dxFeed provides data on a variety of financial instruments, coming from different exchanges and accessible via 3rd party platforms. Each platform applies its own set of symbology rules, that dictate the correct way of requesting data on the particular instrument type.
The Description of a particular symbol is done by describing each of its parts and connecting them with the plus sign "+". The plus sign is used only for the purposes of the description, it should not be included in the writing of the symbol name. The correct way to write symbols is shown in the Example column.
See the symbology of the following platforms:
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Stocks |
US |
No extra symbols |
AAPL |
|
EU |
Instrument name + ":" + the code of the exchange (Except for instruments from Chi-X exchange, they are written without any extra symbols) |
ULVRl BATSl:BATE ASMLa:CEUX TOTBd:BXT |
||
Futures |
Continuous |
US |
Instrument name without any extra symbols |
ES SI HO ZN |
EU |
FDAX |
|||
Individual |
US |
Instrument name + the code of the expiry month + the last two digits of the year |
ESH23 |
|
EU |
Instrument name + the code of the expiry month + the last digit of the year |
FDAXH3 |
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Stocks |
US |
No extra symbols |
AAPL |
|
EU |
Instrument name + ":" + the code of the exchange |
ULVRl:CHIX BATSl:BATE ASMLa:CEUX TOTBd:BXTR |
||
Futures |
Continuous |
US |
"@" + instrument name + ":" + the code of the exchange |
@ES:XCME @SI:XCEC @HO:XNYM @ZN:XCBT |
EU |
@FDAX:XEUR |
|||
Individual |
US |
"@" + instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
@ESH23:XCME @SIH23:XCEC @HOH23:XNYM @ZNH23:XCBT |
|
EU |
"@" + instrument name + the expiry date + ":" + the code of the exchange |
@FDAX230317:XEUR |
||
Options |
"." + underlying instrument name + "_" + the expiry date + the strike side + the strike price |
.AAPL_230127C143 .MSFT_230127P250 |
||
Indicators |
"$" + indicator name |
$TICK |
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Stocks |
US |
No extra symbols |
AAPL |
|
EU |
Insrument name + ":" + the code of the exchange |
ULVRl:CHIX BATSl:BATE ASMLa:CEUX TOTBd:BXTR |
||
Futures |
Continuous |
US |
"/" + instrument name + ":" + the code of the exchange |
/ES:XCME /SI:XCEC /HO:XNYM /ZN:XCBT |
EU |
/FDAX:XEUR |
|||
Individual |
US |
"/" + instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
/ESH23:XCME /SIH23:XCEC /HOH23:XNYM /ZNH23:XCBT |
|
EU |
"/" + instrument name + the expiry date + ":" + the code of the exchange |
/FDAX230317:XEUR |
||
Options |
"." + underlying instrument name + the expiry date + the strike side + the strike price |
.AAPL230127C143 .MSFT230127P250 |
Note
The symbol entry is case sensitive.
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Stocks |
US |
Instrument name |
AAPL |
|
Turkey |
Instrument name + "_" + the code of the exchange |
GARAN_TR |
||
Futures |
US |
NinjaTrader Symbol List |
Instrument name |
ES |
dxFeed Symbol List |
"_" + instrument name + "_" the code of the exchange |
_ACD_XCME |
||
Turkey |
"_" + instrument name + "_" the code of the exchange |
_XU030_TR |
||
Indices |
Turkey |
Instrument name + "_" + the code of the exchange |
XAKUR_TR |
|
Options |
US |
"_" + underlying instrument name + the expiry date + the strike side + the strike price |
_AAPL230331C160 |
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Futures |
Continuous |
US |
Instrument name + ":" + the code of the exchange |
ES:XCME SI:XCEC HO:XNYN ZN:XCBT |
EU |
FDAX:XEUR |
|||
Individual |
US |
Instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
ESH23:XCME SIH23:XCEC HOH23:XNYM ZNH23:XCBT |
|
EU |
Instrument name + the expiry date + ":" + the code of the exchange |
FDAX230317:XEUR |
Instrument Type |
Description |
Example |
||||
---|---|---|---|---|---|---|
Stocks |
US |
Instrument name |
AAPL |
|||
EU |
Instrument name + ":" + the code of the exchange |
ULVRl:CHIX BATSl:BATE ASMLa:CEUX TOTBd:BXTR |
||||
Turkey |
GARAN:TR |
|||||
Futures |
Continuous |
US |
"/" + instrument name + ":" + the code of the exchange |
/ES:XCME /SI:XCEC /HO:XNYM /ZN:XCBT |
||
EU |
/FDAX:XEUR |
|||||
Turkey |
/XU030:TR |
|||||
Individual |
US |
"/" + instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
/ESH23:XCME /SIH23:XCEC /HOH23:XNYM /ZNH23:XCBT |
|||
EU |
"/" + instrument name + the expiry date + ":" + the code of the exchange |
/FDAX230317:XEUR |
||||
Turkey |
"/" + instrument name + the month and year + ":" + the code of the exchange |
/XU0300223:TR |
||||
Options |
"." + underlying instrument name + the expiry date + the strike side + the strike price |
.AAPL230127C143 .MSFT230127P250 |
||||
Indicators |
"$" + indicator name |
$TICK |
||||
Forex |
Base currency + "/" + quote currency + ":" + the code of exchange |
EUR/USD:HSFX |
||||
Indices |
Turkey |
Instrument name + ":" + the code of the exchange |
XAKUR:TR |
|||
US |
GIDS |
Instrument name |
NQKRT |
|||
CSMI |
SPX |
|||||
SPI |
"$" + instrument name |
$SPGSNG |
||||
DJI |
$DJI |
Instrument Type |
Description |
Example |
||
---|---|---|---|---|
Futures |
Continuous |
US |
"/" + instrument name + ":" + the code of the exchange |
/ES:XCME /SI:XCEC /HO:XNYM /ZN:XCBT |
EU |
/FDAX:XEUR |
|||
Turkey |
/XU030:TR |
|||
Individual |
US |
"/" + instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
/ESH23:XCME /SIH23:XCEC /HOJ23:XNYM /ZNH23:XCBT |
|
EU |
"/" + instrument name + the expiry date + ":" + the code of the exchange |
/FDAX230317:XEUR |
||
Turkey |
"/" + instrument name + the month and year + ":" + the code of the exchange |
/XU0300223:TR |
||
Indicators |
"$" + indicator name |
$TICK |
||
Forex |
Base currency + "/" + quote currency + ":" + the code of exchange |
EUR/USD:HSFX |
||
Indices |
Turkey |
Instrument name + ":" + the code of the exchange |
XAKUR:TR |
Instrument type |
Description |
Example |
||
---|---|---|---|---|
Futures |
Continuous |
US |
"/" + instrument name + ":" + the code of the exchange |
/ES:XCME /SI:XCEC /HO:XNYM /ZN:XCBT |
EU |
/FDAX:XEUR |
|||
Individual |
US |
"/" + instrument name + the code of the expiry month + the last two digits of the year + ":" + the code of the exchange |
/ESH23:XCME /SIH23:XCEC /HOH23:XNYM /ZNH23:XCBT |
|
EU |
"/" + instrument name + the expiry date + ":" + the code of the exchange |
/FDAX230317:XEUR |
||
Stocks |
Instrument name |
AAPL |
Comments
0 comments
Article is closed for comments.