THOMSON REUTERS TICK HISTORY · Time and Sales Messages 6 Market Depth Messages 33 ... The document details the message types available in the Thomson Reuters Tick History product

THOMSON REUTERS TICK HISTORY

Date of issue: 16-Sep-2013

DATA MESSAGE GUIDE

Contents

TRTH – Data Message Guide

CONTENTS

Chapter 1 About this document 4

Chapter 2 FORMATS 5

Exchange By Day Format 5

Selectable Field Format 5

Chapter 3 MESSAGE TYPES 6

Time and Sales Messages 6

Market Depth Messages 33

Reference Change Messages 34

Symbology Changes Messages 35

Nasdaq Level II Messages 36

Intraday Time Bar Messages 38

Intraday Fields 39

End Of Day Time Bar Messages 40

End of Day Fields 41

RTCE - Time and Sales Messages 46

RTCE - Market Depth Messages 47

CORPORATE ACTIONS 48

Earnings Messages 49

Dividend Messages 51

Stock Split Messages 54

Capital Change Messages 55

Nominal Value Messages 59

Issue Level Shares Types Messages 60

Exchange Level Shares Types Messages 62

Chapter 4 REFERENCE DATA 65

Equities Reference Data Messages 66

Equity Options Reference Data Messages 73

Warrants Reference Data Messages 76

Futures Reference Data Messages 83

Options on Futures Reference Data Messages 86

Money Market Reference Data Messages 89

Mutual and Money Market Funds Reference Data Messages 91

Indices and Market Statistics Reference Data Messages 98

Chapter 5 ADDITIONAL TABLES 100

Illogical Mappings 100

Definition of Last and Alternate Close Field for Funds 103

Definition of Alternate Close Field for Equities and Warrants 106

Definition of Last Field for Equities and Warrants 113

Table File and Extended Table File 120

Contents


Chapter 1 About this document


CHAPTER 1 ABOUT THIS DOCUMENT This document is intended for users of the Thomson Reuters Tick History Product. The document details the message types available in the Thomson Reuters Tick History product. The document is intended as a guide to the message type information and should be read alongside the on-line product help.

Chapter 2 FORMATS


CHAPTER 2 FORMATS

A Tick History user can extract the output in 2 main formats using the web interface.

Exchange By Day Format

Clients who has subscribed for this format of delivery will get all the data for the exchanges that they have subscribed in the Exchange By day format. For more information on the Exchange by day Fields and formats, please refer the Exchange By Day User guide.

Selectable Field Format

This is other wise know as the Normalised format where the raw real-time data is made available in

tabular format under different message types and field headers. Please read ahead to learn more about

the different message types and fields under these message types and their definitions.

Chapter 3 MESSAGE TYPES


CHAPTER 3 MESSAGE TYPES

Time and Sales

Market Depth

Nasdaq Level II

Intra-Day Time Bar

End of Day Time Bar

RTCE - Time and Sales

RTCE - Market Depth

Time and Sales Messages

For the purposes of this service, Time and Sales type messages refer to update messages received for the following message types:

Trades

Quotes

Corrections

OTC Quotes

Fixed Income Quotes

Indices

Open Interest

Settlement Price

Convertibles Transactions

C & E Quotes

Fund Statistics

Economic Indicators

Short Sales

Mkt. Statistics

Raw Format



Trades Messages

All T&S messages are time-stamped to the nearest millisecond - this time represents the time that the message was transmitted by Reuters across its IDN real-time network. The fields will appear in the output files in the same order as they appear in this list.

Time and Sales messages are applicable to the following asset domains: Equities, Futures, Options and FX (Dealing only).

The Fields that are highlighted in bold and black represent the default fields for Time and Sales. The field that are greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or markets.

Field Label Data Type Definition

RIC RIC TEXT Reuters Instrument Code; Market-level identifier for instruments and pricing sources

Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time

Time Time(G;L) TIMESTAMP

Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time

GMT Offset GMT Offset NUMERIC

Offset in hours representing the offset that need to be added to the GMT times to derive the local lime - applicable to GMT times only

Type Type TEXT Trade

Exchange ID Ex/Cntrb.ID TEXT

For Consolidated Issues - the exchange identifier where the instrument was last traded

Price Price NUMERIC Last Traded Price

Volume Volume NUMERIC Last Traded Volume

Market VWAP Market VWAP NUMERIC Last exchange derived continuous Volume Average Weighted Price

Buyer ID Buyer ID TEXT Buyer Market Maker Identifier (where applicable)

Seller ID Seller ID TEXT Seller Market Maker Identifier (where applicable)

Qualifiers Qualifiers TEXT Trade qualifiers or market condition indicator; See Qualifiers for more details

Sequence Number Seq. No. NUMERIC

An exchange derived sequence number associated with the trade (applicable to US markets)

Exchange Time

Exch Time TIME

Exchange supplied exchange time (Local or GMT depending on the exchange)

Block Trade Block Trd TEXT '1' - Block trades of 10,000 shares and above (US Market)

Floor Trade Floor Trd TEXT '1' - Trade is indicated by the exchange to be an on-market trade

PE Ratio PE Ratio NUMERIC An update to indicate the PE ratio or earnings multiple as adjusted by the last trade or closing price

Yield Yield NUMERIC An update to indicate Dividend Yield as adjusted by the last trade or closing price

Base Price Base Price NUMERIC Base price of the RIC

Implied Volatility Imp. Vol. NUMERIC

The expected volatility that the market is pricing into the option, where volatility is the measure of the rate and magnitude of the change in the underlying instrument's price

Trade Date Trd/Qte Date DATE

This is a local date transmitted with the first on-market trade message of the day.

Tick Direction Tick Dir. TEXT

This indicates the trend of the trade price relative to the previous changed trade price; ^ indicates that the trade price is higher, while v indicates that the trade price is lower; while a blank field indicates no change.



Dividend Code Div. Code NUMERIC Indicator indicating the dividend payment type

Adjusted Close Price Adj. Close NUMERIC Prior trading day's adjusted close for dividends and stock splits

Price Trade-Through-Exempt Flag

Prc TTE Flag TEXT

Trade-through-exempt flag associated with Trade price sourced from the FID TRDPRC_1

Irregular Trade-Through-Exempt Flag

Irg TTE Flag TEXT

Trade-through-exempt flag associated with the Trade price sourced from the FID IRGPRC

TRF Price Sub Market ID

Prc SubMkt Id TEXT

TRF Sub Market ID associated with the Trade price sourced from the FID TRDPRC_1

TRF Irregular Price Sub Market ID

Irg SubMkt ID TEXT

TRF Sub Market ID associated with the Trade price sourced from the FID IRGPRC

Ex Dividend Date

Div Ex Date NUMERIC Ex-Dividend date of the RIC

Dividend Payment Date

Div Pay Date DATE Dividend Payment date of the RIC

Dividend Amount Div Amt. NUMERIC Dividend Amount

Open Price Open NUMERIC Open Price for the day .

High Price High NUMERIC High Price when the trade message updated.

Low Price Low NUMERIC Lowest price when the trade message updated

Accumulative Volume

Acc. Volume NUMERIC The daily Accumulative volume - mapped from FID ACVOL_1

Turnover Turnover NUMERIC The daily Turnover (price X volume) - mapped from the FID TURNOVER

Imputed Close

Imputed Cls NUMERIC A calculated closing value

Volatility Volatility NUMERIC The Volatility value

Strike Strike NUMERIC The Strike price for Reuters calculated Volatility Surfaces for FX Options

Premium Premium NUMERIC The Premium price

Auc Price (unused)

Auc Price (unused) NUMERIC The indicative auction price

Auc Vol (unused)

Auc Vol (unused) NUMERIC The indicative auction volume

Mid Price Mid Price NUMERIC A Mid Price

Final Evaluation Price

Fin Eval. Price NUMERIC The Final Evaluation price

Provisional Evaluation Price

Prov Eval. Price NUMERIC The Provisional Evaluation Price

Percentage Change

Percentage Change NUMERIC

The percentage change in price between the current traded price and the previous close

Original Price Original Price NUMERIC

The original price is stored in this field which it is replaced by a cancellation or correction. This will only be used when “Apply Cancellations and corrections” are used

Original Volume

Original Volume NUMERIC

The original volume is stored in this field which it is replaced by a cancellation or correction. This will only be used when “Apply Cancellations and corrections” are used

Correction Qualifiers

Correction Qualifiers TEXT The qualifiers related to correction messages

Contract Physical Units

Contract Physical Units TEXT Trading Lot Units

Minimum quantity of a contract

Minimum quantity of a contract NUMERIC The minimum quantity of a contract which can be traded



Number of Physicals

Number of Physicals NUMERIC Number of physical units.

12 Months EPS.

12 Months EPS. NUMERIC 12 Months Earnings Per Share.



Quote Messages

All Quote messages are time-stamped to the nearest millisecond - this time represents the time that the

message was transmitted by Reuters across its IDN real-time network. All fields will appear in the output

file in the same order as they appear in this list below.

Time and Quotes messages are applicable to the following asset domains: Equities, Futures, Options

and FX (Dealing only).

The Fields that are highlighted in bold and black represent the default fields for Time and Quotes, i.e.

those fields that are automatically selected by the system. The field that are greyed-out represent fields

that are not defaults, but are available for only a subset of exchanges or markets.


RIC RIC TEXT Reuters Instrument Code; Market-level identifier for instruments

Date Date (G/L) DATE Date of the message; (G) indicates that the field is relative to GMT/UTC time; (L) indicates that the field is relative to local time of the exchange

Time Time(G/L) TIMESTAMP Time of the message; (G) indicates that the field is relative to GMT/UTC time; (L) indicates that the field is relative to local time of the exchange

GMT Offset GMT Offset

NUMERIC Offset in hours representing the offset that need to be added to the GMT time to derive the local lime - applicable to GMT times only

Type Type TEXT Quote

Buyer ID / Exchange ID

Buyer ID TEXT The exchange identifier (for consolidated issues) or Market Maker ID of the Buyer

Bid Price Bid Price NUMERIC Current or Best Bid Price

Bid Size Bid Size NUMERIC Aggregated volume at the Current or Best Bid Price

Number of Buyers

No. Buyers

NUMERIC Number of market makers at the Current or Best Bid Price

Seller ID / Exchange ID

Seller ID TEXT Buyer Market Maker Identifier where applicable)

Ask Price Ask Price NUMERIC Current or Best Ask Price

Ask Size Ask Size NUMERIC Aggregated volume at the Current or Best Ask Price

Number of Sellers

No. Sellers

NUMERIC Number of market makers at the Current or Best Ask Price

Qualifiers Qualifiers TEXT Quote qualifiers or market condition indicator; See Qualifiers for more details

Sequence Number

Seq. No. NUMERIC An exchange derived sequence number associated with the quote (applicable to some US markets)



Bid Implied Volatility

Bid Imp. Vol

NUMERIC The expected bid volatility that the market is pricing into the option, where bid volatility is the measure of the rate and magnitude of the change in the underlying instrument's bid price

Ask Implied Volatility

Ask Imp. Vol

NUMERIC The expected ask volatility that the market is pricing into the option, where ask volatility is the measure of the rate and magnitude of the change in the underlying instrument's ask price

Quote Date Trd/Qte Date

DATE This is a local date transmitted with the first quote message of the day

Quote Time Quote Time

TIMESTAMP Exchange supplied quotation time (Local or GMT depending on the exchange); time may be in milliseconds, seconds or minute granularity.

Bid Tic Bid Tic TEXT This indicates the trend of the bid price relative to the previous changed bid price; ^ indicates that the bid price is higher, while v indicates that the bid price is lower; while a blank field indicates no change.



Auction Messages

Auction messages are time-stamped to the nearest millisecond - this time represents the time that the

message was transmitted by Reuters across its IDN real-time network. All fields will appear in the output

file in the same order as they appear in this list below.

Exchanges which have Auctions mapped as separate messages will display the values under Auction

Messages.

The Fields that are highlighted in bold and black represent the default fields for Time and Quotes, i.e.

those fields that are automatically selected by the system. The field that are greyed-out represent fields

that are not defaults, but are available for only a subset of exchanges or markets.


RIC RIC TEXT Reuters Instrument Code; Market-level identifier for instruments

Date Date (G/L) DATE Date of the message; (G) indicates that the field is relative to GMT/UTC time; (L) indicates that the field is relative to local time of the exchange

Time Time(G/L) TIMESTAMP Time of the message; (G) indicates that the field is relative to GMT/UTC time; (L) indicates that the field is relative to local time of the exchange


NUMERIC Offset in hours representing the offset that need to be added to the GMT time to derive the local lime - applicable to GMT times only

Type Type TEXT Auction

Auction Price

Price NUMERIC Auction Price

Auction Volume

Volume NUMERIC Auction Volume

Qualifiers Qualifiers TEXT Qualifier related to Auction Price

Exchange Time

Exch Time TIME Exchange time



Correction Messages

All correction messages are time-stamped to the nearest millisecond - this time represents the time that

the message was transmitted by Reuters across its IDN network. The fields will appear in output files in

the same order as they appear in this list.

Correction messages are applicable to the following asset domains: Equities, Futures, and Options.

The Fields that are highlighted in bold and black represent the default fields for Corrections. The field

that are greyed -out represent fields that are not defaults, but are available for only a subset of

exchanges or markets.






GMT Offset GMT Offset NUMERIC

Offset in hours representing the offset that need to be added to the GMT times to derive the local lime - applicable to GMT times only

Type Type TEXT Correction

Exchange ID Exch ID TEXT For Consolidated Issues - the exchange identifier where the instrument was originally traded

Original Price Price NUMERIC Original Traded Price

Original Volume Volume NUMERIC Original Traded Volume

Market VWAP

Market VWAP NUMERIC

Corrected exchange derived continuous Volume Average Weighted Price

Buyer ID Buyer ID TEXT Original Buyer Market Maker Identifier- where applicable

Seller ID Seller ID TEXT Original Seller Market Maker Identifier- where applicable

Qualifiers Qualifiers TEXT Correction and Trade qualifiers or market condition indicator. See Qualifiers for more details

Sequence Number Seq. No. NUMERIC

An exchange derived sequence number associated with the original trade

Exchange Time Exch Time TIME Exchange supplied exchange time (Local or GMT) of the original trade

PE Ratio PE Ratio NUMERIC A correction to indicate PE ratio or earnings multiple as adjusted by the last or close price

Yield Yield NUMERIC A correction to indicate Dividend Yield as adjusted by the last or close price

New Price New Price NUMERIC Corrected or inserted price

New Volume New Vol NUMERIC Corrected or inserted volume

New Sequence Number

New Seq. No NUMERIC An exchange derived sequence number associated with this message

Last Date Trd/Qte Date DATE Date of the correction message.

Financial Status Fin. Status TEXT A financial status indicator

Last Last NUMERIC Accumulative

Volume Acc. Volume NUMERIC Corrected Accumulated Volume

Turnover Turnover NUMERIC Corrected Turnover

Original Date Original Date DATE Original Date of the Trade which is corrected.



Short Sales Messages

All short sales messages are time-stamped to the nearest millisecond - this time represents the time that



Short Sales messages are applicable to the Equities asset domain and the ASX and HKG exchanges

only.

The Fields that are highlighted in bold and black represent the default fields for Short Sales. The field





Date Date (G;L)

DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time


NUMERIC Offset in hours representing the offset that need to be added to the GMT times to derive the local lime - applicable to GMT times only

Type Type TEXT Short Sale

Short Price Short Price

NUMERIC Last Shorted Price

Short Volume Short Vol NUMERIC Total Shorted Volume

Short Traded Volume

Short Trd. Vol

NUMERIC Total Shorted Traded Volume

Short Turnover Short Turnover

NUMERIC Total Shorted Turnover

Short Weighting Short Weighting

NUMERIC Shorted Weighting

Short Limit Short Limit

NUMERIC Shorted Limit



Mkt. Statistics Messages

All market statistics messages are time-stamped to the nearest millisecond - this time represents the

time that the message was transmitted by Reuters across its IDN network. The fields will appear in

output files in the same order as they appear in this list.

Market Statistics messages are applicable to the Equities asset domain, and specifically the Market

Digest instruments, e.g. .AD.N that represents the Market Digest for NYSE.

The Fields that are highlighted in bold and black represent the default fields for Short Sales. The field









Type Type TEXT Mkt. Statistic

Qualifiers Qualifiers TEXT Trade qualifiers or market condition indicator; See Qualifiers for more details

Exchange Time Exchange Time

TIMESTAMP Exchange supplied exchange time (Local or GMT depending on the exchange)

Turnover Turnover NUMERIC Total Traded Turnover (price X volume)

Advancing Issues Advancing Issues

NUMERIC Number of issues which have advanced today.

Declining Issues Declining Issues

NUMERIC Number of issues which have declined today.

Unchanged Issues

Unchanged Issues

NUMERIC Number of issues unchanged today.

Total Issues Total Issues

NUMERIC Number of issues traded today.

Advancing Volume

Advancing Volume

NUMERIC Accumulated volume of issues that have advanced today.

Declining Volume Declining Volume

NUMERIC Accumulated volume of issues that have declined today.

Unchanged Volume

Unchanged Volume

NUMERIC Accumulated volume of issues that are unchanged today.

Total Volume Total Volume

NUMERIC Accumulated volume of issues that have traded today.



New Highs New Highs NUMERIC Number of issues which have made a new yearly high today.

New Lows New Lows NUMERIC Number of issues which have made a new yearly low today.

Advancing Moves Advancing Moves

NUMERIC Accumulated moves of issues that have advanced today.

Declining Moves Declining Moves

NUMERIC Accumulated moves of issues that have declined today.

Unchanged Moves

Unchanged Moves

NUMERIC Accumulated moves of issues that are unchanged today.

Strong Market Strong Market

NUMERIC Market strength.

Weak Market Weak Market

NUMERIC Market weakness.

Changed Market Changed Market

NUMERIC Market change.

Market Volatility Market Volatility

NUMERIC Market volatility.

30 Day ATM IV Call

30 Day ATM IV Call

NUMERIC 30 Day ATM Implied Volatility Call

60 Day ATM IV Call

60 Day ATM IV Call


90 Day ATM IV Call

90 Day ATM IV Call


30 Day ATM IV Put

30 Day ATM IV Put

NUMERIC 30 Day ATM Implied Volatility Put

60 Day ATM IV Put

60 Day ATM IV Put


90 Day ATM IV Put

90 Day ATM IV Put




Market Conditions Messages

All indices messages are time-stamped to the nearest millisecond - this time represents the time that the

message was transmitted by Reuters across its IDN network. The fields will appear in output files in the

same order as they appear in this list.

Market Condition messages denotes a

The Fields that are highlighted in bold and black represent the default fields for Indices. The field that are

greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or

markets.



Date Date (G;L)





Type Type TEXT Index

Qualifiers Qualifiers TEXT Index qualifiers or market condition indicator. See Qualifiers for more details



Index Messages

All indices messages are time-stamped to the nearest millisecond - this time represents the time that the

message was transmitted by Reuters across its IDN network. The fields will appear in output files in the


Indices messages are applicable to the following asset domains: Indices.

The Fields that are highlighted in bold and black represent the default fields for Indices. The field that are

greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or

markets.



Date Date (G;L)





Type Type TEXT Index

Value Price NUMERIC last index value

Volume Volume NUMERIC last Cumulative Volume for Index constituents

Qualifiers Qualifiers TEXT Index qualifiers or market condition indicator. See Qualifiers for more details



Settlement Price Messages

All Settlement Price messages are time-stamped to the nearest millisecond - this time represents the



Settlement Price messages are applicable to the following asset domains: Futures and Options.

The Fields that are highlighted in bold and black represent the default fields for Settlement Price.







Type Type TEXT Settlement Price

Settlement Price

Price NUMERIC End of day settlement price



Open Interest Messages

All Open Interest messages are time-stamped to the nearest millisecond - this time represents the time

that the message was transmitted by Reuters across its IDN network. The fields will appear in output

files in the same order as they appear in this list.

Open Interest messages are applicable to the following asset domains: Futures and Options.

The Fields that are highlighted in bold and black represent the default fields for Open Interest.



Date Date (G;L)





Type Type TEXT Open Interest

Open Interest

Volume NUMERIC Volume of Outstanding contracts



C&E Quote Messages

All C&E quote messages are time-stamped to the nearest millisecond - this time represents the time that



C&E Quote messages are applicable to the following asset domains: Commodities and Energy

The Fields that are highlighted in bold and black represent the default fields for C&E Quotes.







Type Type TEXT C&E Quote

Contributor ID

Ex/Contrib. ID

TEXT Contributor Identifier (4 character string)

Bench Price Price NUMERIC Benchmark price - price set for a wide range of commodities with similar properties.

Mid Price VWAP NUMERIC Mid price is typically the mid point of the bid and ask price

Bid Price Bid Price NUMERIC Bid Price is the price offered by the bidder

Ask Price Ask Price NUMERIC Ask Price is the price offered by the seller

Qualifiers Qualifiers TEXT C&E Quote qualifiers or market condition indicator. See Qualifiers for more details

Contrib. Time Exch Time TIMESTAMP This represents the time that contribution is made (local or GMT)

Primary Activity Price

Prim Act. NUMERIC This is typically the bid price, but its exact meaning depends on the content

Secondary Activity Price

Sec. Act. NUMERIC This is typically the ask price, but its exact meaning depends on the content, e.g. it may represent the change in value of the Primary Activity Price from the previous value.

General Value1

Gen Val1 NUMERIC This can represent any price often unrelated to the commodity; the value of the price is typically labelled in the Qualifier field

General Value2




General Value3


General Value4


General Value5


Crack Crack NUMERIC Applicable to Refinery Netbacks; Crack is the lower limit of refining profitability

Top Top NUMERIC Applicable to Refinery Netbacks; Top is the upper limit of refining profitability

Freight Freight Pr. NUMERIC Represent the freight charges in the refining process



OTC Quote Messages

All OTC quote messages are time-stamped to the nearest millisecond - this time represents the time that



OTC Quote messages are applicable to the following asset domains: FX

The Fields that are highlighted in bold and black represent the default fields for OTC Quotes.







Type Type TEXT OTC Quote

Contributor ID

Exch ID TEXT Contributor Identifier (4 character string)

Bid Price Bid Price NUMERIC Best Bid price

Ask Price Ask Price NUMERIC Best Ask Price

Qualifiers Qualifiers TEXT OTC Quote qualifiers or market condition indicator. See Qualifiers for more details



FI Quote Messages

All FI (Fixed Income) Quote messages are time-stamped to the nearest millisecond - this time

represents the time that the message was transmitted by Reuters across its IDN real-time network. The

fields will appear in the output files in the same order as they appear in this list.

Fixed Income quote messages are applicable to the following asset domains: Fixed Income and Money

Market.

The Fields that are highlighted in bold and black represent the default fields for Fixed Income Quote

Messages. The field that are greyed -out represent fields that are not defaults, but are available for only

a subset of exchanges or markets.






GMT Offset GMT Offset NUMERIC Offset in hours representing the offset that need to be added to the GMT times to derive the local lime - applicable to GMT times only

Type Type TEXT FI Quote

Contributor ID Ex/Cntrb. ID TEXT The Contributor identifier

Location LOC TEXT Location of the Contributor - typically a city code, e.g. NYC

Trade Price Price NUMERIC Last Traded Price

Volume Volume NUMERIC Last Traded Volume

Bid Price Bid Price NUMERIC Current or Best Bid Price or Primary Active Price field

Bid Size Bid Size NUMERIC Size of the Current or Best Bid Price

Ask Price Ask Price NUMERIC Current or Best Ask Price or Secondary Active Price field

Ask Size Ask Size NUMERIC Size of the Current or Best Ask Price

Qualifiers Qualifiers TEXT Trade or quote qualifiers or market condition indicator; See Qualifiers for more details

Trade Yield Yield NUMERIC Last traded yield

Bid Yield Bid Yld NUMERIC Current or Best Bid Yield or Primary Active Yield field

Ask Yield Ask Yield NUMERIC Current or Best Ask Yield or Secondary Active Yield field

ISMA Bid Yield

ISMA Bid Yld NUMERIC ISMA Calculated Bid Yield

ISMA Ask Yield

ISMA Ask Yld NUMERIC ISMA Calculated Ask Yield

Duration Duration NUMERIC Duration is a measurement in years of how long it takes for the price of the bond to be repaid by its internal cash flows

Modified Duration Mod Durtn NUMERIC

Modified duration is a measurement of change in the value of an bond to a change in interest rates; it determines the effect of a 100 basis point (1%) change in interest rates will have on the price of the bond.

BPV BPV NUMERIC Basis Point Value - this is the sensitivity of a price value of a bond to a one basis point shift in the yield to maturity of the bond

Accrued Interest Acc Int NUMERIC

Accrued interest is the interest that has accumulated on a bond since the last interest payment up to but not including the settlement date.

Convexity Convexity NUMERIC A measure of the curvature in the relationship between the bond price and yield.

Benchmark Spread Bench Spd NUMERIC

The difference between the government-equivalent bid yield of the bond and the closest maturity government benchmark bond bid yield of the same principal currency.

Swap Spread Swp Spd NUMERIC The difference between the bond's native bid yield to maturity and the



interest rate swap curve of the same principal currency.

Asset Swap Spread

Asst Swp Spd NUMERIC

The asset swap spread is the basis point margin over or under a reference rate for a bond whose cash flows have been converted from fixed to floating via an interest rate swap.

Swap Point Swap Point NUMERIC The swap point is the linearly interpolated bid point on the swap curve corresponding to the maturity of the bond.

Open Price Open NUMERIC Open Price of the Bond Instrument

High Price High NUMERIC High Price of the Bond Instrument

Low Price Low NUMERIC Low Price of the Bond Instrument

Open Yield Open Yld NUMERIC Open Yield

High Yield High Yld NUMERIC High Yield

Low Yield Low Yld NUMERIC Low Yield

Background Reference

Background Reference NUMERIC Value shown in the Realtime FID BKGD_REF

Bid Spread Bid Spread NUMERIC Bid Spread of the Instrument

Ask Spread Ask Spread NUMERIC Ask Spread of the Instrument

Option Adjusted Spread

Option Adjusted Spread NUMERIC

Option Adjusted Spread of the Instrument (will be updated with a more descriptive description)

Z Spread Z Spread NUMERIC Z Spread of the Instrument (will be updated with a more descriptive description)

Convexity Premium

Convexity Premium NUMERIC

Convexity Premium of the Instrument (will be updated with a more descriptive description)

Convexity Ratio

Convexity Ratio NUMERIC Convexity Ratio (will be updated with a more descriptive description)

Percentage Daily Return

Percentage Daily Return NUMERIC

Percentage Daily Return (will be updated with a more descriptive description)

Interpolated CDS Basis

Interpolated CDS Basis NUMERIC

Interpolated CDS Basis (will be updated with a more descriptive description)

Interpolated CDS Spread

Interpolated CDS Spread NUMERIC

Interpolated CDS Spread (will be updated with a more descriptive description)

Closest-to-Maturity CDS Basis

Closest-to-Maturity CDS Basis NUMERIC

Closest-to-Maturity CDS Basis (will be updated with a more descriptive description)

Settlement Date

Settlement Date DATE

Settlement Date of the Instrument (will be updated with a more descriptive description)

Equity Equity Price NUMERIC Equity Price (will be updated with a more descriptive description)

Parity Parity NUMERIC Parity (will be updated with a more descriptive description)

Credit Spread

Credit Spread NUMERIC Credit Spread (will be updated with a more descriptive description)

Delta Delta NUMERIC Delta (will be updated with a more descriptive description)

Input Volatility

Input Volatility NUMERIC Input Volatility (will be updated with a more descriptive description)

Implied Volatility

Implied Volatility NUMERIC Implied Volatility (will be updated with a more descriptive description)

Fair Price Fair Price NUMERIC Fair Price (will be updated with a more descriptive description)

Bond Floor Bond Floor NUMERIC Bond Floor (will be updated with a more descriptive description)

Edge Edge NUMERIC Edge (will be updated with a more descriptive description)

YTW YTW NUMERIC YTW (will be updated with a more descriptive description)

YTB YTB NUMERIC YTB (will be updated with a more descriptive description)

Simple Margin

Simple Margin NUMERIC Simple Margin (will be updated with a more descriptive description)

Discount Margin

Discount Margin NUMERIC Discount Margin (will be updated with a more descriptive description)



Convertibles Transaction Messages

All Convertibles Transaction messages are time-stamped to the nearest millisecond - this time

represents the time that the message was transmitted by Reuters across its IDN real-time network. The

fields will appear in the output files in the same order as they appear in this list.

Convertibles Transaction messages are applicable to the following asset domains: Fixed Income.

The Fields that are highlighted in bold and black represent the default fields for Convertibles Transaction

Messages. The field that are greyed -out represent fields that are not defaults, but are available for only

a subset of exchanges or markets.






Type Type TEXT Convertibles Transaction


Base Price Base Price NUMERIC the base price as calculated by the market

Upper Lim. Price

UpLim Price

NUMERIC The upper limit price

Lower Lim. Price

LoLim Price

NUMERIC The lower limit price

Theoretical Price

Theo.Price NUMERIC The theoretical price

Underlying Price

Stock Price NUMERIC The price of the underlying stock

Conv. Parity Conv.Parity NUMERIC The price of the convertible divided by the conversion ratio (the number of shares that the convertible can be converted into)

Premium Premium NUMERIC The difference between the higher price paid for the bond and the underlying security's face amount at issue.



Fund Statistic Messages

All Fund Statistic messages are time-stamped to the nearest millisecond - this time represents the time

that the message was transmitted by Reuters across its IDN real-time network. The fields will appear in

the output files in the same order as they appear in this list.

Fund Statistic messages are applicable to the following asset domains: Funds.

The Fields that are highlighted in bold and black represent the default fields for Fund Statistic Messages.

The field that are greyed -out represent fields that are not defaults, but are available for only a subset of







Type Type TEXT Fund Stats


1 month Profit 1 Mn Pft. NUMERIC total return over 1 month

3 month Profit 3 Mn Pft. NUMERIC total return over 3 months

Previous Year Profit

Pr. Yr. Pft. NUMERIC total return for previous year

1 Year Profit 1 Yr. Pft. NUMERIC total return over 1 year

3 Years Profit 3 Yr. Pft. NUMERIC total return over 3 years

5 Years Profit 5 Yr. Pft. NUMERIC total return over 5 years

10 Years Profit

10 Yr Pft. NUMERIC total return over 10 years

Repurchase Repurch NUMERIC Repurchase Price

Offer Price Offer NUMERIC Offer Price

Kest Price Kest NUMERIC Austrian Capital Gains Tax



Capital Gain Cap. Gain NUMERIC Capital Gains

Forecast NAV Forecast NAV

NUMERIC Forecast Net Asset Value

Previous Day NAV

Previous Day's NAV

NUMERIC Previous Day's Net Asset Value

Final NAV Final NAV NUMERIC Final Net Asset Value



Economic Indicator Messages

All Economic Indicator messages are time-stamped to the nearest millisecond - this time represents the

time that the message was transmitted by Reuters across its IDN real-time network. The fields will

appear in the output files in the same order as they appear in this list.

Economic Indicator messages are applicable to the following asset domains: Economic Indicators

The Fields that are highlighted in bold and black represent the default fields for Economic Indicators. The

field that are greyed -out represent fields that are not defaults, but are available for only a subset of







Type Type TEXT Economic Indicator

Qualifiers Qualifiers TEXT Indicator period and/or Unit

Actual Actual NUMERIC Actual Indicator value

Prior Prior NUMERIC Previous Indicator Value

Revised Revised NUMERIC Revised value

Forecast Forecast NUMERIC Average Forecast Value

Forecast High

ForecastHigh NUMERIC Forecast High

Forecast Low

ForecastLow NUMERIC Forecast Low

No. of Forecasts

ForecastNo NUMERIC Number of economists forecasting



Order Imbalance Messages

All Order Imbalance messages are time-stamped to the nearest millisecond - this time represents the

time that the message was transmitted by Reuters across its IDN real-time network. The fields will


Order Imbalance messages are applicable to the following asset domains: Equities

The Fields that are highlighted in bold and black represent the default fields for Order Imbalances. The








Type Type TEXT Order Imbalance

Reference Price

Price NUMERIC Reference Price

Paired Quantity

Volume NUMERIC Paired Quantity

Qualifiers Qualifier TEXT Qualifiers

Closing Reference Price

Closing Reference Price

NUMERIC Closing Reference Price

Imbalance Quantity

Imbalance Quantity

NUMERIC Imbalance Quantity

Far Clearing Price

Far Clearing Price

NUMERIC Far Clearing Price

Near Clearing Price

Near Clearing Price

NUMERIC Near Clearing Price



Raw Format Messages

All Raw Format messages are time-stamped to the nearest millisecond - this time represents the time



Raw Format is a CSV format that describes every message for an instrument in its original transmitted

form. No data is excluded; all Field Identifiers that are transmitted with the message are fully described,

including the enumerated values to string mappings. Each message is described in two parts:

Message description - this includes fields describing the message type and some useful sequence numbers and PE codes.

Field identifiers - a description of each FID and the values associated with that FID.

Raw Format Time and Sales messages are applicable to all instruments from all asset domains.

It is not possible to select certain fields for the raw format display - all fields are mandatory.

The Fields that are highlighted in bold and black represent the default fields for Time and Sales. The







GMT Offset

GMT Offset


Type Type TEXT Raw-TAS- indicates the message type FID - indicates a field identifier type

MSG/FID Number

NUMERIC Transmitted message type ID or the Field Identifier ID.

Message Type

TEXT Associated with the message type row only - represents the full message name e.g. UPDATE_PC, CORRECTION_PC, DROP_PC, VERIFY_SYNC_PC or VERIFY_SYNC_DRS

FID Name TEXT Associated with the FID row only - represents the full Field Identifier name, e.g. TRDPRC_1

FID Value NUMERIC,TEXT, TIMESTAMP OR DATE

Associated with the FID row only - represents the actual value transmitted with the field

FID Enum String

TEXT Associated with the FID row only - represents the string representation of an enumerated field, .e.g. 840 enumerated string for FID CURRENCY is



"USD"

PE Code NUMERIC Associated with the message type row only - represents the Reuters Permission Entity Code associated with the message

Template Number

NUMERIC Associated with the message type row only - represents the Reuters record template number associated with VERIFY_SYNC_PC messages (this message is not populated with other message types)

RTL NUMERIC Associated with the message type row only - represents the Reuters Transaction Level number - this is an internal sequence message assigned to each UPDATE_PC and CORRECTION_PC message. The number is monotonic and oscillates around 65535.

Sequence Number

NUMERIC Associated with the message type row only - this number is strictly used for internal purposes only and does not hold any significant value.

Source RIC

TEXT Associated with the message type row only - represents the actual RIC used to generate the messages

Number of FIDs

NUMERIC Associated with the message type row only - represents the number of field identifier field rows that are associated with this message

NOTES:

FID values that are transmitted in byte values are displayed in hexadecimal format, e.g. FID RECORDTYPE of 113 is displayed as 0x71.

Some enumerated strings are displayed in a special format containing hexadecimal byte value, e.g. PRCTCK_1 is displayed as #DE# which represents an ASCII display character.

For a full description of all possible message type IDs, message type names, FIDs and enumerated values refer to appropriate Reuters Record Template files.



Market Depth Messages

For the purposes of this service, Market depth type messages refer to update messages received for the

following message types:

Market Depth Messages

All Market Depth messages are time-stamped to the nearest millisecond - this time represents the time



Market Depth messages are primarily applicable to the Equities asset domain.

The list of fields is applicable to each price level.

The Fields that are highlighted in bold and black represent the default fields for Market Depth The field








Type Type TEXT Market Depth

Bid Price Lx-BidPrice NUMERIC Best Bid Price at Price level x

Bid Size Lx-BidSize NUMERIC Aggregated Bid volume at Price level x

Number of Buyers

Lx-BuyNo NUMERIC Number of Buyers at Price level x

Ask Price Lx-AskPrice NUMERIC Best Ask Price at Price level x

Ask Size Lx-AskSize NUMERIC Aggregated Ask volume at Price level x

Number of Sellers

Lx-SellNo NUMERIC Number of Sellers at Price level x



Reference Change Messages

Reference Changes refer to the following message types:

Reference Changes

Symbology Changes

All reference change messages are time-stamped to the nearest millisecond - this time represents the



Reference Changes messages are applicable to all asset domains.






Type Type TEXT Reference Change

Change Type

Change Type

TEXT Reference field type, e.g. Currency

Old Value Old Value TEXT Previous value, e.g. DEM

New Value New Value TEXT New value, e.g. EUR



Symbology Changes Messages

All symbology change messages are time-stamped at 00:00 GMT - this time represents the time that

instrument's name changed either to or from another instrument code. The fields will appear in output


Symbology Changes messages are applicable to all asset domains.






Type Type TEXT Symbology Change

Change Type

Change Type

TEXT Symbology field type, e.g. RIC or ISIN

Old Value Old Value TEXT Previous value, e.g. RTR.L

New Value New Value TEXT New value, e.g. TRIL.L

Raw Format

All Raw Format messages for Market Depth have the exact same definition as Raw Format Message for

Time and Sales. The only difference being that the messages are derived from the Market Depth RICs.



Nasdaq Level II Messages

All Nasdaq Level II messages are time-stamped to the nearest millisecond - this time represents the time



This message type provides a description of each market maker and the size of their quote at the top 10

price levels. The message is generated by expanding the chain of NASDAQ market makers for a

NASDAQ instrument 0#<symbol>.O, and consolidating the top 10 prices for each of the market makers

data stream. For example, assume that MSFT.O has 300 different market makers; all 300 market

makers, e.g. MSFTARCX.O are consolidated to provide a listing of all the market makers at the 10 best

price levels.

Nasdaq Level II messages are only applicable to the following exchanges:

NASDAQ Stock Market Large Cap (NMS) - <symbol>.O RICs only

NASDAQ Capital Market (Small Cap) (NAS) - <symbol>.O RICs only

NASD Consolidated Issues Large Cap (NMQ) - <symbol>.O RICs only

NASD Consolidated Issues Capital Market (Small Cap) (NAQ) - <symbol>.O RICs only

The system will display a 4 letter code for each market maker. For a full description of all the NASDAQ

market makers, refer to the real-time IDN page: NASDAQ/MMK01 and follow the links.

The Fields that are highlighted in bold and black represent the default fields for Nasdaq Level II. The





Market Makers






Type Type TEXT Market Makers

Bid Price Lx-BidPrice TEXT Best Bid Price at level x

Total Bid Size Lx-BidSize NUMERIC Total size of all market makers at Bid level x

Number of Buyers

Lx-BuyNo NUMERIC Number of market makers at Bid level x

Buyers List Lx-BuyList TEXT Listing of each market maker and the size of their bid at Bid Level x

Ask Price Lx-AskPrice NUMERIC Best Ask Price at level x

Total Ask Size Lx-AskSize NUMERIC Total size of all market makers at Ask level x

Number of Sellers

Lx-SellNo NUMERIC Number of market makers at Ask level x

Sellers List Lx-SellList NUMERIC Listing of each market maker and the size of their ask at Ask Level x



Intraday Time Bar Messages

All Intraday Time Bar Messages are constructed on the fly from either Trade or Quote messages.

Transactions are summarised into discrete time-series intervals anywhere from 1 second to 1 hour in

duration.

The initial trade in the interval is mapped to the Open field while the last trade is mapped to the Close

field. The highest price is mapped to the High field while the lowest field is mapped to the Low field.

Volume is the cumulation of all traded volume over the interval.

Average price is the sum of all the trade prices divided by the number of all the trades, while the VWAP

is the volume weighted average price over the interval.

VWAP is calculated using the following formula:

∑ Pj x Qj

VWAP = _____

∑ Qj

Pj = price of trade j

Qj = quantity of trade j

j = each individual trade that takes place over the defined interval, including all on-market and off-

market trades.

The time field represents the start of the Time Bar interval, e.g. for the 10 minute interval, 10:00:00.000

represents all trades over the range 10:00:00.000 to 10:09:59.999.

If there are no trades within a Time Bar, that Time Bar is not displayed, e.g. assume the last trade for

the day is at 16:01:04.453, then assuming a 5 Minute time bar, the last interval in the time-series for that

day is 16:00:00.000

The Fields that are highlighted in bold and black represent the default fields for Intra-Day. The field that

are greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or

markets.



Intraday Fields

FIELD LABEL DATA TYPE

DEFINITION







Type Type TEXT Intraday <1Sec>|<5Min><10Min><1Hour>

Open Open NUMERIC Opening price in the interval

High High NUMERIC Highest price over the interval

Low Low NUMERIC Lowest price over the interval

Last Last NUMERIC Last price in the interval

Volume Volume NUMERIC Total traded volume over the interval

Average Execution Price

Ave.Price NUMERIC Average price over the interval

VWAP VWAP NUMERIC Volume weighted average price over the interval

No. of Trades

No.Trades NUMERIC Total number of trades over the interval



NUMERIC This field updates with a CORRECTED[SYS] if any ticks are corrected in the specified bar. User should have Apply Cancellation and Corrections on to get this qualfier.

Open Bid Open Bid NUMERIC Bid price prevelent at the beginning of the interval

High Bid High Bid NUMERIC Highest reported Bid price over the interval

Low Bid Low Bid NUMERIC Lowest reported Bid price over the interval

Close Bid Close Bid NUMERIC Last Bid price in the interval

No. Of Bids No. Bids NUMERIC Number of Bids reported during the Interval

Open Ask Open Ask NUMERIC Ask price prevelent at the beginning of the interval

High Ask High Ask NUMERIC Highest reported Ask price over the interval

Low Ask Low Ask NUMERIC Lowest reported Ask price over the interval

Close Ask Close Ask NUMERIC Last Ask price in the interval

No. Of Asks

No. Asks NUMERIC Number of Asks reported during the Interval



End Of Day Time Bar Messages

All End of Day Time Bar Messages are constructed on the fly by mapping key End of Day IDN fields to

their appropriate fields. Data is reported for all days within the data range; where data is unavailable the

qualifier field is set to "No Data", e.g. weekend dates and non-trading days will have "No Data" populated

in the qualifier field. The timestamp for the message is always blank.

Tick History provides End of Day data from two sources.

End of Day

End of Day (from Real-Time)

“End of Day” refers to History Pricing data sourced from the Reuters DataScope Equities (DSE) service.

“End of Day (from Real-time)” as the name suggests, is created by summarising the raw real-time data using market rules.



End of Day Fields

The Fields that are highlighted in bold and black represent the default fields for End of Day. The field that are greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or markets.


RIC #RIC TEXT Reuters Instrument Code; Market-level identifier for instruments and pricing sources

Date Date[L] DATE Date of the message; (L) indicates that the field is in local time

Time Time[L] TIMESTAMP Is always blank and the header always displays (L)

Type Type TEXT End Of Day

VWAP VWAP NUMERIC Calculated value derived from last trade price and volume.

Qualifiers Qualifiers TEXT "No Trades"- indicates that there is no trading activity on the day

PE Ratio PE Ratio NUMERIC Price-to-earnings ratio

Yield Yield NUMERIC Yield

Open Open NUMERIC Opening price for the trading day

High High NUMERIC Highest price for the trading day

Low Low NUMERIC Lowest price for the trading day

Last Last NUMERIC The last recorded trade in the trading day. There are a few exceptions and these are listed in - “Definition of Last Field for Equities and Warrants”

Volume Volume NUMERIC Total accumulated volume for the instrument for the day.

Open Interest Open Interest NUMERIC Number of outstanding positions for a give options contract at the end of the trade date. Values will be updated for previous trade date for some markets.

Settle Settle NUMERIC Exchange’s derived value of the options contract at end of trade date.

Bench Price Bench Price NUMERIC Benchmark price for the trading day

Open Yld Open Yld NUMERIC Opening yield for trading day

High Yld High Yld NUMERIC Highest yield for the trading day

Low Yld Low Yld NUMERIC Lowest yield for the trading day

Close Yld Close Yld NUMERIC Closing yield for the trading day

Average of Bid and Ask

Average of Bid and Ask

NUMERIC Average of last reported bid and ask values.

Previous Close

Previous Close

NUMERIC The last trade price from the previous trading day.



Close Bid Close Bid NUMERIC Last recorded bid value of the trading day.

Close Ask Close Ask NUMERIC Last recorded ask value of the trading day.

Floor Volume Floor Volume NUMERIC Total volume of shares traded on the exchange floor by the end of the day.

Off Floor Volume

Off Floor Volume

NUMERIC Total number of shares traded outside of the exchange, and then reported to the exchange by the end of the day.

Block Volume Block Volume NUMERIC The total volume of shares traded as a result of block trades.

Block Trades Block Trades NUMERIC Total number of block trades of the day.

Official High Official High NUMERIC For London Stock Exchange instruments only. This is an official ask value which is calculated by the LSE.

Official Low Official Low NUMERIC For London Stock Exchange instruments only. This is an official bid value which is calculated by the LSE.

Market VWAP Market VWAP NUMERIC Calculated value derived from last trade price and volume.

Turnover Turnover NUMERIC Turnover of shares (calculated as volume of shares multiplied by price).

Advancing Issues

Advancing Issues

NUMERIC Number of issues which have increased in value.

Declining Issues

Declining Issues

NUMERIC Number of issues which have decreased in value.

Unchanged Issues

Unchanged Issues

NUMERIC Number of issues which had neither an increase nor decrease in value.

Total Issues Total Issues NUMERIC The amount of securities traded on the trade date.

Advancing Volume

Advancing Volume

NUMERIC Accumulated volume of issues that have advanced on trade date.

Declining Volume

Declining Volume

NUMERIC Accumulated volume of issues that have declined on trade date.

Unchanged Volume

Unchanged Volume

NUMERIC Accumulated volume of issues which did not advance or decline on trade date.

Total Volume Total Volume NUMERIC The accumulated volume for the market on the trade date.

New Highs New Highs NUMERIC Total issues recording a new year high. Expanded field.

New Lows New Lows NUMERIC Total issues recording a new year low. Expanded field.

Seven Day Yield

Seven Day Yield

NUMERIC This is the yield for a seven-day period including the day that this figure is reported. This data is supplied directly from the NASDAQ data feed and is not calculated by us.

Average Maturity

Average Maturity

NUMERIC This value represents the time to maturity of securities held by a Mutual fund. This value is supplied direct from the NASDAQ data feed and



is not calculated by us.

Assets Assets NUMERIC Assets for US over the counter money market funds. ($ millions)

Seven Day Compounded Yield

Seven Day Compounded Yield

NUMERIC This value is reported on Wednesdays only and is the yield for a seven-day period including the day it’s reported. It is calculated by adding 1 to the base period return used in calculating the standard seven-day yield, raising the total to the power of 365, dividing by 7, and subtracting 1. This value is supplied direct from the NASDAQ data feed and is not calculated by us.

Footnote Footnote NUMERIC This field can deliver a combination of values (for example, a value of 520 -meaning the definition of 8 and 512 - implies Ex Distribution and Ex Dividend). Values can be found in Table Record TM of the Table File.

Net Asset Value

Net Asset Value

NUMERIC The net asset value (NAV) of the fund

Offer Offer NUMERIC The offer price of the fund

Capital Gain Capital Gain NUMERIC Latest reported capital gain value

Price Movements

Price Movements

NUMERIC For equities, the number of trades today.

Open 2 Open 2 NUMERIC Second value in an opening range for the trade date.

Open Range Type

Open Range Type

NUMERIC Open Range Type is used to determine the value delivered in the Open Range field. Values can be found in Table TX in the Table File.

Number of Price Moves

Number of Price Moves

NUMERIC Number of trades for a trade date.

Volume Multiplier

Volume Multiplier

NUMERIC If the volume value is greater than 10 digits, indicates the number of digits missing from the volume field.

Total Volume 2

Total Volume 2

NUMERIC The accumulated volume for the market on the trade date. (Applicable for Market Stat RICs)

Alternate Close

Alternate Close

NUMERIC This is a generic Closing Price that is used differently depending on the exchange in question. For many markets, it is a sort of official close, and for others a closing Mid Price.

Data Source Data Source TEXT Possible values in this field are: "Verified" – Data is from DataScope Equities "Raw" – Data Summarised from Real-time

Old Close Bid Old Close Bid NUMERIC <not used>

Old Close Ask Old Close Ask NUMERIC <not used>



End of Day (from Real-time) Fields

The Fields that are highlighted in bold and black represent the default fields for End of Day. The field that are greyed -out represent fields that are not defaults, but are available for only a subset of exchanges or markets.

Field Label Data Type

Definition


Date Date (L) DATE Date of the message; (L) indicates that the field is in local time

Time Time(L) TIMESTAMP

Is always blank and the header always shows (L)

Type Type TEXT End Of Day

Market VWAP

Market VWAP

NUMERIC VWAP

Qualifiers Qualifiers TEXT "No Trades"- indicates that there is no trading activity on the day

PE Ratio PE Ratio NUMERIC The earnings multiple as adjusted by closing price- typically mapped from FID PERATIO

Yield Return

Yield NUMERIC Dividend Yield as adjusted by the closing price - typically mapped from FID YIELD

Open Open NUMERIC Opening price for the trading day - typically mapped from FID OPEN_PRC or OPEN1 (for American Futures)

High High NUMERIC Highest price for the trading day - typically mapped from FID HIGH_1

Low Low NUMERIC Lowest price for the trading day - typically mapped from FID LOW_1

Last Last NUMERIC Closing price for the trading day

Volume Volume NUMERIC Total traded volume for the trading day - typically mapped from FID ACVOL_1

Open Interest

Open Interest

NUMERIC Number of outstanding contracts - typically mapped from FID OPINT_1

Settlement Price

Settle NUMERIC Settle price for the trading day - typically mapped from FID SETTLE

Benchmark Price

Bench Price

NUMERIC Benchmark price for the trading day

Open Bond Yield

Open Yld NUMERIC Opening yield for trading day

High Bond Yield

High Yld NUMERIC Highest yield for the trading day

Low Bond Yield

Low Yld NUMERIC Lowest yield for the trading day

Close Bond Yield

Close Yld NUMERIC Closing yield for the trading day



Close Bid Close Bid NUMERIC Closing Bid

Close Ask Close Ask NUMERIC Closing Ask

Block Volume

Block Volume

NUMERIC The total volume of shared traded as a result of block trades.

Settlement Implied Volatility

Settlement Implied Volatility

NUMERIC Settlement Implied Volatility

Data Source

TEXT TEXT Possible values in this field are Verified – Data is from DataScope Equities or Raw – Data Summarised from Real-time



RTCE - Time and Sales Messages

All RTCE Time and Sales messages are time-stamped to the nearest millisecond - this time represents

the time that the message was transmitted by Reuters across its IDN real-time network. All fields will

appear in the output file in the same order as they appear in this list below.

RTCE - Time and Sales messages are applicable to the following asset domains: Equities, Futures,

Options and FX (Dealing only). This message format is referred to as the RTCE General Flex format and

is specifically tailored for customers wishing to upload TRTH result data to their RTCE platforms.

The following message types are available for this format:

FRTrades - this types represents all Trade messages

FRQuotes - this type represents all Quote messages

FRCorrections - this type represents all Cancellation and Correction messages (not applicable to all markets)

For each message type all the fields are mandatory, it is not possible to select certain fields.

Note: This message type will not output a header record to the result file or the preview results display.

# Field Data Type

Definition

1 timeStamp TEXT YYYMMDDhhmmmss.mmm. This is the received time and is used as the primary exchange time (if configured) or when field 8 is not populated. All timestamps are in GMT regardless of the display timezone selection.

2

eyeCatcher TEXT @@a

3 recordType TEXT FR

4 symbol TEXT RIC

5 defName TEXT Trade Quote or FrCanCor

6 sourceName TEXT Empty except Trade for Trade Messages

7 sequenceID TEXT Empty

8 exchTimeStamp TEXT This is the primary exchange timestamp (in GMT). Field has the following format Ayyyymmddhhmmss.mmm

9 subType TEXT Empty

10 Additional fields TEXT Refer to RTCE documentation on RTCE General Flex format for a complete description of these fields



RTCE - Market Depth Messages

All RTCE Market Depth messages are time-stamped to the nearest millisecond - this time represents the

time that the message was transmitted by Reuters across its IDN real-time network. All fields will appear

in the output file in the same order as they appear in this list below.

RTCE - Market Depth messages are applicable to the following asset domains: Equities, Futures, and

Options. This message format is referred to as the RTCE General Flex format and is specifically tailored

for customers wishing to upload TRTH result data to their RTCE platforms.

The following message types are available for this format:

FRDepth - this types represents all Market Depth message

For each message type all the fields are mandatory, it is not possible to select certain fields.

Note: This message type will not output a header record to the result file or the preview results display.

# Field Data Type

Definition

1 timeStamp TEXT YYYMMDDhhmmmss.mmm. This is the received time and is used as the primary exchange time (if configured) or when field 8 is not populated. All timestamps are in GMT regardless of the display timezone selection.

2

eyeCatcher TEXT @@a

3 recordType TEXT FR

4 symbol TEXT RIC

5 defName TEXT Depth

6 sourceName TEXT Empty

7 sequenceID TEXT Empty

8 exchTimeStamp TEXT This is the primary exchange timestamp (in GMT). Field has the following format Ayyyymmddhhmmss.mmm

9 subType TEXT Empty

10 Additional fields TEXT Refer to RTCE documentation on RTCE General Flex format for a complete description of these fields



CORPORATE ACTIONS

For the purposes of this service, corporate actions event type messages refer to events that are sourced

from the Reuters DataScope for Equities (DSE) service. The following message types are available:

Earnings

Dividends

Stock Splits

Capital Changes

Nominal Value

Issue Level Share Types

Exchange Level Share Types

All Corporate events can be merged with all other message type, from Time and Sales to Daily.



Earnings Messages

All Earnings messages are time-stamped at 00:00 local time of announcement date. Where the

announcement date is unknown, the message is time-stamped with the EPS period end date. The fields

will appear in the output files in the same order as they appear in this list.

Earnings messages are applicable to the following asset domains: Equities and Funds.

By default Dividends fields are not selected.



Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. This date corresponds to the Announcement date or where it is absence, the Period End date.

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time; All dividends have a time-stamp of 00:00 local time


Type Type TEXT Earnings

Ann. Date Ann. Date DATE This is the date that Earnings Per Share (EPS) are reported by the company.

EPS Currency

EPS Currency

TEXT The currency related to the EPS amount.

EPS Amount EPS Amount NUMERIC This value is always reported unadjusted. Subsequent capital changes (if they occur) must be used to adjust this data in the client historic database.

EPS Scaling Factor

EPS Scaling Factor

NUMERIC A system generated scaling factor (if needed) that relates to the EPS Amount (in case that the EPS amount does not fit into the field length available). For more information, see Scaling Factor Fields.

EPS General Marker

EPS General Marker

NUMERIC This marker code indicates the type of EPS figure reported such as interim, final, annual, and so on. For a listing of codes see Table Record UM in the Table File.

EPS Gross Marker

EPS Gross Marker

NUMERIC Indicates if the EPS figure is Net or Gross of corporate income tax. See Table Record UN in the Table File for a listing of codes and descriptions.

EPS Period End Date

EPS Period End Date

DATE The end date of the earnings period.



EPS Period Length

EPS Period Length

NUMERIC A numeric field used in conjunction with the EPS Period Units. For a listing of codes see Table Record UK in the Table File

EPS Period Units

EPS Period Units

NUMERIC A numeric field indicating the units in which Period Length is quoted. For a listing of codes see Table Record UK in the Table File

EPS ID EPS ID NUMERIC This is the system generated event identification number. All subsequent amendments and updates to an EPS event will be entered on this number.

EPS PILC EPS PILC

NUMERIC This is the Reuters code, which identifies the issue to which the EPS report is related.

Delete Marker

Delete Marker

NUMERIC An event reported with a deletion marker of zero should be used to overwrite the existing entry for that event. A value of 1 indicates that the event should be deleted.

EPS Calculation Basis

EPS Calculation Basis

TEXT This is the basis used for the EPS Calculation. See Table Record UB in the Table File for values.

EPS Basis Number of Shares

EPS Basis Number of Shares

NUMERIC The number of shares used to calculate the EPS figure, usually the weighted average number of shares in issue.

Accounting Standard

Accounting Standard

TEXT The accounting standard used in accounts in which the Earnings Per Share figure is reported. Values can be found in the Table Record UA in the Table File



Dividend Messages

All Dividend messages are time-stamped at 00:00 local time of announcement date. Where the

announcement date is unknown, the message is time-stamped with the period end date. The fields will


Dividend messages are applicable to the following asset domains: Equities and Funds.

By default Dividends fields are not selected.



Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. This date corresponds to the Announcement date or where it is absence, the Period End date.

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time; All dividends have a time-stamp of 00:00 local time


Type Type TEXT Dividend

Announcement Date

Div Ann. Date DATE This is the date the dividend is originally announced by the company.

Period End Date Period End Date

DATE The Dividend Period End Date is the earnings period to which the dividend belongs.

Ex Dividend Date

Div Ex Date DATE The date on or after which the stock purchased is no longer entitled to a particular dividend.

Registered Payment Date

Div Reg. Date DATE The official last date for reviewing the share register in order to receive the dividend.

Div Payment Date

Div Pay Date DATE The date the dividend is paid to shareholders.

Currency Currency TEXT The currency code relating to the dividend amount. This can be populated with "PCT" in which case the dividend amount is a percentage of the traded price.

Dividend Amount Div Amt. NUMERIC This is the per share amount of the dividend as reported by the company.



Type Marker Type Marker NUMERIC This is a coded numeric value detailing specific characteristics of a dividend, possible values can be found in the Table Record UG in the Table File

Feature Feature NUMERIC This is a coded numeric value detailing special features of a dividend.

Frequency Frequency NUMERIC Indicates the number of times a dividend is paid per year.

Tax Rate Tax Rate NUMERIC This is the prevailing tax rate and is used to calculate the local dividend tax amount.

Tax Marker Tax Marker NUMERIC A coded numeric value indicating Net or Gross Corporate income tax.

Special Tax Rules

Spec. Tax Rules

NUMERIC A coded numeric value indicating special dividend tax rules.

Period Length Period Length NUMERIC A numeric value used in conjunction with dividend period units.

Period Units Period Units NUMERIC A coded numeric value.

Indicated Annual Amount

Ind. An Amount NUMERIC A derived total dividend amount.

Qualified Income Eligibility

Qual. Income Eleg.

NUMERIC How much of the dividend payment is considered "qualified" with regards to the US Jobs and Growth Tax Relief Reconciliation Act

Qualified Income Percentage

Qual. Income %

NUMERIC A percentage of the dividend payment that is considered "qualified" with regards to the US Jobs and Growth Tax Relief Reconciliation Act

Foreign Investor Tax Rate

For.Inv. Tax Rate

NUMERIC This is the tax-rate applicable to non-nationals.

Franking Percentage

Franking % NUMERIC A percentage that the company has paid tax on the dividend for their shareholders.

Description Descr TEXT A description of the dividend.

Dividend Market level ID

Div Mkt Lvl ID NUMERIC For companies that trade on more than one exchange, each RIC is given a unique system generated ID number giving full dividend details.

Delete Marker Delete Marker NUMERIC An event reported with a deletion marker of 0 is used to overwrite any existing entries for that event. A value of 1 indicates that the event should be deleted.



Mandatory Voluntary Indicator


TEXT Indicator of how a corporate actions event is qualified. Values are contained in Table Record UX of the Table File

Payment Status Payment Status TEXT Indicates the status of the dividend payment Proposed (PROP), Approved (APPD), Expired (EXPD), or Rescinded (RESD)

Reinvestment Plan Available

Reinvestment Plan Available

TEXT Indicates whether the company has a dividend reinvestment plan available.

Reinvestment Plan Deadline

Reinvestment Plan Deadline

DATE The date at which election to participate in the reinvestment plan must be made.

Reinvestment Price

Reinvestment Price

NUMERIC The price of the new shares under the reinvestment plan.

Source of Fund Source of Fund NUMERIC Indicates the source from which the dividend is paid.

Payment Type Payment Type TEXT Indicates the type of dividend payment - Cash, Stock or a combination.

Corporate Action ID

Corporate Action ID

NUMERIC The Corporate Action ID identifies the data applicable to a Corporate Action event.



Stock Split Messages

All Stock Split messages are time-stamped at 00:00 local time of the split date of the event. Technically

the split date is the effective date of the stock split event. The fields will appear in the output files in the


Stock Split messages are applicable to the following asset domains: Equities and Funds.

By default Stock Split fields are not selected.



Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. The date corresponds to the actual instrument split date.

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. All Stock Splits have a time-stamp of 00:00 local time

GMT Offset

GMT Offset


Type Type TEXT Stock Split

Split Factor

Adj. Factor

NUMERIC The adjustment factor to be applied to all market data

Adjust Volume

Adj. Volume

TEXT 'Y' indicates the split factor applies to both pricing and volume. 'N' indicates that it applies to pricing alone.

Split Date

Split Date DATE The effective date of the adjustment



Capital Change Messages

Capital change announcements are made for important events affecting the share capital of a security.

Example events include:

Rights issue (a new offering of stocks or bonds to current shareholders at below market prices)

Scrip Issue (Bonus Issue)

Stock split

Consolidation

De-mergers

By default Capital Change fields are not selected.



Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. The date corresponds to the actual instrument split date.

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. All Stock Splits have a time-stamp of 00:00 local time


Type Type TEXT Capital Change

Deal Date Deal Date DATE Date on which the first securities arising from the capital change are admitted to dealing/trading on the home stock exchange. This field may contain NULL values.

Expiration Date Cap Exp. Date DATE Date by which shareholders must notify the company of their wish to participate in the capital change event.

Ex date Cap Ex date DATE The first day on which the share trades without entitlement to participate in the capital change event.

Announcement Date

Cap Ann. Date DATE Date on which the capital change is originally announced to the public by the company.



Market Level ID Cap Mkt lvl ID NUMERIC This is the unique market level Capital Change event ID. If a capital change record is deleted, this number is never reused.

Event Type Event Type NUMERIC This is a coded numeric field that indicates the type of capital change. Values are contained in Table Record UO of the Table File

Terms New Shares

Terms New Shares NUMERIC Number of new shares defined under the terms of the capital change; for example, in a 2-for-1 split, Terms New Shares is 2.

Term Old Shares

Term Old Shares NUMERIC Number of Old shares defined under the terms of the capital change. For example, in a 2-for-1 split, Terms Old Shares is 1. To be meaningful, Terms Old Shares must be viewed in relation to Terms New Shares.

Nominal Value of New Shares

Nominal Value of New Shares

NUMERIC Nominal (par) value of the new securities resulting from the capital change event. To be meaningful Nominal Value New Shares should be viewed alongside the field Nominal Value New Shares Currency.

Nominal Value New Scaling Factor

Nominal Value New Scaling Factor

NUMERIC A system generated scaling factor (if needed) that relates to the Nominal Value New Shares (in case that the amount does not fit into the field length available).

Nominal Value New Shares Currency

Nominal Value New Shares Currency

TEXT Currency code for the New Nominal Value.

Nominal Value Old Shares

Nominal Value Old Shares

NUMERIC Nominal (par) value of the existing securities prior to the capital change event. To be meaningful Nominal Value Old Shares must be viewed alongside the field Nominal Value Old Shares Currency.

Nominal Value Old Scaling Factor

Nominal Value Old Scaling Factor

NUMERIC A system generated scaling factor (if needed) that relates to the Nominal Value Old Shares (in case that the amount does not fit into the field length available).

Nominal Value Old Shares Currency

Nominal Value Old Shares Currency

NUMERIC Currency code for the old Nominal Value.

Offer Price Offer Price NUMERIC

Subscription price per security being issued or repurchased for a cash consideration. This field also includes the Offer Price of an Exchange offer. To be meaningful,



Offer Price must be viewed alongside Offer Price Currency.

Offer Price Scaling Factor

Offer Price Scaling Factor

NUMERIC

A system generated scaling factor (if needed) that relates to the Offer Price (in case that the amount does not fit into the field length available).

Offer Price Currency

Offer Price Currency TEXT

Currency code for the offer price.

New Security Identifier

New Security Identifier

TEXT This is the Primary Issue Level Code for the new instrument (if any) resulting from a capital change.

Adjustment Factor

Adjustment Factor NUMERIC

This is the multiplication factor expressing the effect of the capital change event on historical per share values.

Capital Additive Adj. Factor

Capital Additive Adj. Factor

NUMERIC

This field is obsolete.

Capital Change Issue Level ID

Capital Change Issue Level ID

NUMERIC

The unique system-generated event number for a capital change. All subsequent amendments and updates to an event are entered on this number.

Capital PILC Capital PILC NUMERIC The Primary Issue Level Code (PILC) identifies the issue to which the Capital Change relates.

Cap Delete Marker

Cap Delete Marker NUMERIC

An event reported with a deletion marker of zero is used to overwrite any existing entries for that event. A value of 1 indicates that the event must be deleted.

Subscription Start

Subscription Start DATE This is the date from which an investor can subscribe to an issue / offer. It is applicable to certain events such as Rights issues and Scrip issues.

Rights Trading Start

Rights Trading Start DATE This is the date from which the rights to the capital change event start trading. The rights are separately traded securities during a given limited period.

Rights Trading End

Rights Trading End DATE This is the date on which the rights to the capital change event cease trading. It should go hand in hand with a rights trading start date.

Shares Offered Shares Offered NUMERIC The total number of new shares to be issued, over which the rights exist. For example, the size of the rights issue on offer.

Payment Amount

Payment Amount NUMERIC This is the amount per share involved in a capital return event.



Payment Currency

Payment Currency TEXT This is the currency relating to the payment amount.


Mandatory/Voluntary Indicator

TEXT Indicator of how a corporate actions event is qualified. Values are contained in Table Record UX of the Table File

Scheme of Arrangement

Scheme of Arrangement

TEXT A Y/N flag indicating whether the event is part of Scheme of Arrangement.

Effective Date Effective Date DATE The date on which a corporate action event, or a process of the event is completed. This date field will be used for the distribution date for those events that result in new shares being issued.

Rights Identifier Rights Identifier NUMERIC This is the Primary Issue Level Code (PILC) for the tradeable Rights in Rights and Scrip/Bonus Issue events.

Offer Type Offer Type TEXT Value indicating the kind of offer being made.

Event Status Event Status TEXT Indicates the status of the capital change: Proposed (PROP), Approved (APPD), Expired (EXPD), or Rescinded (RESD).

Amalgamated description

Amalgamated description

TEXT The full description of the Capital Change.

Issue Renounceable

Issue Renounceable TEXT

Stock Different Stock Different TEXT

Odd Lot Size Odd Lot Size NUMERIC

Acquire Odd Lot Acquire Odd Lot TEXT

Sell Odd Lot Sell Odd Lot TEXT

Retain Odd Lot Retain Odd Lot TEXT

Corporate Action ID

Corporate Action ID NUMERIC



Nominal Value Messages

Nominal value messages provide information about the Nominal (Par or Face) value of a security.

By default Nominal Value fields are not selected.



Date Date (G;L) DATE Date of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time.

Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. All Nominal Values have a time-stamp of 00:00 local time


Type Type TEXT Nominal Value

Nominal Value

Nominal Value

NUMERIC Par Value or Face Value.

Currency Currency TEXT The currency of the nominal value.

Reference ID Issue Level

Reference ID Issue Level

NUMERIC A unique system generated number for each Nominal Value event. All subsequent amendments and updates are entered under this event number.

Reference PILC

Reference PILC

NUMERIC The Primary Issue Level Code (PILC) identifies the issue to which the Nominal Value relates.

Delete Marker Delete Marker NUMERIC An event reported with a deletion marker of zero is used to overwrite any existing entries for that event. A value of 1 indicates that the event should be deleted.

No Par Value No Par Value TEXT Y/N flag indicating that a nominal value is applicable (N). Y means that there is no nominal value applicable.

Corporate Action ID

Corporate Action ID

NUMERIC The Corporate Action ID identifies the data / records applicable to a Corporate Action event.

Nominal Value Date

Nominal Value Date

DATE The change date or reported date of the Nominal Value.

Nominal Value Scaling Factor

Nominal Value Scaling Factor

NUMERIC A system generated scaling factor (if needed) that relates to the Nominal Value (in case that the amount does not fit into the field length available).



Issue Level Shares Types Messages

The Issue Level Share Type does not vary from exchange to exchange. This share type is the figure that

is most widely reported, and is used to calculate the Market Capitalization.

By default Issue Level Shares Types fields are not selected.




Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. All Issue Level Share Types have a time-stamp of 00:00 local time.


Type Type TEXT Issue Level Share Type. Values can be found in Table TS in the Table File.

Shares Change Date

Shares Change Date

DATE A date on which the number of shares is confirmed as being true.

Thousands of Shares

Thousands of Shares

NUMERIC Total number of shares. New Shares Amount should be used in preference to this field.

Shares Amount Scaling Factor

Shares Amount Scaling Factor

NUMERIC A system generated scaling factor (if needed) that relates to the shares amount (in case that the amount does not fit into the field length available).

Shares Amount Event ID


NUMERIC A unique system generated number for each Shares Amount Event. All subsequent amendments and updates are entered under this event number.

PILC PILC NUMERIC The Primary Issue Level Code (PILC) identifies the issue to which the Shares Amount relates.

Delete Marker

Delete Marker

NUMERIC An event reported with a deletion marker of zero is used to overwrite any existing entries for that event. A value of 1 indicates that the event should be deleted.

Shares Amount

Shares Amount

NUMERIC Total number of shares available for trading, expressed in units of one thousand for a particular security. This field gives the correct value (total number of shares) to the nearest tenth. The Thousands of Shares field still gives a value in thousands, but the use of the decimal point means the exact figure can be determined.

Default Share Type

Default Share Type

TEXT Indicates the shares default type. Most commonly, Issued, Outstanding or Listed.

Corporate Corporate NUMERIC The Corporate Action ID identifies the data



Action ID Action ID applicable to a Corporate Action event.



Exchange Level Shares Types Messages

To allow for local market conventions and different market capitalization calculations, Reuters provides

multiple types of Share amounts.

By default Exchange Level Shares Types fields are not selected.




Time Time(G;L) TIMESTAMP Time of the message; (G) indicates that the field is in GMT/UTC time; (L) indicates that the field is in local time. All Issue Level Share Types have a time-stamp of 00:00 local time.


Type Type TEXT Exchange Level Share Type

Shares Change Date

Shares Change Date

DATE A date on which the number of shares is confirmed as being true.

Share Type Share Type TEXT Indicates the type of Shares reported. Values can be found in Table TS in the Table File.

Default Share Type Flag

Default Share Type Flag

TEXT A y/n flag depending on whether it is default type for the exchange.

Shares Amount

Shares Amount

NUMERIC Total number of shares available for trading, expressed in units of one thousand for a particular security .This field gives the correct value (total number of shares) to the nearest tenth.



NUMERIC A unique system generated number for each Shares Amount Event. All subsequent amendments and updates are entered under this event number.

PILC PILC NUMERIC The Primary Issue Level Code (PILC) identifies the issue to which the Shares Amount relates.

Delete Marker

Delete Marker

NUMERIC An event reported with a deletion marker of zero is used to overwrite any existing entries for that event. A value of 1 indicates that the event should be deleted.

Corporate Action ID

Corporate Action ID

NUMERIC The Corporate Action ID identifies the data applicable to a Corporate Action event.



Reference Change Messages

Reference Changes refer to the following message types:

Reference Changes

Symbology Changes

All reference change messages are time-stamped to the nearest millisecond - this time represents the



Reference Changes messages are applicable to all asset domains.






Type Type TEXT Reference Change

Change Type

Change Type

TEXT Reference field type, e.g. Currency

Old Value Old Value TEXT Previous value, e.g. DEM

New Value New Value TEXT New value, e.g. EUR



Symbology Changes Messages

All symbology change messages are time-stamped at 00:00 GMT - this time represents the time that

instrument's name changed either to or from another instrument code. The fields will appear in output


Symbology Changes messages are applicable to all asset domains.






Type Type TEXT Symbology Change

Change Type

Change Type

TEXT Symbology field type, e.g. RIC or ISIN

Old Value Old Value TEXT Previous value, e.g. RTR.L

New Value New Value TEXT New value, e.g. TRIL.L

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REFERENCE DATA

For the purposes of this service, Reference Data type messages refer to data initialisation records that

are sourced from the Reuters DataScope for Equities (DSE) service. The following message types are

available:

Equities

Equity Options

Warrants

Futures

Option on Futures

Money Market

Mutual and Money Market Funds

Indices and Market Statistics

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Equities Reference Data Messages

All Equities Reference Data messages are sourced from the Reuters DataScope for Equities Service.

These message types are applicable to the following instrument types:

Equities

Electronically Traded Funds

Historical data is only available since November 2008. Updates are loaded weekly.

The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument.

The Fields that are highlighted in bold and black represent the default fields for Daily Equities Reference

Data message. The field that are greyed-out represent fields that are not defaults, but are available for

only a subset of exchanges or markets.




Time Time (L) TIMESTAMP Time of the message; (L) indicates that the field is in local time

Type Type TEXT Equities

Description Description TEXT Textual description of the security.

CUSIP Code CUSIP Code

NUMERIC Issue level code used for identifying North American Securities (not currently available).

SEDOL SEDOL TEXT Market level code issued by London Stock Exchange (not currently available).

Common Code

Common Code

TEXT This is an issue level code issued by Clearstream and the Luxembourg Stock Exchange.

ISIN Code ISIN Code

TEXT This is an issue level code that is derived from the security's local classification code. For example, the SEDOL in the UK and the CUSIP in the US prefixed by a country code and suffixed by a check digit (not currently available).

Issue Classification


TEXT This is a market level field that has been superseded by the Asset Category field. The full list of Issue Classifications is available in Table Record TT of the Table File.

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Exchange Identification


TEXT A market level code denoting the exchange on which the instrument is traded. A full exchange listing can be found in Table Record TE of the Table File.

Currency Code

Currency Code

TEXT A market level ISO currency code for a trading instrument. All DataScope currency codes are contained in Table Record TG of the Table File.

Trading Status Trading Status

NUMERIC This is a market level fact that is used to determine if an instrument is actively trading or has been delisted

Directory Company Name


TEXT The full legal name of each organisation.

Industrial Classification Code


TEXT This is a Company level code, based on the old MSCI classification system. This field is no longer maintained by Reuters.

Organisation ID ORGID


NUMERIC Company or Organisational level code (ORGID). Unique Reuters system-generated identifier that links securities related to an organisation. This identifier is used as an alternative key at the issue level to show organisation to issue relationship.

Organisation Display Name


TEXT Abbreviated version of Directory company name.

Organisation Geographical Unit


TEXT A company level ISO country code for the legal domicile of a company's head office. Values can be found in Table Record TV in the Table File.

Australia Code

Australia Code

TEXT Issue level local exchange code for trading securities at the Australia Stock Exchange (ASX).

Austria Code Austria Code

TEXT Market level exchange code for trading securities in Austria. This code is no longer being issued.

Belgium Code Belgium Code TEXT An legacy issue level code used for trading in Belgium

France Code Sicovam

France Code Sicovam

TEXT Issue level exchange code for trading securities in France.

Wertpapier WM

Wertpapier WM

TEXT Issue level exchange code for trading securities in Germany. The codes are assigned by Wertpapier-Mitteilungen.

Japan Code SICC

Japan Code SICC

TEXT This is an issue level local exchange code used for trading securities at all Japan stock exchanges.

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Netherlands Code

Netherlands Code

TEXT The field for the Netherlands Code has been expanded. See New Netherlands Code. Truncated data may be received if the expanded field is not used.

Rio De Janeiro Code

Rio De Janeiro Code

TEXT No longer used.

Sao Paulo Code

Sao Paulo Code

TEXT Issue level code for trading securities in Sao Paulo. This was a market level code until July 2004

Switzerland Code VALOREN


TEXT Issue level code. The official numbering scheme for identifying securities in Switzerland.

Taiwan Code Taiwan Code

TEXT Market level local exchange code for trading securities at the Taiwan Stock Exchange.

Hong Kong Code

Hong Kong Code

TEXT Market level code for trading securities in Hong Kong. Note: This field may truncate to 4 digits. As a result, you should refer to the Ticker symbol instead.

Malaysia Code Malaysia Code

TEXT Market level code for trading securities in Malaysia.

Singapore Code

Singapore Code

TEXT Market Level Local exchange code for trading securities in Singapore.

Primary Issue Level Code PILC


NUMERIC The Primary Issue Level Code (PILC) is a system-generated numeric code that links together all issues of a certain stock traded on any number of exchanges.

Finsbury Company Code


TEXT This is a company level code used as an alternate primary company key, like ORGID. It is used by Factiva to key news stories. This field may soon cease to be supported. DataScope clients are advised to use ORGID or the Organisation Display Name.

ISO CFI Code ISO CFI Code

TEXT This field is not currently supported.

Primary RIC Edcoid

Primary RIC Edcoid

TEXT This is the company level Primary RIC.

New MSCI Industrial Classification Code GICS


TEXT Code representing the new S&P/MSCI company classification scheme. Referred to as GICS. This code is only available to DataScope customers who hold an underlying license for this data.

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Dow Jones Stoxx Industrial Classification Code


TEXT No longer in use.

FTSE Industrial Classification Code



PE Code PE Code NUMERIC This is the permission code for each RIC on the real-time system so that clients can align their real-time and DataScope RIC universes.

Quotron Symbol

Quotron Symbol

TEXT This is a code supported for US securities, which is usually the ticker.

New Belgian Code

New Belgian Code

TEXT An issue level code used for trading in Belgium. Replaces the Belgium Code field.

Market Identifier Code MIC


TEXT This code is assigned by the London Stock Exchange (LSE) and indicates the exchange or market where an instrument is traded. See the Table Record UU in the Table File for MIC definitions.

Official Place Of Listing OPOL


TEXT This is the same as the MIC and is assigned to the instrument decreed by the London Stock Exchange (LSE) to be the Official Place of Listing in a particular country. See the Table Record UU in the Table File for OPOL definitions.

Asset Categories

Asset Categories

TEXT Reuters security classification type. See the Table Record TC in the Table File.

Primary Trading RIC

Primary Trading RIC

TEXT This issue level Y flag indicates the primary listing of an issue.

Ticker Symbol Ticker Symbol TEXT A Ticker Symbol is a code issued by an exchange for identification of a traded security on that exchange.

Issue Long Name

Issue Long Name

TEXT The long name of the security issue.

RBSS Code RBSS Code

TEXT Reuters internal company classification scheme. A new Table Record RB (RBSS Codes) will be added to the Table File. Listed below are some example values that the record will contain: RB05 Oil/Gas RB06 Integrated Oil/Gas RB07 Oil/Gas Exploration/Production

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MiFID Indicator

MiFID Indicator

TEXT Equity securities that are eligible for trade reporting within the MiFID zone according to CESR regulations. The liquid 600 will also be indicated. A new Table Record MF (MiFID Codes) will be added to the Table File.1 Possible values include: MiFID-E - MiFID Eligible MiFID-L - MiFID Top Liquidity Securities MiFID-U - MiFID Unconfirmed MiFID-R – MiFID Regulated Please Note: Initially, Reuters will only be populating this field for Equity instruments.

CFI Code MiFID Indicator

TEXT This is the ISO10962 standard for the security classification. 2, 4 Please Note: Reuters is not able to supply the ISO classification scheme. It must be purchased directly from ISO.

Place Of Listing

Place Of Listing

TEXT Official place of listing of a security within a country.

Primary Reference Market Quote


TEXT This RIC will indicate the source RIC used for population of the Open/Close price on IDN for the .x RICS.

Primary Execution Venue


TEXT The venue that Reuters considers the Primary within the MiFID Zone for an instrument It will usually be the market with the most liquidity

Market Segment Name

Market Segment Name

TEXT Name of the market Segment.

Market MIC Market MIC

TEXT ISO10383 code for Market or Exchange identification

Organisational Identifier of the Competent Regulatory Authority


TEXT A Reuters internal code that identifies the Competent Regulatory Authority.

CESR EEA Regulated

CESR EEA Regulated

TEXT Denotes if the quote is regulated by an EEA CRA.

CESR Most Relevant Market


TEXT The country of primary listing as determined by CESR.

CESR Average Daily Turnover


NUMERIC The average daily turnover of the security as supplied by CESR.

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CESR Average Daily Turnover Currency


TEXT The average daily turnover Currency of the security as supplied by CESR.

CRA Average Daily Turnover


NUMERIC The average daily turnover of the security as supplied by CRA.

CRA Average Daily Turnover Currency


TEXT The average daily turnover Currency of the security as supplied by CRA.

CESR Average Value Of Orders Executed


NUMERIC The average value of the transaction as provided by CESR.

CESR Average Value Of Orders Executed Currency


TEXT The average value of the transaction Currency as provided by CESR.

CRA Average Value Of Orders Executed


NUMERIC The average value of the transaction as provided by local CRA.

CRA Average Value Of Orders Executed Currency


TEXT The average value of the transaction Currency as provided by local CRA.

CESR Free Float

CESR Free Float

NUMERIC Free float value as supplied by CESR.

CESR Free Float Currency


TEXT Free float value Currency as supplied by CESR.

CRA Free Float

CRA Free Float

NUMERIC Free float value as supplied by CRA.

CRA Free Float Currency


TEXT Free float value Currency as supplied by CRA.

CESR Standard Market Size


NUMERIC The standard market size of an instrument as provided by CESR.

CESR Standard Market Size Currency


TEXT The standard market size Currency of an instrument as provided by CESR.

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New Netherlands Code


TEXT Issue Level exchange code for trading securities in the Netherlands.

Round Lot Size

Round Lot Size

NUMERIC The number of shares traded in a round lot.

Reuters Classification Scheme


TEXT An asset classification scheme which is more granular than the existing Asset Category field. See the XR table in the Extended Table File.

Notes Accessing delisted instruments - it is possible to reference delisted instruments by their delisted RIC. Delisted RIC syntax consist of a âfter the original RIC followed by a month code and a year code that signifies when the RIC was actually delisted.

Example: RIC ABC.L is delisted in January 2002. The delisted RIC is ABC.LÂ02 (A=January,

B=February, etc and 02 signifies 2002). RICs that were delisted prior to 1995 do not have a Delisted RIC

and historical data is not available for those instruments.

Rules are applied to RICs to allow delisted RICs to be referenced without having to know the expiry

month and year:

If the RIC does not exist, but a single matched delisted RIC does exists, the delisted RIC can be matched by the original RIC, e.g. ONE.AX will return data for ONE.AX^H01.

If a single delisted RIC exists, it can be referenced by appending a ^ to the RIC, e.g. ONE.AX^ will match the delisted RIC ONE.AX^H01.

Where multiple delisted RICs exist for a RIC, each delisted RIC must be explicitly referenced, e.g.

C.PH^B09 or C.PH^K98.

Delisted RICs no not have a IDN real-time equivalent, it is therefore important to select the "Never"

Verify RICs option in Preferences prior to adding the instrument to the instrument list.

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Equity Options Reference Data Messages

All Equity Options Reference Data messages are sourced from the Reuters DataScope for Equities

Service.

These message types are applicable to the following instrument types:

Exchange traded equity options

Historical data is only available since November 2008. Updates are loaded weekly.

The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument.

The Fields that are highlighted in bold and black represent the default fields for Equity Options

Reference Data message. The field that are greyed-out represent fields that are not defaults, but are

available for only a subset of exchanges or markets.





Type Type TEXT Equity Options




Description Description TEXT The description field provides a brief description of the option, its strike price, call put indicator and its month and year of expiry.

Currency Code

Currency Code

TEXT This is the currency in which the future is traded.

Strike Price Strike Price

NUMERIC The price at which the purchaser of the option has the right to buy or the right to sell.

Expiration Date

Expiration Date

DATE The expiration date is the date on which the contract expires - the date on which the contract is no longer valid and ceases to exist.

Underlying RIC

Underlying RIC

TEXT The RIC on which the option is derived.

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Put/Call Indicator

Put/Call Indicator

TEXT Indicates whether the RIC is a Call option (the right to buy) or a put option (the right to sell)

Trading Status

Trading Status

NUMERIC This is a market level fact that is used to determine if an instrument is actively trading or has been delisted.

Strike Price 2 Strike Price 2


New Strike Price

New Strike Price


Lot Size Lot Size

NUMERIC The field is being replaced by the New Lot Size field (New Lot Size).

Lot Units Lot Units

NUMERIC A Lot Unit is the value to which the lot size refers. For example crude oil might have a lot size of 1000 and the units would be barrels. To buy 1 contract of crude oil would mean purchasing 1000 barrels of oil.

OCC Code OCC Code

TEXT OCC Code is the code provided by the Options Clearing Corporation and is the same as OPRA code. It is made up from the exchange ticker and a letter signifying the strike price and a letter signifying the month of expiry.

Exercise Style Exercise Style

TEXT Exercise style defines when the option can be exercised. European options can only be exercised on the expiry date, American options can be exercised any time from purchase up to and including the strike price, and Asian options can only be exercised on the expiry date for an average of the price since purchase.

New Lot Size New Lot Size

NUMERIC This field has been added as a replacement for Lot Size field. This new field is identical to the existing Lot Size field, except for that it allows decimals. Clients are strongly encouraged to begin using this new field to get their data. Please note that the data may be truncated due to the length limitation.

Last Trading Day

Last Trading Day

DATE The final day that a futures or options contract may trade or be closed out before delivery of the underlying asset must occur.

Tick Value Tick Value

NUMERIC A tick is the smallest possible movement (up or down) in the price of a security. Tick value is the cost of 1 tick per contract, so effectively tick * lot size. Tick Value is expressed in the Quotation Currency for the quote.

0 REFERENCE DATA


Method of Delivery

Method of Delivery

TEXT Delivery of a futures or options contract can be either Cash or Physical.

Asset Category

Asset Category


CFI Code CFI Code

TEXT This is the ISO10962 standard for the security classification.2, 4 Please Note: Reuters is not able to supply the ISO classification scheme. It must be purchased directly from ISO.

ISIN Code ISIN Code

TEXT This is an issue level code that is derived from the security's local classification code.2, 5 (not currently available)

Ticker Symbol Ticker Symbol

TEXT A code issued by an exchange for identification of a traded security on that exchange

Place of Listing

Place of Listing

TEXT Official place of listing of a security within a country

Market Segment Name

Market Segment Name

TEXT Name of the market segment (not currently available).

Market MIC Market MIC TEXT ISO10383 code for Market or Exchange identification.

CESR EEA Regulated

CESR EEA Regulated


Notes Accessing delisted instruments - it is possible to reference delisted instruments by their delisted RIC. Delisted RIC syntax consist of a âfter the original RIC followed by a month code and a year code that signifies when the RIC was actually delisted. Example: RIC ABC.L is delisted in January 2002. The delisted RIC is ABC.LÂ02 (A=January, B=February, etc and 02 signifies 2002). RICs that were delisted prior to 1995 do not have a Delisted RIC and historical data is not available for those instruments. Rules are applied to RICs to allow delisted RICs to be referenced without having to know the expiry month and year: If the RIC does not exist, but a single matched delisted RIC does exists, the delisted RIC can be matched by the original RIC, e.g. ONE.AX will return data for ONE.AX^H01. If a single delisted RIC exists, it can be referenced by appending a ^ to the RIC, e.g. ONE.AX^ will match the delisted RIC ONE.AX^H01. Where multiple delisted RICs exist for a RIC, each delisted RIC must be explicitly referenced, e.g. C.PH^B09 or C.PH^K98. Delisted RICs no not have a IDN real-time equivalent, it is therefore important to select the "Never" Verify RICs option in Preferences prior to adding the instrument to the instrument list.

0 REFERENCE DATA


Warrants Reference Data Messages

All Warrants Reference Data messages are sourced from the Reuters DataScope for Equities Service. These message types are applicable to the following instrument types:

Warrants Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Warrants Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Warrants





Common Code

Common Code


ISIN Code ISIN Code




TEXT This is a market level field that has been superseded by Asset Category (Field 43). The full list of Issue Classifications is available in Table Record TT of the Table File.

0 REFERENCE DATA





Currency Code

Currency Code


Trading Status Trading Status










TEXT Company or Organisational level code (ORGID). Unique Reuters system-generated identifier that links securities related to an organisation. This identifier is used as an alternative key at the issue level to show organisation to issue relationship.







Australia Code

Australia Code




Belgium Code Belgium Code TEXT A legacy issue level code used for trading in Belgium

France Code Sicovam

France Code Sicovam


Wertpapier WM

Wertpapier WM


Japan Code SICC

Japan Code SICC


0 REFERENCE DATA


Netherlands Code

Netherlands Code

TEXT The field for the Netherlands Code has been expanded. See New Netherlands Code field. Truncated data may be received if the expanded field is not used.

Rio De Janeiro Code

Rio De Janeiro Code


Sao Paulo Code

Sao Paulo Code







Hong Kong Code

Hong Kong Code


Malaysia Code Malaysia Code


Singapore Code

Singapore Code










Primary RIC Edcoid

Primary RIC Edcoid




TEXT Code representing the new S&P/MSCI company classification scheme. Referred to as GICS. Note: This code is only available to DataScope customers who hold an underlying license for this data.

0 REFERENCE DATA









Quotron Symbol

Quotron Symbol


New Belgian Code

New Belgian Code

TEXT An issue level code used for trading in Belgium.







Asset Categories

Asset Categories


Primary Trading RIC

Primary Trading RIC



Issue Long Name

Issue Long Name


RBSS Code RBSS Code


0 REFERENCE DATA


MiFID Indicator

MiFID Indicator




Place Of Listing

Place Of Listing








Market Segment Name

Market Segment Name







CESR EEA Regulated

CESR EEA Regulated








0 REFERENCE DATA























CESR Free Float

CESR Free Float





CRA Free Float

CRA Free Float











Exercise Style Exercise Style TEXT Defines when the option can be exercised.

0 REFERENCE DATA


Expiry Date Expiry Date DATE The date on which a contract expires.

Put/Call indicator

Put/Call indicator

TEXT Indicates whether the RIC is a Call option (the right to buy) or a Put option (the right to sell).

Strike Price Strike Price NUMERIC The price at which the purchaser of the option has the right to buy or the right to sell.




Round Lot Size

Round Lot Size

NUMERIC The minimum number of warrants that may be traded.

Underlying RIC

Underlying RIC

TEXT The RIC on which the warrant is derived.



TEXT An asset classification scheme which is more granular than the existing Asset Category field.


0 REFERENCE DATA


Futures Reference Data Messages

All Futures Reference Data messages are sourced from the Reuters DataScope for Equities Service. This message type is applicable to the following instrument types:

Exchange traded futures Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Futures Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Futures





Currency Code

Currency Code


Expiration Date

Expiration Date

DATE The expiration date is the date on which the contract expires - the date on which the contract is no longer valid and ceases to exist.

Price Basis Price Basis

TEXT This field is obsolete.

RIC Root RIC Root

TEXT A futures RIC root is a code that is used to uniquely identify the members (RICs) of a series of exchange traded futures, that is, continuations series. For example all the monthly futures contracts for Reuters traded on LIFFE would have the

0 REFERENCE DATA


same root.

Trading Status

Trading Status

TEXT This is a market level fact that is used to determine if an instrument is actively trading or has been delisted.

Underlying RIC

First Notice Day

TEXT The RIC on which the future is derived. This field is only populated for Equity futures, Index futures, Currency futures and Interest Rate futures

Lot Size Lot Size


Lot Units Lot Units

TEXT A Lot Unit is the value to which the lot size refers. For example crude oil might have a lot size of 1000 and the units would be barrels. To buy 1 contract of crude oil would mean purchasing 1000 barrels of oil.


NUMERIC This field has been added as a replacement for Lot size field. This new field is identical to the existing Lot Size field, except for that it allows decimals. Clients are strongly encouraged to begin using this new field to get their data.

Last Trading Day

Last Trading Day




Method of Delivery

Method of Delivery


First Notice Day

First Notice Day

DATE Delivery of a futures or options contract can be either Cash or Physical.

Asset Category

Asset Category


CFI Code CFI Code


ISIN Code ISIN Code

TEXT This is an issue level code that is derived from the security's local classification

0 REFERENCE DATA


code.2, 5 (not currently available).

Ticker Symbol Ticker Symbol


Place of Listing

Place of Listing


Market Segment Name

Market Segment Name

TEXT Name of the market segment.


CESR EEA Regulated

CESR EEA Regulated


Notes Accessing delisted instruments - it is possible to reference delisted instruments by their delisted RIC. Delisted RIC syntax consist of a âfter the original RIC followed by a month code and a year code that signifies when the RIC was actually delisted. Example: RIC ABC.L is delisted in January 2002. The delisted RIC is ABC.LÂ02 (A=January, B=February, etc and 02 signifies 2002). RICs that were delisted prior to 1995 do not have a Delisted RIC and historical data is not available for those instruments. Rules are applied to RICs to allow delisted RICs to be referenced without having to know the expiry month and year: If the RIC does not exist, but a single matched delisted RIC does exists, the delisted RIC can be matched by the original RIC, e.g. ONE.AX will return data for ONE.AX^H01. If a single delisted RIC exists, it can be referenced by appending a ^ to the RIC, e.g. ONE.AX^ will match the delisted RIC ONE.AX^H01. Where multiple delisted RICs exist for a RIC, each delisted RIC must be explicitly referenced, e.g. C.PH^B09 or C.PH^K98. Delisted RICs no not have a IDN real-time equivalent, it is therefore important to select the "Never" Verify RICs option in Preferences prior to adding the instrument to the instrument list. The futures RIC root is derived from the portion of the futures RIC syntax that remains identical regardless of expiry, number of continuation series etc. For example the December 2008 Reuters futures RIC on LIFFE is RTRlfZ8 with Z representing December and 8 representing the year 2008. If these changeable characters are removed, the root becomes "RTRlf". Some single stock futures have a RIC syntax of MSFT1Z8:OX with an exchange suffix. In these cases the futures RIC root will either have the syntax MSFT:OX or MSFTox, but all RICs on the same series will have the same RIC root as usual.

0 REFERENCE DATA


Options on Futures Reference Data Messages

All Options on Futures Reference Data messages are sourced from the Reuters DataScope for Equities Service. These message types are applicable to the following instrument types:

Exchange traded options on futures contracts Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Options on Futures Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Options on Futures





Currency Code

Currency Code


Strike Price Strike Price


Expiration Date

Expiration Date

TEXT The expiration date is the date on which the contract expires - the date on which the contract is no longer valid and ceases to exist.

Underlying RIC

Underlying RIC

TEXT The RIC on which the option is derived.

0 REFERENCE DATA


Put/Call Indicator

Put/Call Indicator

TEXT Indicates whether the RIC is a Call option (the right to buy) or a put option (the right to sell)

Start Date Start Date

DATE The start date.

Trading Status

Trading Status

TEXT This is a market level fact that is used to determine if an instrument is actively trading or has been delisted.

Strike Price 2 Strike Price 2


New Strike Price

New Strike Price


Lot Size Lot Size


Lot Units Lot Units

NUMERIC A Lot Unit is the value to which the lot size refers. For example crude oil might have a lot size of 1000 and the units would be barrels. To buy 1 contract of crude oil would mean purchasing 1000 barrels of oil.

Exercise Style

Exercise Style

TEXT Exercise style defines when the option can be exercised. European options can only be exercised on the expiry date, American options can be exercised any time from purchase up to and including the strike price, and Asian options can only be exercised on the expiry date for an average of the price since purchase.


NUMERIC This field has been added as a replacement for Lot Size field. This new field is identical to the existing Lot Size field, except for that it allows decimals. Clients are strongly encouraged to begin using this new field to get their data.

Last Trading Day

Last Trading Day




Method of Delivery

Method of Delivery


Asset Category

Asset Category


0 REFERENCE DATA


CFI Code CFI Code


ISIN Code ISIN Code

TEXT This is an issue level code that is derived from the security's local classification code.2, 5 (not currently available).

Ticker Symbol

Ticker Symbol


Place of Listing

Place of Listing


Market Segment Name

Market Segment Name

TEXT Name of the market segment.


CESR EEA Regulated

CESR EEA Regulated



0 REFERENCE DATA


Money Market Reference Data Messages

All Money Market Reference Data messages are sourced from the Reuters DataScope for Equities Service. These message types are applicable to the following instrument types:

Foreign Exchange

Money Market

Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Money Market Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Money Market



TEXT Almost all of the money RICs carried on DataScope have Reuters generated Exchange codes RICs. These values are likely to be generic for example, GL$ or RCT (for a contributed value). The Exchange Record TE in the Table File gives a definition for the exchange codes.

Description Description TEXT The description field in the Initialisation files is usually the RIC itself. Money market data RICs use the ISO-standard currency code.

Inverse rate marker

Inverse rate marker

NUMERIC This would be used to show where a currency value to US$ is greater than 1. A value of 1 on this field informs users that this rate is inverted.

Trading Status

Trading Status

NUMERIC This is a market level fact that is used to determine if an instrument is actively trading or has been delisted.

Asset Category

Asset Category


0 REFERENCE DATA


CFI Code CFI Code TEXT This is the ISO10962 standard for the security classification.2, 4 Please Note: Reuters is not able to supply the ISO classification scheme. It must be purchased directly from ISO.

Maturity Date Maturity Date

DATE This is a market level field that has been superseded by the Asset Category field. The full list of Issue Classifications is available in Table Record TT of the Table File.


CESR EEA Regulated

CESR EEA Regulated




TEXT An asset classification scheme which is more granular than the existing Asset Category field.

0 REFERENCE DATA


Mutual and Money Market Funds Reference Data Messages

All Mutual and Money Market Fund Reference Data messages are sourced from the Reuters DataScope for Equities Service. These message types are applicable to the following instrument types:

Money Market Funds

Electronically Traded Funds Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Mutual and Money Market Fund Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Mutual and Money Market Funds





Common Code

Common Code


ISIN Code ISIN Code




TEXT This is a market level field that has been superseded by the Asset Category field. The full list of Issue

0 REFERENCE DATA


Classifications is available in Table Record TT of the Table File.




Currency Code

Currency Code


Trading Status

Trading Status










NUMERIC Company or Organisational level code (ORGID). Unique Reuters system-generated identifier that links securities related to an organisation. This identifier is used as an alternative key at the issue level to show organisation to issue relationship.







Australia Code

Australia Code




Belgium Code Belgium Code TEXT An (old) issue level code used for trading in Belgium

France Code Sicovam

France Code Sicovam


Wertpapier WM

Wertpapier WM


0 REFERENCE DATA


Japan Code SICC

Japan Code SICC


Netherlands Code

Netherlands Code

TEXT The field for the Netherlands Code has been expanded. See New Netherlands Code. Truncated data may be received if the expanded field is not used.

Rio De Janeiro Code

Rio De Janeiro Code


Sao Paulo Code

Sao Paulo Code







Hong Kong Code

Hong Kong Code


Malaysia Code

Malaysia Code


Singapore Code

Singapore Code










Primary RIC Edcoid

Primary RIC Edcoid


0 REFERENCE DATA




TEXT Code representing the new S&P/MSCI company classification scheme. Referred to as GICS. Note: This code is only available to DataScope customers who hold an underlying license for this data.








Quotron Symbol

Quotron Symbol


New Belgian Code

New Belgian Code

TEXT An issue level code used for trading in Belgium.







Asset Categories

Asset Categories


Primary Trading RIC

Primary Trading RIC



Issue Long Name

Issue Long Name


0 REFERENCE DATA


RBSS Code RBSS Code


MiFID Indicator

MiFID Indicator




Place Of Listing

Place Of Listing








Market Segment Name

Market Segment Name







CESR EEA Regulated

CESR EEA Regulated


0 REFERENCE DATA





























CESR Free Float

CESR Free Float





CRA Free Float

CRA Free Float








0 REFERENCE DATA










TEXT An asset classification scheme which is more granular than the existing Asset Category field. See the XR table in the Extended Table File


0 REFERENCE DATA


Indices and Market Statistics Reference Data Messages

All Indices and Market Statistics Reference Data messages are sourced from the Reuters DataScope for Equities Service. These message types are applicable to the following instrument types:

Indices

Market Statistics instruments Historical data is only available since November 2008. Updates are loaded weekly. The timestamp for all data is stored as 00:00:00.000 local time of the timezone of the instrument. The Fields that are highlighted in bold and black represent the default fields for Indices and Market Statistics Reference Data message. The field that are greyed-out represent fields that are not defaults, but are available for only a subset of exchanges or markets.





Type Type TEXT Indices





Currency Code

Currency Code


Trading Status

Trading Status


Ticker Symbol

Ticker Symbol

TEXT A Ticker Symbol is a code issued by an exchange for identification of a traded security on that exchange

Issue Long Name

Issue Long Name


0 REFERENCE DATA


ISIN Code ISIN Code TEXT This is an issue level code that is derived from the security's local classification code. This field will only be populated for Indices where they are issued. This is currently approximately 10% of Index RICs. This field is not applicable for Market Statistic RICs.

Asset Category

Asset Category


CFI Code CFI Code TEXT This is the ISO10962 standard for the security classification. 2, 4 Please Note: Reuters is not able to supply the ISO classification scheme. It must be purchased directly from ISO.

Place of Listing

Place of Listing

TEXT Official place of listing of a security within a country.2, 7




Market Segment Name

Market Segment Name



CESR EEA Regulated

CESR EEA Regulated




TEXT An asset classification scheme which is more granular than the existing Asset Category field. See the XR table in the Extended Table File

Chapter 4 ADDITIONAL TABLES


CHAPTER 4 ADDITIONAL TABLES

Illogical Mappings

This appendix contains the illogical mappings for the End of Day (from DSE). Due to the fact that there are more pricing facts stored than we have facts in DataScope Equities product, fields are at times mapped illogically. This appendix details those instances. This listing is current as of August 2010.

Description Type FID Rule

Japan average market statistics STATISTIC 6 AVERAGE PRICE TO LAST

London equities EQUITY N/A OFFICIAL ASK TO OFFICIAL HIGH

London equities EQUITY N/A OFFICIAL BID TO OFFICIAL LOW

London SETS equities EQUITY 36 PE RATIO TO BLOCK TRADES

Oslo equities, German equities, warrants, exchange traded funds

EQUITY, DERIVATIVE

32, 899

FLOOR VOLUME TO BLOCK VOLUME (regular volume field for these file codes holds accumulated volume)

Milan equities EQUITY 997 LAST TO VWAP

Athens SE equities EQUITY 21 OFFICIAL CLOSE TO LAST

Athens, Cairo SE equities EQUITY 6 LAST TO ALT CLOSE

Japan call and spot rates INTEREST RATE

21 AVERAGE TO LAST

WMRB spot mid fixings, Japan rates CURRENCY 393 MID TO LAST

International zero curve yield rates DEBT 275 DISCOUNT TO LAST

Cairo SE equities EQUITY 134 OFFICIAL CLOSE TO LAST

Shanghai, Shenzhen SE total value indices STATISTIC 6 TRADING VALUE TO LAST

Japan value market statistics STATISTIC 6 MARKET VALUE TO LAST

Philippines Contributed Spot rates CURRENCY 996 USD VOLUME MILLION TO VOLUME

London SETS equities EQUITY 1032 ORDER BOOK VWAP TO VWAP

Philippines treasury bills DEBT 393 WEIGHTED AVERAGE YIELD TO LAST

Tel Aviv, Israel, equities EQUITY 19 BASE PRICE TO OPEN

Latin American deposit rates DEBT 393 BID TO LAST

Philippines interbank rates INTEREST RATE

6 FIXING OFFER RATE TO LAST

Thai, Chinese repurchase agreement rates DEBT 275 ASK YIELD TO ASK

Thai, Chinese repurchase agreement rates DEBT 393 BID YIELD TO BID

Canadian treasury bills DEBT 25 ASK YIELD TO ASK



Canadian treasury bills DEBT 22 BID YIELD TO BID

Bondtop par yields indices FINANCIAL INDEX

356 PAR YIELD TO LAST

UK WM company FWD Mid, premium fixings CURRENCY 22 MID TO BID

Philippines USD/PHP swaps benchmark fixing interest rates

CURRENCY 393 WEIGHTED AVERAGE TO BID

Hong Kong Market Indices, Philippines summary data

STATISTIC 6 MARKET TURNOVER TO LAST

Emerging Market bond indices FINANCIAL INDEX

393 TOTAL RETURN TO LAST

Vienna secondary yields FINANCIAL INDEX

6 WEIGHTED AVERAGE PRICE TO LAST

Hungarian statistics STATISTIC 1053 CAPITALIZATION TO LOW

Hungarian Statistics STATISTIC 1054 LISTED QUANTITY TO TOTAL VOLUME

Hungarian, Taiwan statistics STATISTIC 995 TURNOVER TO HIGH

Taiwan, Japan, Korea, turnover statistics STATISTIC 6 TURNOVER TO LAST

Japan rate statistics STATISTIC 6 RATE TO LAST

Japan statistics STATISTIC 6 UNIT PRICE TO LAST

Asian market statistics STATISTIC 100 TURNOVER TO LAST

Thailand SE equities shortsell data EQUITY 1030 ORDER BOOK VOLUME TO BLOCK VOLUME

WM company forward rates CURRENCY 22 MID TO LAST

Warsaw capitalization stocks STATISTIC 6 CAPITALIZATION TO LOW

Warsaw capitalization stocks STATISTIC 997 LISTED QUANTITY TO TOTAL VOLUME

GCC contributed indices INDEX 100 TURNOVER TO VOLUME

Citibank participation certificates DERIVATIVE 997 REFERENCE PRICE TO LAST

London Quoteline Warrant DERIVATIVE 1030 Official ask to official high.

London Quoteline Warrant DERIVATIVE 1031 Official bid to official low.

LMAX CFSs DERIVATIVE 70 SETTLE to LAST

LMAX FX CFDs DERIVATIVE 70 SETTLE to LAST

UKLME USD/GBP cash fixings COMMODITY 6 LAST TO SETTLE

REMA pepper cash comm rates, ONIGC contr comms, Intl soft cash comms, Germany, Hamburg, soft metals, UK meats

COMMODITY 996 BASIS TO SETTLE

UK LME super RICs cash DERIVATIVE 12 HIGH BID TO HIGH

UK LME super RICs cash DERIVATIVE 13 LOW ASK TO LOW



UK LME super RICs cash DERIVATIVE 275 EVENING EVALUATION PRICE TO LAST

UK LME super RICs cash 2/2 DERIVATIVE 70 LAST TO SETTLE

UK GBP metal cash super RICs DERIVATIVE 996 EVENING EVALUATION PRICE TO LAST

UK warehouse rates COMMODITY 1674 DELIVERED IN TO HIGH

UK warehouse rates COMMODITY 1678 DELIVERED OUT TO LOW

LME VOLUME TOTALS DERIVATIVE 1677 VOLUME (DEM) to HIGH

LME VOLUME TOTALS DERIVATIVE 1678 VOLUME (JPY) to LOW

LME VOLUME TOTALS DERIVATIVE 1675 VOLUME (USD) to LAST

LME VOLUME TOTALS DERIVATIVE 1681 VOLUME FUTURES TO SETTLE

LME Metal Total Open Interest DERIVATIVE 998 OPEN INTEREST (DEM) TO OPEN2

LME Metal Total Open Interest DERIVATIVE 997 OPEN INTEREST (GBP) TO OPEN

LME Metal Total Open Interest DERIVATIVE 996 OPEN INTEREST (USD) TO SAVED OPEN INTEREST

UK LME Plastics Warehouse COMMODITY 1670 OPENING STOCK TO LAST



Definition of Last and Alternate Close Field for Funds

This appendix contains the definitions of Last and Alternate close fields for the End of Day Messages.

Description Fact Real Time

Comments

Austrian Investment Funds

Last 6 Last

Austrian OTC Funds - OeKB

LAST 6 Last traded price

Belgian Funds Last 6 Last

Berlin, Germany, Funds

Last 6 Last

Berlin, Germany, Funds

Alternate Close

996 Kassa

BGI First Funds Last 393 Last

Brazilian After Market Open Ended Funds

LAST 6 Last Traded Price

Brazilian Funds Last 6 Last

Budapest Stock Exchange Funds

LAST 996 Last Traded Price

Bulgarian Funds Last 6 Last

Chilean Funds Last 6 Last

Chinese Funds Last 6 Last

Danish Stock Exchange Funds

Last 6 Last

Danish Stock Exchange Funds

Alternate close

996 Net Asset Value

Dusseldorf, Germany, Funds

Last 6 Last

Dusseldorf, Germany, Funds

Alternate Close

996 Kassa

Financial Express Funds

Alternate Close

n/a Net Asset Value

Frankfurt, Germany Funds

Last 6 Last

Frankfurt, Germany Funds

Alternate Close

996 Kassa Price

German Investment Funds

Last 275 Net Asset value

German Closed End Funds

Alternate Close

963 Official Close (previous day nav)

German Closed End Funds

Last 6 Last



Hamburg, Germany, Funds

Last 6 Last

Hamburg, Germany, Funds

Alternate Close

996 Kassa

Hong Kong Open Ended Funds

Last 393 Last

Hong Kong Open Ended Funds

Alternate Close

6 Nominal Price also a reference price for a stock. it is a special feature for Hong Kong Stock Exchange (HKSE)

Japanese Open-Ended Funds

Last 6 Net Asset Value per unit

Latvian Funds Last 6 Last

London, UK, funds Last 6 Last

London, UK, funds Alternate Close

136 Mid

LSE Exchange Traded Funds

Last 6 Last

LSE Exchange Traded Funds

Alternate Close

996 Order Book Last

Luxembourg Funds II Last 6 Last

Madrid Stock Exchange ETFs

Last 6 Last

Madrid Stock Exchange ETFs

Alternate Close

996 Official Close Price

Mexican Funds Last 6 Previous Day Net Asset Value

MiFID-Trade Reporting-Euronext OPFs


MiFID-Trade Reporting-OMX Open Funds


MiFID-Trade Reporting-LSE Open Funds


MiFID-Trade Reportg-Deutsche Boerse OPFs


MiFID-Trade Reporting-Plus Markets OPFs


Munich, Germany, Funds

Last 6 Last

Munich, Germany, Funds

Alternate Close

996 Kassa

Netherlands Funds Last 6 Last



Offshore (non-UK Domestic)

Alternate Close

6

Net Asset Value

Offshore (non-UK Domestic) Insurance

Alternate Close

6

Net Asset Value

Offshore (non-UK) Closed Fund

Alternate Close

6

Net Asset Value

Omani Funds Last 6 Last

Omani Funds Alternate Close

1465 Official close. FID 1465 shows the adjusted close price(official close) which populates after market close(9:40GMT

Portuguese investment funds

Last 6 Last

Portuguese investment funds

Alternate Close

134 Volume Weighted Average Price (VWAP). It is a measure of the price at which the majority of a given day's trading in a given security has taken place. It is calculated by taking the weighted average of the prices of each trade.

Russian (MICEX, RTS) funds

Last 6 Last

Singapore Contributed Funds

Alternate Close

6 Net Asset Value

Slovenian Funds Last 3372 Net Asset Value

Spanish Open Funds LAST 6 Last traded price

Spanish Open Funds Alternate Close

181 Price at which the issue was initially allocated.

streetTRACKS S&P ASX Funds EIN

Last 6 Last

Stuttgart, Germany, Funds

Last 6 Last

Stuttgart, Germany, Funds

Alternate Close

996 Kassa

SWX, Switzerland, Funds

Last 6 Last

Thailand Open Funds Last 6 Last

Turkish Contributed Funds

Last 6 Last

UK domestic fund Alternate Close

6 Net Asset Value

UK Domestic Insurance Alternate Close

6 Net Asset Value

UK Domestic Pension Alternate Close

6 Net Asset Value

Xetra, Germany, Funds Last 6 Last

Definitions of Alternate Close Field for Equities and Warrants


Definition of Alternate Close Field for Equities and Warrants

This appendix contains the definitions of alternate close fields for File Codes for equities, exchange traded debt, and warrants for the End of Day Messages.

Country Exchange Real Time

Official close?

Alt Close Comments (if any)

Bangladesh Dhaka Stock Exchange Equities

3372 YES Alternate Close Official close sent from the exchange

Brazil Bolsa de Valores do Estado de Sao Paulo

100 No VWAP volume weighted average price

Canada Canadian Trading and Quotation System Inc

NO VWAP

Canada Toronto Stock Exchange

3372 YES Alternate Close Alternate Close for a Canadian Composite RIC is the last trade sent by the primary exchange i.e. either Toronto or Venture exchange

Chile Santiago SE 3372 YES Official Close Official Close sent by the exchange directly

Croatia Zagreb SE NO VWAP

Czech Republic

Prague SE 1465 YES OFFICIAL CLOSE

Official Closing price for non-SPAD stocks is defined as the continuous trading closing price for securities in TG1.

Czech Republic

Prague SE SPAD

1465 YES OFFICIAL CLOSE

SPAD closing price is defined as the middle of the High Limit and Low Limit price at the time of the end of the open phase at 16:00 CET.

Denmark Copenhagen SE 997 YES OFFICIAL CLOSE

The official close for Copenhagen Stock Exchange is calculated by the exchange based on the Volume Weighted Average Price (VWAP) and rounded.

Dubai Dubai Financial Market

YES OFFICIAL CLOSE

The last value available for close which is adjusted for capital changes usually based on weighted average price.

Egypt Cairo SE 6 NO LAST TRADE



Europe HI MTF Equitiea 3372 YES OFFICIAL CLOSE

Official Close

France Euronext Paris 997 NO SETTLEMENT PRICE

Only available for stocks on lending market.

Germany Berlin, Dusseldorf, Frankfurt, Hamburg, Hannover, Munich, Stuttgart Stock Exchanges

996 NO KASSA PRICE The Kassa price is a price set by the exchange once a day (about 11.00 GMT) for all stocks that trade under 50 shares. Trades of less than 50 shares have to be transacted at the Kassa price. Illiquid stocks often show only the Kassa price whereas major stocks cannot be traded under 50 shares so they do not show the Kassa price.

Germany Xetra NO CONTINUOUS AUCTION DATA

Latest price determined

Germany Xetra 1030 NO CONTINUOUS AUCTION DATA

Latest price determined in an Inter-day auction

Global Citibank Participation Certificates

NO RULING PRICE

Global Turquoise YES OFFICIAL CLOSE

Global Equiduct YES OFFICIAL CLOSE

Greece Athens SE 6 NO LAST TRADE

Hong Kong Hong Kong SE 6 YES OFFICIAL CLOSE

The closing price is determined by taking the median of 5 nominal prices in the last minute of the trading hours. (FAQ/HK01-03).

India National SE of India


The closing price is computed on the basis of weighted average price of all trades in the last 30 minutes of the continuous trading session. However, if there is no trade during the last 30 minutes, then the last traded price in the continuous trading session is taken as the official closing price.



India National SE of India


The closing price is computed on the basis of weighted average price of all trades in the last 30 minutes of the continuous trading session. However, if there is no trade during the last 30 minutes, then the last traded price in the continuous trading session is taken as the official closing price.

India Bombay Stock Exchange of India


Official close price sent by the exchange.

India Bombay Stock Exchange of India


Ireland The Irish Stock Exchange

NO LAST Stores Close prices including Auction prices and cross trades.

Israel Tel Aviv SE 21 YES OFFICIAL CLOSE

For the TASE, the last traded price may not necessarily be the official close since the close is a weighted average of trading prices prior to close.

Italy Milan SE 134 NO OFFICIAL CLOSE

VWAP calculated by the exchange.

Italy Milan SE 1031 YES OFFICIAL CLOSE

Official Close of Trading After Hours(TAH) period

Japan Osaka, Hercules equities


Official close sent from the exchange

Japan Tokyo SE 372 NO BASE PRICE BASE PRICE adopts in accordance with the following priorities: - 1) Adjusted Closing, 2) Closing of the day, 3) Special Quote of the day, and 4) The latest Base price. Adjusted closing is populated if it is ex-right day for stock split or dividend. If not, closing of the day is used for the base price. If there is no trade and closed with Special quote, special quote of the day is populated. If there is neither trade nor special quote, the



latest base price is adopted for the base price.

Kenya Nairobi SE 1379 YES VWAP Official Close for this exchange

Mexico Mexican SE 21 YES OFFICIAL CLOSE

The Mexican Stock exchange uses the last trade of a stock as the official close. However, if the stock has traded in the last ten minutes of the session, the close is a VWAP of these last ten minutes.

Namibia Namibia Stock Exchange

NO Ruling Price .

Nigeria The Nigeria SE 21 YES OFFICIAL CLOSE

Norway Oslo SE 996 NO LAST FLOOR PRICE

Oman Muscat Securities Market


Closing price is calculated from the weighted average. The equation is as follows: Value of traded shares / Number of traded shares. For companies listed in the regular and parallel markets, the formula is applied only if there are at least 500 shares traded. For the third market, the formula is applied if 5,000 shares are traded. If the number of shares traded is less than stated above, the last closing price (historical close) will be the closing.

Pakistan

Karachi Stock Exchange

3372

YES

OFFICIAL CLOSE

Official close price sent by the exchange

Poland Warsaw SE 134 NO MID VALUE Mid

Poland CeTO-regulated market

134 NO MID VALUE Mid Price is VWAP - Value Weighted Average Price.

Qatar Doha SE 1465 YES OFFICIAL CLOSE

Official close is the average value of the days trading and comes into Thomson Reuters feed 20 minutes after



market closes. It is a value received from the exchange.

Romania Bucharest SE Unlisted

134 NO MID CLOSE The Mid Price is calculated as a weighted average of trades.

Russia MICEX 996 YES OFFICIAL CLOSE

Official Close price is determined in accordance with the FSFM (The Federal Financial Markets Service) rules as the weighted-average of the prices of the deals concluded during the last hour of the Main Trading Session (before post-trading period). If there are no deals during the last hour of trading session the close price is equal to the last current price

Russia Russian Trading System (RTS)

NO VWAP

Saudi Arabia Saudi SE 1465 YES OFFICIAL CLOSE

Saudi Stock Exchange derives the official close from the last traded price FID 6, unless the last traded deal is less than 15,000 SAR. In this case the official close is derived from what the exchange defines as the last Non Small Trade, which should be 15,000 SAR or more.

Slovakia Bratislava Stock Exchange

134 NO VWAP Exchange Calculated VWAP.

South Africa Johannesburg SE

21 YES RULING PRICE “The Ruling Price” at any time is the last recorded sales price unless there is either: a) higher buyer’s price, or b) lower seller’s price at the time, in which case either a) or b) (whichever is applicable) is the Ruling Price.

South Korea KOSDAQ Equities

YES OFFICIAL CLOSE

South Korea KOSDAQ NO VWAP



Warrants

Spain Madrid SE CATS; Latibex SE


This is a weighted mid price calculated from the 200 most recent previous trade prices.

Sri Lanka ColomboSE 3372 YES OFFICIAL CLOSE

Switzerland VIRT-X SE 963 NO PRE-AUCTION CLOSE

Pre-auction close which is indicative auction price (generated for stocks with both Bid and Ask values).

Switzerland VIRT-X warrants 1031 NO ALTERNATE CLOSE

Theoretical matching price.

Switzerland SWX Europe 963 NO PRE-AUCTION CLOSE

Closing Price derived for each security during the closing auction.

Syria Damascus SE 3372 YES OFFICIAL CLOSE

Official Close for this exchange

Thailand Thai short sell data

996 N/A RULING PRICE

Turkey Istanbul SE 1030 NO VWAP PM This is the VWAP from 2nd trading session of the day.

United Arab Emirates

Abu Dhabi, Dubai SE


Official close is the same as VWAP. It is calculated throughout trading.


Dubai Fi 1465 NO LAST The last value available for close. It is adjusted for capital changes usually based on weighted average price.

United Kingdom

London SE International and Domestic Level 1 and 2 Equities; preference shares;

136 YES CLOSING MID Mid Close shows the value half way between the best available Bid & Ask at the end of the mandatory quote period (4:30 pm GMT). This field only updates once a day at market close.

United Kingdom

UK Covered Warrants

134 YES CLOSING MID Mid Close shows the value half way between the best available Bid & Ask at the end of the mandatory quote period (4:30 pm GMT). This field only updates once a day at market close.

United Kingdom

London SE SETS

996 YES ORDER BOOK LAST

The 'Close' for SETS stocks feeds into FID 996 at 4:35 pm London



time, and the name of FID 996 changes from 'OBLast' to 'ClsPrc'. The official close for SETS traded stocks are determined as follows: 1) Uncrossing price of the closing auction , 2) In the event that there are no transactions resulting from auction matching, the VWAP (Volume Weighted Average Price) of all automated orderbook trades from 4:20 pm to 4:30 pm, 3) If there is no VWAP, the last automated orderbook trades or uncrossing price prior to 4:20 pm.

United Kingdom

Plus Markets NO MID

Venezuela Caracas SE NO VWAP

ADDITIONAL TABLES


Definition of Last Field for Equities and Warrants

This appendix contains the definitions of last fields for File Codes for equities, exchange traded debt, and warrants for the End of Day Messages.

Country Exchange Real Time

Official close?

Last Comments (if any)

Algeria Algiers SE 6 YES LAST

Argentina Buenos Aires Floor/SINAC SE

6 YES LAST

Australia Australian, Newcastle, SE

6 YES LAST

Austria Vienna SE 6 YES LAST

Bahrain Bahrain SE 6 YES LAST

Bangladesh Dhaka Stock Exchange Equities

6 NO LAST Last Trade for the day

Bangladesh Dhaka Stock Exchange Equities, Chittagong SE

6 YES LAST Last Trade for the day

Belgium Euronext Belgium equities

6 YES LAST

Belgium Euronext Belgium warrants

6 YES LAST OR REFERENCE PRICE

Brazil Bolsa de Valores do Estado de Sao Paulo

6 No LAST Last Traded price

Bosnia Herzegovina

Banja Luka SE 6 YES LAST Last trade for the day.

Botswana Botswana SE 6 YES LAST

Brazil Sao Paolo, SOMA SE

6 YES LAST

Bulgaria Bulgarian SE 6 YES LAST

Canada Canadian Ventures Exchange, CNQ, Pure Trading

6 YES LAST

Canada Toronto Stock Exchange

6 NO LAST LAST is the last trade received by the Composite RIC from any of the any of the regional exchanges in Canada similar

Channel Islands

Channel Island SE

21 NO NAV Net Asset Value for the RIC.

ADDITIONAL TABLES


Chile Santiago SE, Chile Electronic Exchange

6 YES LAST

Chile Santiago SE, Chile Electronic Exchange

6 YES LAST

China Shanghai SE, Shenzhen SE

6 YES LAST

Columbia Columbian SE 6 YES LAST

Croatia Zagreb SE 6 YES LAST

Cyprus Cyprus SE 6 YES LAST

Czech Republic Prague SE 6 NO LAST Last trade for the day

Denmark Copenhagen SE 6 NO LAST Last trade for the day

Denmark OMX Nordic Exchange Copenhagen

6 NO LAST Last traded price..

Dubai Dubai Intl Exchange GDRs

6 YES LAST

Egypt Cairo SE 134 YES OFFICIAL CLOSE The official close price is calculated during trading, and is a VWAP price.

Estonia Tallinn SE 6 YES LAST

Europe HI MTF Equities 6 No LAST Last trade price for the day

Finland Helsinki SE 6 YES LAST

France Euronext Paris, Le Nouveau Marche, Eurocac equities, Paris SE


France French Sicovam Alias warrants, French warrants


France MTF Sigma-X Dark Pool

6 LAST Last traded price for the day

Germany Berlin, Dusseldorf, Frankfurt, Hamburg, Hannover, Munich, Stuttgart, XETRA stock exchanges


Germany Xetra 963 YES LAST Last trade for the day.

ADDITIONAL TABLES


Germany Xetra 6 NO LAST Last trade for the day.

Ghana Ghana SE 6 YES LAST

Greece Athens SE 21 YES OFFICIAL CLOSE The official close price updated by the Athens Stock Exchange and is the weighted average prices of the trades made within the last ten minutes of the afterhours trading session. The official close price is populated in FID 21 at market close, NOT upon completion of the closing run. This field is being updated sometime between 14:30 and 14:45 GMT. The official close of the day is being calculated and sent from the Exchange electronic feed.

Hong Kong Hong Kong SE 393 NO LAST Last Trade for the day

Hong Kong Citibank Participant certificates

997 NA REFERENCE_PRICE

This is the spot values given in the local currency of the instrument trading

Hungary Budapest SE 996 YES LAST

Hungary Budapest SE 6 NO LAST Last trade for the day.

Iceland Iceland SE 6 YES LAST

India National SE of India, Calcutta SE


India The Bombay SE Warrants

997 NO LAST Last Trade for the day.

India The Bombay SE 3372 YES LAST

India National SE 2405 NO LAST Last Trade for the day

Indonesia Jakarta SE 6 YES LAST

Indonesia Jakarta SE 6 NO LAST Last Trade for the day.

Ireland Irish SE 21 YES LAST

Israel Tel Aviv SE 6 NO LAST Last Trade for the day

Italy Milan SE 1030 YES Reference Price The Day Rf (FID 1030) is calculated by the Milan Stock Exchange. It is populated after market closes, at around 5:40 pm Italian time. The reference close is the definitive close for the Italian market, representing the average of

ADDITIONAL TABLES


the last 10% of trades. This price is used as the basis of net change/percentage change calculations by both Thomson Reuters and the Italian exchange. So, it is being treated as more relevant the Last Traded Price.

Italy Milan SE 7 LAST Last traded price for the day.

Ivory Coast Abidjan SE 6 YES LAST

Japan Osaka, Hercules equities


Japan Tokyo, Fukuoka, Osaka, Nagoya, Sapporo


Japan Osaka Stock Exchange

6 NO LAST Last Trade for the day.

Jordan Amman SE 6 YES LAST

Kazakhstan Kazakhstan SE 6 YES LAST

Kenya Nairobi Stock Exchange

6 No LAST Kenya

Korea Korean SE, KOSDAQ

6 YES LAST

Kuwait Kuwait SE 6 YES LAST

Latvia Riga SE 6 YES LAST

Lebanon Beirut SE 6 YES LAST

Lithuania Vilnius SE 6 YES LAST

Luxembourg Luxembourg SE 6 YES LAST

Malaysia Kuala Lumpur SE 6 YES LAST

Malta Malta SE 6 YES LAST

Mauritius Mauritius SE 6 YES LAST

Mexico Mexican SE 6 NO LAST Last Trade for the day

Morocco Morocco SE 6 YES LAST

Namibia Namibian SE 6 YES LAST

Netherlands Euronext Amsterdam

6 YES LAST

Netherlands Euronext Amsterdam warrants


New Zealand New Zealand SE 6 YES LAST

ADDITIONAL TABLES


Nigeria Nigerian SE 6 NO LAST

Nordic region Nordic Growth Market warrants

6 YES LAST

Norway Oslo SE 6 YES LAST If an OTC trade is reported that is within the current bid-ask spread and meets other qualifications for being an official trade.

Norway Norwegian OTC equities

6 YES LAST

Oman Muscat Securities Market


Qatar Doha SE 6 NO LAST Last Trade for the day

Pakistan Karachi SE 6 NO LAST

Palestine Palestine Securities Exchange

6 YES LAST

Peru Lima SE 6 YES LAST

Philippines Philippine SE 6 YES LAST

Poland CeTO-regulated market, Warsaw SE


Portugal Lisbon SE 6 YES LAST

Romania Bucharest SE 6 NO LAST

Romania Bucharest SE Unlisted, RASDAQ equities


Russia Russian Trading System, MICEX, Moscow SE, St Petersburg Interbank Currency, Kiev SE

6 NO LAST

Saudi Arabia Saudi SE 6 NO LAST Last Trade for the day

Singapore Singapore SE 6 YES LAST

Singapore Singapore SE 6 NO LAST Last Trade for the day.

Serbia Belgrade SE 6 YES LAST

Slovakia Bratislava SE 6 YES LAST Last Trade for the day

Slovenia Ljubljana SE 6 YES LAST

South Africa Johannesburg SE

6 NO LAST The field Last Trade will continue to update with the off order book trades and late trades that occurred

ADDITIONAL TABLES


during the day after market close. These will not be the actual close price. Last Trade is always a value captured after 17:00 Local Time. In case, there wasn’t any trade after 17:00 hrs then the Last Trade value will be same as the Alternate Close.

Spain Madrid SE CATS, Latibex SE


Spain Barcelona, Madrid (Outcry), Bilbao, Valencia SE

6 YES LAST

Sri Lanka Colombo SE 6 NO LAST

Sweden Stockholm SE 6 YES LAST

Switzerland VIRT-X, Berne, SWX, Stock Exchange


Syria Damascus Stock Exchange

6 No LAST Last traded price for the day.

Taiwan Taiwan SE 6 YES LAST

Tanzania Dar Es Salaam SE

6 YES LAST

Thailand Thailand SE 6 YES LAST

Thailand Thai short sell data

1031 N/A REFERENCE PRICE

This data shows the remain Invest Ratio % (the percentage of available investment by foreigners)

Tunisia Tunis SE 6 YES LAST

Turkey Istanbul SE 393 YES LAST Last Trade for the day

Uganda Uganda SE 6 YES LAST

Ukraine Ukraine Stock Exchange

6 YES LAST Last traded price for the day.


Abu Dhabi, Dubai SE



Dubai Financial Market

6 YES LAST Official Close

United Kingdom

London SE International and Domestic Level 1 and 2 Equities; preference shares; SETS


ADDITIONAL TABLES


stocks

United Kingdom

OFEX market 6 YES LAST LAST: It is the last traded price of the day.

United States AMEX, National SE, Midwest, ISE, NYSE, NYSE/ARCA; consolidated, prime exchange, regional. NASDAQ regional and consolidated. NASDAQ bulletin board NASDAQ ADF Chicago Board Options Exchange Super Shares Third Market equities Pink Sheets

6 YES LAST

United States BATS SE when trading NASDAQ

6 No LAST Last Traded price

United States BATS SE when trading NYSE/AMEX

6 NO LAST Last Traded price

United States NASDAQ OMX PSX SE

6 NO LAST Last Traded price

United States NASDAQ primary exchange

6 YES NASDAQ OFFICIAL CLOSE PRICE

United States Chicago 6 NO LAST Last trade for the day.

Venezuela Caracas SE 6 YES LAST Last trade for the day.

Vietnam Ho Chi Minh City, Hanoi Securities Trading Centre

6 YES LAST

Vietnam Hanoi SE 6 YES LAST Last Trade for the day.

Zambia Lusaka SE 6 YES LAST

Zimbabwe Harare SE 6 YES LAST

ADDITIONAL TABLES


Table File and Extended Table File

Table File and Extended Table files have records that contain alpha-numeric character codes (together with their definitions) for country, exchange, and currency. They also contain definitions of numeric values in the Corporate Actions daily files (for example, Dividend Type) and codes for other entities. These files also provide information codes/definitions for country codes, exchange codes, currency codes, and industrial classifications.

These tables contain records and definitions for encoded values that appear in Reference Data message under Transactions. The table file and the extended table file can be downloaded from the below link.

https://customers.reuters.com/a/support/paz/pazDocs.aspx?dId=490755 https://customers.reuters.com/a/support/paz/pazDocs.aspx?dId=490760

How to read the TableFile.

If a field is referencing to a Table file Record like in the given example which is taken from the Dividend Messages.

Field Label Data Type

Definition

Type Marker

Type Marker

NUMERIC This is a coded numeric value detailing specific characteristics of a dividend, possible values can be found in the Table Record UG in the Table File

The user can open the Table file from the link given above and can find out what UG means by checking the meaning of UG under the field “Table Code” which will give the below codes and the meanings.

Table Code Table Code name Code Definition

UG Dividend Type Marker 1 Commemorative interim

UG Dividend Type Marker 2 Commemorative final

UG Dividend Type Marker 3 Special interim

UG Dividend Type Marker 4 Special final

UG Dividend Type Marker 10 Extra

UG Dividend Type Marker 11 Arrears payment

UG Dividend Type Marker 20 Capital gains

UG Dividend Type Marker 21 Capital gains, short-term

UG Dividend Type Marker 22 Capital gains, long-term

UG Dividend Type Marker 30 Stock dividend, same stock

UG Dividend Type Marker 31 Stock dividend, different stock

UG Dividend Type Marker 40 Rescinded payment

UG Dividend Type Marker 50 Approximate, miscellaneous

UG Dividend Type Marker 60 Interim

UG Dividend Type Marker 61 Final

UG Dividend Type Marker 65 Forecast interim

UG Dividend Type Marker 66 Forecast final

https://customers.reuters.com/a/support/paz/pazDocs.aspx?dId=490755

https://customers.reuters.com/a/support/paz/pazDocs.aspx?dId=490760

ADDITIONAL TABLES


UG Dividend Type Marker 67 Approximate interim

UG Dividend Type Marker 68 Approximate final

UG Dividend Type Marker 70 Special

UG Dividend Type Marker 75 Forecast special

UG Dividend Type Marker 80 Regular

UG Dividend Type Marker 90 Liquidation

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THOMSON REUTERS TICK HISTORY · Time and Sales Messages 6 Market Depth Messages 33 ... The document details the message types available in the Thomson Reuters Tick History product