US Equities
Instrument Directory

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What is the mapping in the file?

The securityId field is the positive integer value used in the MEMOIR feeds when market data updates are reported for the product. The symbol field is a string that contains the CMS Symbol Root for the product. The symbolSfx field is a string that contains CMS Symbol Suffix for the product. The roundLot size is a integer that contains the round lot size for the product. The isTestSymbol field is a boolean field that indicates if the product is a test symbol to not. The mpv field is an integer field that indicated the minimum price variation for the product. The mpv is specified as a fixed-point scaled decimal with 6 implied decimal digits. For example an mpv of $0.01 appears as 10000 (representing 0.010000).

Will the mapping of an existing securityId to symbol ever change?

A given symbol to securityId mapping will not change, it can only be removed. Additional symbols will map to new securityIds. Deletions will remove the mapping from the system and no new symbol will reuse a previously used securityId.

When is the file posted each day?

The file is typically posted at ~6AM Eastern Time.

If there is an intraday update, will that be reflected in the file?

Not currently. Intraday updates will only be available on the MEMOIR data feed. In the future we will automate including intraday changes into this file.

How do I know when the file was last updated?

The file is posted once per day, and currently the end user is responsible for discovering daily deltas. Once the process of adding intraday changes is in place, we will add a “last changed” timestamp column to the file.