Instrument Reference Data – Private API License
£100.00 / month
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.