FactSet Data Service Manual – Broadcast feed Programmer’s Manual and Reference Version 3.0B Copyright © 2018 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com 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 Copyright © 2018 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com (2) APPENDIX ..................................................................................................................................................... 56 APPENDIX A: ISO 8859-1 TABLE .............................................................................................................................. 56 APPENDIX B: INTERNATIONAL CURRENCY CODES ISO-4217 ............................................................................................ 62 Copyright © 2018 FactSet Research Systems Inc. All rights reserved. FactSet Research Systems Inc. | www.factset.com (3) 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. FactSet Consulting Services North America - FactSet Research Systems Inc. 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