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Quantitative Finance · Begrippenlijst

Wat is Symbology and reference data?

Ook bekend als: symbology · reference data

Definition 28.6 Markets I: The Ecosystem and Exchange-Traded Markets · Hoofdstuk 28 — Reading Market Data

Symbology is the set of identifiers under which one instrument is known: exchange ticker, vendor codes, national and international security numbers, a feed’s numeric code for the day. Reference data is everything about the instrument that is not a price: identifiers and their history, listing venue, currency, tick size, lot size, multiplier, expiry, corporate actions, trading calendar.

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