TickerDefinitionHist

Description

SpiderRock Ticker Definition records define instrument-level reference data for each ticker as of a given trading date — identifiers (security ID, ISIN, FIGI, CIK), classification (symbol type, issue class), listing venue (primary exchange, MIC and segment), shares outstanding, and contract conventions (par/point values, price format, tick size, default option root).

Start Dates

US start dates

Start Date
2010-01-04

EU start dates

Start Date
2025-10-26

Schema Definition

Field Name	Data Type	Description
ticker_at	string	Ticker asset type
ticker_ts	string	Ticker source
ticker_tk	string	Ticker symbol
tradingDate	date	Trading date
securityID	bigint	SpiderRock security ID
symbolType	string	Security type ('Equity','ForeignIssue','ETF','ADR','PreferenceShare','Warrant','StapledSec','StructuredProd','WhenIssued','CashIndex','PreferredSec','TradeableRights','Bond','None')
name	string	Security description / issuer name
country	string	Country of incorporation
primaryCurrency	string	Primary trading currency
rateSource	string	Interest rate source
parValue	float	Par value
parValueCurrency	string	Par value currency
pointValue	float	Point (contract) value
pointCurrency	string	Point value currency
priceFormat	string	Price quotation format
minTickSize	float	Minimum tick size
primaryExch	string	Primary listing exchange
altID	bigint	Alternate security identifier
mic	string	Market Identifier Code (ISO 10383)
micSeg	string	MIC market segment
symbol	string	Exchange symbol
issueClass	string	Issue class
sharesOutstanding	bigint	Shares outstanding (in thousands)
cik	string	SEC Central Index Key
isin	string	ISIN identifier
roundlot	int	Round lot size
tapeCode	string	Consolidated tape code
hasOptions	string	Whether the underlier has listed options (Yes/No)
numOptions	int	Number of listed option contracts
regionalCompositeTicker_at	string	Regional composite ticker asset type
regionalCompositeTicker_ts	string	Regional composite ticker source
regionalCompositeTicker_tk	string	Regional composite ticker symbol
defaultRoot	string	Default option root
Exchange	list[struct]	List of listing exchanges, each with its stock exchange code and per-exchange ticker (at/ts/tk)

Differences to V7

• Renamed: securityDesc -> name, CntryofIncorp -> country, Currency -> primaryCurrency, Mic -> mic, ISIN -> isin
• symbolType value-mapped from v7 securityType (EQS->Equity, ETF->ETF, PRF->PreferenceShare, DR->ADR, WAR->Warrant, STP->StapledSec, SP->StructuredProd, TRT->TradeableRights, PFS->PreferredSec); unmapped codes ('', ETC, UNT, CVR) -> None
• sharesOutstanding rescaled from the v7 actual share count to thousands
• primaryExch set to NULL (v7 carries only the composite-source token USCOMP, not a listing venue)
• Dropped daily pricing columns openPrice, High, Low, closePrice, Volume (available in StockCloseMarkHist), plus SIC, GICS, ExchgCD, ExchgCntry, BbgCompositeGlobalID, BbgCompositeTicker, BbgExchangeTicker, altSecurityID2, timestamp
• Added v8 columns with no v7 source (NULL/None in backfilled history): rateSource, parValue, parValueCurrency, pointValue, pointCurrency, priceFormat, minTickSize, altID, micSeg, symbol, issueClass, cik, roundlot, tapeCode, hasOptions, numOptions, regionalCompositeTicker_at/ts/tk, defaultRoot, Exchange
• Coverage: the v7 source is NMS/listed-only, so OTC and ForeignIssue securities present in live v8 are absent from backfilled history