Instrument Reference Data – Private User License
£10.00 / month
This product is the PREMIUM LEVEL of the Oktris FIRDS service. Oktris offers three levels of this service: Basic, Premium and API. SHORT DESC
Product features by level.
Basic – Web based and offered free to all logged in users on the Oktris website:
- Can access the entire live database from ESMA and the FCA.
- Searches are possible by ISIN and optionally, MIC code.
Premium (this product):
- As for basic but additionally…
- Can access the entire historical database from ESMA and the FCA.
- Can access FITRS from both ESMA and the FCA.
- FITRS searches can be narrowed down to the time period the calculations were for.
- As for premium but additionally…
- Have access to the API which permits machine interaction with the service offering the same functionality that is exposed by the website. API uses the FIX Protocol
- Has an eligibility check – given an ISIN and a list of underlyings, is an instrument ToTV/uToTV and when did it become so?
- The API also permits ISIN lookup – when given partial information on an instrument, can search FIRDS and return a list of matching ISINs (for example, it may be known that the instrument in question is an option with a specific expiry and a certain underlying, or even that the name contains a specific string – it’s possible to find all ISINs that match the criteria with the API).
- Dedicated hardware – Depending on the complexity of the search and the number of matching records, it can take fractions of seconds in most cases, or tens of minutes for more demanding searches. Also, thousands of basic queries (here’s the ISIN, give me the data) per second can be sent and responded to via the API. Dedicated hardware is allocated to service API requests for a specific firm so as not to impact other user experiences and allow scaling of hardware for that specific firm to match their performance/cost appetite.
Based on ESMA and FCA FIRDS / FITRS. Contains complete instrument reference data published by both regimes – over 140 million records.
Covers all financial instruments traded on EU and UK Trading Venues and Systematic Internalisers since 2017.
Some fields included in the data (depending on asset class): ISIN, Full Name, CFI Code, Commodity derivative indicator, Issuer Identifier, Segment MIC of trading venue/SI, Short Name, Issuer Requested admission to trading, Date of approval of admission to trading, Date of request for admission to trading, Date of admission to trading or date of first trade, termination date, notional currency, total issued nominal amount, maturity date, currency of nominal value, nominal value per unit/minimum traded value, fixed rate percentage of return, benchmark / index identifier for a floating rate bond, benchmark / index name for a floating rate bond, benchmark / index term of a floating rate bond, base point spread of benchmark / index of a floating rate bond, debt seniority, expiry date, price multiplier (number of units of underlying in one derivatives contract), underlying ISIN (s), underlying issuer (s), underlying index name, term of the underlying index, option type, strike price, strike price currency, option exercise style, delivery type (physical, cash, etc), base commodity product, commodity sub product, commodity further sub product, commodity transaction type (TAPOS, Crack, etc), commodity final price type (Argus, Baltic, etc), reference rate, term of contract for interest rate, notional currency of 2nd leg, fixed rate leg 1, fixed rate leg 2, floating rate leg 2, IR term of contract leg 2, underlying currency 2 of currency pair, FX Type (Baltic, McCloskey, Platts, etc), Relevant Competent Authority (country code). A complete list along with further explanations of the fields can be found in ESMA Reporting Instructions for FIRDS Reference Data System.
For those instruments for which ESMA or the FCA published them, calculated values for equities such as Average Daily turnover, Average Transaction Value, Standard Market Size, Large in Scale threshold, Average Daily number of transactions, Total number of executed transactions for the calculation period, total volume of executed transactions for the calculation period, main market. For non-equity instruments, pre and post trade large in scale, size specific to instrument thresholds. For both, the liquidity indicator.