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Documentation
Data description
Tables and Fieldsets
TABLES AND FIELDSETS
Schema version 42.01
Infotype version 3.16 2016-01-25
Contents
Tables
Fieldsets
Tables
table
groups
/hist/news
/rt/debt/exch/
quoteinfohist
/rt/debt/exch/?~period="close"
quoteinfohist
/rt/debt/exch/order
/rt/debt/exch/trade
/rt/debt/otc/evp
/rt/debt/otc/
quoteinfohist
/rt/debt/otc/?~groupby="instrument"
quoteinfohist
/rt/derivative/
quoteinfohistanalysis
/rt/derivative/?~period="close"
quoteinfohistanalysis
/rt/derivative/order
/rt/derivative/trade
/rt/est/act
/rt/est/calc
/rt/est/cons
/rt/est/info
/rt/est/rec
/rt/forex/
quoteinfohist
/rt/forex/?~groupby="instrument"
quoteinfohist
/rt/fund/
quoteinfohist
/rt/index/
quoteinfohistbondinfo
/rt/index/?~period="snapshot"
quoteinfohistbondinfo
/rt/market/info
/rt/market/stat
/rt/meta/codes
/rt/meta/names
/rt/news
/rt/stock/brokeragg
/rt/stock/brokeraggsamp?~sample="600"
/rt/stock/brokeraggsamp?~sample="60"
/rt/stock/brokertrade
/rt/stock/
quoteinfohiststat
/rt/stock/?~period="close"
quoteinfohiststat
/rt/stock/instragg
/rt/stock/instraggsamp?~sample="600"
/rt/stock/instraggsamp?~sample="60"
/rt/stock/lmi
/rt/stock/marketagg
/rt/stock/marketaggsamp?~sample="600"
/rt/stock/marketaggsamp?~sample="60"
/rt/stock/order
/rt/stock/trade
/rt/stock/tradeagg
/rt/stock/tradeaggsamp?~sample="600"
/rt/stock/tradeaggsamp?~sample="60"
/rt/newsart
Fieldsets
size
Size does not include terminating null character.
q (query)
Fields that are allowed in the query expression.
dl (daylog)
Only these fields are used in /hist/... subscriptions.
key
These fields never change. If they need to change, the record is deleted and reinserted instead.
description
Field descriptions in
italic
are available in
/rt/meta/names
.
/hist/news
field
type
size
q
dl
key
description
Src
string
10
q
dl
Source
Ty
string
3
q
dl
Type
Tm
timestamp
q
dl
Time of last update
Subj
string
160
q
dl
Subject
Text
link
90
dl
key
Text
Codes
string
200
dl
Related news codes
Delay
int
dl
AssociatedWith
string
90
q
dl
SrcDsp
string
10
q
dl
ImageUrl
string
80
q
dl
/rt/debt/exch/
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
Note
string
16
Note code
BInt
double
dl
Bid interest
AInt
double
dl
Ask interest
B
double
dl
Bid price
A
double
dl
Ask price
PdIntHi
double
Highest interest paid today
PdIntLo
double
Lowest interest paid today
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
PdIntHiOff
double
Highest interest paid today, off floor
PdIntLoOff
double
Lowest interest paid today, off floor
PdHiOff
double
Highest paid today, off floor
PdLoOff
double
Lowest paid today, off floor
PdInt
double
dl
Last interest paid
Pd
double
dl
Last paid
TrVo
double
dl
Traded volume
TrVoOff
double
Traded volume, aftermarket
TrVoCro
double
Traded volume, cross trade
TrAm
double
dl
Amount turnover
TrAmOff
double
Amount turnover, aftermarket
RefInt
double
Reference interest
Risk
double
Price risk
Dur
double
Duration
VoB
double
Bid volume
VoA
double
Ask volume
MnPdInt
double
MnPd
double
Mean paid today
PdIntD
double
Last interest paid yesterday
PdD
double
Last paid yesterday
BIntD
double
Last bid interest yesterday
BD
double
Last bid price yesterday
MnPdD
double
Mean paid, yesterday
TickInd
string
12
Tick indicator
OBSt
double
q
Order Book Status
ModDur
double
Modified duration
Cvx
double
Convexity
ModCvx
double
Modified Convexity
BPV
double
Basis Point Value
OutAm
double
Outstanding Amount
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nms
string
24
Short name
LiTy
string
4
q
List type
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Isin
string
12
q
Isin code
Ty
word
Type
Cpn
double
Coupon rate
MatDt
date
q
Maturity date
RecDt
date
Coupon record day (per year)
StartDt
date
Start date
RoundLot
double
Round lot
Ccy
string
3
q
Currency code
Corr
double
Correction factor
Issuer
string
32
q
Issuer, broker code
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
NtvSecId
string
32
Native source, security identity
IssAm
double
Issued amount
OrgId
string
32
q
Organization identity code
CpnCntY
dword
Number of coupons per year
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cty
string
3
q
Country code
LiInfo
string
8
q
List information
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
IsBnch
bool
q
Is Benchmark
IsTap
bool
q
Is On-tap issue
InsId
string
32
q
Instrument Id
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
LoanDt
string
8
Date for start of loan
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BIntW
double
Bid interest, one week ago
BIntM
double
Bid interest, one month ago
BIntQ
double
Bid interest, one quarter ago
BIntY
double
Bid interest, one year ago
BIntYLa
double
Last bid interest previous year
PdIntHiYLa
double
Highest interest paid current year (Q1 incl. prev. year)
PdIntLoYLa
double
Lowest interest paid current year (Q1 incl. prev. year)
PdIntW
double
Last interest paid one week ago
PdIntM
double
Last interest paid one month ago
PdIntQ
double
Last interest paid one quarter ago
PdIntY
double
Last interest paid, one year ago
PdIntYLa
double
Last interest paid previous year
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
PdIntHiY
double
Highest interest paid current year
PdIntLoY
double
Lowest interest paid current year
/rt/debt/exch/?~period="close"
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
Note
string
16
Note code
BInt
double
dl
Bid interest
AInt
double
dl
Ask interest
B
double
dl
Bid price
A
double
dl
Ask price
PdIntHi
double
Highest interest paid today
PdIntLo
double
Lowest interest paid today
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
PdIntHiOff
double
Highest interest paid today, off floor
PdIntLoOff
double
Lowest interest paid today, off floor
PdHiOff
double
Highest paid today, off floor
PdLoOff
double
Lowest paid today, off floor
PdInt
double
dl
Last interest paid
Pd
double
dl
Last paid
TrVo
double
dl
Traded volume
TrVoOff
double
Traded volume, aftermarket
TrVoCro
double
Traded volume, cross trade
TrAm
double
dl
Amount turnover
TrAmOff
double
Amount turnover, aftermarket
RefInt
double
Reference interest
Risk
double
Price risk
Dur
double
Duration
VoB
double
Bid volume
VoA
double
Ask volume
MnPdInt
double
MnPd
double
Mean paid today
PdIntD
double
Last interest paid yesterday
PdD
double
Last paid yesterday
BIntD
double
Last bid interest yesterday
BD
double
Last bid price yesterday
MnPdD
double
Mean paid, yesterday
TickInd
string
12
Tick indicator
OBSt
double
q
Order Book Status
ModDur
double
Modified duration
Cvx
double
Convexity
ModCvx
double
Modified Convexity
BPV
double
Basis Point Value
OutAm
double
Outstanding Amount
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nms
string
24
Short name
LiTy
string
4
q
List type
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Isin
string
12
q
Isin code
Ty
word
Type
Cpn
double
Coupon rate
MatDt
date
q
Maturity date
RecDt
date
Coupon record day (per year)
StartDt
date
Start date
RoundLot
double
Round lot
Ccy
string
3
q
Currency code
Corr
double
Correction factor
Issuer
string
32
q
Issuer, broker code
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
NtvSecId
string
32
Native source, security identity
IssAm
double
Issued amount
OrgId
string
32
q
Organization identity code
CpnCntY
dword
Number of coupons per year
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cty
string
3
q
Country code
LiInfo
string
8
q
List information
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
IsBnch
bool
q
Is Benchmark
IsTap
bool
q
Is On-tap issue
InsId
string
32
q
Instrument Id
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
LoanDt
string
8
Date for start of loan
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BIntW
double
Bid interest, one week ago
BIntM
double
Bid interest, one month ago
BIntQ
double
Bid interest, one quarter ago
BIntY
double
Bid interest, one year ago
BIntYLa
double
Last bid interest previous year
PdIntHiYLa
double
Highest interest paid current year (Q1 incl. prev. year)
PdIntLoYLa
double
Lowest interest paid current year (Q1 incl. prev. year)
PdIntW
double
Last interest paid one week ago
PdIntM
double
Last interest paid one month ago
PdIntQ
double
Last interest paid one quarter ago
PdIntY
double
Last interest paid, one year ago
PdIntYLa
double
Last interest paid previous year
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
PdIntHiY
double
Highest interest paid current year
PdIntLoY
double
Lowest interest paid current year
/rt/debt/exch/order
field
type
size
q
dl
key
description
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
L
word
q
key
Level
Delay
int
Tm
timestamp
Time of last update
B
double
Bid price
VoB
double
Bid volume
A
double
Ask price
VoA
double
Ask volume
MmB
string
20
Market maker, broker code, bid
MmA
string
20
Market maker, broker code, ask
CntB
dword
No of buy orders
CntA
dword
No of sell orders
BInt
double
Bid interest
AInt
double
Ask interest
/rt/debt/exch/trade
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
Tm
timestamp
dl
Time of last update
Buyer
string
13
dl
Buyer, broker code
Seller
string
13
dl
Seller, broker code
TrNr
dword
dl
Trade id number
TrTy
string
4
dl
Trade type
TrPd
double
dl
Price paid by trade
TrVo
double
dl
Traded volume
Corr
double
dl
Correction factor
TrFlags
word
dl
Trade flags
TxnTm
time
dl
Transaction time from source
TrCro
string
1
dl
Cross trade
TrPdInt
double
dl
Interest paid by trade
SrcTrId
string
32
dl
Trade identity from source
AggressorSide
string
6
dl
Indicates the aggressive party in a trade
/rt/debt/otc/evp
field
type
size
q
dl
key
description
Src
string
10
q
dl
key
Source
Ccy
string
6
q
dl
key
Currency code
Id
string
12
q
dl
key
SIX ticker identity
Ty
string
8
q
dl
key
Type
Mm
string
8
q
dl
key
Market maker, broker code
Delay
int
dl
MidPdVal
double
dl
Mid Valuation price
MidIntVal
double
dl
Mid Valuation Interest
Tm
timestamp
dl
Time of last update
/rt/debt/otc/
field
type
size
q
dl
key
description
Src
string
10
q
dl
key
Source
Ccy
string
6
q
dl
key
Currency code
Id
string
12
q
dl
key
SIX ticker identity
Ty
string
8
q
dl
key
Type
Mm
string
8
q
dl
key
Market maker, broker code
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
MidInt
double
dl
Mid interest
MidIntHi
double
High mid interest
MidIntLo
double
Low mid interest
MidIntOp
double
Open mid interest
Mid
double
dl
Mid price
MidHi
double
Highest mid price today
MidLo
double
Lowest mid price today
MidOp
double
Mid open price
BInt
double
dl
Bid interest
AInt
double
dl
Ask interest
BIntHi
double
Highest bid interest today
BIntLo
double
Lowest bid interest today
AIntHi
double
Highest ask interest today
AIntLo
double
Lowest ask interest today
B
double
dl
Bid price
A
double
dl
Ask price
BHi
double
Highest bid price today
BLo
double
Lowest bid price today
AHi
double
Highest ask price today
ALo
double
Lowest ask price today
Swpg
double
Swap rate, give
Swpt
double
Swap rate, take
Pd
double
dl
Last paid
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
PdInt
double
dl
Last interest paid
PdIntHi
double
Highest interest paid today
PdIntLo
double
Lowest interest paid today
TrAm
double
dl
Amount turnover
TrVo
double
dl
Traded volume
NoteB
string
4
Bid interest comment
NoteA
string
4
Ask interest comment
NoteOth
string
7
Other comment
MidD
double
Last mid price yesterday
MidIntD
double
Last mid interest yesterday
MidA
double
dl
Ask price, mid
MidAInt
double
dl
Ask interest, mid
MidB
double
dl
Bid price, mid
MidBInt
double
dl
Bid interest, mid
TrDt
date
Trade date
BD
double
Last bid price yesterday
TickInd
string
12
Tick indicator
BPrm
double
dl
Bid premium
APrm
double
dl
Ask premium
MidPrm
double
dl
Mid premium
MidPrmCap
double
dl
Mid premium Cap
MidPrmFlr
double
dl
Mid premium Floor
VoB
double
dl
Bid volume
VoA
double
dl
Ask volume
MidGovSprd
double
dl
Mid Government Spread
MidMortSprd
double
dl
Mid Mortgages Spread
MidSwaSprd
double
dl
Mid Swap Spread
OutAm
double
dl
Outstanding Amount
Cvx
double
dl
Convexity
ModCvx
double
dl
Modified Convexity
BPV
double
dl
Basis Point Value
Dur
double
dl
Duration
ModDur
double
dl
Modified duration
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Nms
string
24
Short name
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
Isin
string
12
q
Isin code
Cpn
double
Coupon rate
CpnDt
date
Coupon day (per year)
MatDt
date
q
Maturity date
StartDt
date
Start date
NtvSecId
string
32
Native source, security identity
MainMkt
string
8
q
Main Market
MktLst
string
48
q
Market list
BP
double
Smallest measure of quoting the yield on a bond, note or other debt instrument.
Issuer
string
32
q
Issuer, broker code
IssCcy
string
3
q
Issue currency
IssAm
double
Issued amount
OrgId
string
32
q
Organization identity code
CpnCntY
double
Number of coupons per year
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cty
string
3
q
Country code
Strk
double
Strike level
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
IsBnch
bool
q
Is Benchmark
IsTap
bool
q
Is On-tap issue
InsId
string
32
q
Instrument Id
IsFix
bool
q
Is Fixing
MatCode
string
16
q
Maturity Code
IntBase
string
32
q
Interest rate base
IsATM
bool
Is ATM contract
Tenor
string
16
Tenor
OBId
string
48
Orderbook Id
RoundLot
double
Round lot
Rating
string
8
Credit quality
UsecTSID
string
32
Timeseries Id for Underlying security
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MidD2
double
Last mid price 2 days ago
MidW
double
Last mid price 1 week ago
MidM
double
Last mid price 1 month ago
MidQ
double
Last mid price 3 months ago
MidQ2
double
Last mid price 6 months ago
MidY
double
Last mid price 1 year ago
MidYLa
double
Last mid price previous year
MidIntD2
double
Last mid interest 2 days ago
MidIntW
double
Last mid interest 1 week ago
MidIntM
double
Last mid interest 1 month ago
MidIntQ
double
Last mid interest 3 months ago
MidIntQ2
double
Last mid interest 6 months ago
MidIntY
double
Last mid interest 1 year ago
MidIntYLa
double
Last mid interest previous year
/rt/debt/otc/?~groupby="instrument"
field
type
size
q
dl
key
description
Src
string
10
q
dl
key
Source
Ccy
string
6
q
dl
key
Currency code
Id
string
12
q
dl
key
SIX ticker identity
Ty
string
8
q
dl
key
Type
Mm
string
8
q
dl
key
Market maker, broker code
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
MidInt
double
dl
Mid interest
MidIntHi
double
High mid interest
MidIntLo
double
Low mid interest
MidIntOp
double
Open mid interest
Mid
double
dl
Mid price
MidHi
double
Highest mid price today
MidLo
double
Lowest mid price today
MidOp
double
Mid open price
BInt
double
dl
Bid interest
AInt
double
dl
Ask interest
BIntHi
double
Highest bid interest today
BIntLo
double
Lowest bid interest today
AIntHi
double
Highest ask interest today
AIntLo
double
Lowest ask interest today
B
double
dl
Bid price
A
double
dl
Ask price
BHi
double
Highest bid price today
BLo
double
Lowest bid price today
AHi
double
Highest ask price today
ALo
double
Lowest ask price today
Swpg
double
Swap rate, give
Swpt
double
Swap rate, take
Pd
double
dl
Last paid
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
PdInt
double
dl
Last interest paid
PdIntHi
double
Highest interest paid today
PdIntLo
double
Lowest interest paid today
TrAm
double
dl
Amount turnover
TrVo
double
dl
Traded volume
NoteB
string
4
Bid interest comment
NoteA
string
4
Ask interest comment
NoteOth
string
7
Other comment
MidD
double
Last mid price yesterday
MidIntD
double
Last mid interest yesterday
MidA
double
dl
Ask price, mid
MidAInt
double
dl
Ask interest, mid
MidB
double
dl
Bid price, mid
MidBInt
double
dl
Bid interest, mid
TrDt
date
Trade date
BD
double
Last bid price yesterday
TickInd
string
12
Tick indicator
BPrm
double
dl
Bid premium
APrm
double
dl
Ask premium
MidPrm
double
dl
Mid premium
MidPrmCap
double
dl
Mid premium Cap
MidPrmFlr
double
dl
Mid premium Floor
VoB
double
dl
Bid volume
VoA
double
dl
Ask volume
MidGovSprd
double
dl
Mid Government Spread
MidMortSprd
double
dl
Mid Mortgages Spread
MidSwaSprd
double
dl
Mid Swap Spread
OutAm
double
dl
Outstanding Amount
Cvx
double
dl
Convexity
ModCvx
double
dl
Modified Convexity
BPV
double
dl
Basis Point Value
Dur
double
dl
Duration
ModDur
double
dl
Modified duration
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Nms
string
24
Short name
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
Isin
string
12
q
Isin code
Cpn
double
Coupon rate
CpnDt
date
Coupon day (per year)
MatDt
date
q
Maturity date
StartDt
date
Start date
NtvSecId
string
32
Native source, security identity
MainMkt
string
8
Main Market
MktLst
string
48
q
Market list
BP
double
Smallest measure of quoting the yield on a bond, note or other debt instrument.
Issuer
string
32
q
Issuer, broker code
IssCcy
string
3
q
Issue currency
IssAm
double
Issued amount
OrgId
string
32
q
Organization identity code
CpnCntY
double
Number of coupons per year
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cty
string
3
q
Country code
Strk
double
Strike level
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
IsBnch
bool
q
Is Benchmark
IsTap
bool
q
Is On-tap issue
InsId
string
32
q
Instrument Id
IsFix
bool
q
Is Fixing
MatCode
string
16
q
Maturity Code
IntBase
string
32
Interest rate base
IsATM
bool
Is ATM contract
Tenor
string
16
Tenor
OBId
string
48
Orderbook Id
RoundLot
double
Round lot
Rating
string
8
Credit quality
UsecTSID
string
32
Timeseries Id for Underlying security
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MidD2
double
Last mid price 2 days ago
MidW
double
Last mid price 1 week ago
MidM
double
Last mid price 1 month ago
MidQ
double
Last mid price 3 months ago
MidQ2
double
Last mid price 6 months ago
MidY
double
Last mid price 1 year ago
MidYLa
double
Last mid price previous year
MidIntD2
double
Last mid interest 2 days ago
MidIntW
double
Last mid interest 1 week ago
MidIntM
double
Last mid interest 1 month ago
MidIntQ
double
Last mid interest 3 months ago
MidIntQ2
double
Last mid interest 6 months ago
MidIntY
double
Last mid interest 1 year ago
MidIntYLa
double
Last mid interest previous year
/rt/derivative/
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
BPrm
double
dl
Bid premium
APrm
double
dl
Ask premium
PdD
double
Last paid yesterday
PdOp
double
First paid at opening
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
Pd
double
dl
Last paid
TrVo
double
dl
Traded volume
TrAm
double
dl
Amount turnover
TrVoCro
double
Traded volume, cross trade
Bal
double
Outstanding contracts
BPrmBlo
double
Bid premium, block order
APrmBlo
double
Ask premium, block order
VoB
double
Bid volume
VoA
double
Ask volume
BD
double
Last bid price yesterday
MnPd
double
Mean paid today
Sett
double
Settlement price
SettD
double
Settlement price yesterday
TrDtD
date
Previuos trade date
TickInd
string
12
Tick indicator
Note
string
16
Note code
OBSt
double
q
Order Book Status
Eq
double
Equilibrium price
EqImb
word
The market side of the order imbalance
EqA
double
Ask price at level
EqB
double
Bid price at level
EqVoA
double
Ask volume aggregated at equilibrium price
EqVoB
double
Bid volume aggregated at equilibrium price
EqPaSh
double
Paried shares to be matched at current eq price
EqImbSh
double
Number of shares not paired at current eq price
EqCroTy
word
The type of eq cross
MPr
double
Margin Price
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nms
string
24
Short name
ExpDt
date
Expiration date
Strk
double
Strike level
Isin
string
12
q
Isin code
Ty
word
Type
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Usec
string
32
Underlying security
StartDt
date
Start date
Ccy
string
3
q
Currency code
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
StartTmDlv
timestamp
Start time of delivery period
EndTmDlv
timestamp
End time of delivery period
NtvSecId
string
32
Native source, security identity
EndDt
date
End date
Issuer
string
32
q
Issuer, broker code
NumOptShr
double
Number of options per share
LiInfo
string
8
q
List information
RoundLot
double
Round lot
UsecTSID
string
32
q
Timeseries Id for Underlying security
UsecOrgId
string
32
q
Organization Id for Underlying security
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
BarHi
double
Barrier High
BarLo
double
Barrier Low
SettStartDt
date
Settlement start date
SettEndDt
date
Settlement end date
ContDescr
string
48
Contract description
InsId
string
32
q
Instrument Id
IsMainMkt
bool
Is Main Market
ContSz
double
Contract Size
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
FinLvl
double
Financing Level is also known as funding level
OrgId
string
32
Organization identity code
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
analysis
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BPrmThe
double
Theoretical bid premium
APrmThe
double
Theoretical ask premium
VltImpB
double
Implied bid volatility
VltImpA
double
Implied ask volatility
Lev
double
Leverage
Delta
double
Delta
Gamma
double
Gamma
Theta
double
Theta
Vega
double
Vega
Rho
double
Rho
/rt/derivative/?~period="close"
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
BPrm
double
dl
Bid premium
APrm
double
dl
Ask premium
PdD
double
Last paid yesterday
PdOp
double
First paid at opening
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
Pd
double
dl
Last paid
TrVo
double
dl
Traded volume
TrAm
double
dl
Amount turnover
TrVoCro
double
Traded volume, cross trade
Bal
double
Outstanding contracts
BPrmBlo
double
Bid premium, block order
APrmBlo
double
Ask premium, block order
VoB
double
Bid volume
VoA
double
Ask volume
BD
double
Last bid price yesterday
MnPd
double
Mean paid today
Sett
double
Settlement price
SettD
double
Settlement price yesterday
TrDtD
date
Previuos trade date
TickInd
string
12
Tick indicator
Note
string
16
Note code
OBSt
double
q
Order Book Status
Eq
double
Equilibrium price
EqImb
word
The market side of the order imbalance
EqA
double
Ask price at level
EqB
double
Bid price at level
EqVoA
double
Ask volume aggregated at equilibrium price
EqVoB
double
Bid volume aggregated at equilibrium price
EqPaSh
double
Paried shares to be matched at current eq price
EqImbSh
double
Number of shares not paired at current eq price
EqCroTy
word
The type of eq cross
MPr
double
Margin Price
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nms
string
24
Short name
ExpDt
date
Expiration date
Strk
double
Strike level
Isin
string
12
q
Isin code
Ty
word
Type
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Usec
string
32
Underlying security
StartDt
date
Start date
Ccy
string
3
q
Currency code
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
StartTmDlv
timestamp
Start time of delivery period
EndTmDlv
timestamp
End time of delivery period
NtvSecId
string
32
Native source, security identity
EndDt
date
End date
Issuer
string
32
q
Issuer, broker code
NumOptShr
double
Number of options per share
LiInfo
string
8
q
List information
RoundLot
double
Round lot
UsecTSID
string
32
q
Timeseries Id for Underlying security
UsecOrgId
string
32
q
Organization Id for Underlying security
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
BarHi
double
Barrier High
BarLo
double
Barrier Low
SettStartDt
date
Settlement start date
SettEndDt
date
Settlement end date
ContDescr
string
48
Contract description
InsId
string
32
q
Instrument Id
IsMainMkt
bool
Is Main Market
ContSz
double
Contract Size
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
FinLvl
double
Financing Level is also known as funding level
OrgId
string
32
Organization identity code
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
analysis
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BPrmThe
double
Theoretical bid premium
APrmThe
double
Theoretical ask premium
VltImpB
double
Implied bid volatility
VltImpA
double
Implied ask volatility
Lev
double
Leverage
Delta
double
Delta
Gamma
double
Gamma
Theta
double
Theta
Vega
double
Vega
Rho
double
Rho
/rt/derivative/order
field
type
size
q
dl
key
description
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
L
word
q
key
Level
Delay
int
Tm
timestamp
Time of last update
B
double
Bid price
VoB
double
Bid volume
A
double
Ask price
VoA
double
Ask volume
MmB
string
20
Market maker, broker code, bid
MmA
string
20
Market maker, broker code, ask
CntB
dword
No of buy orders
CntA
dword
No of sell orders
/rt/derivative/trade
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
Tm
timestamp
dl
Time of last update
Buyer
string
13
dl
Buyer, broker code
Seller
string
13
dl
Seller, broker code
TrNr
dword
dl
Trade id number
TrTy
string
4
dl
Trade type
TrPd
double
dl
Price paid by trade
TrVo
double
dl
Traded volume
Corr
double
dl
Correction factor
TrFlags
word
dl
Trade flags
TxnTm
time
dl
Transaction time from source
SrcTrId
string
32
dl
Trade identity from source
AggressorSide
string
6
dl
Indicates the aggressive party in a trade
/rt/est/act
field
type
size
q
dl
key
description
Delay
int
dl
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Y
word
q
dl
key
Year
Prd
string
8
q
dl
key
Period
Var
string
16
q
dl
key
Variable
VarTy
string
16
q
dl
key
Variable type
Tm
timestamp
dl
Time of last update
Ccy
string
3
dl
Currency code
Val
double
dl
Value
UpdDt
date
dl
Dupdate date
Cty
string
6
dl
Country code
Mkt
string
10
dl
Market or exchange
Ty1
string
8
dl
Type 1
Ty2
string
8
dl
Type 2
Ty3
string
8
dl
Type 3
Ty4
string
8
dl
Type 4
Ty5
string
8
dl
Type 5
Ty6
string
8
dl
Type 6
YX
word
dl
Year index (actual=0, next=1 etc.)
RepDt
date
dl
Last report date
/rt/est/calc
field
type
size
q
dl
key
description
Delay
int
dl
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Y
word
q
dl
key
Year
Prd
string
8
q
dl
key
Period
IsFc
bool
q
dl
key
Is forecast
Var
string
16
q
dl
key
Variable
VarTy
string
16
q
dl
key
Variable type
Tm
timestamp
dl
Time of last update
VarNm
string
48
dl
Variable name
Ccy
string
3
dl
Currency code
Val
double
dl
Value
Mn
double
dl
Mean value
Min
double
dl
Minimum value
Max
double
dl
Maximum value
UpdDt
date
dl
Dupdate date
Cty
string
6
dl
Country code
Mkt
string
10
dl
Market or exchange
Ty1
string
8
dl
Type 1
Ty2
string
8
dl
Type 2
Ty3
string
8
dl
Type 3
Ty4
string
8
dl
Type 4
Ty5
string
8
dl
Type 5
Ty6
string
8
dl
Type 6
YX
word
dl
Year index (actual=0, next=1 etc.)
RepDt
date
dl
Last report date
/rt/est/cons
field
type
size
q
dl
key
description
Delay
int
dl
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Y
word
q
dl
key
Year
Prd
string
8
q
dl
key
Period
Var
string
16
q
dl
key
Variable
VarTy
string
16
q
dl
key
Variable type
Tm
timestamp
dl
Time of last update
Ccy
string
3
dl
Currency code
Sd
double
dl
Standard deviation
Mdn
double
dl
Median value
Mn
double
dl
Mean value
Min
double
dl
Minimum value
Max
double
dl
Maximum value
UpdDt
date
dl
Dupdate date
CntCtb
word
dl
# of contributors
Cty
string
6
dl
Country code
Mkt
string
10
dl
Market or exchange
Ty1
string
8
dl
Type 1
Ty2
string
8
dl
Type 2
Ty3
string
8
dl
Type 3
Ty4
string
8
dl
Type 4
Ty5
string
8
dl
Type 5
Ty6
string
8
dl
Type 6
YX
word
dl
Year index (actual=0, next=1 etc.)
RepDt
date
dl
Last report date
/rt/est/info
field
type
size
q
dl
key
description
Delay
int
dl
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Reg
string
16
q
dl
key
Region
Tm
timestamp
dl
Time of last update
Nm
string
48
dl
Long name
Nms
string
24
dl
Short name
OrgId
string
32
dl
Organization identity code
TSID
string
32
dl
Timeserie Id
Cty
string
6
dl
Country code
Mkt
string
10
dl
Market or exchange
Ty1
string
8
dl
Type 1
Ty2
string
8
dl
Type 2
Ty3
string
8
dl
Type 3
Ty4
string
8
dl
Type 4
Ty5
string
8
dl
Type 5
Ty6
string
8
dl
Type 6
InsId
string
32
dl
Instrument Id
/rt/est/rec
field
type
size
q
dl
key
description
Delay
int
dl
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
RcmdTy
string
16
q
dl
key
Recommendation type
Tm
timestamp
dl
Time of last update
Val
double
dl
Value
StartDt
date
dl
Start date
EndDt
date
dl
End date
Cty
string
6
dl
Country code
Mkt
string
10
dl
Market or exchange
Ty1
string
8
dl
Type 1
Ty2
string
8
dl
Type 2
Ty3
string
8
dl
Type 3
Ty4
string
8
dl
Type 4
Ty5
string
8
dl
Type 5
Ty6
string
8
dl
Type 6
/rt/forex/
field
type
size
q
dl
key
description
Ccy1
string
3
q
dl
key
Ccy2
string
3
q
dl
key
Mat
string
12
q
dl
key
Mm
string
8
q
dl
key
Market maker, broker code
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
B
double
dl
Bid price
A
double
dl
Ask price
BHi
double
Highest bid price today
BLo
double
Lowest bid price today
BD
double
Last bid price yesterday
Mid
double
dl
Mid price
MidHi
double
Highest mid price today
MidLo
double
Lowest mid price today
MidOp
double
Mid open price
Src
string
10
dl
Source
TickInd
string
12
Tick indicator
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
Nm
string
48
Long name
Nms
string
24
Short name
NmAlt
string
48
Alternative name
NtvSecId
string
32
Native source, security identity
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
InsId
string
32
q
Instrument Id
CcyMltp
double
Currency Multiplicator
IsFix
bool
q
Is Fixing
MatCode
string
16
q
Maturity Code
IntBase
string
32
Interest rate base
FwdFctr
double
Conversion factor
Delta
double
Delta
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MidD2
double
Last mid price 2 days ago
MidM
double
Last mid price 1 month ago
MidQ
double
Last mid price 3 months ago
MidQ2
double
Last mid price 6 months ago
MidW
double
Last mid price 1 week ago
MidY
double
Last mid price 1 year ago
MidYLa
double
Last mid price previous year
/rt/forex/?~groupby="instrument"
field
type
size
q
dl
key
description
Ccy1
string
3
q
dl
key
Ccy2
string
3
q
dl
key
Mat
string
12
q
dl
key
Mm
string
8
dl
Market maker, broker code
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
B
double
dl
Bid price
A
double
dl
Ask price
BHi
double
Highest bid price today
BLo
double
Lowest bid price today
BD
double
Last bid price yesterday
Mid
double
dl
Mid price
MidHi
double
Highest mid price today
MidLo
double
Lowest mid price today
MidOp
double
Mid open price
Src
string
10
dl
Source
TickInd
string
12
Tick indicator
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
TSID
string
32
Timeserie Id
InsClass
string
8
Instrument Class
InsTy
string
8
Instrument Type
InsSubTy
string
8
Instrument Subtype
Nm
string
48
Long name
Nms
string
24
Short name
NmAlt
string
48
Alternative name
NtvSecId
string
32
Native source, security identity
Ty1
string
8
Type 1
Ty2
string
8
Type 2
Ty3
string
8
Type 3
Ty4
string
8
Type 4
Ty5
string
8
Type 5
Ty6
string
8
Type 6
InsId
string
32
Instrument Id
CcyMltp
double
Currency Multiplicator
IsFix
bool
Is Fixing
MatCode
string
16
Maturity Code
IntBase
string
32
Interest rate base
FwdFctr
double
Conversion factor
Delta
double
Delta
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MidD2
double
Last mid price 2 days ago
MidM
double
Last mid price 1 month ago
MidQ
double
Last mid price 3 months ago
MidQ2
double
Last mid price 6 months ago
MidW
double
Last mid price 1 week ago
MidY
double
Last mid price 1 year ago
MidYLa
double
Last mid price previous year
/rt/fund/
field
type
size
q
dl
key
description
Cty
string
2
q
key
Country code
Inst
string
15
q
key
Id
string
15
q
key
SIX ticker identity
Delay
int
quote
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
B
double
Bid price
A
double
Ask price
Nav
double
NAV quote (Net Asset Value)
BD
double
Last bid price yesterday
RetD
double
Total return, yesterday
RetDBaseCcy
double
Total return, yesterday, Base Currency
TrDt
date
Trade date
VltHisD
double
Historical volatility
RetYTD
double
Total return, Year to date
RetYTDBaseCcy
double
Total return, Year to date, Base Currency
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nm
string
48
Long name
NmAlt
string
48
Alternative name
FuTy
string
2
Fund type, code
Sect
string
12
Sector code
Ccy
string
3
q
Currency code
Ty
word
Type
Divi
double
Dividend per share
DiviDt
date
Dividend date
StartDt
date
Start date
EndDt
date
End date
FuCpy
string
32
q
Fund company
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
NtvSecId
string
32
Native source, security identity
PPM
string
12
PPM
Isin
string
12
q
Isin code
OrgId
string
32
q
Organization identity code
Beta
double
Beta
R2
double
R2
Sharpes
double
Sharpes quota
Treynor
double
Treynor
Jensen
double
Jensen
TrckErr
double
Tracking Error
InfoRto
double
Information Ratio
BnchIdx
string
32
Benchmark Index
BnchIdxTSID
string
32
TSID for Benchmark Index
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
MGL
string
10
q
Market Group List
InsId
string
32
q
Instrument Id
PPMCode
string
12
PPM Code
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
BYPla
double
Last bid price second previous year
RetW
double
Total return, one week ago
RetM
double
Total return, one month ago
RetQ
double
Total return, one quarter ago
RetQ2
double
Total return, six months ago
RetY
double
Total return, one year ago
RetYLa
double
Last total return previous year
RetYPla
double
Last total return second previous year
BY3
double
Bid price, three years ago
BY5
double
Bid price, five years ago
RetY3
double
Total return, three years ago
RetY5
double
Total return, five years ago
RetY10
double
Total return, ten years ago
RetWBaseCcy
double
Total return, one week ago, Base Currency
RetMBaseCcy
double
Total return, one month ago, Base Currency
RetQBaseCcy
double
Total return, one quarter ago, Base Currency
RetYBaseCcy
double
Total return, one year ago, Base Currency
RetY3BaseCcy
double
Total return, three years ago, Base Currency
RetY5BaseCcy
double
Total return, five years ago, Base Currency
RetY10BaseCcy
double
Total return, ten years ago, Base Currency
RetYLaBaseCcy
double
Last total return previous year, Base Currency
RetYPlaBaseCcy
double
Last total return second previous year, Base Currency
/rt/index/
field
type
size
q
dl
key
description
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
X
double
dl
Last index
XHi
double
Highest index today
XLo
double
Lowest index today
XHiY
double
Highest index current year
XLoY
double
Lowest index current year
XD
double
Last index yesterday
VltHisD
double
Historical volatility
VltHis
double
Realtime historical volatility
VltHisHi
double
Highest realtime historical volatility today
VltHisLo
double
Lowest realtime historical volatility today
TrDtD
date
Previuos trade date
RateTrVo
double
Turnover rate
PdOp
double
First paid at opening
TickInd
string
12
Tick indicator
TrVo
double
dl
Traded volume
TrAm
double
dl
Amount turnover
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nm
string
48
Long name
NmAlt
string
48
Alternative name
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
Sect
string
12
Sector code
GICS1
dword
q
GICS Sector Code
GICS2
dword
q
GICS Industry Group Code
GICS3
dword
q
GICS Industry Code
GICS4
dword
q
GICS Sub-Industry Code
NtvSecId
string
32
Native source, security identity
Ccy
string
3
q
Currency code
DiviFc
double
Dividend per share, forecast
DiviY
double
Total yearly dividend per share
Earn
double
Earnings per share
EarnFc
double
Earnings per share, roll
Sale
double
Sales per share
EquiFc
double
Equity per share rolling
Text
string
32
Text
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Mkt
string
10
q
Market or exchange
PrvdId
string
18
q
Provider Id
PrvdNm
string
48
Provider name
MGL
string
10
q
Market Group List
AsMkt
string
96
q
Associated markets
Isin
string
12
q
Isin code
InsId
string
32
q
Instrument Id
PEAdj
double
Adjusted Price/Earning ratio (positive)
MktCapCpy
double
Market capitalisation (millions)
ERP
double
Equity Risk Premium
ERPAdj
double
Adjusted Equity Risk Premium (positive)
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
XD2
double
Last index two days ago
XW
double
Index, one week ago
XM
double
Index, one month ago
XQ
double
Index, one quarter ago
XQ2
double
Index, six months ago
XY
double
Index, one year ago
XYLa
double
Last index previous year
XHiAll
double
All-time high
XLoAll
double
All-time low
DtHiAll
date
Date of all-time high
DtLoAll
date
Date of all-time low
DtPdHiY
date
Date of highest paid current year
DtPdLoY
date
Date of lowest paid current year
bondinfo
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Cpn
double
Coupon rate
AvgYld
double
Average yield (in index portfolio)
Risk
double
Price risk
Dur
double
Duration
ModDur
double
Modified duration
Cvx
double
Convexity
Dsp
double
Dispersion
/rt/index/?~period="snapshot"
field
type
size
q
dl
key
description
Src
string
10
q
dl
key
Source
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
X
double
dl
Last index
XHi
double
Highest index today
XLo
double
Lowest index today
XHiY
double
Highest index current year
XLoY
double
Lowest index current year
XD
double
Last index yesterday
VltHisD
double
Historical volatility
VltHis
double
Realtime historical volatility
VltHisHi
double
Highest realtime historical volatility today
VltHisLo
double
Lowest realtime historical volatility today
TrDtD
date
Previuos trade date
RateTrVo
double
Turnover rate
PdOp
double
First paid at opening
TickInd
string
12
Tick indicator
TrVo
double
dl
Traded volume
TrAm
double
dl
Amount turnover
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Nm
string
48
Long name
NmAlt
string
48
Alternative name
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
Sect
string
12
Sector code
GICS1
dword
q
GICS Sector Code
GICS2
dword
q
GICS Industry Group Code
GICS3
dword
q
GICS Industry Code
GICS4
dword
q
GICS Sub-Industry Code
NtvSecId
string
32
Native source, security identity
Ccy
string
3
q
Currency code
DiviFc
double
Dividend per share, forecast
DiviY
double
Total yearly dividend per share
Earn
double
Earnings per share
EarnFc
double
Earnings per share, roll
Sale
double
Sales per share
EquiFc
double
Equity per share rolling
Text
string
32
Text
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Mkt
string
10
q
Market or exchange
PrvdId
string
18
q
Provider Id
PrvdNm
string
48
Provider name
MGL
string
10
q
Market Group List
AsMkt
string
96
q
Associated markets
Isin
string
12
q
Isin code
InsId
string
32
q
Instrument Id
PEAdj
double
Adjusted Price/Earning ratio (positive)
MktCapCpy
double
Market capitalisation (millions)
ERP
double
Equity Risk Premium
ERPAdj
double
Adjusted Equity Risk Premium (positive)
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
XD2
double
Last index two days ago
XW
double
Index, one week ago
XM
double
Index, one month ago
XQ
double
Index, one quarter ago
XQ2
double
Index, six months ago
XY
double
Index, one year ago
XYLa
double
Last index previous year
XHiAll
double
All-time high
XLoAll
double
All-time low
DtHiAll
date
Date of all-time high
DtLoAll
date
Date of all-time low
DtPdHiY
date
Date of highest paid current year
DtPdLoY
date
Date of lowest paid current year
bondinfo
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
Cpn
double
Coupon rate
AvgYld
double
Average yield (in index portfolio)
Risk
double
Price risk
Dur
double
Duration
ModDur
double
Modified duration
Cvx
double
Convexity
Dsp
double
Dispersion
/rt/market/info
field
type
size
q
dl
key
description
Mkt
string
10
q
key
Market or exchange
Nm
string
64
Long name
OpenTm
time
Market open time
CloseTm
time
Market close time
TmZn
double
Time Zone, GMT offset
/rt/market/stat
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
dl
key
Market or exchange
Id
string
24
q
dl
key
SIX ticker identity
Tm
timestamp
dl
Time of last update
TrAm
double
dl
Amount turnover
TrVo
double
dl
Traded volume
CntUnch
double
dl
# of stocks with no change
CntUp
double
dl
# of stocks with positive change
CntDn
double
dl
# of stocks with negative change
Nm
string
48
Long name
TSID
string
32
q
Timeserie Id
LiTy
string
4
q
dl
List type
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
AsMkt
string
96
q
Associated markets
/rt/meta/codes
field
type
size
q
dl
key
description
Lang
string
6
q
key
Table
string
32
q
key
Filter
string
32
q
key
Field
string
20
q
key
Value
string
20
q
key
Nms
string
30
Short name
Nm
string
100
Long name
/rt/meta/names
field
type
size
q
dl
key
description
Lang
string
6
q
key
Ty
dword
q
key
Type
Id
string
20
q
key
SIX ticker identity
Nms
string
30
Short name
Nm
string
100
Long name
/rt/news
field
type
size
q
dl
key
description
Src
string
10
q
key
Source
Ty
string
3
q
key
Type
Delay
int
Tm
timestamp
Time of last update
Subj
string
160
Subject
Text
link
90
Text
Codes
string
200
Related news codes
AssociatedWith
string
90
q
SrcDsp
string
10
q
ImageUrl
string
80
q
dl
/rt/stock/brokeragg
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Bro
string
13
q
key
Broker code
Reported
bool
q
key
TrAmBuy
double
Amount turnover buy
TrCntBuy
dword
# of trades buy
TrAmSell
double
Amount turnover sell
TrCntSell
dword
# of trades sell
TrAmCro
double
TrCntCro
dword
Tm
timestamp
Time of last update
StartDt
date
Start date
EndDt
date
End date
/rt/stock/brokeraggsamp?~sample="600"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
SIX ticker identity
Bro
string
13
q
key
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/brokeraggsamp?~sample="60"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
SIX ticker identity
Bro
string
13
q
key
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/brokertrade
field
type
size
q
dl
key
description
Delay
int
dl
Mkt
string
10
q
dl
key
Market or exchange
Bro
string
13
q
dl
key
Broker code
Tm
timestamp
dl
Time of last update
Id
string
32
dl
SIX ticker identity
Buyer
string
6
dl
Buyer, broker code
Seller
string
6
dl
Seller, broker code
TrNr
dword
dl
Trade id number
TrTy
string
4
dl
Trade type
TrPd
double
dl
Price paid by trade
TrVo
double
dl
Traded volume
Corr
double
dl
Correction factor
TrFlags
word
dl
Trade flags
TxnTm
time
dl
Transaction time from source
/rt/stock/
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
Note
string
16
Note code
B
double
dl
Bid price
A
double
dl
Ask price
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
Pd
double
dl
Last paid
TrAm
double
dl
Amount turnover
TrVo
double
dl
Traded volume
TrVoCro
double
Traded volume, cross trade
PdHiOff
double
Highest paid today, off floor
PdLoOff
double
Lowest paid today, off floor
TrVoOff
double
Traded volume, aftermarket
TrAmOff
double
Amount turnover, aftermarket
MnPd
double
Mean paid today
BD
double
Last bid price yesterday
PdD
double
Last paid yesterday
PdOff
double
Last paid, off floor
VoB
double
Bid volume
VoA
double
Ask volume
RsiUpD
double
RsiDnD
double
PdOp
double
First paid at opening
TrVoOS
double
Traded volume outside spread
TrAmOS
double
Traded amount outside spread
TrAmLoc
double
Traded amount, local currency
TrAmOffLoc
double
Traded amount aftermarket, local currency
TrAmOSLoc
double
Traded amount outside spread, local currency
Nav
double
dl
NAV quote (Net Asset Value)
TmNav
time
Time of last NAV calculation
VltHisD
double
Historical volatility
VltHis
double
Realtime historical volatility
VltHisHi
double
Highest realtime historical volatility today
VltHisLo
double
Lowest realtime historical volatility today
TrAmUo
double
Amount turnover, unofficial trading
TrVoUo
double
Traded volume, unofficial trading
TrDtD
date
Previuos trade date
RateTrVo
double
Turnover rate
TickInd
string
12
Tick indicator
OBSt
word
q
Order Book Status
OBRf
double
Order Book Reference Price
Eq
double
Equilibrium price
EqImb
word
The market side of the order imbalance
EqA
double
Ask price at level
EqB
double
Bid price at level
EqVoA
double
Ask volume aggregated at equilibrium price
EqVoB
double
Bid volume aggregated at equilibrium price
EqPaSh
double
Paried shares to be matched at current eq price
EqImbSh
double
Number of shares not paired at current eq price
EqCroTy
word
The type of eq cross
TrDt
string
8
Trade date
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MostTr
string
1
Most traded
Nms
string
24
Short name
LiTy
string
4
q
List type
Earn
double
Earnings per share
Sale
double
Sales per share
Equi
double
Equity per share
Divi
double
Dividend per share
EarnFc
double
Earnings per share, roll
EquiFc
double
Equity per share rolling
DiviFc
double
Dividend per share, forecast
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Isin
string
12
q
Isin code
DiviDt
date
Dividend date
TxYLa
double
Taxation value previous year
WtTot
double
q
Weight in total-index
WtBig
double
q
Weight in BigCap-index
WtMid
double
q
Weight in MidCap-index
WtSma
double
q
Weight in SmallCap-index
Ccy
string
3
q
Currency code
Cty
string
2
q
Country code
Text
string
32
Text
Sect
string
12
Sector code
RoundLot
double
Round lot
RepDtLa
date
Date of last Annual Report
ChEquiDt
date
Date last change equity per share forecast
EarnFcY
string
8
Earnings forecast period
ChEarnFcDt
date
Date last change earnings fcst
StartDt
date
Start date
EndDt
date
End date
CntSh
double
Total number of shares
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
DiviXtr
double
Extra ordinary dividend per share
DiviXtrDt
date
Date of extra ordinary dividend
DiviCntY
word
Number of dividends per year
DiviNr
word
Ordinal for current dividend
DiviY
double
Total yearly dividend per share
URL
string
48
URL web adress
Strk
double
Strike level
Usec
string
32
Underlying security
Issuer
string
32
q
Issuer, broker code
NumOptShr
double
Number of options per share
Sponsor
string
48
Sponsor
LiInfo
string
8
q
List information
DiviAccr
double
Accrued dividend
OrgId
string
32
q
Organization identity code
GICS1
dword
q
GICS Sector Code
GICS2
dword
q
GICS Industry Group Code
GICS3
dword
q
GICS Industry Code
GICS4
dword
q
GICS Sub-Industry Code
NtvSecId
string
32
Native source, security identity
Cpn
double
Coupon rate
CpnDt
date
Coupon day (per year)
PpFc
double
Pretax profit rolling
ChDiviFcDt
date
Date last change dividend forecast
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cap
string
8
q
Instrument capitalization value group
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
UnregIns
string
8
Unregistered instrument
CntShOH
double
Number of shares, own holdings
InsId
string
32
q
Instrument Id
IsMainMkt
bool
Is Main Market
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
CpyCntSh
double
Company total number of shares
MktCapCpy
double
Market capitalisation (millions)
IsLrgQ
bool
Is largest quoted
MainMkt
string
8
Main Market
MktLst
string
48
q
Market list
InduLvl1
string
8
q
Industry Level 1 (ICB Level 1)
InduLvl2
string
8
q
Industry Level 2 (ICB Level 2)
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
SIXInduLvl1
string
8
q
Industry Level 1 (SIX Level 1)
SIXInduLvl2
string
8
q
Industry Level 2 (SIX Level 2)
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdD2
double
Last paid two days ago
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
PdHiAll
double
All-time high
PdLoAll
double
All-time low
DtHiAll
date
Date of all-time high
DtLoAll
date
Date of all-time low
DtPdHiY
date
Date of highest paid current year
DtPdLoY
date
Date of lowest paid current year
stat
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MnBD15
double
15 days mean bid price
MnVoD15
double
15 days mean volume
SdBD15
double
15 days standard deviation bid price
SdVoD15
double
15 days standard deviation volume
MnBD30
double
30 days mean bid price
MnVoD30
double
30 days mean volume
SdBD30
double
30 days standard deviation bid price
SdVoD30
double
30 days standard deviation volume
MnBD360
double
360 days mean bid price
MnVoD360
double
360 days mean volume
SdBD360
double
360 days standard deviation bid price
SdVoD360
double
360 days standard deviation volume
/rt/stock/?~period="close"
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
quote
field
type
size
q
dl
key
description
Tm
timestamp
dl
Time of last update
Note
string
16
Note code
B
double
dl
Bid price
A
double
dl
Ask price
PdHi
double
Highest paid today
PdLo
double
Lowest paid today
Pd
double
dl
Last paid
TrAm
double
dl
Amount turnover
TrVo
double
dl
Traded volume
TrVoCro
double
Traded volume, cross trade
PdHiOff
double
Highest paid today, off floor
PdLoOff
double
Lowest paid today, off floor
TrVoOff
double
Traded volume, aftermarket
TrAmOff
double
Amount turnover, aftermarket
MnPd
double
Mean paid today
BD
double
Last bid price yesterday
PdD
double
Last paid yesterday
PdOff
double
Last paid, off floor
VoB
double
Bid volume
VoA
double
Ask volume
RsiUpD
double
RsiDnD
double
PdOp
double
First paid at opening
TrVoOS
double
Traded volume outside spread
TrAmOS
double
Traded amount outside spread
TrAmLoc
double
Traded amount, local currency
TrAmOffLoc
double
Traded amount aftermarket, local currency
TrAmOSLoc
double
Traded amount outside spread, local currency
Nav
double
dl
NAV quote (Net Asset Value)
TmNav
time
Time of last NAV calculation
VltHisD
double
Historical volatility
VltHis
double
Realtime historical volatility
VltHisHi
double
Highest realtime historical volatility today
VltHisLo
double
Lowest realtime historical volatility today
TrAmUo
double
Amount turnover, unofficial trading
TrVoUo
double
Traded volume, unofficial trading
TrDtD
date
Previuos trade date
RateTrVo
double
Turnover rate
TickInd
string
12
Tick indicator
OBSt
word
q
Order Book Status
OBRf
double
Order Book Reference Price
Eq
double
Equilibrium price
EqImb
word
The market side of the order imbalance
EqA
double
Ask price at level
EqB
double
Bid price at level
EqVoA
double
Ask volume aggregated at equilibrium price
EqVoB
double
Bid volume aggregated at equilibrium price
EqPaSh
double
Paried shares to be matched at current eq price
EqImbSh
double
Number of shares not paired at current eq price
EqCroTy
word
The type of eq cross
TrDt
string
8
Trade date
info
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MostTr
string
1
Most traded
Nms
string
24
Short name
LiTy
string
4
q
List type
Earn
double
Earnings per share
Sale
double
Sales per share
Equi
double
Equity per share
Divi
double
Dividend per share
EarnFc
double
Earnings per share, roll
EquiFc
double
Equity per share rolling
DiviFc
double
Dividend per share, forecast
Nm
string
48
Long name
NmAlt
string
48
Alternative name
Isin
string
12
q
Isin code
DiviDt
date
Dividend date
TxYLa
double
Taxation value previous year
WtTot
double
q
Weight in total-index
WtBig
double
q
Weight in BigCap-index
WtMid
double
q
Weight in MidCap-index
WtSma
double
q
Weight in SmallCap-index
Ccy
string
3
q
Currency code
Cty
string
2
q
Country code
Text
string
32
Text
Sect
string
12
Sector code
RoundLot
double
Round lot
RepDtLa
date
Date of last Annual Report
ChEquiDt
date
Date last change equity per share forecast
EarnFcY
string
8
Earnings forecast period
ChEarnFcDt
date
Date last change earnings fcst
StartDt
date
Start date
EndDt
date
End date
CntSh
double
Total number of shares
TSID
string
32
q
Timeserie Id
InsClass
string
8
q
Instrument Class
InsTy
string
8
q
Instrument Type
InsSubTy
string
8
q
Instrument Subtype
DiviXtr
double
Extra ordinary dividend per share
DiviXtrDt
date
Date of extra ordinary dividend
DiviCntY
word
Number of dividends per year
DiviNr
word
Ordinal for current dividend
DiviY
double
Total yearly dividend per share
URL
string
48
URL web adress
Strk
double
Strike level
Usec
string
32
Underlying security
Issuer
string
32
q
Issuer, broker code
NumOptShr
double
Number of options per share
Sponsor
string
48
Sponsor
LiInfo
string
8
q
List information
DiviAccr
double
Accrued dividend
OrgId
string
32
q
Organization identity code
GICS1
dword
q
GICS Sector Code
GICS2
dword
q
GICS Industry Group Code
GICS3
dword
q
GICS Industry Code
GICS4
dword
q
GICS Sub-Industry Code
NtvSecId
string
32
Native source, security identity
Cpn
double
Coupon rate
CpnDt
date
Coupon day (per year)
PpFc
double
Pretax profit rolling
ChDiviFcDt
date
Date last change dividend forecast
Ty1
string
8
q
Type 1
Ty2
string
8
q
Type 2
Ty3
string
8
q
Type 3
Ty4
string
8
q
Type 4
Ty5
string
8
q
Type 5
Ty6
string
8
q
Type 6
Cap
string
8
q
Instrument capitalization value group
LP
string
32
Liquidity Provider
MGL
string
10
q
Market Group List
UnregIns
string
8
Unregistered instrument
CntShOH
double
Number of shares, own holdings
InsId
string
32
q
Instrument Id
IsMainMkt
bool
Is Main Market
MIC
string
8
Market identification code
OBId
string
48
Orderbook Id
CpyCntSh
double
Company total number of shares
MktCapCpy
double
Market capitalisation (millions)
IsLrgQ
bool
Is largest quoted
MainMkt
string
8
Main Market
MktLst
string
48
q
Market list
InduLvl1
string
8
q
Industry Level 1 (ICB Level 1)
InduLvl2
string
8
q
Industry Level 2 (ICB Level 2)
BC
double
Boerse code
CurrId
double
Currency Id
Valor
double
Valor
SIXInduLvl1
string
8
q
Industry Level 1 (SIX Level 1)
SIXInduLvl2
string
8
q
Industry Level 2 (SIX Level 2)
hist
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
BW
double
Bid price, one week ago
BM
double
Bid price, one month ago
BQ
double
Bid price, one quarter ago
BQ2
double
Bid price, six months ago
BY
double
Bid price, one year ago
BYLa
double
Last bid price previous year
PdHiYLa
double
Highest paid current year (Q1 incl. prev. year)
PdLoYLa
double
Lowest paid current year (Q1 incl. prev. year)
PdD2
double
Last paid two days ago
PdW
double
Last paid, one week ago
PdM
double
Last paid, one month ago
PdQ
double
Last paid, one quarter ago
PdQ2
double
Last paid, six months ago
PdY
double
Last paid, one year ago
PdYLa
double
Last paid previous year
PdHiY
double
Highest paid current year
PdLoY
double
Lowest paid current year
PdHiAll
double
All-time high
PdLoAll
double
All-time low
DtHiAll
date
Date of all-time high
DtLoAll
date
Date of all-time low
DtPdHiY
date
Date of highest paid current year
DtPdLoY
date
Date of lowest paid current year
stat
field
type
size
q
dl
key
description
Tm
timestamp
Time of last update
MnBD15
double
15 days mean bid price
MnVoD15
double
15 days mean volume
SdBD15
double
15 days standard deviation bid price
SdVoD15
double
15 days standard deviation volume
MnBD30
double
30 days mean bid price
MnVoD30
double
30 days mean volume
SdBD30
double
30 days standard deviation bid price
SdVoD30
double
30 days standard deviation volume
MnBD360
double
360 days mean bid price
MnVoD360
double
360 days mean volume
SdBD360
double
360 days standard deviation bid price
SdVoD360
double
360 days standard deviation volume
/rt/stock/instragg
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
Broker code
Reported
bool
q
key
PdHiBuy
double
PdLoBuy
double
TrVoBuy
double
TrAmBuy
double
Amount turnover buy
TrCntBuy
dword
# of trades buy
PdHiSell
double
PdLoSell
double
TrVoSell
double
TrAmSell
double
Amount turnover sell
TrCntSell
dword
# of trades sell
PdHiCro
double
PdLoCro
double
TrVoCro
double
Traded volume, cross trade
TrAmCro
double
TrCntCro
dword
Tm
timestamp
Time of last update
StartDt
date
Start date
EndDt
date
End date
/rt/stock/instraggsamp?~sample="600"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/instraggsamp?~sample="60"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/lmi
field
type
size
q
dl
key
description
Id
string
32
q
dl
key
SIX ticker identity
Mkt
string
10
q
dl
key
Market or exchange
Tm
timestamp
dl
Time of last update
BetVwapA
double
dl
Best execution time and volume weigthed average price on ask side
BetVwapB
double
dl
Best execution time and volume weigthed average price on bid side
EndPrd
date
dl
Stop time of the period
IsEod
bool
dl
End of day
LocCurRtCls
string
109
dl
Local currency Round Trip Classes
LocCurRtCost
string
109
dl
Local currency Round Trip Costs
LocCurRtCov
string
89
dl
Local currency Round Trip Coverage
PcCovA
double
dl
Percentage of period time when the tradable security has had ask prices
PcCovB
double
dl
Percentage of period time when the tradable security has had bid prices
PcCovTot
double
dl
Percentage of period time when the tradable security has had both bid and ask prices
RefCurRtCls
string
109
dl
Reference currency Round Trip Classes
RefCurRtCost
string
109
dl
Reference currency Round Trip Costs
RefCurRtCov
string
89
dl
Reference currency Round Trip Coverage
RelTwAvgSprd
double
dl
Relative time weighted average spread
StartPrd
date
dl
Start time of the period
TwAll
double
dl
Time weighted bid/ask indicator on all price levels
TwAmtTotA
double
dl
Time weighted value total ask side
TwAmtTotB
double
dl
Time weighted value total bid side
TwAmtTotMid
double
dl
Time weighted value total mid-point
TwAvgBstA
double
dl
Time weighted average best ask price
TwAvgBstB
double
dl
Time weighted average best bid price
TwAvgSprd
double
dl
Time weighted average spread
TwBst
double
dl
Time weighted bid/ask indicator on best price level
TwBstAAmt
double
dl
Time weighted best ask price value
TwBstAVol
double
dl
Time weighted best ask price volume
TwBstBAmt
double
dl
Time weighted best bid price value
TwBstBVol
double
dl
Time weighted best bid price volume
TwBstMidPdAmt
double
dl
Time weighted best mid-point price value
TwBstMidPdVol
double
dl
Time weighted best mid-point price volume
TwCiA
double
dl
Time weighted ask side competition indicator
TwCiB
double
dl
Time weighted bid side competition indicator
TwCntBstA
double
dl
Time weighted number of orders at best ask price
TwCntBstB
double
dl
Time weighted number of orders at best bid price
TwCntBstMidPd
double
dl
Time weighted number of orders at best mid-point price
TwCntTotMid
double
dl
Time weighted total mid-point number of orders
TwTotCntA
double
dl
Time weighted total ask side number of orders
TwTotCntB
double
dl
Time weighted total bid side number of orders
TvwAvg
double
dl
Time and value weighted average quotation
TwVolTotA
double
dl
Time weighted volume total ask side
TwVolAllA
double
dl
Total time weighted volume of all orders on ask side
TwVolTotB
double
dl
Time weighted volume total bid side
TwVolAllB
double
dl
Total time weighted volume of all orders on buy side
TwVolTotMid
double
dl
Time weighted volume total mid-point
/rt/stock/marketagg
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Bro
string
13
q
key
Broker code
Reported
bool
q
key
TrAmBuy
double
Amount turnover buy
TrCntBuy
dword
# of trades buy
TrAmSell
double
Amount turnover sell
TrCntSell
dword
# of trades sell
TrAmCro
double
TrCntCro
dword
Tm
timestamp
Time of last update
StartDt
date
Start date
EndDt
date
End date
/rt/stock/marketaggsamp?~sample="600"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
SIX ticker identity
Bro
string
13
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/marketaggsamp?~sample="60"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
SIX ticker identity
Bro
string
13
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
/rt/stock/order
field
type
size
q
dl
key
description
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
L
word
q
key
Level
Delay
int
Tm
timestamp
Time of last update
B
double
Bid price
VoB
double
Bid volume
A
double
Ask price
VoA
double
Ask volume
MmB
string
20
Market maker, broker code, bid
MmA
string
20
Market maker, broker code, ask
CntB
dword
No of buy orders
CntA
dword
No of sell orders
/rt/stock/trade
field
type
size
q
dl
key
description
Mkt
string
10
q
dl
key
Market or exchange
Id
string
32
q
dl
key
SIX ticker identity
Delay
int
dl
Tm
timestamp
dl
Time of last update
Buyer
string
13
dl
Buyer, broker code
Seller
string
13
dl
Seller, broker code
TrNr
dword
dl
Trade id number
TrTy
string
4
dl
Trade type
TrPd
double
dl
Price paid by trade
TrVo
double
dl
Traded volume
Corr
double
dl
Correction factor
TrFlags
word
dl
Trade flags
TxnTm
time
dl
Transaction time from source
SrcTrId
string
32
dl
Trade identity from source
AggressorSide
string
6
dl
Indicates the aggressive party in a trade
/rt/stock/tradeagg
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
q
key
Broker code
Reported
bool
q
key
PdHiBuy
double
PdLoBuy
double
TrVoBuy
double
TrAmBuy
double
Amount turnover buy
TrCntBuy
dword
# of trades buy
PdHiSell
double
PdLoSell
double
TrVoSell
double
TrAmSell
double
Amount turnover sell
TrCntSell
dword
# of trades sell
PdHiCro
double
PdLoCro
double
TrVoCro
double
Traded volume, cross trade
TrAmCro
double
TrCntCro
dword
Tm
timestamp
Time of last update
StartDt
date
Start date
EndDt
date
End date
/rt/stock/tradeaggsamp?~sample="600"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
q
key
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
TrVoBuy
double
TrVoSell
double
TrVoCro
double
Traded volume, cross trade
/rt/stock/tradeaggsamp?~sample="60"
field
type
size
q
dl
key
description
Delay
int
Mkt
string
10
q
key
Market or exchange
Id
string
32
q
key
SIX ticker identity
Bro
string
13
q
key
Broker code
Reported
bool
q
key
Tm
timestamp
q
key
Time of last update
TrAmBuy
double
Amount turnover buy
TrAmSell
double
Amount turnover sell
TrAmCro
double
TrVoBuy
double
TrVoSell
double
TrVoCro
double
Traded volume, cross trade
/rt/newsart
field
type
size
q
dl
key
description
Text
blob
Text
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