Factset Data Service Manual – Broadcast Feed Programmer’S Manual and Reference Version 3.0B

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FactSet Data Service Manual – Broadcast feed Programmer’s Manual and Reference Version 3.0B

Table of Contents NOTICE ...... 4 FACTSET CONSULTING SERVICES ...... 4 DOCUMENT ORGANIZATION AND AUDIENCE ...... 5 DOCUMENT CONVENTIONS ...... 5 TRADEMARKS ...... 5 CHAPTER 1 INTRODUCTION ...... 6

1.1 THE FACTSET DATA SERVICE ...... 6 1.2 TERMINOLOGY ...... 6 1.3 FIDS ...... 6 1.3.1 FID Value Pairs ...... 6 CHAPTER 2 FIELD ENCODINGS AND TYPES ...... 7 CHAPTER 3 FIELD LIST AND ENUMERATIONS ...... 7

3.1 FIELD LIST ...... 7 3.1.1 Streaming fields ...... 7 3.2 FIELD ENUMERATIONS ...... 13 3.2.1 Table 1: Product codes ...... 14 3.2.2 Table 2: Exchange Codes ...... 22 3.2.3 Table 3: Tick Direction ...... 36 3.2.4 Table 4: Quote Conditions ...... 36 3.2.5 Table 5: Message Types ...... 38 3.2.6 Table 6: Security Types ...... 38 3.2.7 Table 7: Halt information ...... 38 3.2.8 Table 8: Trade Conditions ...... 41 3.2.9 Table 9: Financial Status ...... 47 3.2.10 Table 10: Security status ...... 47 CHAPTER 4 SECURITY LAYOUTS ...... 48 CHAPTER 5 FACTSET SYMBOLOGY AND DATA POLICY ...... 48

5.1 INTRODUCTION ...... 48 5.2 REAL-TIME AND DELAYED DATA...... 48 5.3 FUTURES IDENTIFIERS ...... 48 5.3.1 Timed Identifiers ...... 49 5.3.2 Continuous Identifiers ...... 49 5.4 OPTIONS IDENTIFIERS ...... 50 5.4.1 FactSet’s OPRA Symbology ...... 50 5.4.2 FactSet’s Options of Futures symbology ...... 50 5.5 COMPOSITE EXCHANGES ...... 51 5.5.1 US Composite...... 51 5.5.2 Canadian Composite ...... 51 5.5.3 Indian Composite ...... 52 5.5.4 Australian Composite ...... 52 5.5.5 German Composite ...... 52 5.6 MARKET AND INDEX MOVERS ...... 53 5.6.1 Market Movers ...... 53 5.6.2 Index Movers ...... 54 5.7 EXCHANGE ROLL-OVER TIMING ...... 54 5.8 CLOSE FIELDS ...... 55

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APPENDIX ...... 56

APPENDIX A: ISO 8859-1 TABLE ...... 56 APPENDIX B: INTERNATIONAL CURRENCY CODES ISO-4217 ...... 62

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Notice

This manual contains confidential information of FactSet Research Systems Inc. or its affiliates ("FactSet"). All proprietary rights, including intellectual property rights, in the Licensed Materials will remain property of FactSet or its Suppliers, as applicable. The information in this document is subject to change without notice and does not represent a commitment on the part of FactSet. FactSet assumes no responsibility for any errors that may appear in this document.

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Document Organization and Audience

This document provides an understanding of the data available through the FactSet Data Service. This document describes the data and is a companion to the FactSet DataFeed API manual and the FactSet Snapshot manual, which describe the technology.

• Chapter 1 - introduces general concepts and terminology • Chapter 2 - gives an overview of all the possible field types and encodings • Chapter 3 - lists all the fields and their enumerations • Chapter 4 - describes the record layouts for various types of securities (i.e., Equity, Index, Option, Future, Corporate Bond, etc.) • Chapter 5 - outlines FactSet symbology with examples of common symbols • Appendix - contains industry standard enumerations (e.g., character, currency, and exchange codes)

Document Conventions

This document uses the following conventions:

• Code examples use a courier 10 font - FDF: :connect() • Methods, when first introduced, appear in bold - FDF::dispatch_responses() • Directory delimiter character follows the UNIX convention - forward slash (‘/’).

Trademarks

FactSet is a registered trademark of FactSet Research Systems, Inc. Microsoft is a registered trademark, and Windows is a trademark of Microsoft Corporation. Linux is a registered trademark of Linus Torvalds Cisco is a trademark of Cisco Systems, Inc UNIX ® is a registered trademark of The Open Group. SPARC is a registered trademark of SPARC International, Inc. Intel is a registered trademark of Intel Corporation XWindows is a registered trademark of Massachusetts Institute of Technology All other brand or product names may be trademarks of their respective companies.

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Chapter 1 Introduction

1.1 The FactSet Data Service

The FactSet Data Service is a data model standard that applications utilize. It contains information about fields, field types, field encodings, and data fields for various types of data.

1.2 Terminology

The following terminology is used throughout this documentation:

Terminology Meaning XML eXtensible Markup Language - a defined standard for exchanging information. The information contains markup tags used to describe the data values. FactSet Data Server A server which provides permissioned access to FactSet data. Service A data source or supplier identified by a string name. Consumer Any application that uses this API. FID Field Identifier - an integer identifier that describes the encoding and business meaning of a field value. Opaque Data Data without a defined interpretation, which is simply a pointer and size to the data. Field/Value Pairs A self-describing message format used in API responses. Each pair contains a FID and some opaque data. The FID defines the type and meaning of the data. Iso-8859-1 A standard character encoding for the Latin alphabet. unicode An industry standard encoding that defines all the symbols from all the writing systems of the world. Also referred to as Universal Character Set.

1.3 FIDs

1.3.1 FID Value Pairs

The FactSet Data Service uses the widely accepted standard of representing data as field/value pairs. This data structure tags all data elements with an integer identifier. This identifier is commonly known as a FID (i.e., field identifier).

The value is typically some opaque binary data and its associated size. Every field/value pair has an agreed upon meaning by both the data sources and the consuming applications. This meaning can never be changed once published to the applications. Furthermore, the values are rarely null-terminated. This allows data values to contain binary data. Applications should never assume null-terminated field values, unless the publishing data source makes this guarantee.

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Chapter 2 Field Encodings and Types

Field values can contain arbitrary data (i.e., the data is opaque). However, in order for an application to make use of the data, it must understand the underlying encoding and type. This meta-information is implicitly based on the field identifier. Furthermore, this information can never be changed.

Chapter 3 Field List and Enumerations

3.1 Field List

This table contains the field identifiers (FIDs) and their meanings. The table is sorted by field identifier, which is also the primary key. In addition, the field name is a secondary key. Therefore, both names and field identifiers can be used to filter responses to many types of queries.

For each field’s type and encoding definitions, see Chapter 2: Field Encodings and Types.

3.1.1 Streaming fields

Using the broadcast feed, the below fields are supported in the API.

FID Field Name Type Description 1 FDS_SEQ_NUM INT Sequence number, incremented by one with each tick 4 PRODUCT INT Product identifier 12 ISIN STRING ISIN 14 CUSIP STRING CUSIP 15 SEDOL STRING SEDOL 17 ISO_CODE STRING Exchange ISO-Code 20 EXCHANGE INT Exchange Code 25 LAST_TICK INT Official last tick 31 LAST_VOL INT Official last traded volume 33 LAST_EXCH INT Official last traded exchange 38 QUOTE_CONDITION INT Current Quote Condition 50 LAST_PRICE DOUBLE Official last trade price 51 CONTRACT_SIZE INT Options Contract Size 62 PRICE_CURRENCY STRING Price currency code 89 ORDER_CODE STRING Order Code 107 HIGH DOUBLE Current high for the day 132 CVOL INT64 Cumulative volume 147 TOTAL_CAP_GAIN DOUBLE Capital Gain 148 FOOTNOTE STRING Footnote 158 OPEN DOUBLE Open Price 174 TRADE_CONDITION STRING Trade Condition

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FID Field Name Type Description 189 CONTRACT_HIGH DOUBLE Contract High Price 208 PREV_CLOSE DOUBLE Previous trading days Close 209 CONTRACT_LOW DOUBLE Contract Low Price 239 STRIKE_PRICE DOUBLE Options Strike Price 267 TRADE_COUNT INT Cumulative trade count 269 BLOCK_TRADE_COUNT INT Cumulative block count 271 BLOCK_CVOL INT Cumulative block volume 277 SHORT_SALE_INDICATOR INT Flag to indicate if a security is restricted from being sold short 278 MID DOUBLE Current official mid-price 279 ANNUALIZED_SEVEN_DAY_YIELD DOUBLE Annualized Seven day yield 296 BID_CLOSE_VOL INT Official Closing Bid Volume 297 ASK_CLOSE_VOL INT Official Closing ask Volume 307 LOW DOUBLE Current low for the day 341 TURNOVER DOUBLE Turnover 342 MID_NET_CHANGE DOUBLE Options Net Change in Mid-Price 343 BID_POINTS DOUBLE Current bid points 390 DAYS_TO_EXPIRATION INT Days to Expiration 398 MID_HIGH DOUBLE Current mid high price 399 MID_LOW DOUBLE Current mid low price 427 ORDER_LOT_SIZE INT Number of securities in a lot 465 UNCROSSING_PRICE DOUBLE Uncrossing Price 466 UNCROSSING_VOL INT Uncrossing Volume 505 BID_VOL INT Current bid size 506 BID_EXCH INT Exchange of the current bid price 509 BID DOUBLE Current bid price 518 BID_TICK INT Current bid tick direction 526 OFFICIAL_CLOSE DOUBLE Official Close 528 OFFBOOK_CUM_VOL INT Off Book Cumulative Volume 530 VENUE STRING Venue 531 EX_DATE_STATUS STRING Ex-Date Status 535 MID_CLOSE DOUBLE Options Mid-Price 537 SPREAD_10Y DOUBLE 10 Year spread 538 SPREAD_5Y DOUBLE 5 year spread 541 ASK_YIELD DOUBLE Ask Yield 546 BENCHMARK_ID STRING Benchmark ID 550 BID_YIELD DOUBLE Bid Yield 552 CALLABLE_DATE INT Callable Date 556 COUPON_RATE DOUBLE Coupon Rate 571 MID_YIELD DOUBLE Mid Yield

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FID Field Name Type Description 573 HIGH_YIELD DOUBLE High Yield 574 ISSUE_DATE INT Issue Date 605 ASK_VOL INT Current ask size 606 ASK_EXCH INT Exchange of the current ask price 609 ASK DOUBLE Current ask price 629 NORMAL_MARKET_SIZE INT Normal Market Size (MiFID) 630 STANDARD_MARKET_SIZE INT Standard Market Size (MiFID) 631 EXCHANGE_MARKET_SIZE INT Exchange Market Size (MiFID) 632 SETTLEMENT_INDICATOR INT Options Indicator for Settlement 633 PERIOD STRING Period 635 AUTO_TRADE_CVOL INT Cumulative Volume calculated on all automated trading volumes for order-based segments 636 AUTO_TRADE_COUNT INT Trade Quantity including only order book (automatic) trades 637 AUTO_TRADE_VWAP DOUBLE VWAP including only order book (automatic) trades 640 TOTAL_BUY_VOL INT Total Buy Volume 641 TOTAL_SELL_VOL INT Total Sell Volume 648 BID_CLOSE DOUBLE Official Closing Bid 649 ASK_CLOSE DOUBLE Official Closing ask 652 COUNTRY_CODE STRING ISO Country code 654 ASSETS_PRICE DOUBLE Assets Price 656 CURRENT_YIELD DOUBLE Current Yield 659 LONG_CAP_GAIN DOUBLE Long Capital Gain 662 NET_CHANGE DOUBLE Net Change 663 OTHER_CAP_GAIN DOUBLE Other Capital Gain 666 SEVEN_DAY_YIELD DOUBLE Seven Day Yield 667 SHORT_CAP_GAIN DOUBLE Short Capital Gain 668 UNALLOC_DISTR_PRICE DOUBLE Unassigned term gains 671 RETURN_1D DOUBLE 1 Day return 672 RETURN_YTD DOUBLE Year to Date Return 673 RETURN_1M DOUBLE 1 Month Return 674 RETURN_3M DOUBLE 3 Months Return 675 RETURN_12M DOUBLE 12 Months Return 676 RETURN_MTD DOUBLE Month to Date Return 677 RETURN_QTD DOUBLE Quarter to Date return 678 RETURN_WTD DOUBLE Week to Date Return 703 COMMISSION STRING Commission flag 705 VOLUME_INDICATOR STRING Volume indicator 706 ASK_POINTS DOUBLE Current ask points

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FID Field Name Type Description 711 OPEN_INTEREST INT Open Interest 713 EXPIRATION_DATE INT Expiration Date 764 DOLLAR_CHANGE DOUBLE Dollar Change 766 CLOSE_2 DOUBLE Close Range 2 771 OPEN_2 DOUBLE End Price in Opening price range 772 RESUME DOUBLE First Price in session resume price range 773 RESUME_2 DOUBLE End Price in session resume price range 775 PREV_SETTLE DOUBLE Previous Settle 780 VWAP DOUBLE Volume Weighted Average Price 781 SETTLEMENT_TODAY DOUBLE Settle Price for Electronic session 793 SETTLEMENT_DATE INT Settle Date 798 CLOSE_YIELD DOUBLE Close Yield 799 LOW_YIELD DOUBLE Low Yield 805 PREV_SETTLE_DATE INT Previous Settle Date 815 SETTLEMENT DOUBLE Settle Price 816 PERCENT_CHANGE DOUBLE Percent Change 834 CORR_LAST_VOL INT Corrected Last Volume 890 AS_OF_INDICATOR INT As of indicator 892 PREV_CLOSE_UNADJ DOUBLE Unadjusted Previous trading days Close 896 PREMKT_NET_CHANGE DOUBLE Pre Market Net Change 897 PREMKT_PERCENT_CHANGE DOUBLE Pre Market Percent Change 912 TRADED_PRICE DOUBLE Last traded Price 918 TRADED_VOL INT Last traded Volume 924 REPORTING_SIDE STRING Flag who reported the sale (B- Buy, S- Sell) 1000 SEQUENCE INT Message sequence number 1001 ORIG_SEQUENCE INT Original Sequence 1010 VENDOR_SYMBOL STRING Symbol 1011 UNDERLYING_SECURITY STRING Underlying security for contract 1019 PREMKT_PRICE DOUBLE Unofficial last premarket trade price 1030 MSG_TYPE INT Message Type Table 1087 UPPER_TRADING_BAND DOUBLE Upper trading band 1093 LOWER_TRADING_BAND DOUBLE Lower trading band 1098 TRADED_CONDITION STRING Last traded trade condition 1104 UNCROSSING_CONDITION INT Uncrossing Condition 1160 SETTLEMENT_TIME INT Settlement time 1162 SETTLEMENT_DATE_TODAY INT Settle Date for Electronic session 1172 PREV_CLOSE_2 DOUBLE Previous trading days Close late rollover 1176 PREV_CLOSE_UNADJ_2 DOUBLE Unadjusted Previous trading days Close late rollover

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FID Field Name Type Description 1182 FEED_CURRENCY STRING Currency the Exchange sends the prices to FactSet in 1184 HALT_DESCRIPTION STRING Halt description 1199 CORR_LAST DOUBLE Corrected last Price 1288 UNOFFICIAL_PRICE DOUBLE Unofficial last trade price 1292 UNOFFICIAL_VOLUME INT Unofficial Volume 1334 UNOFFICIAL_CONDITION STRING Unofficial trade condition 1335 TRADE_LOT_SIZE INT The minimum number of lots required to trade 1369 BENCHMARK_YIELD DOUBLE Benchmark Yield 1373 BENCHMARK_YIELD_BID DOUBLE Benchmark Yield Bid 1377 BENCHMARK_YIELD_ASK DOUBLE Benchmark Yield Ask 1381 BENCHMARK_SPREAD DOUBLE Benchmark spread 1385 BENCHMARK_SPREAD_BID DOUBLE Benchmark spread Bid 1389 BENCHMARK_SPREAD_ASK DOUBLE Benchmark spread Ask 1394 TRADED_YIELD DOUBLE Traded Yield 1409 MSG_GENESIS INT64 Internal field used by the toolkit to synchronize snapshots properly 1414 HALT_INFO INT Halt Status 1438 FIRST_SESSION_PRICE DOUBLE First trading session Price 1442 FIRST_SESSION_HIGH DOUBLE First trading session High Price 1446 FIRST_SESSION_LOW DOUBLE First trading session Low Price 1450 FIRST_SESSION_CLOSE DOUBLE First trading session Close Price 1454 FIRST_SESSION_CVOL INT64 First trading session Cumulative Volume 1455 FIRST_SESSION_VWAP DOUBLE First trading session VWAP 1459 SECOND_SESSION_PRICE DOUBLE Second trading session Price 1463 SECOND_SESSION_HIGH DOUBLE Second trading session High Price 1467 SECOND_SESSION_LOW DOUBLE Second trading session Low Price 1471 SECOND_SESSION_CLOSE DOUBLE Second trading session Close Price 1475 SECOND_SESSION_CVOL INT64 Second trading session Cumulative volume 1476 SECOND_SESSION_VWAP DOUBLE Second trading session VWAP 1499 TICK_SIZE DOUBLE Tick Size 1507 TICK_GROUP STRING Tick Group 1508 TICK_PILOT_EFF_DATE INT Tick Pilot effective day 1509 PRICE_MULTIPLIER DOUBLE Factor used to scale from major Currency Code to minor currency 1513 NOMINAL_VALUE DOUBLE Par Value 1517 PRIMARY_MARKET STRING FactSet Exchange Code of primary market for instrument. Determined by highest trading volume over a 30-day calendar period 1528 SECOND_SESSION_OPEN DOUBLE Second session Open price

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FID Field Name Type Description 1579 EXECUTION_VENUE STRING Execution Venue 1591 NOTIONAL_AMOUNT DOUBLE Notional Amount, used for MiFID II 1595 NOTIONAL_CURRENCY STRING Notional Currency, used for MiFID II 1596 PRICE_NOTATION STRING Flag for price expressed in monetary value, MiFID II field 1597 QUANTITY_NOTATION STRING Number of units of the financial instrument 1598 TRANSPARENCY_INDICATOR INT Transparency indicator 1599 MIFID_CLEARING_FLAG INT MiFID clearing Flag 1601 MIC_CODE_SEG STRING Segment MIC code 1604 TRANSACTION_ID_CODE STRING Transaction ID code 1605 PUBLICATION_VENUE STRING Publication Venue 1606 PUBLICATION_TIME INT64 Publication time 1607 INSTRUMENT_CODE_TYPE STRING Instrument Type 1609 EXECUTION_TIME INT64 Execution time 1610 MMT_MARKET_MECHANISM STRING Market mechanism that has facilitated the trade following MMT level 1 1611 MMT_TRADING_MODE STRING Trading mode under which the trade was executed following MMT level 2 1612 MMT_TRANSACTION_TYPE STRING Transaction under which the trade was executed following MMT Level 3 1613 MMT_PUBLICATION_MODE STRING Publication mode and post-trade deferral reasons following MMT Level 4 1614 MMT_DUPLICATIVE_INDICATOR STRING Duplicative indicator following MMT level 5 1637 LIS_CVOL INT Volume of Large In Scale trades as defined by MiFID II regulations 1638 NEGOTIATED_CVOL INT Total Negotiated Volume 1639 REFERENCE_CVOL INT Reference Volume 1650 UNOFFICIAL_EXCH INT Unofficial Exchange 1660 VENDOR_TS EPOCH_NSEC Time for Event 1661 BID_TS EPOCH_NSEC Bid time in ns since epoch 1662 BID_CLOSE_TS EPOCH_NSEC Bid close time in ns since epoch 1663 ASK_TS EPOCH_NSEC Ask time in ns since epoch 1664 ASK_CLOSE_TS EPOCH_NSEC Ask close time in ns since epoch 1665 MID_TS EPOCH_NSEC Mid time in ns since epoch 1666 MID_CLOSE_TS EPOCH_NSEC Mid close time in ns since epoch 1667 OPEN_TS EPOCH_NSEC Open time in ns since epoch 1668 HIGH_TS EPOCH_NSEC High time in ns since epoch 1669 LOW_TS EPOCH_NSEC Low time in ns since epoch 1670 UNOFFICIAL_TS EPOCH_NSEC Unofficial time in ns since epoch 1671 TRADED_TS EPOCH_NSEC Last traded time in ns since epoch 1672 PREMKT_TS EPOCH_NSEC Last premarket time in ns since epoch

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FID Field Name Type Description 1673 POSTMKT_TS EPOCH_NSEC Last postmarked time in ns since epoch 1674 LAST_TS EPOCH_NSEC Last time in ns since epoch 1675 PREV_CLOSE_TS EPOCH_NSEC Previous close time in ns since epoch 1676 CLOSE_TS EPOCH_NSEC Close time in ns since epoch 1742 OFF_HOUR_EXCH INT Exchange for off hour trade 1743 PREMKT_EXCH INT Exchange for Premarket trade 1744 POSTMKT_EXCH INT Exchange for Post market trade 1745 OPT_DELIVERABLES STRING Deliverables for options 1746 UNDERLYING_EXCHANGE STRING List exchange for Root symbol 1749 ANNUAL_CAP_GAINS DOUBLE Annual Capital Gains 1820 BUY_ID STRING Buy ID 1824 SELL_ID STRING Sell ID 1832 PREMKT_VOL INT Unofficial last premarket traded volume 1836 PREMKT_CVOL INT Unofficial last premarket cumulative volume 1860 POSTMKT_VOL INT Unofficial last post market traded volume 1864 POSTMKT_CVOL INT Unofficial last post market cumulative volume 1881 POSTMKT_NET_CHANGE DOUBLE Post market Net Change 1882 POSTMKT_PERCENT_CHANGE DOUBLE Post market Percent Change 1896 FINANCIAL_STATUS INT Financial Status Enumeration Table 2029 POSTMKT_PRICE DOUBLE Unofficial last post market trade price 2082 TRUE_ISO_CODE STRING ISO code of Venue 2800 SECURITY_STATUS INT Security Status or Halt Indicator 10052 SUBSIDIZED_SEVEN_DAY_YIELD DOUBLE Subsidized seven day Yield 13129 SECURITY_TYPE STRING Security Type 14000 MARKET_MAKER_ID STRING Market Maker ID

3.2 Field Enumerations

The following table defines the enumerated fields from the field list table. The table is sorted by field identifier. The table number listed in the Table column provides an easy reference to find each table with the enumerated values.

FID Field Name Table Description 4 PRODUCT 1 Product identifier 20 EXCHANGE 2 Exchange ISO-Code 25 LAST_TICK 3 Official last tick 33 LAST_EXCH 2 Official last traded exchange 38 QUOTE_CONDITION 4 Current Quote Condition 506 BID_EXCH 2 Exchange of the current bid price 518 BID_TICK 3 Current bid tick direction

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606 ASK_EXCH 2 Exchange of the current ask price 1030 MSG_TYPE 6 Message Type Table 1080 SECURITY_TYPE 7 Security Type 1104 UNCROSSING_CONDITION 11 Uncrossing Condition 1414 HALT_INFO 9 Halt Status 2042 FINANCIAL_STATUS 10 Financial Status 2709 TRADE_CONDITION 11 Trade Condition 2800 SECURITY_STATUS 12 Security Status or Halt Indicator

3.2.1 Table 1: Product codes

Product Description Product Description code code 9001 New York Stock Exchange Level 1 9401 Tullett Prebon Developed Market 9002 Nasdaq Stock Market Level 1 Government Benchmarks 9402 Tullett Prebon Active Agencies 9003 Nasdaq Stock Market Level 2 9403 Tullett Prebon MoneyMarker Rates 9004 NYSE American Level 1 9405 Tullett Prebon Enhanced MoneyMarker 9005 US Options Composite Pricing Level 1 Rates 9006 FINRA OTC Level 1 9406 Tullett Global Benchmarks 9008 NYSE OpenBook 9407 Tullett Treasury Marker 9009 NYSE Arca Level 1 9408 Tullett Asian Benchmarks 9011 Cboe BZX US Equities Exchange Level 1 9409 Tullett Latin America Bonds 9013 OTC Markets Level 1 9420 FINRA TRACE Corporate Bond Feed 9015 Nasdaq Global Index Dissemination 9501 Montreal Exchange Equity and Index Service (OMX) Options Level 1 9016 IEX Market Level 1 9503 Eurex Equity and Index Options Level 1 9101 Chicago Mercantile Exchange Level 1 9504 Euronext Equity and Index Options Level 9102 Chicago Board of Trade Level 1 1 9103 New York Mercantile Exchange Metals 9505 Italian Derivatives Equity and Index Level 1 (COMEX) Options Level 1 9104 New York Mercantile Exchange Energy 9506 Spanish Derivatives Equity and Index Level 1 Options Level 1 9106 Cboe Futures Exchange Level 1 9507 Oslo Exchange Equity and Index Options 9107 S&P Indices Complete (CME) Level 1 9508 Warsaw Stock Exchange Equity and 9108 CBT eMini Futures Level 1 Index Options Level 1 9111 BM&F Derivatives Futures Level 1 9509 ASX Equity and Index Options Level 1 9160 S&P Indices (FactSet Calculated) 9510 ASX24 Options on Futures Level 1 9180 MSCI Indices 9512 Osaka Securities Exchange Options Level 9200 Dow Jones Indices 1 9201 Dow Jones Total Market Indices 9513 Korea KRX Exchange KOSPI Options Level 1 9300 Cboe Data Services Indices 9514 Thailand Futures Exchange Options 9400 Tullett Prebon TreasuryMarker Level 1

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Product Description Product Description code code 9596 CBT eMini Futures Level 1 9675 Johannesburg Stock Exchange Level 2 9610 ICE Futures US Level 1 9676 IBOR Fixings - Asia 9611 ICE Futures Europe Commodities Level 1 9677 IBOR Fixings - Europe 9620 Oslo Exchange Derivative Futures Level 9678 IBOR Fixings - Americas 1 9679 Aequitas NEO-N Other Listed Securities 9625 FINRA TRACE 144A Bond Feed Level 1 9626 Montreal Exchange Options Statistics 9680 ICE Futures Europe Indices 9627 Eurex Options Statistics 9681 Cboe EDGX Options Exchange Level 1 9628 Oslo Exchange Derivatives Options 9682 Cboe EDGX Options Exchange Statistics Statistics 9685 Zagreb OTC Trade Reporting 9629 Euronext Derivatives Equity and Index 9689 Hong Kong Derivatives Options Level 1 Options Statistics 9630 Spanish Markets Indices (Madrid) 9690 Hong Kong Derivatives Options Statistics 9631 Spanish Markets Indices (Barcelona) 9691 Aequitas NEO-N Level 1 9632 Spanish Markets Indices (Bilboa) 9692 Aequitas NEO-N Level 2 9633 Spanish Markets Indices (Valencia) 9693 Aequitas NEO-N Other Listed Securities Level 2 9634 Spanish Markets Indices (BME) 9694 Aequitas NEO-N Other Listed Securities 9638 Warsaw Stock Exchange Derivatives Level 1 Futures level 1 9695 Aequitas NEO-N Other Listed Securities 9641 ICE Futures Europe Options Statistics Level 2 9642 Nasdaq OMX Equity and Index Option 9696 Aequitas NEO-L Level 1 Statistics 9697 Aequitas NEO-L Level 2 9643 ASX Option Statistics 9698 Aequitas NEO-L Other Listed Securities 9644 ICE Futures Europe Options Level 1 Level 1 9645 Osaka Securities Exchange Option 9699 Aequitas NEO-L Other Listed Securities Statistics Level 2 9647 Nasdaq OMX Nordic SEK Fixings 9700 Hong Kong-Shanghai Connect Level 1 9648 Nasdaq OMX Nordic DKK Fixings 9701 Shanghai-Hong Kong Stock Connect 9649 Spanish Derivatives Options Statistics Level 1 9705 Aequitas NEO-L Other Listed Securities 9660 Colombia Stock Exchange Level 1 Level 1 9661 Italian Derivatives Option Statistics 9706 Aequitas NEO-L Other Listed Securities 9662 Warsaw Stock Exchange Derivatives Level 2 Options Statistics 9707 ICE Data Services Continuous Evaluated 9663 Colombo Stock Exchange Level 1 Pricing 9664 Karachi Stock Exchange Level 1 9708 CME Options on Futures Level 1 9665 Ljubljana Stock Exchange Level 1 9709 CME Options on Futures (Electronic 9666 Belgrade Stock Exchange Level 1 Session) Level 1 9710 CME eMini Options on Futures Level 1 9667 Zagreb Stock Exchange Level 1 9711 CBT Options on Futures Level 1 9668 Nigerian Stock Exchange Level 1 9712 CBT Futures on Options (Electronic 9669 Nairobi Stock Exchange Level 1 Session) Level 1 9671 ICE Futures Europe Soft Commodities 9713 CBT eMini Options on Futures Level 1 Futures Level 1 9714 NYMEX Options on Futures Energy Level 9672 Nasdaq MRX Level 1 1

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Product Description Product Description code code 9715 NYMEX Options on Futures Energy 10003 Toronto TSX Ventures Exchange Level 1 (Electronic Session) Level 1 10004 Irish Stock Exchange Level 1 9716 NYMEX Options on Futures Metals 10005 FTSE Global Indices (COMEX ) Level 1 9717 NYMEX Options on Futures Metals 10006 STOXX Indices (COMEX Electronic Session) Level 1 10008 London Stock Exchange International 9718 NYMEX eMini Options on Futures Level 1 Energy Level 1 10009 Montreal Exchange Futures Level 1 9719 NYMEX eMini Options on Futures 10010 Euronext Paris Level 1 Metals (COMEX) Level 1 10011 Euronext Brussels Level 1 9850 Budapest Stock Exchange Derivatives Futures 10012 Euronext Lisbon Level 1 9856 NYSE Arca Bonds 10013 Euronext Amsterdam Level 1 9857 Tokyo JASDAQ Level 2 10014 Euronext Indices 9858 Tokyo JASDAQ Level 1 10018 Baltic Exchange Indices 9906 Zurcher KantonalBank EKMU-X 10019 FTSE Bursa Malaysia Indices 9907 Zurcher KantonalBank Securities 10020 Frankfurt Stock Exchange (Floor Trades) Exchange Level 1 9908 China Financial Futures Exchange 10021 Dusseldorf Stock Exchange Level 1 9909 Bitfinex 10022 Munich Stock Exchange Level 1 9910 Nasdaq OMX Nordic Equity APA 10023 Hamburg Stock Exchange Level 1 9922 Canadian Securities Exchange Level 2 10024 Berlin Stock Exchange Level 1 9923 Colombia Stock Exchange Level 2 10025 Hannover Stock Exchange Level 1 9924 Taipei Exchange Level 2 10026 XETRA Level 1 9925 Moscow Exchange Fixed Income Level 1 10027 Vienna Stock Exchange Level 1 9926 SIX Swiss Reference Rates 10030 Milan Stock Exchange Level 1 9927 Tel Aviv Stock Exchange Derivatives 10031 Deutsche Boerse ETFs and Indices Level Futures Level 1 1 9928 Tel Aviv Stock Exchange Derivatives 10033 Italian Derivatives Futures Level 1 Options Level 1 10034 Vienna Stock Exchange Indices 9929 Tel Aviv Stock Exchange Option Statistics 10036 Omega ATS Level 1 9930 Osaka Securities Exchange JGB Futures 10037 Omega ATS Level 2 Level 1 10038 Nasdaq CXC Toronto-Listed Securities 9931 Osaka Securities Exchange JGB Futures Level 1 Level 1 (Day Session) 10039 Nasdaq CXC Toronto-Listed Securities 9932 Osaka Securities Exchange JGB Futures Level 2 Level 1 (Electronic Session) 10040 Spanish Markets (MCE) Level 1 9933 BSE India Equities Level 2 10041 Spanish Derivatives Futures Level 1 9934 Cboe Data Services CMSI - FTSE Indices 10042 PURE Trading Level 1 9935 Cboe Data Services CMSI - iNAV 10043 PURE Trading Level 2 9936 Cboe Data Services CMSI - Crypto Feed 10044 TMX Alpha ATS Level 1 10000 Toronto Stock Exchange Level 1 10045 Cboe BZX US Equities Exchange Level 1 10001 London Stock Exchange UK Domestic Level 1 10046 Cboe Europe Equities BXE Level 1 10002 FX Rates 10047 XETRA Customized Indices

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Product Description Product Description code code 10050 SIX Swiss Exchange Level 1 10203 Euronext APA Service 10052 CSI China Indices 10204 Nasdaq Stockhom APA Service 10053 Euronext Level 2 10205 Oslo Bors APA Service 10054 Nasdaq OMX Equities Level 2 10206 Ireland OTC Trade Reporting 10055 FTSE Global Indices (APAC Region) 10208 Cboe Europe Equities CXE 10056 FTSE Global Indices (US Region) 10210 Vienna Transparent Trade Reporting II 10057 FTSE Global Indices (Middle East Region) APA Service 10215 Cboe BXTR Trade Reporting Service 10060 Athens Stock Exchange Level 1 10218 London Stock Exchange Tradecho 10065 Nasdaq Basic (Nasdaq-Listed) International Level 1 10066 Nasdaq Basic (NYSE-Listed) 11000 Tokyo Stock Exchange Level 1 10067 Nasdaq Basic (NYSE American-Listed) 11001 Fukukoa Stock Exchange Level 1 10070 Nasdaq Copenhagen Equities Level 1 11002 Sapporo Stock Exchange Level 1 10071 Oslo Exchange Level 1 11003 Nagoya Stock Exchange Level 1 10072 Nasdaq Helsinki Equities Level 1 11004 Osaka Securities Exchange Futures Level 10073 Nasdaq OMX Stockholm Equities Level 1 1 10074 Nasdaq OMX Derivatives Futures Level 1 11006 Nikkei Indices 10075 Nasdaq OMX Iceland Equities Level 1 11100 Stock Exchange of Hong Kong Level 1 10080 Eurex Futures Level 1 11101 Hang Seng Indices 10090 Euronext Currency Derivatives Level 1 11102 Hong Kong Derivatives Futures Level 1 10091 Euronext Equity and Index Derivatives 11103 Hong Kong Derivatives Futures Level 1 Level 1 (Day Session) 10093 Euronext Derivatives Commodities Level 11104 Hong Kong Derivatives Futures Level 1 1 (Second Session) 10103 Ukrainian Exchange Level 1 11110 Singapore Exchange Level 1 10107 Moscow Exchange Derivatives Futures 11115 Singapore Exchange Derivatives Level 1 Level 1 11116 FTSE STI Indices (Singapore) 10108 Moscow Exchange Equities Level 1 11117 Singapore Exchange Derivatives Futures 10110 Warsaw Stock Exchange Level 1 (Day Session) Level 1 10120 Budapest Stock Exchange Level 1 11118 Singapore Exchange Derivatives Futures 10130 Prague Stock Exchange Level 1 (Second Session) Level 1 11120 Bursa Malaysia Level 1 10140 Bucharest Stock Exchange Level 1 11130 Taiwan Stock Exchange Level 1 10150 Istanbul Stock Exchange Level 1 11135 Taipei Exchange Level 1 10160 Tel Aviv Stock Exchange Level 1 11140 Korea KRX Exchange Level 1 10161 Nasdaq OMX Baltic Riga Equities Level 1 11141 Korea KRX Exchange KOSDAQ Level 1 10162 Nasdaq OMX Baltic Tallinn Equities Level 1 11143 Korea KRX Exchange KOSPI Futures Level 10163 Nasdaq OMX Baltic Vilnius Equities Level 1 1 11150 BSE India Level 1 10165 Dubai Mercantile Exchange Level 1 11151 National Stock Exchange of India Level 1 10201 London Stock Exchange Tradecho UK 11160 Stock Exchange of Thailand Level 1 Level 1 11163 Thailand Futures Exchange Futures Level 10202 Deutsche Borse APA Service Level 1 1

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Product Description Product Description code code 11170 Indonesia Stock Exchange Level 1 12174 NYSE ArcaBook 11200 ASX Level 1 12175 OPRA Indices (CBO) 11201 ASX24 Futures Level 1 12177 London Stock Exchange International 11250 New Zealand Exchange Level 1 Board Level 1 12178 Nasdaq OMX Commodities Level 1 11300 NYSE Market Stats 12180 FINRA TRACE US Agency Bonds 12000 Mexican Stock Exchange Level 1 12181 Tullett Global Money Package - 12010 Sao Paulo Stock Exchange Level 1 MoneyMarker Swaps 12016 Turquoise Level 1 12182 Nasdaq CXC TSX-Listed Securities Level 1 12020 Buenos Aires Stock Exchange Level 1 12183 Nasdaq CXC TSX-Listed Securities Level 2 12030 Santiago Stock Exchange Level 1 12184 US Mutual Funds 12050 Lima Stock Exchange Level 1 12185 Stuttgart Stock Exchange Warrants 12060 Shenzhen Stock Exchange Level 1 12186 London Stock Exchange European Level 12061 Shanghai Stock Exchange Level 1 2 12080 Luxembourg Stock Exchange Level 1 12187 Frankfurt Stock Exchange Warrants 12081 Luxembourg Stock Exchange Indices Level 1 12188 TriAct Match Now Level 1 12082 Osaka Securities Exchange Futures (Day Session) Level 1 12189 SIX Swiss Structured Products Level 1 12083 Osaka Securities Exchange Futures 12191 Nasdaq CX2 Toronto-Listed Securities (Electronic Session) Level 1 Level 1 12084 CME Options on Futures Statistics 12193 Deutsche Borse Volatility Indices 12085 CBT Options on Futures Statistics 12194 Olso Exchange OBX Index 12086 NYMEX Options on Futures Energy 12195 Korea New Market (Konex) Level 1 Statistics 12196 Moscow Exchange RTS Board 12087 NYMEX Options on Futures Metals 12197 MCX India Futures (COMEX) Statistics 12199 CHI-X Australia Level 1 12088 ICE Futures US Options Statistics 12200 Philippines Stock Exchange Level 1 12089 Banja Luka Stock Exchange Indices 12201 London Metal Exchange Level 1 12090 Banja Luka Stock Exchange Level 1 12202 London Metal Exchange Select Level 1 12091 Macedonia Stock Exchange Indices 12211 London Stock Exchange UK Domestic 12092 Macedonia Stock Exchange Level 1 Level 2 12093 Vienna Stock Exchange Structured 12212 London Stock Exchange International Products Level 1 Level 2 12100 Johannesburg Stock Exchange Level 1 12213 Toronto Stock Exchange Level 2 12101 Johannesburg Derivatives (SAFEX) Level 12214 Toronto TSX Ventures Exchange Level 2 1 12215 London Stock Exchange European 12130 Municipal Securities Rulemaking Board Quotation Service Level 1 12166 German Composite Pricing Level 1 12230 NEX Exchange Level 1 12167 European Composite Pricing 12250 Australia Consolidated Pricing Level 1 12168 Dow Jones Economic Indicators 12251 CHI-X Australia Level 2 12171 Oslo Exchange Level 2 12252 Australia Consolidated Level 2 12172 Shanghai Stock Exchange Level 2 12253 Nasdaq CX2 TSXV-Listed Securities Level 12173 Irish Stock Exchange Bonds and Funds 1

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Product Description Product Description code code 12254 Nasdaq CX2 Toronto-Listed Securities 12331 Liquidnet Canada Level 1 Level 2 12332 S&P Indices on CME Base Package 12255 Nasdaq CX2 TSXV-Listed Securities Level 12333 CME Indices 12 12257 Istanbul Derivatives 12334 ASX24 Futures Level 1 (Evening Session) 12258 STOXX Volatility Indices 12335 ASX24 Futures Level 1 (Day Session) 12260 Korea OTC Market Level 1 12336 ATHEX Indices 12270 FTSE RussellTick 12337 FTSE ATHEX Indices 12271 Oslo Exchange NIBOR Rates 12338 Singapore Exchange Derivatives CommodityQuote Level 1 12272 ICE Endex Derivatives Futures 12339 Singapore Exchange Derivatives 12276 LYNX ATS Level 1 CommodityQuote (Day Session) Level 1 12277 EBF Euribor Rates 12340 Singapore Exchange Derivatives 12278 ICE Futures Europe Financials Futures CommodityQuote (Electronic Session) Level 1 Level 1 12279 ICE Futures Europe Financials Options 12346 Canadian Consolidated Pricing Level 2 Level 1 12347 Tullett Eastern Europe 12280 New Zealand Exchange Level 2 12348 European Energy Exchange 12291 Berne Xchange 12349 Cyprus Stock Exchange Level 1 12292 Irish Stock Exchange Indices 12350 Stock Exchange of Hong Kong Level 2 12293 LYNX ATS Level 2 12351 OTC Markets Level 2 12294 ICE NGX Canada 12353 Singapore Exchange Level 2 12300 WMR Reuters (London Close) 12354 CME eMini Futures Level 1 12302 ASX Derivatives Options Level 1 12355 NYMEX eMini Futures Energy Level 1 12309 BSE India Derivatives Options Level 1 12356 NYMEX eMini Futures Metals (COMEX) 12311 Nasdaq OMX Copenhagen Fixed Income Level 1 Level 1 12357 ASX Level 2 12312 Nasdaq OMX Helsinki Fixed Income 12358 Nasdaq TotalView Level 1 12359 Irish Stock Exchange Level 2 12313 Nasdaq OMX Stockholm Fixed Income Level 1 12360 ICE Data Services Global Index Feed 12314 Nasdaq OMX Iceland Fixed Income Level (USA) 1 12361 ICE Data Services Global Index Feed 12315 Nasdaq OMX Baltic Riga Fixed Income (PSE) Level 1 12363 Nasdaq OMX Nordic Derivatives Equity 12316 Nasdaq OMX Baltic Tallinn Fixed Income and Index Options Level 1 Level 1 12364 Tokyo Stock Exchange Level 2 12317 Nasdaq OMX Baltic Vilnius Fixed Income 12365 Euro MTF Level 1 Level 1 12366 Canadian Securities Exchange Level 1 12318 Italian Fixed Income Level 1 12368 Instinet Canada Cross Level 1 12321 SIX Swiss Exchange Indices 12370 Tullett SwapMarker Interest Rates 12323 Canadian Consolidated Pricing Level 1 12372 Abu Dhabi Securities Market Level 1 12324 TMX Alpha ATS Level 2 12373 Dubai Financial Market Level 1 12326 XETRA Level 2 12374 Nasdaq Dubai Level 1 12329 Nasdaq OMX Baltic Equities Level 2 12375 Amman Stock Exchange Level 1

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Product Description Product Description code code 12376 Kuwait Stock Exchange Level 1 12450 European Central Bank FX Rates 12377 Bahrain Bourse Level 1 12451 BSE India Indices 12378 Saudi Arabia Stock Exchange Level 1 12456 ICE Data Services Continuous Evaluated 12379 Egyptian Exchange Level 1 Pricing (US Municipal Bonds) Level 1 12460 ICE Futures Canada 12380 Muscat Securities Market Level 1 12465 Minneapolis Grain Exchange 12381 Qatar Exchange Level 1 12470 Dalian Commodity Exchange 12382 Casablanca Stock Exchange Level 1 12475 Tokyo Commodity Exchange 12383 FTSE/JSE Indices 12480 Shanghai Futures Exchange 12384 Athens OTC Trade Reporting Facility 12485 Tokyo Financial Exchange 12385 Taiwan Stock Exchange Level 2 12486 Rosario Futures Exchange 12387 Toronto Stock Exchange TMX Indices 12487 National Commodity & Derivatives 12388 Stuttgart Stock Exchange Level 1 Exchange 12389 Stuttgart Stock Exchange Securitized 12488 ZhengZhou Commodity Exchange Derivatives (EUWAX) Level 1 12489 Dow Jones Indices (EMEA Region) 12391 Bursa Malaysia Derivatives Level 1 12490 Dow Jones Indices (Asia Region) 12396 India Composite Pricing Level 1 12491 Dow Jones Indices (Pacific Region) 12397 Swiss Fund Data 12492 Dow Jones Indices (Global Region) 12399 Cboe Europe Equities BXE Level 2 12493 Dow Jones Total Market Indices (EMEA 12400 Cboe Europe Equities CXE Level 2 Region) 12401 SIX Swiss Exchange Level 2 12495 Dow Jones Total Market Indices (Asia 12403 Aktietorget Level 1 Region) 12404 Spanish Markets (MCE) Level 2 12496 Dow Jones Total Market Indices (Pacific 12410 FX Rates (EDF) Region) 12497 Dow Jones Total Market Indices (Global 12411 FX Rates (EDF) Region) 12412 Nasdaq Global Index Dissemination 12498 Nasdaq Global Index Dissemination Service (Asia Indices) Service (US Indices) 12413 Nasdaq Global Index Dissemination 12499 Nasdaq Global Index Dissemination Service (Pacific Indices) Service (PHLX Indices) 12414 Nasdaq Global Index Dissemination 12504 Nasdaq Global Index Dissemination Service (Independent Indices) Service (Baltic Indices) 12415 Nasdaq Global Index Dissemination 12508 Nasdaq Global Index Dissemination Service (Global) Service (EOD) 12416 Nasdaq Global Index Dissemination 12510 BSE India Derivatives Futures Level 1 Service (Central Europe Indices) 12511 Dubai Gold and Commodities Exchange 12417 Nasdaq Global Index Dissemination Service (Eastern Europe Indices) 12513 Euronext Derivatives Equity Options 12418 Tullett Prebon Global Money Package - 12516 OPRA Composite Option Statistics APAC 12517 Cboe Equity and Index Options Statistics 12419 Tullett Prebon Global Money Package - 12518 Nasdaq ISE Options Statistics EMEA 12519 Boston Options Exchange Options 12420 Tullett Prebon Global Money Package - Statistics Latin America 12520 NYSE AMEX Options Statistics 12421 Tullett Prebon Global Money Package - Developed Markets 12521 NYSE Arca Options Statistics

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Product Description Product Description code code 12522 Nasdaq Options Statistics 12566 Nasdaq OMX Iceland Fixed Income Level 12523 Nasdaq OMX PHLX Options Statistics 2 12567 Eurex Options on Futures Level 1 12524 Miami International Securities Exchange Options Statistics 12568 Solactive Indices (Stuttgart) 12525 Cboe BZX Options Exchange Statistics 12569 JSE Derivatives Commodities 12526 Nasdaq GEMX Options Statistics 12572 Markit CDS Indices 12527 Nasdaq OMX BX Options Statistics 12573 NYSE American OpenBook 12528 Nasdaq MRX Option Statistics 12574 Korea KRX Securities C (ETFs) Level 1 12529 Sapporo Stock Exchange Level 2 12575 Korea KRX KOPSI Level 2 12530 Fukuoka Stock Exchange Level 2 12576 Korea KRX Indices 12531 Nagoya Stock Exchange Level 2 12577 Korea KRX KOSDAQ Level 2 12532 Cboe C2 Options Exchange Statistics 12578 Cboe BZX US Equities Exchange Level 2 12533 Cboe BYX US Equities Exchange Level 1 12579 Cboe BYX US Equities Exchange Level 2 12534 Cboe EDGX US Equities Exchange Level 1 12580 Cboe EDGA US Equities Exchange Level 2 12535 NSE India Derivatives Futures 12581 Cboe EDGX US Equities Exchange Level 2 12537 New Zealand Derivatives Futures Level 1 12582 FINRA TRACE Structured Products 12538 Nasdaq Global Index Dissemination 12583 Sao Paulo Stock Exchange Level 2 Service (PHLX Indices - USA) 12584 Shenzhen-Hong Kong Stock Connect 12540 ICE Data Services Continuous Evaluated Level 1 Pricing (EU Issues) Level 1 12585 Hong Kong- Shenzhen Connect Level 1 12541 ICE Data Services Continuous Evaluated 12586 Nasdaq CXD Pricing (US Issues) Level 1 12542 TradeGate Level 1 12588 MIAX Pearl Option Statistics 12544 Freedom Indices 12589 ICE Futures Europe Options on Futures Commodities Level 1 12545 Thomson Reuters TR/Core Commodity 12590 ICE Futures Europe Options on Futures CRB Indices Soft Commodities Level 1 12548 Cboe EDGA US Equities Exchange Level 1 12591 ICE Futures Europe Options on 12549 Euronext Block MTF Financials Level 1 12550 Blink MTF Level 1 12592 CME Bitcoin Indices 12554 ITG POSIT 12593 Nasdaq Global Index Dissemination 12556 Liquidnet UK Level 1 Service (NASDAQ ISE Indices) 12594 Nasdaq Global Index Dissemination 12558 UBS MTF Service (NASDAQ ISE Indices) 12559 Instinet BlockMatch Level 1 12595 Lima Stock Exchange Level 2 12560 ICE Benchmark Administration LIBOR 12596 ICE Futures US Option Statistics 12561 New Zealand Financial Market 12597 ICE Futures US Options on Futures Level Association Rates 1 12562 Istanbul Stock Exchange Indices 12598 Indonesia Stock Exchange Level 2 12563 Nasdaq OMX Stockholm Fixed Income 12599 Vienna Stock Exchange Level 2 Level 2 12600 Prague Stock Exchange Level 2 12564 Nasdaq OMX Copenhagen Fixed Income Level 2 12601 Budapest Stock Exchange Level 2 12565 Nasdaq OMX Helsinki Fixed Income 12602 Belgrade Stock Exchange Level 2 Level 2 12603 Zagreb Stock Exchange Level 2

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Product Description Product Description code code 12604 Ljubljana Stock Exchange Level 2 12610 Vienna Stock Exchange Structured 12605 Milan Stock Exchange Level 2 Products Level 2 12611 Stock Exchange of Thailand Level 2 12606 Luxembourg Stock Exchange Level 2 12613 Italian Fixed Income Level 2 12607 Euro MTF Level 2 12614 BEKB/BCBE OTC-X 12608 Borsa Italiana Equity MTF 12615 Bitstamp Exchange 12609 Milan Stock Exchange Securitized Derivatives (SEDEX) Level 1

3.2.2 Table 2: Exchange Codes

Code Name ISO code Delay 4 SIX Swiss Exchange SWX 15 5 Berne Xchange BRN 15 6 Euronext Brussels BRU 15 8 New York Mercantile Exchange (Electronic Session) NYME 10 12 Copenhagen Stock Exchange CSE 15 13 Frankfurt Stock Exchange (Floor Trades) FRA 15 14 Dusseldorf Stock Exchange DUS 15 15 Munich Stock Exchange MUN 15 16 Stuttgart Stock Exchange STU 15 17 Hamburg Stock Exchange HAM 15 18 Berlin Stock Exchange BER 15 19 Hannover Stock Exchange HAN 15 21 Eurex Futures EUR 15 25 Euronext Paris PAR 15 26 Euronext Equity and Index Derivatives LIF 15 34 Athens Stock Exchange ATH 15 36 London Stock Exchange UK Domestic LON 15 38 Euronext Amsterdam AMS 15 40 Helsinki Stock Exchange HEL 15 42 Italian Derivatives Futures DMI 20 44 XETRA ETR 15 46 Milan Stock Exchange MIL 20 47 Luxembourg Stock Exchange LUX 15 48 Oslo Exchange OSL 15 50 Vienna Stock Exchange WBO 15 51 Euronext Lisbon LIS 15 53 Nasdaq OMX Stockholm Equities OME 15 54 Spanish Markets (MCE) MCE 15 61 Toronto Stock Exchange TSE 15

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Code Name ISO code Delay 63 Toronto TSX Ventures Exchange TSX 15 77 Nasdaq OMX BX BOS 15 78 Nasdaq OMX PHLX PHLX 15 80 Mexican Stock Exchange MEX 20 82 Buenos Aires Stock Exchange BUE 20 83 Sao Paulo Stock Exchange BSP 15 84 Santiago Stock Exchange SGO 20 85 Colombia Stock Exchange BOG 20 92 Montreal Exchange Futures MOD 15 100 Johannesburg Stock Exchange JSE 15 101 Nairobi Stock Exchange NAI 15 103 Taiwan Stock Exchange TAI 20 104 Stock Exchange of Hong Kong HKG 15 105 Tel Aviv Stock Exchange TAE 20 106 Tokyo Stock Exchange TKS 20 107 Osaka Securities Exchange Futures OSE 20 108 Philippines Stock Exchange PHS 15 109 Istanbul Stock Exchange IST 15 111 ASX ASX 20 113 Hong Kong Derivatives Futures HKF 15 114 BSE India BOM 5 116 New Zealand Stock Exchange NZE 15 117 Stock Exchange of Thailand BKK 30 118 Fukuoka Stock Exchange FKA 20 120 Singapore Exchange SES 20 121 Sapporo Stock Exchange SAP 20 122 Nagoya Stock Exchange NGO 20 123 Korea KRX Exchange KRX 20 127 Spanish Derivatives Futures MEF 15 143 Bursa Malaysia KLS 15 144 Singapore Exchange Derivatives SIM 15 146 Indonesia Stock Exchange JKT 10 148 FX Rates FX1 15 149 FX Rates FX1 15 151 Chicago Board of Trade CBT 10 152 Chicago Mercantile Exchange CME 10 153 New York Mercantile Exchange (COMEX ) NYM 10 160 New York Mercantile Exchange NYM 10 167 Nasdaq OMX Derivatives Futures OMX 15

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Code Name ISO code Delay 170 Prague Stock Exchange PRA 15 212 London Metal Exchange LME 30 213 Budapest Stock Exchange BUD 15 214 Shenzhen Stock Exchange SHE 15 215 Shanghai Stock Exchange SHG 15 216 Karachi Stock Exchange KAR 0 217 Colombo Stock Exchange COL 15 218 OTC Markets PINX 0 222 FTSE Indices UK FTX 15 235 Chicago Mercantile Exchange (Globex-Extended Session) CMEE 10 243 Warsaw Stock Exchange WAR 15 257 Turquoise TRQX 15 272 London Stock Exchange European Markets LON 15 278 Hong Kong Derivatives Options HKO 15 294 Ljubljana Stock Exchange LJU 15 299 Cyprus Stock Exchange CYS 15 304 Bucharest Stock Exchange BSE 15 310 Dow Jones Indices DJX 15 313 Zagreb Stock Exchange ZAG 15 326 National Stock Exchange of India NSE 5 336 Korea KRX Exchange KOSPI Futures KRX 20 340 Kuwait Stock Exchange KUW 15 342 ASX24 Futures SFE 10 345 Warsaw Stock Exchange Derivatives Futures WAR 15 346 Tokyo Financial Exchange TFF 0 353 STOXX Indices STX 15 358 Korea KRX Exchange KOSDAQ KRX 20 359 ASX24 Futures SFE 10 369 Nigerian Stock Exchange NSA 15 370 Nasdaq OMX Iceland Equities ICE 15 372 Taipei Exchange ROCO 20 394 London Metal Exchange Select LMEE 30 396 Euronext Derivatives Commodities LIF 15 397 Euronext Currency Derivatives LIF 15 399 Euronext Indices ENX 15 503 Saudi Arabia Stock Exchange SAU 15 507 London Stock Exchange International LON 15 529 Hang Seng Indices HKX 15 541 Zagreb OTC Trade Reporting ZOTC 15

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Code Name ISO code Delay 580 FTSE STI Indices (Singapore) FTX 15 581 FTSE Global Indices (APAC Region - China) FTX 15 583 FTSE Global Indices (APAC Region - Taiwan) FTX 15 585 FTSE Indices Italia FTX 15 587 FTSE Global Indices (US Region) FTX 15 588 FTSE Global Indices (APAC Region - Japan) FTX 15 593 Cboe Futures Exchange CBF 10 595 FTSE Global Indices (APAC Region - Thailand) FTX 15 596 FTSE Global Indices (Gulf Standard Time) FTX 15 597 Johannesburg Derivatives (SAFEX) SAF 15 598 FTSE Global Indices (Arabian Standard Time) FTX 15 677 Luxembourg Stock Exchange Indices LUX 15 699 NEX Exchange PLU 15 738 Deutsche Borse AG OTC Trades - EUR DOTC 15 747 Ireland OTC Trade Reporting IOTC 15 758 Vienna Transparent Trade Reporting II APA Service WOTC 15 788 Chicago Board of Trade (Electronic Session) CBTE 10 803 Belgrade Stock Exchange BEL 15 806 Dow Jones Total Market Indices DJX 15 807 Baltic Exchange BAX 1440 825 Thailand Futures Exchange Futures TFEX 30 826 BSE India Derivatives Futures BOM 5 830 Deutsche Bourse - XETRA Indices & ETFs XEX 15 846 Dubai Mercantile Exchange DUMX 30 847 Cboe Europe Equities CXE CHIX 15 853 Oslo Exchange Derivatives Futures OSL 15 859 Tokyo Commodity Exchange TKT 0 873 Euronext APA Service UOTC 15 874 Nasdaq Stockhom APA Service SOTC 15 876 Oslo Bors APA Service NOTC 15 882 Cboe BXTR Trade Reporting Service COTC 15 900 WM Reuters Rates WMR 1440 1080 Bucharest CAN-ATS BSE 15 2779 Tradegate TGAT 15 3127 Nikkei Indices NKX 20 3304 EBF Euribor Rates EBF 1440 10000 FactSet Specific Symbology FDS 0 10001 Tullett TreasuryMarker - U.S. Benchmarks and Key Rates TU1 30 10002 FINRA TRACE Corporate Bond Feed OTC 240

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Code Name ISO code Delay 10050 Nasdaq NAS 15

10054 US Options Composite Pricing 15 10056 Cboe C2 Options Exchange C2O 15 10058 FTSE RussellTick (RUX) RUX 15 10059 MSCI Indices MSX 1440 10060 Nasdaq Global Index Dissemination Service (PHLX Indices) PHL 0 10061 Nasdaq Global Index Dissemination Service (PHLX Indices - USA) USA 0 10064 S&P Indices (FactSet Calculated) SPX 15 10066 Moscow Exchange Derivatives Futures RUS 15 10067 Russian Trading System Order Driven Market RUS 15 10068 FTSE/JSE Indices FTX 15 10072 Tullett Prebon MoneyMarker Rates TU2 0 10074 Moscow Exchange Equities MIC 15 10075 NYSE - Cboe BZX US Equities Regional BATS 15 10080 Nasdaq Global Index Dissemination Service (Baltic Indices) BLX 0 10084 Ukranian Stock Exchange UAX 15 10085 Nasdaq OMX Baltic Riga Equities RIS 15 10086 Nasdaq OMX Baltic Tallinn Equities TAL 15 10087 Nasdaq OMX Baltic Vilnius Equities LIT 15 10088 Lima Stock Exchange LIM 15 10089 Omega ATS Level 1 OMGA 15 10091 Nasdaq CXC Toronto-Listed Securities Level 1 CHIC 15 10093 PURE Trading Level 1 PURE 15

10094 Canada CDF Pure Level 2 10095 TMX Alpha ATS ATS 15 10096 Cboe BZX US Equities Exchange Level 1 BTSR 0 10097 Cboe Europe Equities BXE Level 1 BATE 15 10098 Deutsche Boerse ETFs and Indices XEX 15 10099 FDS Spot Prices FDS 0 10103 FTSE Bursa Malaysia Indices FTX 15 10107 Tullett Global Benchmarks TU1 30

10108 Tullett Treasury Marker TU1 10109 Tullett Asian Benchmarks TU3 0 10110 Tullett Latin America Bonds TU4 0 10112 Tullett Prebon Enhanced MoneyMarker Rates TU2 0

10113 Nasdaq Basic (Nasdaq-Listed) NASQ

10114 Nasdaq Basic (NYSE-Listed) NASQ

10115 Nasdaq Basic (NYSE American-Listed) NASQ 10116 Singapore Exchange Derivatives Futures (Day Session) SIMD 15

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Code Name ISO code Delay 10117 Singapore Exchange Derivatives Futures (Second Session) SIME 15 10118 Hong Kong Derivatives Futures (Day Session) HKFD 15 10119 Hong Kong Derivatives Futures (Second Session) HKFE 15 10200 NYSE Market Stats USA 15 10212 Poland WIBOR Rates FDS 0 10636 ZKB EKMU-X KMUX 0 10637 Zurcher KantonalBank Securities Exchange ZKBX 0 10638 China Financial Futures Exchange CFFX 0 10639 Bitfinex BNFX 0 10640 Nasdaq OMX Nordic Equity APA SOTC 15 10775 Moscow Exchange Fixed Income MIC 15 10776 SIX Swiss Reference Rates SWX 0 10777 Tel Aviv Stock Exchange Derivatives Futures TAE 20 10778 Tel Aviv Stock Exchange Derivatives Options TAE 20 10779 Tel Aviv Stock Exchange Options Statistics TAE 20 10780 Osaka Securities Exchange JGB Futures OSE 20 10782 Osaka Securities Exchange JGB Futures (Electronic Session) OSEE 20 11006 FINRA OTC Bulletin Board OTC 15 11007 FINRA OTC OTC 15 11008 Boston Options Exchange BOX 15 11009 NYSE - Cboe BYX US Equities Regional BATY 15 11010 NYSE - Cboe EDGA US Equities Regional EDGA 15 11011 NYSE - Cboe EDGX US Equities Regional EDGX 15 11012 Cboe BZX Options Exchange BATO 15 11099 US Composite Pricing USA 15 11100 New York Stock Exchange NYS 15 11101 NYSE American ASE 15 11102 NYSE - Nasdaq OMX BX Regional BOS 15 11103 NYSE - Nasdaq OMX PSX Regional PHL 15 11104 NYSE - Chicago Stock Exchange Regional CHI 15 11106 NYSE - NYSE Arca Regional PSE 15 11108 NYSE - NYSE National Regional CIS 15 11125 Cboe Data Services CMSI - FTSE CBO 15 11126 Cboe Data Services CMSI - iNAV CBO 15 11127 Cboe Data Services CMSI - Crypto Feed CBO 15 12001 London Stock Exchange Tradecho UK LOTC 15 12020 Abu Dhabi Securities Exchange ADS 15 12021 Dubai Financial Market DFM 15 12022 Amman Stock Exchange AMM 15

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Code Name ISO code Delay 12024 Bahrain Bourse BAH 15 12026 Egyptian Exchange CAI 10 12028 Muscat Securities Market MUS 10 12029 Qatar Exchange DSMD 15 12030 Casablanca Stock Exchange CAS 15 12031 Nasdaq Dubai DIFX 15 12110 Municipal Securities Rulemaking Board MSRB 0 12112 Thailand Futures Exchange Options TFEX 30 12113 Italian Derivatives Options DMI 20 12114 Spanish Derivatives Equity and Index Options MRV 15 12115 Oslo Exchange Equity and Index Options OSL 15 12116 Warsaw Stock Exchange Derivatives Options WAR 15 12133 Nasdaq OMX Copenhagen Fixed Income CSE 15 12134 Nasdaq OMX Helsinki Fixed Income HEL 15 12135 Nasdaq OMX Stockholm Fixed Income OME 15 12136 Nasdaq OMX Iceland Fixed Income ICE 15 12137 Nasdaq OMX Baltic Riga Fixed Income RIS 15 12138 Nasdaq OMX Baltic Tallinn Fixed Income TAL 15 12139 Nasdaq OMX Baltic Vilnius Fixed Income LIT 15 12140 Italian Fixed Income MOT 20 12144 SIX Swiss Exchange Indices SWX 15 12146 Canadian Consolidated Pricing CAN 15 12149 Liquidnet Canada LICA 15 12150 S&P Indices on CME Base Package CME 10 12151 CME Indices No Fee CME 10 12152 ASX24 Futures (Evening Session) SFEE 10 12153 ASX24 Futures (Day Session) SFED 10 12154 ATHEX Indices ATH 15 12155 FTSE ATHEX Indices ATH 15 12156 Singapore Exchange Derivatives CommodityQuote SIM 15 12157 Singapore Exchange Derivatives CommodityQuote (Day Session) SIMD 15 12158 Singapore Exchange Derivatives CommodityQuote (Electronic Session) SIME 15 12164 Tullett Eastern Europe TU6 1440 12165 European Energy Exchange EEE 0 12166 CME Mini Package CMEE 10 12167 NYMEX eMini Futures Energy NYME 10 12168 NYMEX eMini Futures Metals (COMEX) NYME 10 12171 ICE Data Services Global Index Feed (USA) USA 15 12172 ICE Data Services Global Index Feed (PSE) PSE 15

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Code Name ISO code Delay 12174 Nasdaq OMX Nordic Derivatives Equity and Index Options OMX 15 12175 Canadian Securities Exchange CNQ 15 12177 Instinet Canada Cross ICX 15 12178 Tullett SwapMarker Interest Rates TU7 0 12180 Athens OTC Trade Reporting Facility HOTC 10 12182 Toronto Stock Exchange TMX Indices TSE 15 12183 Stuttgart Stock Exchange Securitized Derivatives (EUWAX) EUWX 15 12185 Indian Composite Pricing IND 5 12186 Swiss Fund Data SFD 15 12187 Miami International Securities Exchange MIO 15 12189 AktieTorget SAT 15 12190 TriAct Match Now MATN 0 12191 Nasdaq Options Market NDQ 15 12192 NYSE AMEX Options AMXO 15 12193 NYSE Arca Options ARCO 15 12194 Cboe Options Exchange CBOE 15 12195 Nasdaq ISE ISX 15 12196 Nasdaq Global Index Dissemination Service (Asia Indices) NASX 0 12197 Nasdaq Global Index Dissemination Service (Pacific Indices) NASX 0 12198 Nasdaq Global Index Dissemination Service (Independent Indices) NASX 0 12199 Nasdaq Global Index Dissemination Service (Global) NASX 0 12200 Nasdaq Global Index Dissemination Service (Central Europe Indices) NASX 0 12201 Nasdaq Global Index Dissemination Service (Eastern Europe Indices) NASX 0 12202 Tullett Prebon Global Money Package - APAC TU3 0 12203 Tullett Prebon Global Money Package - EMEA TU6 0 12204 Tullett Prebon Global Money Package - APAC TU4 0 12205 Tullett Prebon Global Money Package - Developed Markets TU7 0 12207 German Composite Pricing DEU 15 12208 European Composite Pricing EEA 20

12209 Dow Jones Economic Indicators DJEC 12213 Cboe Data Services CSMI CBO 15 12214 OPRA Indices (CBO) CBO 15 12216 London Stock Exchange International Board LON 15 12217 Nasdaq OMX Commodities NORX 0 12219 FINRA TRACE US Agency Bonds OTC 240

12220 Tullett Global Money Package - MoneyMarker Swaps TU2 12221 Nasdaq CXC TSX-Listed Securities Level 1 CHIC 0 12222 US Mutual Funds USA 0 12223 BM&F Derivatives Futures BMF 15

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Code Name ISO code Delay 12224 Stuttgart Stock Exchange Warrants STU 1440 12225 Frankfurt Stock Exchange Warrants SCO 0 12226 SIX Swiss Structured Products QMH 15 12227 European Central Bank FX Rates ECB 0 12228 Nasdaq CX2 Toronto-Listed Securities Level 1 CX2 0 12230 Nasdaq GEMX GMNI 15 12236 DB Volatility Indices DBV 15 12237 Oslo Exchange OBX Index OSL 0 12238 Nasdaq Global Index Dissemination Service (EOD) OMX 0 12239 Korea New Market (Konex) KON 20 12240 Moscow Exchange RTS Board RUS 15 12241 MCX India IMC 0 12243 CHI-X Australia CHIA 20 12244 Australian Consolidated Pricing AUS 20 12247 CX2 ATS TSXV Listed CX2 0 12248 STOXX Volatility Indices STX 15 12256 Istanbul Derivatives TUR 0 12259 Korea OTC Market KOTC 20 12300 Oslo Exchange NIBOR Rates OSL 300 12301 ICE Endex Derivatives Futures NDEX 0 12305 LYNX ATS LYNX 0 12307 ICE Futures Europe Financials Futures IFEU 15 12308 ICE Futures Europe Financials Options LIF 15 12320 Irish Stock Exchange Indices DUB 15 12321 Montreal Exchange Equity and Index Options MOD 15 12322 ICE NGX Canada NGXC 0 12325 Euronext Equity and Index Options LIF 15 12326 Eurex Options EUR 15 12329 New Zealand Derivatives Futures NZE 15 12330 Australia Derivatives Options ASX 20 12332 Osaka Securities Exchange Options OSE 20 12333 Korea KRX Exchange KOSPI Options KRX 20 12350 FX Rates (EDF) FX2 9999 12351 FX Rates (EDF) FX2 9999 12365 Euro MTF EMTF 15 12375 ICE Futures Canada IFCA 0 12380 Minneapolis Grain Exchange MGE 0 12383 Dalian Commodity Exchange DCE 0 12384 Shanghai Futures Exchange SGE 0

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Code Name ISO code Delay 12386 ZhengZhou Commodity Exchange ZCE 0 12387 National Commodity & Derivatives Exchange (NCDEX) NCD 0 12390 Bursa Malaysia Derivatives KLS 15 12393 Nasdaq OMX BX Options BXO 15 12401 Dubai Gold and Commodities Exchange DGCX 0 12450 Rosario Futures Exchange ROFX 0 12505 Spanish Derivatives Equity and Index Options MRV 15 12541 ICE Data Services Continuous Evaluated Pricing (US Issues) CEP 0 12550 Dow Jones Indices (EMEA Region) DJX 15 12555 Dow Jones Indices (Asia Region) DJX 15 12560 Dow Jones Indices (Pacific Region) DJX 15 12565 Dow Jones Indices (Global Region) DJX 15 12570 Dow Jones Total Market Indices (EMEA Region) DJX 15 12575 Dow Jones Total Market Indices (Asia Region) DJX 15 12576 Korea KRX Indices KRX 20 12580 Dow Jones Total Market Indices (Pacific Region) DJX 15 12585 Dow Jones Total Market Indices (Global Region) DJX 15 12590 Nasdaq Global Index Dissemination Service (US Indices) NAS 0 12622 Cboe BYX US Equities Exchange Level 1 BTSY 0 12623 Direct Edge X Direct EDXR 0 12624 Direct Edge A Direct EDAR 0 12625 Tokyo JASDAQ JAS 20 12626 NYSE - IEX Markets Regional IEXG 15 14001 NYSE - NYSE American Regional ASE 15 14002 NYSE - Nasdaq Regional NAS 15 14003 Nasdaq - NYSE American Regional ASE 15 14004 Nasdaq - Nasdaq OMX BX Regional BOS 15 14005 Nasdaq - Nasdaq OMX PSX Regional PHL 15 14006 Nasdaq - Chicago Stock Exchange Regional CHI 15 14007 Nasdaq - NYSE Arca Regional PSE 15 14008 Nasdaq - NYSE National Regional CIS 15 14009 Nasdaq - FINRA ADF ADF 15 14010 Nasdaq - Cboe Regional CBO 15 14011 Nasdaq - Nasdaq ISE Regional ISE 15 14012 Nasdaq - Cboe BZX US Equities Regional BATS 15 14013 Nasdaq - Cboe BYX US Equities Regional BATY 15 14014 Nasdaq - Cboe EDGA US Equities Regional EDGA 15 14015 Nasdaq - Cboe EDGX US Equities Regional EDGX 15 14016 Nasdaq - NYSE Regional NYS 15

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Code Name ISO code Delay 14021 NYSE American - Nasdaq OMX BX Regional BOS 15 14022 NYSE American - Nasdaq OMX PSX Regional PHL 15 14023 NYSE American - Chicago Stock Exchange Regional CHI 15 14024 NYSE American - NYSE Arca Regional PSE 15 14025 NYSE American - NYSE National Regional CIS 15 14026 NYSE American - Nasdaq Regional NAS 15 14027 NYSE American - FINRA ADF ADF 15 14030 NYSE American - Cboe BZX US Equities Regional BATS 15 14031 NYSE American - Cboe BYX US Equities Regional BATY 15 14032 NYSE American - Cboe EDGA US Equities Regional EDGA 15 14033 NYSE American - Cboe EDGA US Equities Regional EDGX 15 14034 NYSE - FINRA ADF ADF 15 14035 NYSE American - NYSE Regional NYS 15 14042 BSE India Derivatives Options BOM 5 14046 OPRA Composite Option Statistics USA 15 14047 Cboe Equity and Index Options Statistics CBOE 15 14048 Nasdaq ISE Options Statistics ISX 15 14049 Boston Options Exchange Options Statistics BOX 15 14050 NYSE AMEX Options Statistics AMXO 15 14051 NYSE Arca Options Statistics ARCO 15 14052 Nasdaq Options Market Statistics NDQ 15 14053 Nasdaq OMX PHLX Options Statistics PHLX 15 14054 Miami International Securities Exchange Options Statistics MIO 15 14055 Cboe BZX Options Exchange Statistics BATO 15 14056 Cboe C2 Options Exchange Statistics C2O 15 14057 Nasdaq GEMX Options Statistics GMNI 15 14058 Nasdaq OMX BX Options Statistics BXO 15 14059 Nasdaq MRX Option Statistics MCRY 15 14060 NSE India Derivatives Futures NSE 0 14061 BSE India Indices BOM 5 14064 CBT eMini Futures CMEE 10 14100 ICE Futures US IFUS 30 14101 ICE Futures Europe Commodities IFEU 10 14102 Montreal Exchange Options Statistics MOD 15 14103 Eurex Option Statistics EUR 15 14104 Euronext Derivatives Equity and Index Options Statistics LIF 15 14105 ICE Futures Europe Options Statistics IFEU 15 14106 Nasdaq OMX Nordic Option Statistics OMX 15 14107 ASX Option Statistics ASX 20

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Code Name ISO code Delay 14108 Osaka Securities Exchange Option Statistics OSE 20 14109 Oslo Exchange Options Statistics OSL 15 14110 ICE Futures Europe Options IFEU 15 14115 Italian Derivatives Equity and Index Options DMI 20 14116 Warsaw Stock Exchange Derivatives Options Statistics WAR 15 14117 Vienna Stock Exchange Indices WBO 15 14122 ICE Futures Europe Soft Commodities Futures IFEU 15 14123 Nasdaq MRX MCRY 15 14130 ICE Futures Europe Indices IFEU 15 14131 Hong Kong Derivatives Options Statistics HKO 15 14132 Aequitas NEO-N NEOE 15 14133 Aequitas NEO-N Other Listed Securities (TSE) NEOE 15 14135 Aequitas NEO-N Other Listed Securities (TSX) NEOE 15 14136 Aequitas NEO-L NEOL 15 14137 Aequitas NEO-L Other Listed Securities (TSE) NEOL 15 14138 Aequitas NEO-L Other Listed Securities (TSX) NEOL 15 14139 ICE Data Services Continuous Evaluated Pricing CEP 0 14140 CME Options on Futures CME 10 14141 CME Options on Futures (Electronic Session) CMEE 10 14142 CME eMini Futures Options CMEE 10 14143 CBT Options on Futures CBT 10 14144 CBT Futures on Options (Electronic Session) CBTE 10 14145 CBT eMini Options on Futures CBTE 10 14146 NYMEX Options on Futures Energy NYM 10 14147 NYMEX Options on Futures Energy (Electronic Session) NYME 10 14148 NYMEX eMini Options on Futures Metals (COMEX) NYM 10 14149 NYMEX Options on Futures Metals (COMEX Electronic Session) NYME 10 14150 NYMEX eMini Energy Options on Futures Energy NYME 10 14151 NYMEX eMini Options on Futures Metals (COMEX) NYME 10 14155 Triple 3 Partners T3I 0 14200 FINRA TRACE 144A Bond Feed OTC 240 14203 Spanish Markets Indices (BME) MCE 15 14204 Spanish Markets Indices (Madrid) MAD 15 14205 Hong Kong-Shanghai Connect HSC 15 14206 Shanghai-Hong Kong Stock Connect SSC 15 14208 Spanish Markets Indices (Barcelona) BAR 15 14209 Spanish Markets Indices (Bilboa) BIL 15 14210 Spanish Markets Indices (Valencia) VAL 15 14212 IBOR Fixings - Asia FDS 0

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Code Name ISO code Delay 14213 IBOR Fixings - Europe FDS 0 14214 IBOR Fixings - Americas FDS 0 14215 Osaka Securities Exchange Futures (Day Session) OSED 20 14216 Osaka Securities Exchange Futures (Electronic Session) OSEE 20 14217 CME Option Stats CMEE 10 14218 CBT Options on Futures Statistics CBTE 10 14219 NYMEX Options on Futures Energy Statistics NYME 10 14220 NYMEX Options on Futures Metals (COMEX) Statistics NYME 10 14221 ICE Futures US Option Statistics IFUS 30 14222 Banja Luka Stock Exchange Indices BLB 15 14223 Banja Luka Stock Exchange BLB 15 14224 Macedonia Stock Exchange Indices MAE 15 14225 Macedonia Stock Exchange MAE 15 14226 Vienna Stock Exchange Structured Products WBO 15 14250 Nasdaq OMX Nordic SEK Fixings OME 0 14251 Nasdaq OMX Nordic DKK Fixings CSE 0 14252 Budapest Stock Exchange Derivatives BUD 15 14253 NYSE Arca Bonds ARCX 9999 14254 Cboe EDGX Options Exchange EDGO 15 14255 Cboe EDGX Options Exchange Statistics EDGO 15 14257 ICE Data Services Continuous Evaluated Pricing (EU Issues) CEP 0 14296 Freedom Indices FREX 0 14297 Thomson Reuters TR/Core Commodity CRB Index CRB 0 14298 ICE Data Services Continuous Evaluated Pricing (US Municipal Bonds) CEP 0 14299 Euronext Block MTF SMP 15 14300 Blink MTF BLNK 15 14304 Instinet BlockMatch BLOX 15 14305 ITG POSIT XPOS 15 14307 Liquidnet UK LIQU 15 14309 UBS MTF XUBS 15 14310 ICE LIBOR Rates IBA 240 14311 New Zealand Financial Monetary Association NZFM 0 14312 Borsa Istanbul Indices IST 20 14313 Eurex Options on Futures EUR 15 14314 Solactive Indices (Stuttgart) STU 0 14315 JSE Derivatives Commodities SAF 15 14318 Markit CDS Indices MKIT 0 14319 Korea KRX Securities C (ETFs) KRX 20 14320 FINRA TRACE Structured Products OTC 240

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Code Name ISO code Delay 14321 Shenzhen-Hong Kong Stock Connect SEC 15 14322 Hong Kong- Shenzhen Stock Connect SZSC 15 14323 Nasdaq CXD CXD 0 14324 MIAX Pearl MPRL 15 14325 MIAX Pearl Options Statistics MPRL 15 14326 Irish Stock Exchange Funds & Bonds ISEF 0 14328 ICE Futures Europe Options on Futures Commodities IFEU 15 14329 ICE Futures Europe Options on Futures Soft Commodities IFEU 15 14330 ICE Futures Europe Options on Financials IFEU 15 14331 Nasdaq - IEX Markets Regional IEXG 15 14332 NYSE American - IEX Markets Regional IEXG 15 14333 CME Bitcoin Indices CME 0 14334 Nasdaq ISE Indices (USA) USA 0 14335 Nasdaq ISE Indices (ISE) ISE 0 14336 ICE Futures US Option Statistics IFEU 30 14337 ICE Futures US Options on Futures IFUS 30 14338 Borsa Italiana Equity MTF MTAH 20 14439 Milan Stock Exchange Securitized Derivatives (SEDEX) SEDX 20 14441 BEKB/BCBE OTC-X OTXB 0 14442 BitStamp Exchange BITS 0 14444 NYSE Arca - NYSE American Regional ASE 15 14445 NYSE Arca - Nasdaq OMX BX Regional BOS 15 14446 NYSE Arca - Nasdaq OMX PSX Regional PHL 15 14447 NYSE Arca - Chicago Stock Exchange Regional CHI 15 14448 NYSE Arca PSE 15 14449 NYSE Arca - NYSE National Regional CIS 15 14450 NYSE Arca - Nasdaq Regional NAS 15 14451 NYSE Arca - FINRA ADF ADF 15 14454 NYSE Arca - Cboe BZX US Equities Regional BATS 15 14455 NYSE Arca - Cboe BYX US Equities Regional BATY 15 14456 NYSE Arca - Cboe EDGA US Equities Regional EDGA 15 14457 NYSE Arca - Cboe EDGX US Equities Regional EDGX 15 14458 NYSE Arca - IEX Markets Regional IEXG 15 14459 NYSE Arca - NYSE Regional NYS 15 14460 Cboe BZX US Equities - NYSE American Regional ASE 15 14461 Cboe BZX US Equities - NASDAQ OMX BX Regional BOS 15 14462 Cboe BZX US Equities - NASDAQ OMX PSX Regional PHL 15 14463 Cboe BZX US Equities - Chicago Stock Exchange Regional CHI 15 14464 Cboe BZX US Equities - NYSE Arca Regional PSE 15

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Code Name ISO code Delay 14465 Cboe BZX US Equities - NYSE National Regional CIS 15 14466 Cboe BZX US Equities - NASDAQ Regional NAS 15 14467 Cboe BZX US Equities - FINRA ADF ADF 15 14470 Cboe BZX US Equities Exchange BATS 15 14471 Cboe BZX US Equities - Cboe BYX US Equities Regional BATY 15 14472 Cboe BZX US Equities - Cboe EDGA US Equities Regional EDGA 15 14473 Cboe BZX US Equities - Cboe EDGX US Equities Regional EDGX 15 14474 Cboe BZX US Equities - IEX Markets IEXG 15 14475 Cboe BZX US Equities - NYSE Regional NYS 15 14477 IEX Markets - NYSE American Regional ASE 15 14478 IEX Markets - NASDAQ OMX BX Regional BOS 15 14479 IEX Markets - NASDAQ OMX PSX Regional PHL 15 14480 IEX Markets - Chicago Stock Exchange Regional CHI 15 14481 IEX Markets - NYSE Arca Regional PSE 15 14482 IEX Markets - NYSE National Regional CIS 15 14483 IEX Markets - NASDAQ Regional NAS 15 14484 IEX - FINRA ADF ADF 15 14487 IEX Markets - Cboe BYX US Equities Regional BATS 15 14488 IEX Markets - Cboe BYX US Equities Regional BATY 15 14489 IEX Markets - Cboe EDGA US Equities Regional EDGA 15 14490 IEX Markets - Cboe EDGX US Equities Regional EDGX 15 14491 IEX Markets IEXG 15 14492 IEX Markets - NYSE Regional NYS 15 15000 FTSE RussellTick (USA) USA 15

3.2.3 Table 3: Tick Direction

Value Abbreviation Description 0 - No Tick 1 ↑ Up Tick 2 ↓ Down Tick 3 → Up Unchanged 4 ← Down Unchanged

3.2.4 Table 4: Quote Conditions

Code Long name Code Long name 1 Manual Ask Auto Bid 3 Closing 2 Manual Bid Auto Ask 4 Trading Range Indication

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Code Long name Code Long name 5 Manual Bid and Offer 45 Market Price 6 Non-Firm Quote 46 Rotation 7 Opening Quote 47 Eligible Auto Ex 8 Custom Basket Cross 48 Bid - Consumer Interest 9 Real Time 49 Ask - Consumer Interest 10 Indicative 50 Bid Firm 11 Periodic Indicative 51 Ask Firm 12 Periodic Indicative DPP 52 Quote - Consumer Interest 13 Fast Trading 53 Market on Opening 14 Order Imbalance 54 At Best/Market Order 15 Inside Closed 55 Auction Quote 16 Inside Open 56 Retail Interest on Bid 17 One Sided Quote 57 Retail Interest on Ask 18 Order Influx 58 Retail Interest Both Sides 19 No Open No Resume 59 Bid Non-Executable 20 Slow Quote Cond U 60 Ask Non-Executable 21 Slow Quote Cond W 61 Bid Ask Non-Executable 22 Slow Quote Cond E 62 Bid Limit State 23 Slow Quote Cond F 63 Ask Limit State 24 Market Orders Only 64 Bid Ask Limit State 25 Firm Bid Ask 65 Bid at Upper - Limit State 26 Empty 66 Ask Above Upper Limit - Non- Executable 27 Firm One Sided 67 Bid Below Lower Limit - Non-Executable 28 Off Hour 68 Ask at Lower - Limit State 29 Special Bid 69 Systematic Internalizer 30 Special Ask 70 Bid Eq Up/Ask Eq Low-No Limit State 31 NBBO Closed 71 Negotiated Market 32 NBBO Regular Two-Sided Open 72 Next Day Order 33 NBBO Regular One-Sided Open 73 Odd Lot 35 Actual 74 On Demand Intra-Day Auction 36 Offer Wanted 75 Market on Close 37 Bid Wanted 76 Request for Quote 38 Unpriced 111 Provisional Report 39 Halt 112 Morning Kerb Data 40 Executable 113 Afternoon Kerb Data 41 Unit Trading 114 Unofficial Price 42 Buy In 115 First AM Ring 43 Retransmitted Quote 116 Second AM Ring 44 Chi-X Trade 117 First PM Ring

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Code Long name Code Long name 118 Second PM Ring 123 Outside Morning Kerb 119 Outside First AM Ring 124 Outside Afternoon Kerb 120 Outside Second AM Ring 125 Outside Second PM Ring 121 Interoffice 126 Pre-Market Quote 122 Outside First PM Ring 127 Omega Trade

3.2.5 Table 5: Message Types

Value Short Name Description Q Quote Updates price, volume, and times for bid and ask fields T Trade Updates the trade price, volume and date as well as associated field such as high, low, cumulative volume and trade count X Cancellation A cancelation to a previously sent message R Correction A correction to a previously sent message L Rollover Updates previous close price and date and resets the following fields to 0 to prepare for next business day: all bid and ask fields, last time and volume, open, high, low, cumulative volume and trade count U Update Opening & Closing Reports, Issue Updates and various other messages. S Snapshot A summary of all available fields and their most recent values

3.2.6 Table 6: Security Types

Security type Description Security type Description 1 Equity 12 Interest Rates 2 Fixed Income 13 Swaps 3 Futures 14 Forwards 4 Exchange Traded Equity/Index Options 15 Options on Futures 5 Index 16 Commodity Spot Prices 6 FX Spot Rates 17 Market Statistics 7 FX Forward Rates 18 Securitized Derivatives 8 FX Forward Rate Agreements 19 OTC Options 9 Government Benchmark Bonds 20 Spreads 11 Funds 21 Cryptocurrencies

3.2.7 Table 7: Halt information

Code Description Code Description 100 News Dissemination 106 Closed Market Maker 104 Related Sec News Dissemination 107 Additional Information 105 Security News Pending 108 News Pending

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Code Description Code Description 109 Related Sec Information 151 Single Stock Trading Pause 110 Due to Related Security 152 Exordinary Market Activity 111 Resume 153 Quotation Not Available 112 In View of Common 154 Single Stock Trading Pause Quote Period 113 Equipment Changeover 155 Qualifications Resolved 116 No Market Makers 156 Issuer News Not Forthcoming 118 Issue Being Deleted 157 Qualifications Halt Ended 119 No Current Sec Filings 158 Qualifications Halt Concluded 120 Quotation Cancelled 159 Trade Halt Concluded 121 Non- Compliant 160 Delayed Opening 122 Operational Halt 161 Delayed Opening With Non Opening 123 Sec Suspension 162 Non Opening 124 Halt Other Reason 163 None 125 Extraordinary Activity 164 Stop Trading 126 Halt Etf 165 Stop Trading With Non Opening 127 Nasdaq Requested 166 Underlying Condition 128 Regulatory Concern 167 Underlying Condition With Non Opening 129 Ipo Not Yet Trading 168 Halt 130 Corporate Action 169 Halt Matching Partition Suspended 131 New Issue Available 170 Halt System Suspended 132 Issue Available 171 Halt Suspended 133 Qualification Resolved Resume 172 Trading Stop Matching Partition 134 Filling Satisfied Resume Suspended 173 Trading Stop System Suspended 135 News Not Forthcoming Resume 174 Trading Stop Suspended 136 Reason Not Available 175 Price Movement 137 News and Resumption Times 176 Received Announcement 138 Ipo Released for Quotation 177 Anticipation Of Announcement 139 Ipo Pos Window Extension 178 System Problems 140 Sub Penny Trading 179 Other 141 Volatility Pause 180 Reference Data Update 142 Market Circuit Breaker L1 182 Instrument Level Circuit Breaker 143 Market Circuit Breaker L2 183 Matching Partition Suspended 144 Market Circuit Breaker L3 184 System Suspended 145 Market Circuit Breaker Carry 185 Not Applicable 146 Market Circuit Breaker Resume 186 Halt No Liquidity Provider 147 Trading Pause Straddle Condition 187 Open Trade Outside Dynamic Collars 148 Unused 188 Manual Halt 149 Order Imbalance 189 Knock Out 150 Luld Trading Pause 190 Exchange

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Code Description Code Description 191 Volatility Interrupter 230 Non Publication 192 Issue Of Subsidiary Comp 231 Appointment Of Receiver 193 Notice Of Subsidiary 232 Setting Up Immediate Redemption 194 Publication Of Fin Statements By 233 Suspension Of Underlying Asset Subsidiary 234 Pub Of Fin Statement Of Underlying 195 Changes In Security Terms Asset 196 Notice On Capital Consolidation 235 Notification Of Underlying Asset 197 Bond Grading 236 Non Pub Of Prospectus 198 Low Marketability 237 Non Trading Day For Currency 199 Publication Of 1Q Balance Sheet 238 Non Trading Day For Currency 200 Publication Of 3Q Balance Sheet Prospectus 239 Mutual Fund Not Traded On Sunday 201 Publication Of Annual Balance Sheet 240 Mutual Fund Not Registered 202 Publication Of Half Year Balance Sheet 241 Mutual Fund Announcement 203 Publication Of Quarterly Balance Sheet 242 Mutual Fund Not Active 204 Significant Transaction 243 General 205 Distribution Of Dividend 244 Program Deferred Open Time 206 Distribution Of Bonus 245 Reservation 207 Notification Of Public Offering 246 Trading On Instrument 208 Rights Issue 247 Change To Open State 209 Rights Ratio Notification 248 Auto Reservation 210 Notification Of Issue Price 249 Cancel Defrred Open 211 Notification Of Increase Of Capital 250 Authorization Of Order Entry 212 Forced Redemption 251 Forbid Order Entry 213 Company Notice 252 Elimination Of All Orders 214 Stock Exchange Notice 253 Initialization 215 Immediate Report Rule 30A 254 Instrument In Fast Market 216 Before Drawing 255 Instrument In Slow Market 217 Before Final Redemption 256 Freeze 218 Before Last Day Of Conversion 257 Reservation Linked To Underlying 219 Irregular Operation 258 Instrument Expiry 220 Large Conversion 259 Trading Halt 221 Wrong Price Publication 260 Ready To Trade 222 Delisting 261 Not Available For Trading 223 Wrong Yield Publication 262 Not Traded On This Market 224 Stock Exchange Error 263 Unknown Invalid 225 Technical Suspension 266 Instrument Status Halted 226 Sharp Fluctuation In Index 270 System Issues 227 Exceptional Order 271 Company Announcement Expected 228 Special Open At Eod 272 Company Requested Halt 229 Lack Of Transparency

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Code Description Code Description 273 Company Requested Suspension 277 Frozen Circuit Breaker 274 Jse Initiated Halt 278 Intraday Auction Halt 275 Normal Trading 279 Listing Terminated 276 Suspended By Market Control 280 Closing Delay

3.2.8 Table 8: Trade Conditions

Code Short Description Code Short Description name name 1 AT Automatic Execution 37 BCH Bunched Trade 2 ISO Intermarket Sweep 38 DIS Distribution Trade 3 .T Form T 39 BSD Bunched Sold Trade 6 ISO AT Intermarket Sweep 40 PVT Price Variation Trade Automatic Execution 41 127 Rule 127 7 ISO .T Intermarket Sweep Form T 42 155 Rule 155 8 ISO .T AT Intermarket Sweep Form T 43 OPN Market Open Automatic Execution 9 DEV AVP Derivatively Price Average 44 CLS Market Close Price 45 SPL Split Trade 17 X Cancelled 46 PRF Prior Reference Price 18 CX Corrected 47 CAP CAP Election Trade 19 HLT Halt 48 SOT Stock Option Trade 20 RES Resume 49 AVP Average Price Trade 21 BK Block Trade 50 CRX Cross Trade 22 ORD Ordinary Trade 51 SUS Wild Trade 23 DEV Derivatively Priced 52 SUS Suspect Trade 24 x Trade Through Exempt 53 ODY Opening Delay 25 CSH Cash Trade 54 PIN Price Indication 26 NXT Next Day Trade 55 TRI Trading Range Indication 27 SEL Seller 56 MIB Market Imbalance Buy 28 YEL Yellow Flag 57 MIS Market Imbalance Sell 29 OPT Market Center Opening 58 CIB On Market Imbalance Close Trade Buy 30 ROP Reopening Trade 59 CIS On Market Imbalance Close 31 CLT Closing Trade Sell 32 SOL Sold Last 60 NMI No Market Imbalance 33 SOS Sold Out of Sequence 61 NCI No On Close Market Imbalance 34 ESO Extended Hours Sold Out of 62 IND Indicative Price Sequence 35 SST Stopped Stock 63 INC Indicative Close Price 36 ACQ Acquisition 64 AUC Auction Price

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Code Short Description Code Short Description name name 65 OAC Opening Auction price 104 ASK Ask Price 66 CAC Closing Auction Price 105 REF Reference Price 67 OHT Off Hour Trade 106 COT Control Price 68 OHF Off Hour Fixed Price Trade 107 OHR After Hours Reference Price 69 OHB Off Hour Basket Trade 108 EST Estimated Price 70 DEL Delayed 109 KAS Kassa Price 71 UT Uncrossing Price 110 SPC Special Price 72 LC Late Correction 111 NOM Nominal Price 73 NM Not to Mark 112 PPB Partially Paid Bid 74 PC Previous Day Contra 113 PPA Partially Paid Ask 75 CT Contra Trade 114 XBP XETRA Best Price 76 NT Negotiated Trade Delayed 115 BBK Buy Back 77 NEG Negotiated Trade 116 BUY Buy In 78 ODL Ordinary Trade Delayed 117 POP Projected Open 79 OOC Ordinary Trade OTC 118 THO Theoretical Open 80 SI SI Trade 119 INT Intermediate Market 81 SID SI Trade Delayed 120 NEM Negotiated Market 82 SIC SI Trade Cancel 121 OFX Off Board Trading 83 OTX OTC Trade Cancel 122 NET Net Price 84 OTD OTC Trade Delayed 123 GRS Gross Price 85 ITF Interfund Cross 124 OFF Official Price 86 OVR Overnight 125 PRV Provisional Report 87 bc Bargain Conditions 126 AMK Morning Kerb 88 CBX Cross Order from Basket 127 PMK Afternoon Kerb 89 VT Valuation Trade 128 UNF Unofficial Price 90 DN Delta Neutral 129 FAR First AM Ring 91 MVP Market VWAP 130 SAR Second AM Ring 92 OPE Options Execution 131 FPR First PM Ring 93 NRT Non-Regular Trade 132 SPR Second PM Ring 94 ODD Odd Lot 133 OFA Outside First AM Ring 95 ANY Anonymous 134 OSA Outside Second AM Ring 96 OTC Over the Counter 135 ITO Interoffice 97 CKP Chui Kehai Price 136 OFP Outside First PM Ring 98 NKP Nariyuki Kehai Price 137 OMK Outside Morning Kerb 99 SKP Special Kehai Price 138 OPK Outside Afternoon Kerb 100 FKP Final Kehai Price 139 OSP Outside Second PM Ring 101 AKP Approved Kehai Price 140 OFB Off Order Book 102 MID Mid Price 141 MKT Market Condition 103 BID Bid Price 142 POR Portfolio Trade

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Code Short Description Code Short Description name name 143 PRA Price Alert 182 MNC Mandatory Cash 144 VOL Volume Alert 183 TMP Theoretical Matching Price 145 NOS Nostro On Order Book 184 OLI Options Liquidation Index 146 NAV Net Asset Value 185 OCI Options Clearing Index 147 SET Settlement 186 ORI Open Reference Price 148 SPT Special Price Trade 187 EDP EDSP 149 A/O As/Of 188 IFM Investment Funds Market 150 RV Reversal Trade 189 - Open Detail 151 SLO Seller Option 190 - Intratrade Detail 152 AVL Actual Volume 191 TFT Trade for Trade 153 EVL Estimated Volume 192 PCL Post Close 154 N/W No/Was 193 VWAP VWAP Trade 155 WAP Weighted Average Price 194 IES International Auto Execution 156 AP5 Avg Price 5 minute Session Suspended 195 IVS International VWAP Auto 157 AP1 Avg Price 1 minute Session Execution Suspended 158 EXP Exchange for Physical 196 ODR Orders Suspended 159 MCX Match Cross Trade 197 SMA SETS Auto Ex Suspended 160 EXO Exchange for Option 198 AMA ACCEPT Match 161 EXS Exchange for Swaps 199 MPM Mid Price Match 162 FRZ Frozen 200 REPO Repurchase Agreement 163 RES Reserved 201 SSL Standard Settlement 164 c Commission 202 NST Non-standard Settlement 165 PDT Previous Day Trade 203 EXG Exchange Granted 166 ONS OTC Non-Standard 204 NUN No Uncrossing 167 PBI Paid Bid 205 BVT Best Valuation Without 168 PBA Paid Ask Turnover 169 WT Worked Trade 206 EXT Exchange Trade 170 DBS Dealer Bought 207 LMI Last Midpoint Order Price 171 DSS Dealer Sell 208 VAR Variable 172 IDT Interdealer Trade 209 FIX Fixing 173 PPN Pre-Open 210 MSD Manual/Special Lot Direct 174 ORT Opening Rotation 211 MSN Manual/Special Lot Non- Direct 175 PCR Pre-Cross 212 AMD Automatch Direct 176 DDL Delayed Delivery 213 PRE Pre-Opening 177 CON Contingent Trade 214 PNV Price Alert No Validation 178 BAS Basis Trade 0 Regular Trade 179 SPS Special Trading Session 215 TWA Trade Weighted Average 180 INX Internal Cross Price 181 CCP Calculated Closing Price

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Code Short Description Code Short Description name name 216 PVC Previous Day Cancel 252 LTC Late Tailor Made 217 PCX Previous Day Correction Combination Crossing 253 OR Foreign-To-Foreign Trade 218 PDD Previous Day Delayed 254 OS Overseas Trade 219 PMC Previous Day Market Condition 255 PT Put-Through Special Crossing 220 PNT Previous Day Negotiated 256 SA Completion Order Special Trade Crossing 221 DVT Derivatives Trade 257 SH Short Sale 222 EXD Exchange Trade Delayed 258 SO Shortfall Underwriting/Other 223 OLD Odd Lot Delayed Special Crossing 259 SP Block Special Crossing 224 VLT Volatility Trading Pause 260 SPC Special Combination Bulletin 225 SSR Short Sale Restriction Board Crossing 226 SSD Short Sale Restriction 261 ST Market Stabilization Trade Deactivated 262 SX Portfolio Special Crossing 227 OTH Other Trade 263 TM Tailor Made Combination 228 REP Representative 264 WH Wholesale Loan Security 229 NOV Not Verified 265 XT Crossing 230 FUS Futures Settlement Index 266 XTC Bulletin Board Combination 231 OPS Options Settlement Index Crossing 232 PLM Preliminary Settlement 267 XTT Tailor Made Combination 233 OST Opening Settlement Crossing 234 LEG Leg Spread 268 IN International 236 BP Booking Purpose Only 269 OL Market trade 237 BV Book Value 270 PF Portfolio Crossing 238 BW Buy & Write 271 OMK Off Market 239 DR Directed Reporting 272 XX Extraordinary 240 EC Exercise Call Option 273 AX Agency Cross 241 EF Settlement Futures Contract 274 BBT Broker to Broker Trade 242 EP Exercise Put Option 275 CPT Connected Party Trade 243 EQ Equity Combination 276 PPT Protected Principal 244 ET ETF Special Trades 277 RPT Riskless Principal 245 FD Forward Delivery 278 XTXT Normal Sided Cross 246 FM Foreign Market Sale 279 CP Centre Point 247 GL Government Loan Security 280 LTCT Late Trade Combination (BB) 281 ST Price Stabilization Crossing 248 IB Index Replicating Portfolio 282 STL Price Stabilization Late Trade Special Crossing 283 QB Quote Display Board Trade 249 LN Loan Report 250 LR Loan Return 284 VM Volume Match Book Trade 251 LT Late Trade 285 NORM Rebooking of Auto Match

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Code Short Description Code Short Description name name 286 OTLC OTC Late Correction 324 NLS NBBO Limit State Entered 287 SILC SI Late Correction 325 NLE NBBO Limit State Exit 288 EOM End of Month Price 326 BLX Bid Limit Entered Ask Limit 289 CNG Changing Transaction Exit 327 OLX Bid Limit Exit Ask Limit Enter 290 BAS Basket Trade 328 REV Limit Up Limit Down 291 SOQ Special Opening Quotation Restated Value 292 UNT Unit Trading 329 ROI Limit Up Limit Down Reopen 293 CNT Connect Update 294 CFD CFD Trade 330 OUT Limit Up Limit Down Outside Price 295 DKP Dark Trade 331 SDT LULD Suspended 296 PCV Part Calculated Value 332 ROU Routed 297 HLD Held 333 TUR Turnover Reporting 298 TAL Trading At Last 334 BRK Broken Trade 299 NX NBBO Crossing Trade 335 SSO Standard Outside Spread 300 LIS List Offering/Takedown 336 PLV Plain Vanilla Trade 301 WHI When Issued Trade 337 TEC Technical Trade 302 LAM Reported Late After Market 338 GIV Give Up/Give In Hours 303 AJS Adjusted Terms 339 TRC Trade with Conditions 304 STD Straddle 340 EXV Ex/Cum Dividend 306 CMB Combination Trade 341 INZ Internalized Trade 307 SPI Stopped Trade Through 342 SMXT Self-Managed Super Fund 308 BEN Benchmark Trade 343 SML Small Trade 309 CPX Closing Price Cross 344 UPP Upper Limit Price Band 305 BWT Buy-write Option Leg 345 LOW Lower Limit Price Band 310 NRN Non-Regular Trade 346 NNT Non-Net 311 LGC Leg Guaranteed Cross 347 BYP Bypass Trade 312 UVP Unable to Verify Dollar Price 348 MOC Market on Close 313 OEX Off Exchange Trade 349 CPP Centre Point Preferenced 314 NOD Non-Standard Delayed 350 OCL Official Consolidated Last Price 315 RED REPO Delayed 351 LRG Large Portfolio Trade 316 OFD Off Hour Delayed 352 LRD Large Portfolio Delayed 317 ESD Exchange Granted Delayed 353 LRT Large Principle Transaction 318 OTD Other Delayed 354 LTD Large Principle Transaction 319 LUD Limit Up/Limit Down Delayed 320 BLS Bid Limit State Entered 355 SPD At or Within Spread 321 BLE Bid Limit State Exit 356 POT Post Trading Hours 322 OLS Ask Limit State Entered 357 PRT Pre-Trading Hours 323 OLE Ask Limit State Exit 358 48H 48 Hour Settlement

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Code Short Description Code Short Description name name 359 120H 120 Hour Settlement 394 TOF Tender Offer Trade 360 NSQ Non-Significant Quantity 395 PRO Preliminary Open Price 361 72H T+3 Settlement 396 POC Preliminary Closing Price 362 IXT Indivisible Cross Order 397 RPD Reported Previous Day 363 OFS Offshore Market 398 DLD Deal Driven 364 PPP PPP Price 399 ATS ATS Indicator 365 PSA Price Sensitive 400 CAT Contra Party - ATS Announcement 401 m Markup/Markdown included 366 FB Foreign Buyer in Price 367 DB Domestic Buyer 402 n No Commission or 368 FS Foreign Seller Markup/Markup Included 403 NTBC Non-Transaction-Based 369 DS Domestic Seller Compensation 370 FRAC Fractional Trade Arrangements (NTBC) 371 UPO Update to Volume Only Indicator 372 XM XM Orders 404 ZAR ZARABA Close 373 AVD Average of Day Transactions 405 CLC Close at the Closing Price 374 CO Closing Of Orders 406 EOV End of Day Volume Auction 375 DET Determined Price 407 FUT Future Settlement Date 376 CRK Crack Spread 408 NCX National Cross 377 TST Two-Sided Transaction 409 ICX Intentional Cross 378 APB Any Price Block Trade 410 RFQ Request for Quote 379 PAP Preferenced Any Price Block 411 IAC Intraday Auction Trade 412 AOD Auction on Demand 380 CPB Contra Party - Broker Dealer 413 DEF Deferred Publication 381 CCC Contra Party - Customer 414 LSC Large In Scale 382 CPM Contra Party - Non-Member 415 GC Delayed Publication Late 383 QCT Qualified Contingent Trade Correction 384 CDY Closing Delay 416 BPR Broker Preferenced Trade 385 PLMR Preliminary Settlement 417 SPP Specified Pool Transaction Rounded 418 DRS Dollar Roll Without 386 THS Theoretical Settlement Stipulation 387 THU Theoretical Settlement 419 SDR Stipulated Dollar Roll Unrounded 420 DRX Derivative-Related Cross 388 SETU Settlement Unrounded 421 DUPL Duplicative Indicator 389 PLTU Preliminary Theoretical 422 PND Price Pending Settlement Unrounded 423 PUC Periodic Auction 390 PLTA Preliminary Theoretical Settlement Rounded 424 NBC Non-Base Currency Trade 391 XLT XL Trade 425 LIT Lit Auction 392 OMS Out of Main Session 426 BVO Block Volume Only 393 IPO Initial Public Offering

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3.2.9 Table 9: Financial Status

Code Name Title Code Name Title 1 Deficient D 13 Bankrupt And Below Standard B 2 Delinquent E 14 Late Filing E 3 Bankrupt Q 15 Late Filing And Bankrupt G 4 Normal N 16 Pending Delist And Late Filing F 5 Suspended S 17 Late Filing And Below H 6 Suspended Pending Delist P Standard 18 Pendingdelisting Latefiling L 7 Deficient And Bankrupt G Bankrupt 8 Deficient And Delinquent H 19 Belowstandard Latefilng K 9 Delinquent And Bankrupt J Bankrupt 20 Take Over Situation Y 10 Deficient Delinquent Bankrupt K 22 Creation Redemptions C 21 Pending Delisting P 23 Liquidation A 11 Below Listing Standard D 24 Redemptions Suspended S 12 Bankrupt And Pending R Delisting 25 Special Treatment ST

3.2.10 Table 10: Security status

Code Description Code Description 0 Trades and Quotes are active 11 News Dissemination 1 Opening Delay 12 Influx of Orders 2 Trade Halt 13 Volatility Pause 3 Trading Resumed 14 Other 4 No Open/No Resume 15 Ex-Dividend 5 Deleted 16 Ex-Distribution 6 Quote Halt 17 Ex-Rights 7 Quotes Resumed 18 New 8 Order Imbalance 19 Ex-Interest 9 Equipment change 20 Market Closed 10 News Pending 25 Inactive

Chapter 4 Security Layouts

Each field from 3.1.1 will not be populated for all securities. Certain asset types and or exchanges are exposing fields only available for that one market.

Chapter 5 FactSet Symbology and data policy

5.1 Introduction

FactSet Symbology is built on the basis that a unique identifier can be created with the combination of a local ticker code and a FactSet Exchange Code (e.g., VOD-LON). The local ticker identifies the security and the FactSet Exchange Code identifies the exchange where the ticker trades.

5.2 Real-Time and Delayed Data

FactSet supports requests for both real-time and delayed data. The application needs to specify if real time or delayed data is required at the time of the request.

5.3 Futures Identifiers

FactSet future identifiers contain a unique root, codes for dates, and the FactSet Exchange Code.

The symbology for futures contracts is:

Root + 1-letter month code + 2-digit year code + FactSet Exchange Code

For example, CCH18-NYFE represents a contract for cocoa (CC), expiring in March (H) of 2018 (18), and trading on the ICE Futures U.S. exchange.

1-letter Month code FactSet Symbology Month F January G February H March J April K May M June N July Q August U September V October X November Z December

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2-digit Year code22 FactSet Symbology Year 18 2018 19 2019 20 2020 nn 20nn

Additional examples: • SPU18-CME represents the day session of the S&P 500 index future contract that trades on the Chicago Mercantile Exchange and expires in September of 2018. • CLZ19-USA represents the composite record (combines the day and night sessions of the NYM and NYME) for the contract for Light Crude Oil, expiring in December of 2019.

5.3.1 Timed Identifiers

Timed identifiers are an alias to return the near term contract for a particular future. For example, SP.1 retrieves the contract that is currently trading but closest to expiration. SP.2 retrieves the second contract closest to expiration.

5.3.2 Continuous Identifiers

Continuous futures are constructed by archiving the price of individual futures contracts into one continuous series of prices. Since continuous futures do not expire, they are easily charted over historical periods of time. The identifier for a continuous future is root00, where root is the contract root. For example, SP00 represents the continuous futures contract symbol for S&P 500.

The current underlying contract for a continuous futures will rollover based on open interest and previous cumulative volume. Sometime before the current continuous contract expires, the open interest and previous cumulative volume for the current and next five contracts are compared. If a new contract has the highest open interest and previous cumulative volume, it will become the continuous contract; otherwise the current contract does not change.

This process is repeated until a new contract has the highest open interest and previous cumulative volume, or until the current contract expires. At which point the new contract with the highest open interest becomes the continuous contract. If two or more contracts have the same open interest, then the one with the highest previous cumulative volume becomes the continuous contract.

The continuous futures for some of the major equity index futures do not follow this methodology. Instead of comparing open interest and previous cumulative volume, these continuous futures will roll to the new contract eight calendar days before the expiration of the current continuous contract.

The continuous index futures that follow this methodology are:

• SP00 - S&P 500 • ES00 - E-Mini S&P 500 • ND00 - NASDAQ 100

• NQ00 - E-Mini NASDAQ 100 • DJ00 - Dow Jones Industrial Average • YM00 - E-Mini Dow • DD00 - Big Dow

5.4 Options Identifiers

The FactSet Broadcast feed is using modified industry standard OPRA symbology for US Options in the broadcast feed.

5.4.1 FactSet’s OPRA Symbology

Symbology convention:

Root + # + expiration month/call put indicator (see section 5.4.1.1) + expiration day + expiration year + strike price denominator (see section 5.4.1.2) + Strike Price

For Example, GOOG#L2113B101500 is a Google call option with a strike price of 1015.00 that expires on 21-Dec-2013

5.4.1.1 Expiration Month codes

Month Call Put January A M

February B N

March C O

April D P May E Q 5.4.1.2 Strike Price Denominator table June F R July G S A 10 August H T B 100 September I U C 1000 October J V D 10000 November K W E 100000 December L X

5.4.2 FactSet’s Options of Futures symbology

The FactSet Option on Futures symbology is based on the Globex Exchange symbol

Globex option root from the exchange + 1-letter future month code (see section 5.4) + 1-digit year code + # + 6-digit option expiration date (YYMMDD) + P/C + 12-digit Strike Price (6 decimals) + Exchange ISO

For Example OZCN6#160624C00004000000-CBTE, is the July 2016 Corn future call Option expiring 24th of July 2016 with a $4.00 strike price. Another example is ESM6#160617C02100000000-CMEE which is the June 2016 E-mini S&P 500 Call Option expiring 17th of June 2016 with Strike Price $2100. Wellington Management Team

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5.5 Composite Exchanges

Composite Exchanges are available for selected countries and regions; the data provided for the composites is sourced from a number of underlying exchanges with the most recent data from these exchanges being displayed. Access and methodology varies between the different composites for the different Countries/Regions depending on exchange rules.

The cumulative volume of the composite reflects the volume from all underlying exchanges, not just the main exchange. If data for a specific exchange is required the corresponding exchange code should be specified, XXX-NAS for NASDAQ, XXX-NYS for NYSE and so on.

5.5.1 US Composite

To get the US Composite data the Exchange code –USA should be used. Access to the US Composite will automatically grant access to all underlying regional exchanges; it is not possible to only subscribe to selected exchanges part of the US Composite.

Equity Exchanges part of the US composite:

Exchange ISO Exchange ISO New York Stock Exchange NYS FINRA Alternative Display Facility ADF NYSE American ASE Chicago Board of Options Exchange CBO Nasdaq OMX BX BOS International Securities Exchange ISE Nasdaq OMX PSX PHL Cboe BZX US Equities Exchange BATS Chicago Stock Exchange CHI Cboe BYX US Equities Exchange BATY NYSE ARCA PSE Cboe EDGA US Equities Exchange EDGA NYSE National CIS Cboe EDGX US Equities Exchange EDGX Nasdaq NAS IEX Markets IEXG FINRA US OTC OTC

Option Exchanges part of the US Composite:

Exchange ISO Exchange ISO Boston Options Exchange BOX NYSE AMEX Options AMXO Cboe BZX Options Market BATO NYSE Arca Options ARCO Cboe C2 Options Exchange C2O Nasdaq ISE Options ISX Cboe EDGX Options Market EDGO Chicago Board Options Exchange CBOE Nasdaq OMX PHLX PHLX Miami Pearl MPRL Nasdaq OMX BX Options BXO Nasdaq GEMX GMNI Miami International Securities Exchange MIO Nasdaq MRX MCRY Nasdaq Options NDQ

5.5.2 Canadian Composite

Unlike the US Composite the Canadian Composite (-CAN) requires access to all underlying exchanges. If a new exchange is included in the Canadian composite access to that exchange has to be granted beforeWellington data for the composite Management ticker can Team be sent. The current Canadian exchanges included in the composite are:

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Exchange ISO Toronto Stock Exchange TSE TSX Venture Exchange TSX Alpha ATS ATS Nasdaq CXC CHIC Liquidnet Canada LICA Omega ATS OMGA PURE Trading PURE Instinet Canada Cross ICX Canadian Securities Exchange CNQ TriAct Match Now MATN Nasdaq CX2 CX2 LYNX ATS LYNX Nasdaq CXD CXD Aequitas NEO-N NEOE Aequitas NEO-L NEOL

5.5.3 Indian Composite

The Indian Composite includes NSE India and BSE India. Access to both these exchanges is required to get data for the –IND ticker.

5.5.4 Australian Composite

The Australian Composite includes ASX and CHIA (CHI-X APAC). Access to both these exchanges is required to get data for the –AUS ticker.

5.5.5 German Composite

The German Composite (-DEU) requires access to all underlying exchanges. If a new exchange is included in the German composite access to that exchange has to be granted before data for the composite ticker can be sent. The current German exchanges included in the composite are:

Exchange ISO Exchange ISO Berlin Stock Exchange BER Hannover Stock Exchange HAN Dusseldorf Stock Exchange DUS Munich Stock Exchange MUN XETRA ETR XETRA ETFs and Indices XEX Frankfurt Stock Exchange FRA Stuttgart Stock Exchange STU Hamburg Stock Exchange HAM Tradegate TGAT

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5.6 Market and Index Movers

The Market Movers and Index Movers displays allow you to view the top ten gainers and losers, and leaders in volume and trade quantity for major global markets and indices. You can also view the top ten movers in pre- and post-market trading (U.S. only).

5.6.1 Market Movers

The Market Movers display allow you to view the top ten gainers and losers, and leaders in volume and trade quantity for major global markets.

Note: To access the US Market Movers in real time, a NASDAQ Level 1 subscription is required. A subscription to NASDAQ Basic subscription is not sufficient

The Available market mover types:

• Gainers and Losers - Top ten gainers and losers, by percentage and by net price value, for the major exchanges in selected region • Trade Quantity - Top ten in trade and block quantity for the major exchanges in selected region • Volume Leaders - Top ten in volume, turnover, and % turnover for the major exchanges in selected region

The symbols for Market Movers are constructed as:

MVR.-, example

• MVR.WNET1-NYS for the top Net Gain company on NYSE • MVR.TURN2-NAS for the company with the second largest %-turnover on NASDAQ.

For a full list of Exchange ISO codes see 3.2.2

Table 5.6.1

Type Section Key Gainers & Losers Percent Gain WPER Net Gain WNET Percent Loss LPER Net Loss LNET Volume Leaders Volume Leaders VOL Turnover DOLVOL %Turnover TURN Block Volume BLKVOL Unusual Volume UNUSUAL Trade Quantity Trade Quantity QUANT Block Quantity BLKQNT

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5.6.2 Index Movers

The Index Movers display allow you to view the top ten gainers and losers, and leaders in volume and trade quantity for major global indices. The data is updated every two minutes, although the indices are recalculated at different times.

Note: To access Index Movers, you need a subscription to the index constituents as well as real-time/delayed access to the exchange on which the constituents trade. To access the Russell or the S&P Index Movers in real time, a NASDAQ Level 1 subscription is required. A subscription to NASDAQ Basic subscription is not sufficient.

The symbols for Index Movers are constructed as:

IDX..position-

• FTSE – FTX • S&P – SPX • Russel – RUX

Example:

• IDX.UKX.ULPER1-FTX for the top Net Loss company in FTSE 100. • IDX.RUA.QUANT9-RUX for the company with the ninth largest Trade Quantity in the Russel 3000. • IDX.SPX.VOL3-SPX for the third largest Volume leader in the S&P 500.

Table 5.6.2.1

Type Section Key Table 5.7.2.2 Gainers & Losers Percent Gain UWPER Index Section Key Net Gain UWNET FTSE FTSE 100 UKX Percent Loss ULPER FTSE 250 MCX Net Loss ULNET FTSE 350 NMX Volume Leaders Volume Leaders VOL FTSE All Share ASX Turnover DOLVOL FTSE Small Cap SMX Block Volume BLKVOL S&P S&P 500 SPX Trade Quantity Trade Quantity QUANT Russel Russel 3000 RUA Block Quantity BLKQNT

5.7 Exchange Roll-over timing

FactSet prepares for next trading day by adjusting the values of certain fields. FactSet rolls over last price to previous close price and date and resets the following fields to 0: all bid and ask fields, last time and volume, open, high, low, cumulative volume, trade Wellington Management Team

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count and tick direction. The rollover time is exchange specific but typically occurs around one hour before the exchange opens for the day. A few examples below1:

Exchange Rollover Time ASX 13.20 EST Hong Kong Stock exchange 17.15 EST Bombay Stock Exchange 20.00 EST MICEX 09.10 MSK London Stock exchange 03.20 GMT NYSE AMEX 03.00 EST

5.8 Close fields

When the market closes, LAST_PRICE and OFFICAL_CLOSE are both2 populated with the official close price for the day. At the rollover early next morning this close value is copied over to PREV_CLOSE and OFFICIAL_CLOSE is reset to 0. LAST_PRICE and PREV_CLOSE will have the same value until the market opens when LAST_PRICE will be updated with the current price while PREV_CLOSE will keep the close value until next day’s rollover. The field PREV_CLOSE_2 will keep the previous close value until about an hour before market open and can be used to calculate the price change for the previous day closer to market open.

Time Last and Close field values Market Close LAST_PRICE = OFFICIAL_CLOSE = Todays official close price PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price

Rollover LAST_PRICE = PREV_CLOSE = Previous day’s close price PREV_CLOSE_2 = Close price as of two days ago OFFICIAL_CLOSE = 0

Shortly before Market open LAST_PRICE = PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price OFFICIAL_CLOSE = 0

Market Open LAST_PRICE = Current value PREV_CLOSE = PREV_CLOSE_2 = Previous day’s close price OFFICIAL_CLOSE = 0

1 Subject to change, please contact FactSet Consulting Services for theWellington latest information. Management Team 2 In rare cases, the exchange might send an official close value that differs from the LAST_PRICE value, if so the OFFICIAL_CLOSE value will be used to populate the PREV_CLOSE value at rollover. Copyright © 2017 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com

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Appendix Appendix A: ISO 8859-1 Table

Char Code Name Description Char Code Name Description 32 - Normal space 48 - Digit 0

33 - Exclamation 49 - Digit 1

34 quot Double quote 50 - Digit 2

35 - Hash 51 - Digit 3 36 - Dollar 52 - Digit 4

37 - Percent 53 - Digit 5

38 amp Ampersand 54 - Digit 6

39 - Apostrophe 55 - Digit 7 40 - Open bracket 56 - Digit 8

41 - Close bracket 57 - Digit 9

42 - Asterisk 58 - Colon

43 - Plus sign 59 - Semicolon 44 - Comma 60 lt Less than

45 - Minus sign 61 - Equals

46 - Period 62 gt Greater than

47 - Forward slash 63 - Question mark

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ISO 8859-1 Table (continued)

Char Code Name Description Char Code Name Description 64 - At sign 80 - P

65 - A 81 - Q

66 - B 82 - R

67 - C 83 - S 68 - D 84 - T

69 - E 85 - U

70 - F 86 - V

71 - G 87 - W 72 - H 88 - X

73 - I 89 - Y

74 - J 90 - Z

75 - K 91 - Open square bracket 76 - L 92 - Backslash

77 - M 93 - Close square bracket

78 - N 94 - Caret

79 - O 95 - Underscore

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ISO 8859-1 Table (continued)

Char Code Name Description Char Code Name Description

96 - Grave accent 112 - p

97 - a 113 - q 98 - b 114 - r

99 - c 115 - s

100 - d 116 - t

101 - e 117 - u 102 - f 118 - v

103 - g 119 - w

104 - h 120 - x

105 - i 121 - y 106 - j 122 - z

107 - k 123 - Left brace

108 - l 124 - Vertical bar

109 - m 125 - Right brace 110 - n 126 - Tilde

111 - o 127 - (Unused)

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ISO 8859-1 Table (continued)

Char Code Name Description Char Code Name Description

160 nbsp Non-breaking space 176 deg Degree sign

161 iexcl Inverted exclamation 177 plusmn Plus-minus sign 162 cent Cent sign 178 sup2 Superscript 2

163 pound Pound sign 179 sup3 Superscript 3

164 curren Currency sign 180 acute Spacing acute

165 yen Yen sign 181 micro Micro sign 166 brvbar Broken bar 182 para Paragraph sign

167 sect Section sign 183 middot Middle dot

168 uml Umlaut or diaeresis 184 cedil Spacing cedilla

169 copy Copyright sign 185 sup1 Superscript 1 170 ordf Feminine ordinal 186 ordm Masculine ordinal

171 laquo Left angle quotes 187 raquo Right angle quotes

172 not Logical not sign 188 frac14 One quarter

173 shy Soft hyphen 189 frac12 One half 174 reg Registered trademark 190 frac34 Three quarters

175 macr Spacing macron 191 iquest Inverted question mark

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ISO 8859-1 Table (continued)

Char Code Name Description Char Code Name Description 192 Agrave A grave 208 ETH ETH

193 Aacute A acute 209 Ntilde N tilde

194 Acirc A circumflex 210 Ograve O grave

195 Atilde A tilde 211 Oacute O acute 196 Auml A umlaut 212 Ocirc O circumflex

197 Aring A ring 213 Otilde O tilde

198 AElig AE ligature 214 Ouml O umlaut

199 Ccedil C cedilla 215 times Multiplication sign 200 Egrave E grave 216 Oslash O slash

201 Eacute E acute 217 Ugrave U grave

202 Ecirc E circumflex 218 Uacute U acute

203 Euml E umlaut 219 Ucirc U circumflex 204 Igrave I grave 220 Uuml U umlaut

205 Iacute I acute 221 Yacute Y acute

206 Icirc I circumflex 222 THORN THORN

207 Iuml I umlaut 223 szlig sharp s

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ISO 8859-1 Table (continued)

Char Code Name Description Char Code Name Description 224 agrave a grave 240 eth eth

225 aacute a acute 241 ntilde n tilde

226 acirc a circumflex 242 ograve o grave

227 atilde a tilde 243 oacute o acute 228 auml a umlaut 244 ocirc o circumflex

229 aring a ring 245 otilde o tilde

230 aelig ae ligature 246 ouml o umlaut

231 ccedil c cedilla 247 divide division sign 232 egrave e grave 248 oslash o slash

233 eacute e acute 249 ugrave u grave

234 ecirc e circumflex 250 uacute u acute

235 euml e umlaut 251 ucirc u circumflex 236 igrave i grave 252 uuml u umlaut

237 iacute i acute 253 yacute y acute

238 icirc i circumflex 254 thorn thorn

239 iuml i umlaut 255 yuml y umlaut

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Appendix B: International Currency Codes ISO-4217

Currency ISO Currency ISO Currency ISO Currency ISO Code Code Code Code Afghani AFA Denar MKD Burundi BIF Guarani PYG Algerian DZD Deutsche DEM Franc Dinar Mark Canadian CAD Guinea GNF Andorran ADP Dinar BAD Dollar Franc Peseta Cape Verde CVE Guinea- GWP Argentine ARS Djibouti DJF Escudo Bissau Peso Peso Franc Armenian AMD Dobra STD Cayman KYD Guyana GYD Dram Islands Do Dollar Aruban AWG Dominican DOP Cedi GHC Hong Kong HKD Guilder Peso Dollar Australian AUD Dong VND CFA Franc XOF Hryvna UAG Dollar BCEAO Azerbaijanian AZM Drachma GRD CFA Franc XAF Iceland ISK Manat BEAC Krona Bahamian BSD East XCD CFP Franc XPF Indian INR Dollar Caribbean Rupee Dollar\ Chilean Peso CLP Iranian Rial IRR Bahraini BHD Egyptian EGP Dinar Pound Colombian COP Iraqi Dinar IQD Baht THB El Salvador SVC Peso Colon Comoro KMF Irish Pound IEP Balboa PAB Ethiopian ETB Franc Birr Cordoba Oro NIO Italian Lira ITL Barbados BBD Euro EUR Costa Rican CRC Jamaican JMD Dollar Belarussian BYB Colon Dollar Ruble Belgian Franc BEF Falkland FKP Cuban Peso CUP Jordanian JOD Islands Dinar Pound Cyprus CYP Karbovanets UAK Belize Dollar BZD Fiji Dollar FJD Pound Czech Koruna CZK Kenyan KES Bermudian BMD Financial ZAL Shilling Dollar Rand Dalasi GMD Kina PGK Bolivar VEB Forint HUF Danish Krone DKK Kip LAK Boliviano BOB French FRF Franc Kroon EEK North KPW Brazilian Real BRL Gibraltar GIP Korean Won Pound Brunei Dollar BND Gourde HTG Kuna HRK Norwegian NOK Wellington ManagementKrone Team

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Currency ISO Currency ISO Currency ISO Currency ISO Code Code Code Code Kuwaiti Dinar KWD Nuevo Sol PEN Mexican MXN Som KGS Nuevo Peso Kwacha MWK Ouguiya MRO Moldovan MDL Somali SOS Kwacha ZMK Pa’anga TOP Leu Shilling Moroccan MAD Spanish ESP Kwanza AOR Pakistan PKR Reajustado Rupee Dirham Peseta Kyat MMK Pataca MOP MVDol BOV Sri Lanka LKR Rupee Lari GEL Peso UYU Namibia NAD St. Helena SHP Uruguayo Dollar Pound Latvian Lats LVL Philippine PHP Nepalese NPR Sucre ECS Peso Rupee Lebanese LBP Portuguese PTE Netherlands ANG Sudanese SDD Pound Escudo Antillean Dinar Lek ALL Pound GBP Guilder Sterling Netherlands NLG Surinam SRG Lempira HNL Pula BWP Gu Guilder Leone SLL Qatari Rial QAR New Dinar YUM Swedish SEK Leu ROL Quetzal GTQ Krona Lev BGL Rand ZAR New Kwanza AON Swiss Franc CHF Liberian LRD Rial Omani OMR Dollar New Taiwan TWD Syrian SYP Dollar Pound Libyan Dinar LYD Riel KHR

New Zaire ZRN Tajik Ruble TJR Lilangeni SZL Rufiyaa MVR Lithuanian LTL Rupiah IDR New Zealand NZD Taka BDT Dollar Litas Loti LSL Russian RUR Ruble Ngultrum BTN Tala WST Luxembourg LUF Rwanda RWF Tanzanian TZS Unidades de CLF Franc Franc Shilling Formento Malagasy MGF Saudi Riyal SAR Franc Tenge KZT US Dollar USD Malaysian MYR Seychelles SCR Timor Escudo TPE Uzbekistan UZS Ringgit Rupee Sum Maltese Lira MTL Shekel ILS Tolar SIT Vatu VUV Trinidad and TTD Won KRW Manat TMM Shilling ATS Tobago Markka FIM Singapore SGD Dollar Dollar Mauritius MUR Slovak SKK Tugrik MNT Yemeni Rial YER Rupee Koruna Metical MZM Solomon SBD Tunisian TND Yen JPY Islands DollarWellington Management Team Dollar

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Currency ISO Currency ISO Currency ISO Currency ISO Code Code Code Code Turkish Lira TRL Yuan CNY Uganda UGX Zloty PLN Renminbi Shilling UAE Dirham AED Zimbabwe ZWD Unidad de ECV Zloty PLZ Dollar Valor Constante

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