What is the format of the securities file?

The file should be in comma-separated (RFC-4180) format. https://tools.ietf.org/html/rfc4180

The file will always be read as UTF-8 encoded data.

Blank lines are allowed and comment lines begin with a #.

The first row of data must be a header row with column names. The following column names are defined (extra ones are ignored). Column names are not case sensitive and can be in any order.

Field Name Required Description
Symbol Y Identifier for the instrument.
SecurityType Y Asset type of the instrument. Only Equity is supported currently.
CurrencyCode Y ISO 4217 currency code https://www.iban.com/currency-codes
Mic Y Market identifier code https://www.iso20022.org/market-identifier-codes
IsoAlpha2CountryCode Y ISO alpha-2 country code https://www.iban.com/country-codes
InstrumentName Name of the instrument.
Isin ISIN identifier for the instrument.
Sedol SEDOL identifier for the instrument. This is recommended for most Equities.
Cusip Cusip identifier for the instrument.
ExchangeCode This is the Eikon 3 letter format if a Ric is provided or the Bloomberg 2 letter format if a BloombergTicker is provided.
Ric * Reuters identifier for the instrument. This or BloombergTicker is required.
BloombergTicker * Bloomberg identifier for the instrument. This or Ric is required.
BloombergTickerAndExchangeCode Bloomberg identifier with exchange code for the instrument.
BloombergYellowKey Bloomberg asset type identifier.

Important notes:

  • One of Ric or BloombergTicker must be provided.
  • At least one of Isin, Sedol or Cusip is recommended.
  • ExchangeCode should use the Eikon 3 letter format if a Ric is provided or the Bloomberg 2 letter format if a BloombergTicker is provided.