FISD Market Data Dictionary

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Supervising Editors:

(Based on the MDDL 3.0 Specification. Some data definitions are specific to MDDL implementations)

Quick Index: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Contents

A

acceptance

The range of acceptance (% of outstanding or % of overall) of the offer to deem the event successful.

Dictionary items where this item is used
offer - The details of an offer made by an offeree. This container acts like a "selection" container.

accretion

Indicates that instruments increases in value over time - perhaps to maturity.

Dictionary items where this item is used
debtIssueData - Container holding information relative to the debt issue.

accretionBehavior

Indication of behavior of the accretion rate of the life of a debt instrument.

Dictionary items where this item is used
accretion - Indicates that instruments increases in value over time - perhaps to maturity.

accretionType

Controlled Vocabulary identifying type of basic accretion schedule or formula.

Dictionary items where this item is used
accretion - Indicates that instruments increases in value over time - perhaps to maturity.

accrual

Container for the parameters of the accrual (start of interest calculation) "Period" indicates start of accrual.

Dictionary items where this item is used
interestRate - Container for the interest rate parameters applicable for the instrument. Stepped rates require a schedule and/or multiple elements with unique periods. Performance-based require multiple interestRateContainer elements that are "when" qualified.
interestRateContainer - Sub-container for identifying interest rate components that change due to some conditional clause (usually time).

accrualBasis

The conventions on which accrual calculations are based.

Dictionary items where this item is used
accrual - Container for the parameters of the accrual (start of interest calculation) "Period" indicates start of accrual.
issueData - Container holding information relative to the issue itself (domain agnostic).

accrualBasisType

Controlled Vocabulary identifying method for determining "days in year" and "days in month" of accrual calculation.

Dictionary items where this item is used
accrualBasis - The conventions on which accrual calculations are based.

accrualConventionType

Controlled Vocabulary identifying type of accrual convention (e.g. ISDA, ISMA, AFB) that is relevant to the basis.

Dictionary items where this item is used
accrualBasis - The conventions on which accrual calculations are based.

address

Street/Mailing address of referenced item - multiple address lines (if needed) are sequenced by "rank". THIS ELEMENT UNDER REVIEW FOR EXTENSION.

Dictionary items where this item is used
location - Information about a physical region (city, state, country). Note that such information about an issue's locale of incorporation actually applies to the issuer.


agencyRatings

Ratings (generally applied to debt instruments) of quality or financial strength as determined by a ratings agency.

agent

An individual or organization empowered to act for or represent another individual or organization.

Dictionary items where this item is used
agencyRankings - Rankings (generally applied to equity instruments) of quality or financial strength as determined by a rankings agency.
agencyRatings - Ratings (generally applied to debt instruments) of quality or financial strength as determined by a ratings agency.
deliver - Container for a exchange/distribution Corporate Action holding the items which must be delivered - either physically or virtually. A single selection implies only one deliverable.
offer - The details of an offer made by an offeree. This container acts like a "selection" container.
partiesInvolved - The agents, organizations, or individuals involved in a deal or activity.
receive - Container for a exchange/distribution Corporate Action holding the items which may be received - either physically or electronically. A single selection implies only one receivable.

agentType

Controlled Vocabulary identifying the activity or function of the agent.

Dictionary items where this item is used
agent - An individual or organization empowered to act for or represent another individual or organization.
marginable - Indicates if the instrument can be traded/exchanged "on margin" (i.e. through temporarily loaned assets). Marginable may be defined by the issuer, the market, or the broker involved (the context defines its use and is specified in "agentType").

agreedRestrictions

Restrictions agreed in a covenant. Open text providing descriptive details of the restrictions.

Dictionary items where this item is used
covenant - Container element outlining the details of the arrangement or deal.

allowedIndebtedness

Maximum debt load to remain within covenant restrictions.

Dictionary items where this item is used
covenant - Container element outlining the details of the arrangement or deal.

amortization

Indicates that repayment is made via regular principal and interest payments over time. Schedule would be in ADDITION to schedules provided with interest and principal repayment items.

Dictionary items where this item is used
debtIssueData - Container holding information relative to the debt issue.

amortizationBehavior

Indication of behavior of the amortization rate of the life of a debt instrument.

Dictionary items where this item is used
amortization - Indicates that repayment is made via regular principal and interest payments over time. Schedule would be in ADDITION to schedules provided with interest and principal repayment items.

amortizationType

Controlled Vocabulary identifying type of basic amortization schedule or formula.

Dictionary items where this item is used
amortization - Indicates that repayment is made via regular principal and interest payments over time. Schedule would be in ADDITION to schedules provided with interest and principal repayment items.

amountOutstanding

Amount of debt or number of shares outstanding.

amountOutstandingType

Controlled Vocabulary defining the type of shares/value counted in "amountOutstanding".

Dictionary items where this item is used
amountOutstanding - Amount of debt or number of shares outstanding.

analytics

Container for various analytic values to aid in analysis of instrument.

announcementDate

Date (and maybe time) instrument (was or will be) announced to the public.

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

ask

Container to denote data associated with an Ask Quote (aka "Offer").

Dictionary items where this item is used
debtPricing - Container for pricing information of a debt instrument.
orderbook - Container holding orderbook (full or best bid/ask), market depth, or market maker (exchange) views of current positions of a particular instrument.

auctionDate

Date (and/or time) of issue auction.

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

B

background

Descriptive background of security.

Dictionary items where this item is used
instrumentData - Container for basic amplifying information about the instrument.

baseValue

Value added to the component instrument's multiplier modified value in the basic formula (see component).

Dictionary items where this item is used
component - A component is a container that identifies (and the relevant valuation of) an instrument used to compute an index and the associated parameters used in that computation. The component value equals the component instruments' value (componentValue) multiplied by the multiplier then added to the baseValue all multiplied by the weighting. "component" value=("componentValue" * "multiplier" + "baseValue") * "weighting".
selectionItem - A selectionItem is a container that identifies (and the relevant valuation of) an instrument or item that is part of a selection (see "selection") and the associated parameters used in the computation (as with a "component"). "selectionItem" value=("componentValue" * "multiplier" + "baseValue") * "weighting". Typically, "baseValue" will be 0.0 and "multiplier" will be 1.0 thus "weighting" identifies how many of the items identified by "componentIdentifier" are delivered/received for this selection.
underlying - Container for underlying components of an instrument.

benchmark

Identifies the instrument for use as the benchmark or reference. The identifier used here is the same that would be used in an instrumentIdentifier.

Dictionary items where this item is used
formula - Textual representation or description of the formula used in calculation. The descriptive fields imply the basic formula "multiplier*benchmark + rateSpread". NOTE: The formula will be revised to permit more complicated calculations (similar to a "when" clause).

benchmarkStrategy

A textual description of the strategy applied to the management of the fund.

bid

This element is a container to denote data associated with a Bid Quote.

Dictionary items where this item is used
debtPricing - Container for pricing information of a debt instrument.
orderbook - Container holding orderbook (full or best bid/ask), market depth, or market maker (exchange) views of current positions of a particular instrument.

blocking

Denotes date/time when blocking is terminated. If a period is used, blocking is the same as period/end.

C

caeDate

The date/time of the transmission of the cae.

caeIdentifier

Publishing entity (source) provided unique identifier for the CAE.

Dictionary items where this item is used
relatedTo - The instrument with some relation or relevance to the current instrument (e.g. convertible to). NOT an underlying instrument.

caeLifecycleType

Controlled Vocabulary identifying the logical flow model for handling the corporate action or event.

caeStatusType

Controlled Vocabulary with valid status codes for the corporate action.

caeType

Controlled Vocabulary denoting the type of corporate action or event of reference. Also used within "instrumentData" and "placeOfListing" to identify the LAST RELEVANT CAE that took place on this instrument/market.

Dictionary items where this item is used
lastCAE - The most recent relevant (at the discretion of the provider) corporate action or event that took place. This simply identifies the type of CAE and when it took place and does not give the specifics of the event.

calculationType

Controlled Vocabulary identifying the method used for calculation (e.g. average, cumulative...) of a value.

Dictionary items where this item is used
accretionBehavior - Indication of behavior of the accretion rate of the life of a debt instrument.
amortizationBehavior - Indication of behavior of the amortization rate of the life of a debt instrument.
amountOutstanding - Amount of debt or number of shares outstanding.
baseValue - Value added to the component instrument's multiplier modified value in the basic formula (see component).
capped - The limit or upper bound on the referenced price or amount.
ceaseDate - The date/time when trading, or other activity, ceases.
change - Denotes difference between this valuation and a previous valuation (per changeType).
close - The final price as of market close (augmented by the "closeType").
componentValue - The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
delta - Defines the minimum change in the related property.
denomination - The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
dividend - The share of profits distributed to a holder usually on a "per share" basis.
dividendYield - Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
earnings - Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
eventValue - The new value of the eventElement within a schedule.
exercisePrice - The exercise (strike) price of options, futures, warrants, etc.
faceValue - The face or par value of the instrument to be paid by the issuer at the maturity date.
factor - The percentage of principal outstanding as the debt instrument (mortgage) pays down.
firstAmount - First amount for this item (e.g. first payment amount for a bond).
high - The highest valuation over the period specified.
indexBaseValue - Value added to the indexMultiplier modified sum of the components before applying the indexWeighting. See indexValue.
issueAmount - Total original amount for which the issue is published.
issueFees - Any fees associated with the issue - may be clarified by issueFeesType.
issuePrice - The price at which this instrument was issued.
last - The last (or most recent) valuation.
lastAmount - Last amount for this item (e.g. last payment amount for a bond).
low - The lowest valuation over the period specified.
marketCapitalization - Value of outstanding shares (price * number of shares outstanding).
maturityPrice - The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.
maxVal - The maximum value a number may take.
minVal - The minimum value a number may take.
multiplier - General purpose coefficient applied to the parent property's value.
nextAmount - Next amount for this item (e.g. next payment amount for a bond or next call amount).
numberHolders - An indication of the number of holders of an asset.
open - The value at the beginning of trading or opening of the market.
orders - A count of the number of orders from a particular "marketCenter".
overAllotment - The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
peRatio - Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
penultimateAmount - Next to last amount for this item (e.g. next to last payment amount for a bond).
precision - Defines the granularity (e.g. thousandths would be 0.001) of the related property.
principalProtection - Amount of principal protection provided at redemption.
rate - The actual value for a complex rate (such as interestRate) when a schedule is not warranted.
rateSpread - The (typically) number of basis points above or below the benchmark value.
revenues - The gross proceeds from delivery or sale.
selectionAmount - Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
settlement - Final price as dictated by the governing rules of the regulating agency (or exchange).
sinkComputationAmount - The value used in the sink computation.
size - A count of the number of units in a bundle (for example, the number of shares in a trade).
softCall - Parameters surrounding a soft call of the option.
support - Magnitude of support provided by the indicated agent.
transferSize - Number of items to be transferred - there may be multiple choices identified by "rank".
turnover - The total amount of capital exchanging hands.
underlyingCount - Number of underlying items applicable. DOES NOT necessarily count the number of underlying elements included.
underwritingFees - Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
unitSize - The nominal quantity of financial instruments that must be purchased or exercised. Units defined by "unitType".
valuationBase - The actual value used as the basis (rather than a pointer to it).
volatility - Characteristic of an instrument to rise or fall sharply in price within a short-term period. Also known as 'beta'.
vwap - Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
vwop - Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
weighting - Used in calculation of a component of an index per the basic index formula. See "multiplier".
yield - Rate of return. Generally used for debtDomain pricing.

callConditionType

Controlled Vocabulary listing the specific conditions on a call.

Dictionary items where this item is used
callable - Indicates that the instrument is subject to being redeemed at the demand of the issuer (children identify the parameters of the callable status).

callable

Indicates that the instrument is subject to being redeemed at the demand of the issuer (children identify the parameters of the callable status).

Dictionary items where this item is used
redemption - Container for parameters surrounding the redemption of the issue.

callableType

Controlled Vocabulary identifying the type of call or call conventions applicable.

Dictionary items where this item is used
callable - Indicates that the instrument is subject to being redeemed at the demand of the issuer (children identify the parameters of the callable status).

capitalizationType

Controlled Vocabulary identifying types of instruments used in capitalization determination.

Dictionary items where this item is used
marketCapitalization - Value of outstanding shares (price * number of shares outstanding).

capped

The limit or upper bound on the referenced price or amount.

Dictionary items where this item is used
redemption - Container for parameters surrounding the redemption of the issue.

ceaseDate

The date/time when trading, or other activity, ceases.

change

Denotes difference between this valuation and a previous valuation (per changeType).

Dictionary items where this item is used
ask - Container to denote data associated with an Ask Quote (aka "Offer").
bid - This element is a container to denote data associated with a Bid Quote.
indexValue - The value of the index at the current time (after index calculation performed). The basic formula is indexValue = [(sum of componentValues) * multiplier + indexBaseValue] * indexWeighting.
mid - Container for information about the average of the "bid" and "ask" (offer) quotes.
nav - Container for all data related to Net Asset Value for a fund.
spread - Container for information about spread between the "bid" and "ask" quotes.
trade - Container for all data related to a "trade".
volume - Number of items traded in the period defined.

changeDirection

Controlled Vocabulary showing relative direction of last change.

Dictionary items where this item is used
change - Denotes difference between this valuation and a previous valuation (per changeType).

changeType

Controlled Vocabulary indicating base value to which "change" is referenced.

Dictionary items where this item is used
change - Denotes difference between this valuation and a previous valuation (per changeType).

cleanup

Exercisable when less than this quantity or percentage of a debt or debt pool remains.

Dictionary items where this item is used
callable - Indicates that the instrument is subject to being redeemed at the demand of the issuer (children identify the parameters of the callable status).

clearingHouse

Central collection facility where participants maintain accounts against which the credits or debits are posted.

Dictionary items where this item is used
clearingSettlement - Container to hold details of the settlement and clearing components.

clearingProcess

Agreed process used for clearing functionality.

Dictionary items where this item is used
clearingSettlement - Container to hold details of the settlement and clearing components.

clearingSettlement

Container to hold details of the settlement and clearing components.

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

clearingSystem

Automated system used for clearing functionality.

Dictionary items where this item is used
clearingSettlement - Container to hold details of the settlement and clearing components.

close

The final price as of market close (augmented by the "closeType").

Dictionary items where this item is used
ask - Container to denote data associated with an Ask Quote (aka "Offer").
bid - This element is a container to denote data associated with a Bid Quote.
indexValue - The value of the index at the current time (after index calculation performed). The basic formula is indexValue = [(sum of componentValues) * multiplier + indexBaseValue] * indexWeighting.
mid - Container for information about the average of the "bid" and "ask" (offer) quotes.
nav - Container for all data related to Net Asset Value for a fund.
spread - Container for information about spread between the "bid" and "ask" quotes.
trade - Container for all data related to a "trade".
volume - Number of items traded in the period defined.

closeType

Controlled Vocabulary indicating the method by which "close" is calculated (or not).

Dictionary items where this item is used
close - The final price as of market close (augmented by the "closeType").

closingDate

The date on which an item closes or is no longer available. May be augmented by "closingDateType".

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

closingDateType

Controlled Vocabulary indicating the type of "closingDate" (e.g. maturity, expiry).

Dictionary items where this item is used
closingDate - The date on which an item closes or is no longer available. May be augmented by "closingDateType".

code

The shorthand notation for a known item (e.g. country, exchange, instrument) from the appropriate Controlled Vocabulary or "scheme".

Dictionary items where this item is used
agent - An individual or organization empowered to act for or represent another individual or organization.
benchmark - Identifies the instrument for use as the benchmark or reference. The identifier used here is the same that would be used in an instrumentIdentifier.
collateralType - Controlled Vocabulary indicating type of collateral backing this instrument. Subordinate code identifies pool type, etc. of collateral.
componentIdentifier - Identifies (one of) the underlying instrument(s) for this component. See "instrumentIdentifier".
determinationSource - The agent or method by which the determination is made.
entityIdentifier - Identifies the entity.
industryIdentifier - Identifies the industry that this entity (e.g. issuer, issuer) is associated with.
instrumentIdentifier - Identifies the instrument for the corresponding market data, calculations, or valuations. It may contain many codes from many schemes with multiple names (including multiple languages). The intent is that enough information be given to uniquely identify the instrument. Note that an instrument may have several identifiers which specify different scope (e.g. market vs. international). Note that in the commodityDomain this identifies the actual physical commodity and NOT an option or future on it.
issuerRef - A reference (into the issuerClass) of the issuer of this instrument.
marginable - Indicates if the instrument can be traded/exchanged "on margin" (i.e. through temporarily loaned assets). Marginable may be defined by the issuer, the market, or the broker involved (the context defines its use and is specified in "agentType").
marketCenter - The market center or specialist providing the current quote.
marketIdentifier - Identifiers denoting the specific market or markets.
municipality - The municipality of the location as identified by the "code" and/or "name".
placeOfListing - The place of listing of an instrument. Usually augmented by an indicatorsType of "official".
placeOfTrade - (One of) The place(s) of trading of an instrument as identified by the marketIdentifer(s) (of which their may be multiple).
ranking - A quality or subjective indication of the value or stability of the ranked entity.
rating - A quality or subjective indication of the value or stability of the rated entity.
region - The region of the location as identified by "code" and/or "name".
replacementEntity - Identifies the replacement entity.
segmentIdentifier - Identifiers denoting the subsection of a market (e.g. stratification, group, or subset). May include a reference to the index (or fund) to which this instrument belongs.
source - The source of the data provided. Note that the source of the MDDL instance document (in the header) may likely be a different organization that the source of a particular data element (like a broker).
sponsor - Identifies the sponsoring entity.
stateOrProvince - State or province of a location as identified by "code" and/or "name".

codeType

Controlled Vocabulary indicating relative time ordering of this code (i.e. "previous" or "next").

Dictionary items where this item is used
code - The shorthand notation for a known item (e.g. country, exchange, instrument) from the appropriate Controlled Vocabulary or "scheme".
postalCode - The postal code of the location.
previousCode - The equivalent code that was used previously.

collateral

Container for the properties that describe the collateral behind a security. This contains some of the same elements a security would - but generally the values have "weighted average" or similar indication.

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

collateralType

Controlled Vocabulary indicating type of collateral backing this instrument. Subordinate code identifies pool type, etc. of collateral.

Dictionary items where this item is used
collateral - Container for the properties that describe the collateral behind a security. This contains some of the same elements a security would - but generally the values have "weighted average" or similar indication.

comment

Free text comment used by provider for clarification, if necessary.

Dictionary items where this item is used
instrumentData - Container for basic amplifying information about the instrument.
selectionItem - A selectionItem is a container that identifies (and the relevant valuation of) an instrument or item that is part of a selection (see "selection") and the associated parameters used in the computation (as with a "component"). "selectionItem" value=("componentValue" * "multiplier" + "baseValue") * "weighting". Typically, "baseValue" will be 0.0 and "multiplier" will be 1.0 thus "weighting" identifies how many of the items identified by "componentIdentifier" are delivered/received for this selection.
sharesControlled - Defines the number of basic items that make up a contract. Complex contracts may require multiple underlying instruments or textual description (comment).

compensationDate

Date (and/or time) up to which CSD/ICSD will adjust entitlements for cum trades.

component

A component is a container that identifies (and the relevant valuation of) an instrument used to compute an index and the associated parameters used in that computation. The component value equals the component instruments' value (componentValue) multiplied by the multiplier then added to the baseValue all multiplied by the weighting. "component" value=("componentValue" * "multiplier" + "baseValue") * "weighting".

componentIdentifier

Identifies (one of) the underlying instrument(s) for this component. See "instrumentIdentifier".

Dictionary items where this item is used
component - A component is a container that identifies (and the relevant valuation of) an instrument used to compute an index and the associated parameters used in that computation. The component value equals the component instruments' value (componentValue) multiplied by the multiplier then added to the baseValue all multiplied by the weighting. "component" value=("componentValue" * "multiplier" + "baseValue") * "weighting".
selectionItem - A selectionItem is a container that identifies (and the relevant valuation of) an instrument or item that is part of a selection (see "selection") and the associated parameters used in the computation (as with a "component"). "selectionItem" value=("componentValue" * "multiplier" + "baseValue") * "weighting". Typically, "baseValue" will be 0.0 and "multiplier" will be 1.0 thus "weighting" identifies how many of the items identified by "componentIdentifier" are delivered/received for this selection.

componentValue

The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.

Dictionary items where this item is used
component - A component is a container that identifies (and the relevant valuation of) an instrument used to compute an index and the associated parameters used in that computation. The component value equals the component instruments' value (componentValue) multiplied by the multiplier then added to the baseValue all multiplied by the weighting. "component" value=("componentValue" * "multiplier" + "baseValue") * "weighting".
selectionItem - A selectionItem is a container that identifies (and the relevant valuation of) an instrument or item that is part of a selection (see "selection") and the associated parameters used in the computation (as with a "component"). "selectionItem" value=("componentValue" * "multiplier" + "baseValue") * "weighting". Typically, "baseValue" will be 0.0 and "multiplier" will be 1.0 thus "weighting" identifies how many of the items identified by "componentIdentifier" are delivered/received for this selection.
underlying - Container for underlying components of an instrument.

compounding

Identifies whether item is compounding and (optionally) the "period" over which compounding takes place.

Dictionary items where this item is used
interestRate - Container for the interest rate parameters applicable for the instrument. Stepped rates require a schedule and/or multiple elements with unique periods. Performance-based require multiple interestRateContainer elements that are "when" qualified.
interestRateContainer - Sub-container for identifying interest rate components that change due to some conditional clause (usually time).

compulsory

Indicates if the event or item is compulsory (for example when an outstanding offer to purchase shares becomes compulsory when the offeror has compelling ownership).

Dictionary items where this item is used
offer - The details of an offer made by an offeree. This container acts like a "selection" container.

confirmationDate

Date (and/or time) on which confirmation will/must be delivered.

Dictionary items where this item is used
offer - The details of an offer made by an offeree. This container acts like a "selection" container.

contactType

Controlled Vocabularly indicating the type of contact for the individual. i.e. "PR", "marketing", etc.

Dictionary items where this item is used
pointOfContact - An individual at the organization that can be contacted for information on this topic (entity, market, etc.)

contractValueMultiplier

Multiplier for price of individual item to determine value of contract.

convertible

Signifies that instrument is convertible (children identify under which conditions).

Dictionary items where this item is used
debtIssueData - Container holding information relative to the debt issue.
redemption - Container for parameters surrounding the redemption of the issue.

convertibleType

Controlled Vocabulary indicating type of conversion applicable to the instrument.

Dictionary items where this item is used
convertible - Signifies that instrument is convertible (children identify under which conditions).

country

Controlled Vocabulary specifying the country code. Uses ISO 3166 Alpha 2 by default.

Dictionary items where this item is used
instrumentIdentifier - Identifies the instrument for the corresponding market data, calculations, or valuations. It may contain many codes from many schemes with multiple names (including multiple languages). The intent is that enough information be given to uniquely identify the instrument. Note that an instrument may have several identifiers which specify different scope (e.g. market vs. international). Note that in the commodityDomain this identifies the actual physical commodity and NOT an option or future on it.
location - Information about a physical region (city, state, country). Note that such information about an issue's locale of incorporation actually applies to the issuer.

covenant

Container element outlining the details of the arrangement or deal.

Dictionary items where this item is used
issueData - Container holding information relative to the issue itself (domain agnostic).

creationDate

Date (and/or time) the item (entity, identifier) was created.

creditEnhancement

Container holding issue support or other credit enhancement information.

Dictionary items where this item is used
debtIssueData - Container holding information relative to the debt issue.

creditEnhancementType

Controlled Vocabulary identifying the type of credit enhancement provided.

Dictionary items where this item is used
creditEnhancement - Container holding issue support or other credit enhancement information.

crossrate

Identifies currency and current exchange rate (multiplier) to the prevailing currency.

Dictionary items where this item is used
amountOutstanding - Amount of debt or number of shares outstanding.
capped - The limit or upper bound on the referenced price or amount.
ceaseDate - The date/time when trading, or other activity, ceases.
change - Denotes difference between this valuation and a previous valuation (per changeType).
close - The final price as of market close (augmented by the "closeType").
componentValue - The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
denomination - The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
dividend - The share of profits distributed to a holder usually on a "per share" basis.
dividendYield - Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
earnings - Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
eventValue - The new value of the eventElement within a schedule.
exercisePrice - The exercise (strike) price of options, futures, warrants, etc.
faceValue - The face or par value of the instrument to be paid by the issuer at the maturity date.
firstAmount - First amount for this item (e.g. first payment amount for a bond).
high - The highest valuation over the period specified.
issueAmount - Total original amount for which the issue is published.
issueFees - Any fees associated with the issue - may be clarified by issueFeesType.
issuePrice - The price at which this instrument was issued.
last - The last (or most recent) valuation.
lastAmount - Last amount for this item (e.g. last payment amount for a bond).
low - The lowest valuation over the period specified.
marketCapitalization - Value of outstanding shares (price * number of shares outstanding).
maturityPrice - The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.
maxVal - The maximum value a number may take.
minVal - The minimum value a number may take.
nextAmount - Next amount for this item (e.g. next payment amount for a bond or next call amount).
open - The value at the beginning of trading or opening of the market.
overAllotment - The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
penultimateAmount - Next to last amount for this item (e.g. next to last payment amount for a bond).
principalProtection - Amount of principal protection provided at redemption.
redemption - Container for parameters surrounding the redemption of the issue.
revenues - The gross proceeds from delivery or sale.
selectionAmount - Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
settlement - Final price as dictated by the governing rules of the regulating agency (or exchange).
sinkComputationAmount - The value used in the sink computation.
softCall - Parameters surrounding a soft call of the option.
support - Magnitude of support provided by the indicated agent.
turnover - The total amount of capital exchanging hands.
underwritingFees - Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
valuationBase - The actual value used as the basis (rather than a pointer to it).
vwap - Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
vwop - Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
yield - Rate of return. Generally used for debtDomain pricing.

currency

Controlled Vocabulary identifying the currency code of the price or amount. By default, the ISO 4217 3-character code.

Dictionary items where this item is used
amountOutstanding - Amount of debt or number of shares outstanding.
capped - The limit or upper bound on the referenced price or amount.
ceaseDate - The date/time when trading, or other activity, ceases.
change - Denotes difference between this valuation and a previous valuation (per changeType).
clearingSettlement - Container to hold details of the settlement and clearing components.
close - The final price as of market close (augmented by the "closeType").
componentValue - The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
denomination - The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
dividend - The share of profits distributed to a holder usually on a "per share" basis.
dividendYield - Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
earnings - Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
eventValue - The new value of the eventElement within a schedule.
exercisePrice - The exercise (strike) price of options, futures, warrants, etc.
faceValue - The face or par value of the instrument to be paid by the issuer at the maturity date.
firstAmount - First amount for this item (e.g. first payment amount for a bond).
high - The highest valuation over the period specified.
incomeType - Controlled Vocabulary denoting the type of income, if any, generated by this issue.
instrumentData - Container for basic amplifying information about the instrument.
issueAmount - Total original amount for which the issue is published.
issueFees - Any fees associated with the issue - may be clarified by issueFeesType.
issuePrice - The price at which this instrument was issued.
last - The last (or most recent) valuation.
lastAmount - Last amount for this item (e.g. last payment amount for a bond).
low - The lowest valuation over the period specified.
marketCapitalization - Value of outstanding shares (price * number of shares outstanding).
maturityPrice - The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.
maxVal - The maximum value a number may take.
minVal - The minimum value a number may take.
nextAmount - Next amount for this item (e.g. next payment amount for a bond or next call amount).
open - The value at the beginning of trading or opening of the market.
overAllotment - The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
penultimateAmount - Next to last amount for this item (e.g. next to last payment amount for a bond).
placeOfTrade - (One of) The place(s) of trading of an instrument as identified by the marketIdentifer(s) (of which their may be multiple).
principalProtection - Amount of principal protection provided at redemption.
quotation - Container for constraints on quotation size, minimum delta in quote, and precision of quote.
revenues - The gross proceeds from delivery or sale.
selectionAmount - Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
settlement - Final price as dictated by the governing rules of the regulating agency (or exchange).
sinkComputationAmount - The value used in the sink computation.
softCall - Parameters surrounding a soft call of the option.
support - Magnitude of support provided by the indicated agent.
turnover - The total amount of capital exchanging hands.
underwritingFees - Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
valuationBase - The actual value used as the basis (rather than a pointer to it).
vwap - Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
vwop - Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
yield - Rate of return. Generally used for debtDomain pricing.

D

dataValueChange

The parameters of the data value change. The "dataValueNew" is/was substituted for the "dataValueOld" on "dateTime".

dataValueNew

The value of the new data (to be used in place of the Old).

Dictionary items where this item is used
dataValueChange - The parameters of the data value change. The "dataValueNew" is/was substituted for the "dataValueOld" on "dateTime".

dataValueOld

The value of the old data (to be replaced by the New).

Dictionary items where this item is used
dataValueChange - The parameters of the data value change. The "dataValueNew" is/was substituted for the "dataValueOld" on "dateTime".

dateTime

Date (and/or time) of the event or relevant piece of data.

Dictionary items where this item is used
accretionBehavior - Indication of behavior of the accretion rate of the life of a debt instrument.
amortizationBehavior - Indication of behavior of the amortization rate of the life of a debt instrument.
amountOutstanding - Amount of debt or number of shares outstanding.
baseValue - Value added to the component instrument's multiplier modified value in the basic formula (see component).
capped - The limit or upper bound on the referenced price or amount.
ceaseDate - The date/time when trading, or other activity, ceases.
change - Denotes difference between this valuation and a previous valuation (per changeType).
close - The final price as of market close (augmented by the "closeType").
componentValue - The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
dataValueChange - The parameters of the data value change. The "dataValueNew" is/was substituted for the "dataValueOld" on "dateTime".
delta - Defines the minimum change in the related property.
denomination - The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
dividend - The share of profits distributed to a holder usually on a "per share" basis.
dividendYield - Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
earnings - Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
eventValue - The new value of the eventElement within a schedule.
exercisePrice - The exercise (strike) price of options, futures, warrants, etc.
faceValue - The face or par value of the instrument to be paid by the issuer at the maturity date.
factor - The percentage of principal outstanding as the debt instrument (mortgage) pays down.
firstAmount - First amount for this item (e.g. first payment amount for a bond).
high - The highest valuation over the period specified.
indexBaseValue - Value added to the indexMultiplier modified sum of the components before applying the indexWeighting. See indexValue.
issueAmount - Total original amount for which the issue is published.
issueFees - Any fees associated with the issue - may be clarified by issueFeesType.
issuePrice - The price at which this instrument was issued.
last - The last (or most recent) valuation.
lastAmount - Last amount for this item (e.g. last payment amount for a bond).
lastCAE - The most recent relevant (at the discretion of the provider) corporate action or event that took place. This simply identifies the type of CAE and when it took place and does not give the specifics of the event.
low - The lowest valuation over the period specified.
marketCapitalization - Value of outstanding shares (price * number of shares outstanding).
maturityPrice - The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.
maxVal - The maximum value a number may take.
minVal - The minimum value a number may take.
modification - Container detailing when or why a modification to the issue was made. May be related to the last corporate action, a correct, or other event.
multiplier - General purpose coefficient applied to the parent property's value.
nextAmount - Next amount for this item (e.g. next payment amount for a bond or next call amount).
numberHolders - An indication of the number of holders of an asset.
open - The value at the beginning of trading or opening of the market.
orders - A count of the number of orders from a particular "marketCenter".
overAllotment - The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
peRatio - Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
penultimateAmount - Next to last amount for this item (e.g. next to last payment amount for a bond).
precision - Defines the granularity (e.g. thousandths would be 0.001) of the related property.
principalProtection - Amount of principal protection provided at redemption.
rate - The actual value for a complex rate (such as interestRate) when a schedule is not warranted.
rateSpread - The (typically) number of basis points above or below the benchmark value.
replaces - This valuation supersedes a previous valuation, with this sequence number, in another MDDL document.
revenues - The gross proceeds from delivery or sale.
selectionAmount - Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
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