Instrument profiles service
General
Instrument Profile Format is an open format to represent and exchange basic profile information
about market instruments.
With no filters specified request to https://tools.dxfeed.com/ipf? will return all available records
Supported methods: GET
1.1. Filters:
Available parameters to filter instrument profiles output, returning instrument profiles only for:
| Filter | Description |
|---|---|
| mode | ‘batch (default)’ for bulk retrieval, ‘ui’ for symbol lookup |
| date | ipf for the business day specified as YYYYMMDD (not available in ‘ui’ mode) |
| lists | list of list name patterns, e.g. index constituents of SP500 |
| text | text for full-text search (only available and required in ‘ui’ mode) |
| limit | limit result to |
| live | ‘true’ or no value for live updates, ‘false’ (default) – otherwise |
| since | send updates that were received since YYYYMMDD-HHMMSS[.sss][zone] |
| currentFutures | List of products patterns for which current futures will be returned, e.g. /ESZ6 for /ES |
| compression | ‘plain’ (default) for uncompressed, ‘zip’ or ‘gzip’ for compressed output |
| fields | list of field patterns that will be returned for profiles (all fields by default) |
Also output may be filtered by values in any output field (see 1.3 below and examples)
1.2. Data types:
| Type | Description | Example |
|---|---|---|
| Text | Value is a textual information, such as company name or exchange code | AAPL |
| Formatted text | Complex fields use proprietary formats, such as list of exchanges | ARCX;CBSX ;XNAS;XNYS |
| Number | Value is a number, such as contract size or strike price; value can be either integer or floating; | 100, 33.2 |
| Date | Value is a date, such as last trading day or expiration date; value must be formatted using YYYY-MM-DD pattern; empty value is considered as 1970-01-01 date |
2018-12-31 |
1.3. List of Fields:
| Field | Data type | Description | Example |
|---|---|---|---|
| TYPE | Text | Type of instrument | STOCK, FUTURE |
| SYMBOL | Text | Unique identifier of instrument | GOOG, /YGM9 |
| DESCRIPTION | Text | Description of instrument | Google Inc., Mini Gold Futures,Jun-2009,ETH |
| LOCAL_SYMBOL | Text | Identifier of instrument in national language | |
| LOCAL_DESCRIPTION | Text | Description of instrument in national language | |
| COUNTRY | Text | Country of corresponding company or parent entity in ISO 3166-1 format | US, RU |
| OPOL | Text | Official Place Of Listing, the organization that have listed this instrument | XNAS, RTSX |
| EXCHANGE_DATA | Text | Exchange-specific data required to properly identify instrument when communicating with exchange | |
| EXCHANGES | Formatted text | List of exchanges where instrument is quoted or traded | ARCX;CBSX ;XNAS;XNYS |
| CURRENCY | Text | Currency of quotation, pricing and trading | USD, RUB |
| BASE_CURRENCY | Text | Base currency of currency pair (FOREX instruments) | USD, RUB |
| CFI | Text | Classification of Financial Instruments code | ESNTPB, ESXXXX |
| SEDOL | Text | Stock Exchange Daily Official List | 2310967, 5766857 |
| CUSIP | Text | Committee on Uniform Security Identification Procedures code | 38259P508 |
| ICB | Number | Industry Classification Benchmark | 9535 |
| SIC | Number | Standard Industrial Classification | 7371 |
| MULTIPLIER | Number | Market value multiplier | 100, 33.2 |
| PRODUCT | Text | Product for futures and options on futures | /YG |
| UNDERLYING | Text | Primary underlying symbol for options | C, /YGM9 |
| SPC | Number | Shares per contract for options | 1, 100 |
| ADDITIONAL_UNDERLYINGS | Formatted text | Additional underlyings for options | SE 50, FIS 53; US$ 45.46 |
| MMY | Text | Maturity month-year as provided for corresponding FIX tag (200) | YYYYMM, YYYYMMDD, YYYYMMwN |
| EXPIRATION | Date | Date of expiration | 2009-01-17 |
| LAST_TRADE | Date | Date of last trading day | 2009-01-16 |
| STRIKE | Number | Strike price for options | 80, 22.5 |
| OPTION_TYPE | Text | Type of option | STAN, BINY, FLEX |
| EXPIRATION_STYLE | Text | Expiration cycle style | Weeklys, Quarterlys |
| SETTLEMENT_STYLE | Text | Settlement price determination style | Open, Close |
| PRICE_INCREMENTS | Formatted text | Minimum allowed price increments with corresponding price ranges; shall use following format | 0.25, 0.01 3; 0.05 |
1.4. Field Applicability:
Except for a few identification fields many other fields are either optional or simply not applicable
for a given instrument type. Inapplicable fields shall be ignored if present and they shall be left
empty when exported.
| :—: | CURRENCY | FOREX | BOND | INDEX | STOCK | ETF | MUTUAL_FUND | MONEY_MARKET_FUND | PRODUCT | FUTURE | OPTION | OTHER |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TYPE | M | M | M | M | M | M | M | M | M | M | M | M |
| SYMBOL | M | M | M | M | M | M | M | M | M | M | M | M |
| DESCRIPTION | + | + | + | + | + | + | + | + | + | + | + | + |
| LOCAL_SYMBOL | + | + | + | + | + | + | + | + | + | + | + | + |
| LOCAL_DESCRIPTION | + | + | + | + | + | + | + | + | + | + | + | + |
| COUNTRY | M | + | + | + | + | + | + | + | + | + | + | + |
| OPOL | + | + | + | + | + | + | + | + | + | + | + | + |
| EXCHANGE_DATA | + | + | + | + | + | + | + | + | + | + | + | + |
| EXCHANGES | + | + | + | + | + | + | + | + | + | + | + | + |
| CURRENCY | M | M | M | M | M | M | M | M | M | M | M | M |
| BASE_CURRENCY | – | M | – | – | – | – | – | – | – | – | – | – |
| CFI | + | + | + | + | + | + | + | + | + | + | M | + |
| ISIN | – | – | + | – | + | + | + | + | – | – | – | + |
| SEDOL | – | – | + | – | + | + | + | + | – | – | – | + |
| CUSIP | – | – | + | – | + | + | + | + | – | – | – | + |
| ICB | – | – | + | + | + | + | + | + | + | + | M | + |
| SIC | – | – | + | + | + | + | + | + | + | + | M | + |
| MULTIPLIER | – | – | – | – | – | – | – | – | – | M | M | + |
| PRODUCT | – | – | – | – | – | – | – | – | – | M | + | – |
| UNDERLYING | – | – | – | – | – | – | – | – | – | – | M | – |
| SPC | – | – | – | – | – | – | – | – | – | – | M | – |
| ADDITIONAL_UNDERLYINGS | – | – | – | – | – | – | – | – | – | – | + | – |
| MMY | – | – | + | – | – | – | – | – | – | + | + | + |
| EXPIRATION | – | – | + | – | – | – | – | – | – | M | M | + |
| LAST_TRADE | – | – | + | – | – | – | – | – | – | M | M | + |
| STRIKE | – | – | – | – | – | – | – | – | – | – | M | – |
| OPTION_TYPE | – | – | – | – | – | – | – | – | – | – | + | – |
| EXPIRATION_STYLE | – | – | – | – | – | – | – | – | – | – | + | – |
| SETTLEMENT_STYLE | – | – | – | – | – | – | – | – | – | – | + | – |
| PRICE_INCREMENTS | + | + | + | + | + | + | + | + | + | + | + | + |
“M” – Mandatory field; shall always be specified; records can be rejected if value is not specified.
“+” – Optional field; shall be specified if value is known.
“-” – Inapplicable field; shall never be specified; value shall be ignored if specified.
Examples:
STOCK:
Web:
https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY
Bash:
curl -X GET -u user:password 'https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY'
Python:
import requests url = 'https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY' credentials = (user, password) r = requests.get(url=url, auth=credentials) print(r.text)
Reply:
#STOCK::=TYPE,SYMBOL,DESCRIPTION,CURRENCY STOCK,GOOG,Alphabet Inc. - Class C Capital Stock,USD
FUTURE:
Web:
https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE
Bash:
curl -X GET -u user:password 'https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE'
Python:
import requests url = 'https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE' credentials = (user, password) r = requests.get(url=url, auth=credentials) print(r.text)
Reply:
#FUTURE::=TYPE,SYMBOL,DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE FUTURE,/YGM22:IFUS,Mini Gold Futures - ICUS - Jun22,USD,32.15,/YG:IFUS,2022-06-28 FUTURE,/YGM19:IFUS,Mini Gold Futures - ICUS - Jun19,USD,32.15,/YG:IFUS,2019-06-26 FUTURE,/YGM21:IFUS,Mini Gold Futures - ICUS - Jun21,USD,32.15,/YG:IFUS,2021-06-28 FUTURE,/YGM23:IFUS,Mini Gold Futures - ICUS - Jun23,USD,32.15,/YG:IFUS,2023-06-28 FUTURE,/YGM20:IFUS,Mini Gold Futures - ICUS - Jun20,USD,32.15,/YG:IFUS,2020-06-26
OPTION:
Web:
https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10
Bash:
curl -X GET -u user:password 'https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10'
Python:
import requests url = 'https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10' credentials = (user, password) r = requests.get(url=url, auth=credentials) print(r.text)
Reply:
#OPTION::=TYPE,SYMBOL,COUNTRY,OPOL,EXCHANGES,CURRENCY,CFI,MULTIPLIER,UNDERLYING,SPC,MMY,EXPIRATION,LAST_TRADE,STRIKE,OPTION_TYPE,EXPIRATION_STYLE,SETTLEMENT_STYLE,PRICE_INCREMENTS,TRADING_HOURS OPTION,.GOOG180105C860,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,860,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105P860,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,860,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105C870,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,870,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105P870,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,870,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105C880,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,880,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105P880,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,880,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105C890,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,890,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105P890,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,890,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105C892.5,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,892.5,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() OPTION,.GOOG180105P892.5,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,892.5,SDO,Weeklys,Close,0.05 3; 0.1,OPRA() ##COMPLETE