MDDL: Market Data Definition Language search:
FISD/SIIA
The XML specification to enable the interchange of information necessary to account, to analyze, and to trade financial instruments of the world's markets.
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MDDL 3.0-beta Glossary   Click here to download as ".CSV".  Click on items to sort or limit.
Tag Type
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Classification Definition
principalProtection decimal Price Amount of principal protection provided at redemption.
valuationBase decimal Price The actual value used as the basis (rather than a pointer to it).
numberHolders decimal Quantity An indication of the number of holders of an asset.
amortizationBehavior decimal Rate Indication of behavior of the amortization rate of the life of a debt instrument.
sinkComputationAmount decimal Price The value used in the sink computation.
amountOutstanding decimal Amount Amount of debt or number of shares outstanding.
maxVal decimal Price The maximum value a number may take.
baseValue decimal Quantity Value added to the component instrument's multiplier modified value in the basic formula (see component).
payment decimal Amount The actual value for a complex payment (such as interestPayment) when a schedule is not warranted.
capped decimal Price The limit or upper bound on the referenced price or amount.
revenues decimal Amount The gross proceeds from delivery or sale.
change decimal Price Denotes difference between this valuation and a previous valuation (per changeType).
turnover decimal Amount The total amount of capital exchanging hands.
cleanup decimal Quantity Exercisable when less than this quantity or percentage of a debt or debt pool remains.
weighting decimal Rate Used in calculation of a component of an index per the basic index formula. See "multiplier".
close decimal Price The final price as of market close (augmented by the "closeType").
multiplier decimal Rate General purpose coefficient applied to the parent property's value.
componentValue decimal Price The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
orders decimal Quantity A count of the number of orders from a particular "marketCenter".
contractValueMultiplier decimal Simple Multiplier for price of individual item to determine value of contract.
peRatio decimal Rate Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
daysInMonth decimal Quantity Count of the number of days in a standard month used in the relevant calculation.
rate decimal Rate The actual value for a complex rate (such as interestRate) when a schedule is not warranted.
daysInYear decimal Quantity Count of the number of days in a standard year used in the relevant calculation.
session decimal Simple The trading session of a particular market.
delta decimal Simple Defines the minimum change in the related property.
support decimal Amount Magnitude of support provided by the indicated agent.
denomination decimal Price The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
underwritingFees decimal Amount Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
dividend decimal Price The share of profits distributed to a holder usually on a "per share" basis.
vwap decimal Price Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
dividendYield decimal Price Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
accretionBehavior decimal Rate Indication of behavior of the accretion rate of the life of a debt instrument.
earnings decimal Price Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
minVal decimal Price The minimum value a number may take.
exercisePrice decimal Price The exercise (strike) price of options, futures, warrants, etc.
nextAmount decimal Price Next amount for this item (e.g. next payment amount for a bond or next call amount).
faceValue decimal Price The face or par value of the instrument to be paid by the issuer at the maturity date.
open decimal Price The value at the beginning of trading or opening of the market.
factor decimal Price The percentage of principal outstanding as the debt instrument (mortgage) pays down.
overAllotment decimal Amount The amount (or percentage) for which an instrument can be over allotted (as in Greenshoe option).
firstAmount decimal Price First amount for this item (e.g. first payment amount for a bond).
penultimateAmount decimal Price Next to last amount for this item (e.g. next to last payment amount for a bond).
high decimal Price The highest valuation over the period specified.
precision decimal Simple Defines the granularity (e.g. thousandths would be 0.001) of the related property.
increment decimal Price The value at which a number (e.g. denomination) is incremented.
rank decimal Simple Relative order of precedence. The value of "1" indicates the most significant or first rank.
indexBaseValue decimal Quantity Value added to the indexMultiplier modified sum of the components before applying the indexWeighting. See indexValue.
rateSpread decimal Rate The (typically) number of basis points above or below the benchmark value.
indexMultiplier decimal Simple Used in calculation of an index per the basic index formula. Multiplied by the sum of the components before the indexBaseValue is added. See indexValue.
selectionAmount decimal Price Amount (of money or value of items) for the overall selection given as an estimate per unit of the selection.
indexWeighting decimal Simple Used in calculation of an index per the basic index formula. Multiplied by the indexMultiplier modified sum of the components after adding the indexBaseValue. See indexValue.
settlement decimal Price Final price as dictated by the governing rules of the regulating agency (or exchange).
issueAmount decimal Price Total original amount for which the issue is published.
softCall decimal Price Parameters surrounding a soft call of the option.
issueFees decimal Price Any fees associated with the issue - may be clarified by issueFeesType.
transferSize decimal Quantity Number of items to be transferred - there may be multiple choices identified by "rank".
issuePrice decimal Price The price at which this instrument was issued.
underlyingCount decimal Quantity Number of underlying items applicable. DOES NOT necessarily count the number of underlying elements included.
last decimal Price The last (or most recent) valuation.
unitSize decimal Quantity The nominal quantity of financial instruments that must be purchased or exercised. Units defined by "unitType".
lastAmount decimal Price Last amount for this item (e.g. last payment amount for a bond).
volatility decimal Rate Characteristic of an instrument to rise or fall sharply in price within a short-term period. Also known as 'beta'.
low decimal Price The lowest valuation over the period specified.
vwop decimal Price Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
margin decimal Price The offset applied to the base value to give the value actually used.
yield decimal Price Rate of return. Generally used for debtDomain pricing.
marketCapitalization decimal Amount Value of outstanding shares (price * number of shares outstanding).
maturityPrice decimal Price The price of the instrument at maturity (or expiry or closing). Note that "closing" is an unfortunate use of terms here.
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