchange code as in the snap command has to be specified.

The integration interval is given in seconds. It defaults to 1. All trades during a given interval are accumulated such that the time stamp and price correspond to the last trade and the volume is the sum of all trades. This can reduce dramatically the amount of data transmitted, if, for example, a chart with a 15 minutes resolution only shall be filled.

The date (default current trading date) for which the data is requested.

The output of the paid command is a 250 multi-line reply wiith time, price, and volume as TAB-separated values. Only on-market trades are taken into account: 
paid SCMN 3600 19981005
250-Tab separated Time/Price/Volume follow:
	09:59:37        359.5   885069
	10:59:57        368     388920
	11:59:55        378     347852
	12:59:49        385.5   148155
	13:59:58        382.5   259842
	14:59:52        381     206009
	15:59:51        382.5   174022
	16:59:59        376.5   274831
250 End of data.

nav

The nav command allows one to obtain intra-day net asset values, combined with the corresponding last, best bid and best ask, for a valor. It takes three arguments of which the last two are optional: Valor selection criterion, integration interval and date.

To select a valor, the Valor symbol or valor number with optional exchange code as in the snap command has to be specified.

The integration interval is given in seconds. It defaults to 1. All NAVs during a given interval are accumulated such that the time stamp and price correspond to the last NAV. This can reduce dramatically the amount of data transmitted, if, for example, a chart with a 15 minutes resolution only shall be filled.

The date (default current trading date) for which the data is requested.

The output of the nav command is a 250 multi-line reply with time, net asset value, last price, best bid and best ask as TAB-separated values: 
nav XMSMI 3600 20020215
250-Tab separated Time/NetAssetValue/Last/Bid/ask follow:
        09:02:59        64.04   64.2    64      64.2
        10:02:59        63.96   63.9    63.9    64.05
        11:02:58        64.23   64.4    64.15   64.4
        12:02:59        64.13   64.3    64.1    64.3
        13:02:55        64.09   64.25   64      64.25
        14:02:58        64.14   64.05   64.05   64.3
        15:02:57        64.22   64.35   64.15   64.35
        16:02:59        63.78   63.9    63.8    63.9
        17:02:58        64.06   63.95   63.95   64.2
250 End of data.

Attributes

Attribute values use the following data formats:

Dates: yyyymmdd
Times: hh:mm:ss of Swiss local time (MET)
Prices: floating point with non-significant zeroes and decimal point suppressed

Almost all attribute values can be empty. Depending on the context it can mean that the value is zero, unknown, or undefined.

FQS is a source for current market information and historical inquiries of key market figures such as opening and closing prices. FQS is not intended for answering archeological questions such as "When did this company last change its name?". Reference information is always valid for the current trading date but not necessarily for the past date in an historic inquiry.

The attributes can be divided into three categories:

static: Reference information where the output value does not depend on the date at all, e.g. the valor symbol, or only changes very infrequently, e.g., the PriceStepGroupCode.
volatile: Market information only available for the current trading date, e.g. ask and bid prices.
historic: Information recorded for past trading dates, e.g. opening prices.

AcceptOrdersDate (static)

The date on which first orders will be accepted.

AccruedInterestCalcCode (static)
AccruedInterestCalcDesc
AccruedInterestDaysInYear

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. Possible values for AccruedInterestCalcCode are:
0
No Accrued Interest (Flat)
1
30/360 (German)
2
Actual/365 (English)
3
Actual/360 (French)
4
30U/360 (US)
5
Actual/365L (ISMA Year)
6
Actual/Actual (ISMA 99 Normal)
7
Actual/Actual (ISMA 99 Ultimo)
9
30S/360 (Special German)

AccruedInterestFromDate (static)

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.

AdjustedOpenInterestDate (volatile)
AdjustedOpenInterestVolume

Adjusted open interest volumes for Eurex contracts.
Open interest volumes for the previous business date are published at 13:30.

AdjustmentFactor (historic)

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 (static)
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 (static)
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 (static)
AnnualInterestFraction
AnnualPremiumFraction

AskAverage (volatile)
BidAverage

List of average prices and sizes which can be filled with the orderbook content. from best to least good. The values are separated by '|'.
List has the same length as AskDepth/BidDepth except for orderbooks containing market prices or hidden volumes.
Deprecated: use AskBookAverage and AskBookCumulated

AskBookPrice (volatile)
AskBookVolume
AskBookOrders
AskBookQuotes
AskBookAverage
AskBookCumulated
BidBookPrice
BidBookVolume
BidBookOrders
BidBookQuotes
BidBookAverage
BidBookCumulated

Orderbook content (price, volume, number of orders and quotes, average price, and cumulated volume) 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.

AskDepth (volatile)
BidDepth

List of best 10 (inside market plus 9) bid (buy) and ask (sell) prices and volumes, from best to least good. The values are separated by '|'.
Deprecated: use AskBookPrice and AskBookVolume

AskPrice (volatile)
AskVolume
AskNumOrders
AskNumQuotes
AskSpread
BidPrice
BidVolume
BidNumOrders
BidNumQuotes
BidSpread

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 number of 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.

AssetClass (static)

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

AssetClassCode (static)
AssetClassDesc

The code and description of the asset class upon which an ETF or investment fund is based.

AutomaticSettlementFlag (static)

Value '1' indicates that the automatic clearing and settlement of trades are supported.

AverageSpread (historic)
SpreadOkayFraction

Time weighted average spread and fraction of market hours during which the spread was better than the maximum limit (3%).
These values are only available for the preceding trading days.

Band (static)

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.

BarrierBasisTypeCode (static)
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:
1
Underlying
99
Other
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

BloombergLocalSymbol (static)
BloombergVtxSymbol

Bloomberg symbols for the security on its primary exchange and on virt-x.

CalculationMethod (static)

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

CcpMemberId (static)

The unique member id of the central counterparty. This attribute is not null only for securities which are CCP eligible.

Certificates (historic)
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.

ClearingOrgCode (static)
ClearingOrgName

The unique identifier and the name for a clearing organisation.

ClosingNetAssetValue (historic)

Last NAV during a given trading date.
While the market is open, ClosingNetAssetValue returns the same value as NetAssetValue.

ContractConditions (static)

Textual description of conditions relating to the exercising which cannot be specified by other attributes.

ContractGeneration (static)
ContractVersion

Generation and version numbers of Eurex contracts.

ContractSize (static)
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 (static)

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 (static)
CouponAmountYearly

CouponRate (static)

The coupon rate at issue of a bond.

DailyHighPrice (historic)
DailyLowPrice
DailyHighTime (volatile)
DailyLowTime

Daily high/low prices and times.

DailyOffBookHighPrice (historic)
DailyOffBookLowPrice
DailyOffBookHighTime (volatile)
DailyOffBookLowTime

Daily high/low off book prices and times.

DailySettlementPrice (volatile)
DailySettlementDate

Settlement prices for Eurex instruments.
The settlement price is calculated after the end of trading.

Internal 4D reference data date.

DeliveryTypeCode (static)

The type of delivery of the underlying instrument. Possible values are:
1
Title
2
Cash
3
Holder's choice
4
Issuer's choice

DerivativeLinkTypeCode (static)
DerivativeLinkTypeDesc
DerivativeLinkType (obsolete)

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

DerivativeSecTypeCode (static)
SVSPSecTypeCode

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

DerivativeTypeCode (static)
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

DistributionPolicy (static)

Not Listed Investment Fund distribution policy. Possible values are:
A
Distribution
B
Accumulation

DividendEntitlementFlag (static)

Value '1' indicates that the valor attracts dividend payments.

DividendFrequencyCode (static)

Frequency with which dividend payments are made. The codes are the same as for the InterestFrequency.

DividendPayments (static)

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 (historic)

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 (static)
ExpirationTime
LatestExerciseDate

First date and latest date/time to exercise an option.

Exchange (static)
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 (static)

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)

ExchangeSymbol (static)

For securities traded on the SWX Swiss Exchange (ExchangeCode 4) identical to the ValorSymbol.
For other valors the concatenation of ValorSymbol:ExchangeCode.

ExDividendDate (static)
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 (static)

The currency applicable to the exercise transaction.

ExerciseDate (static)
ExpirationDate

First and last date to exercise an option.

ExerciseLimit (static)
KnockOutFlag
KnockoutFlag (obsolete)

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 (static)
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').

ExpirationMonth (static)

Nominal expiration month of Eurex contracts in format yyyymm. (The actual expiration date is not necessarily within that month.)

ExRightDate (static)
ExDate (obsolete)

For rights, this defines the date when the underlying instrument goes ex-right.

FeedName (static)

The unique identifier of the feed from where the data is extracted: e.g. "SMF", "PEXMF", "CEFDE".

FirstInterestPaymentDate (static)

First payment date of a derivative which has an interest component e.g. structured product bond.

FirstTradingDate (static)
LastTradingDate

The first and last trading dates.

FixedExerciseExchangeRate (static)

Defines a fixed exchange rate for foreign securities for the currency conversions associated with the exercise transaction.

FixingDate (static)

FlatCode (static)

Value 'F' indicates that the price for a bond does not include the accrued interest.

FlatFlag (static)

If '1' the bond is traded flat and accrued interest is not included in the calculation of the settlement amount for a trade.

ForeignCurrencyInterestFlag (static)
ForeignInterestCurrencyCode

If '1' the bond's coupons are paid in the indicated foreign currency.

FractionType (static)
StrikePriceFractionType

Defines the preferred display format for prices and strike prices. Prices are always given in decimal format, but clients may want to convert them into any fractional value, where applicable. Possible values for StrikePriceFractionType are:
999
None
102
Halves or halves of hundredths
208
Fourths
104
Modified fourths
108
Eights
10004
Modified decimal fourths points
132
Thirty-seconds
164
Sixty-fourth
232
Half thirty-seconds
432
Quarter thirty-seconds
264
Half sixty-fourth
120
Twentieth or fives
10002
Half points
51000
Five one thousandths
1100
One hundredths
110
Tenths
10100
Ten hundredths
0
No decimals, i.e. integer values
140
Modified fourtieth points
1
Decimals

FreeFloat (historic)
FreeFloatFraction

The number of shares freely available for trading and its ratio to the total number of shares.

FurtherConditionsText (static)
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.

FutureFixedPrice (volatile)
FutureFixedDate
FutureFixedTime

Value, date and time of the last price for the future leg when orders for Delta Neutral Trading Products are matched. This price is fixed automatically by the system and can not be influenced by the market participants.

GeographicalAreaCode (static)
GeographicalAreaDesc

The unique identifier and the textual description for a geographical area.

GroupCode (static)

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 (static)
GuaranteeTypeDesc

The unique identifier and textual description for a guarantee type.

ICBIndustry (static)
ICBSupersector
ICBSector
ICBSubsector

ICB classification attributes for industry, supersector, sector and subsector.

Internal id (ISIN, Currency, Exchange).

InDefaultFromDate (static)

The date from which the issuer of a bond has defaulted on interest payments.

IndexCalculationCount (volatile)
IndexMarketValuePercentage

The number of index calculations and the percentage of market value with price updates for the current day.
These values are available only for STOXX indices.

IndexCalculationMethod (static)

The type of an index as determined by the way it is calculated and how dividends are treated. Possible values 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

IndexStockUpdateCount (volatile)
IndexStockUpdateDelta

The number of stocks with price updates since the first index calculation for the current day and the change since the last index calculation.
These values are available only for STOXX indices.

IndicativeOfficialClose (volatile)
OfficialCloseStatistic

Indicative offical closing value, available until the official closing value is available, and the percentage of market value with official close updates for the current day.
These values are available only for STOXX indices.

IndicativePriceMinimum (static)
IndPrcMinCurrency
IndPrcMinDate
IndPrcMinText

Indicative price minimum, its currency and date as well as a textual comment of a Not Listed Investment Fund.

IndustrySectorCode (static)
IndustrySectorDesc

The unique identifier and the textual description of an industry sector.

InstrumentTypeCode (static)

The instrument type code of a security. Possible values are:
BO
Bond
DE
Derivative
SH
Share

InterestComponentFlag (static)
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 (static)

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 (static)
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 (static)

Collective investment vehicle of a Not Listed Investment Fund. Possible values are:
1
Investment Fund
2
Investment Foundation
3
other

ISIN (static)

12-character international security identifier, conformant to ISO 6166.

IsoInstrumentTypeCode (static)
SecomInstrumentTypeCode (obsolete)

The instrument type code used when instructing clearing and settlement. It is normally conformant with ISO 15022.

IssueCondition (static)

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 (static)

Issue currency code, conformant with ISO standard 4217.

IssuePrice (historic)
RedemptionPrice
InterimProfit

Issue and redemption price as well as interim profit of a Not Listed Investment Fund.

IssuerCode (static)
IssuerNameShort

Abbreviation and short textual name of the issuer.

IssueYear (static)

The year in which a bond is issued.

LastAskPrice (volatile)
LastAskTime
LastAskVolume
LastAskSpread
LastBidPrice
LastBidTime
LastBidVolume
LastBidSpread
LastOrderBookMidPrice

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.

LastOffBookPrice (volatile)
LastOffBookDate
LastOffBookTime
LastOffBookVolume

Price, date, time, and volume of last reported off order-book trade.

LastPrice (volatile)
LastDate
LastTime
LastVolume

Price, date, time, and volume of last trade.

LegalStructureCountryCode (static)
LegalStructureCountryDesc

The legal regime appropriate for an ETF or investment fund.

ListingMemberOrgAbbrev (static)

Abbreviation of the bank responsible for the valor while it is listed.

ListingTypeCode (static)
ListingTypeDesc
ListingTypeIndicator (obsolete)

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

ManagementFee (static)

The management fee of an ETF or investment fund expressed as a percentage of the indicative NAV.

MarketDate (volatile)
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 (static)

Nominal delay of the market information (in seconds).

MarketSegment (static)
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

MarketState (volatile)

"Open" if the OrderbookState for any of the selected valors corresponds currently to "Open for trading" or "Stop trading". "Closed" otherwise.

MaturityDate (static)
EarliestRedemptionDate
PaymentDate

Maturity and earliest redemption date for bonds.
Date from which interest starts to be accumulated.

MaturityDateAlt (static)

MaturityDateAlt may be specified for derivatives with a bond component.

MaxInterestRate (static)
MinInterestRate

The maximum and minimum interest rate of a bond with a variable interest rate, fixed at the time of issue.

NetAssetValue (volatile)
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 (static)
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 (static)

The face value of an equity valor.

NonVerse (static)
NonVerseInSettlementFlag

The percentage of a bond or unit trust issue or monetary amount of a share issue that has not been paid for (i.e. remains outstanding).
The NonVerseInSettlementFlag indicates whether ('1') or not ('0') the non-verse is used in calculating the settlement amount for trades.

NSIN (static)

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.

OffBookClosingPrice (historic)

Last off exchange ("off-book") price during a given trading date.

OfficialNetAssetValue (historic)
OfficialNetAssetDate
OfficialNetAssetTime (volatile)

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.

OnMarketVolume (historic)
OnMarketTurnover
OnMarketReversalVolume
OnMarketReversalTurnover
OffExchangeVolume
OffExchangeTurnover
OffExchangeReversalVolume
OffExchangeReversalTurnover
ReversalVolume
ReversalTurnover
TotalVolume
TotalTurnover

Cumulated on-market, off-exchange, and total volumes and turnover.
Volumes are in number of pieces for shares and derivatives and in nominal currency units for bonds. Turnovers are in units of the TurnoverCurrency.
Only OnMarketVolume is updated continously during trading hours. The other values are available only after the market has closed.
The following relations hold:

Reversal = OnMarketReversal + OffExchangeReversal
Total = OnMarket + OffExchange

OnMarket and OffExchange values are already corrected for reversals reported the same day.
The distinction between OnMarketReversal and OffExchangeReversal is only done since 2 Oct 2000. For historic data from before that date OffExchangeReversal is always zero.

OnMarketVolumeDelta (historic)
OnMarketTurnoverDelta
OnMarketReversalVolumeDelta
OnMarketReversalTurnoverDelta
OffExchangeVolumeDelta
OffExchangeTurnoverDelta
OffExchangeReversalVolumeDelta
OffExchangeReversalTurnoverDelta
ReversalVolumeDelta
ReversalTurnoverDelta
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 (historic)
ClosingPrice

First and last paid price during a given trading date.
While the market is open, ClosingPrice returns the same value as LastPrice.

OptionStyleCode (static)

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 (static)
OptionTypeDesc

The unique identifier and the textual description of the option type.

OrderbookState (volatile)

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 (static)

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 (historic)
PerformanceWe