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Quantitative Finance · Glossaire

Qu'est-ce que « Symbol resolution » ?

Definition 6.4 Research, Data and Risk Platforms · Chapitre 6 — Reference Data and Symbology Services

Symbol resolution is the mapping of an external symbol (a ticker, a vendor code) to the permanent identifier of the instrument that carried it on a given date, as the firm knew it at a given time.

What ticker T056 resolves to on each day: point in time through the golden copy, with today’s mapping, and in vendor B’s records alone. The first holder renames on day 33 and a new listing takes the ticker on day 176; today’s mapping attributes the whole period to the reuser, and vendor B keeps the ticker on the first holder until day 179. Data: fig_refdata.py.
Figure 6.3. What ticker T056 resolves to on each day: point in time through the golden copy, with today’s mapping, and in vendor B’s records alone. The first holder renames on day 33 and a new listing takes the ticker on day 176; today’s mapping attributes the whole period to the reuser, and vendor B keeps the ticker on the first holder until day 179. Data: fig_refdata.py.
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