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Exchange Codes
Specifications for Digital Data Feed: Exchange Codes
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Message Definitions
- DDFplus Overview
- Exchange Codes
- Record Type 2 Messages
- Record Type S Messages
- Record Type 3 Messages
- Futures Symbols Overview
- Commodities Session Codes
- Base Codes
- Appendix A
- Appendix B
- Appendix C
- Rules for Special Processing of Stocks
Symbology
Exchange Codes
September 1, 2017 - added exchange code (Download as .txt file)
Overview
-
A: American Stock Exchange
a: American Stock Exchange Bid/Ask
B: Chicago Board of Trade
b: Chicago Board of Trade - Other
C: Intercontinental Exchange - US
c: TSX Indexes
D: Nasdaq OTC BB
d: National Stock Exchange of India (NSE)
e: Eris Exchange
E: Comex
F: Mutual Funds
f: Money Market Funds
G: Minneapolis Grain Exchange
g: CBOE Europe BXE
H: Dubai Mercantile Exchange (DME)
h: EuroNext Commodities
I: General Indexes
i: Nasdaq Indexes (GIDS)
J: New York Mercantile Exchange (NYMEX)
j: NYMEX Swaps and ClearPort - Other
K: EuroNext Equities
k: EuroNext Indexes
L: Intercontinental Exchange - Europe
l: Intercontinental Exchange - Other
M: Chicago Mercantile Exchange
m: Chicago Mercantile Exchange - Other
N: New York Stock Exchange
n: New York Stock Exchange Bid/Ask
O: Dow Jones Index Feed
o: Dow Jones Index Feed - Full Feed
P: S&P Index Feed
p: Dow Jones Index Feed - special license
Q: NASDAQ National Market
q: NASDAQ National Market Bid/Ask
R: CBOE Futures Exchange (CFE)
r: CBOE Index Feed
S: Toronto Stock Exchange (TSX)
s: London Stock Exchange (LSE)
T: Barchart Sectors
t: Intercontinental Exchange - LIFFE
U: Nasdaq OTC PinkSheets
u: CBOE Europe CXE
V: TSX Venture
v: Australian Stock Exchange (ASX)
W: Intercontinental Exchange - Canada (WCE)
w: Eurex
X: BATS BZX Exchange
x: Russell Index Feed
Y: Montreal Futures Exchange
y: BATS BZX Exchange Bid/Ask
Z: Futures Market Depth Feed
$: Forex
%: EuroNext Indices
!: Special Exchange
{: Crypto Exchange
@: NEO Aequitas
}: Ag Index
<: Barchart Cash Bids
0: Intercontinental Exchange - US Other
1: LME Select
2: BM&FBOVESPA Futures (BMF)
3: London Metals Exchange (LME)
4: Canadian Securities Exchange (CSE)
5: Canadian Mutual Funds
6: Economic Interest Rates
7: Economic Values
8: Hong Kong Futures Exchange
9: Intercontinental Exchange Europe Commodities
Data formats
Time stamp message: once per second
<soh>#ccyymmddhhmmss<etx>
- soh:1 = start of header
- cc:2 = century
- yy:2 = year
- mm:2 = month
- dd:2 = day
- hh:2 = hour (24 hour clock)
- mm:2 = minute
- ss:2 = second
- etx:1 = end of text
The start of header <soh> control character (x01) indicates the beginning of the block, whereas the end of text <etx> control character (x03) signified the end of the block. <stx> is control character (x02).