public final class StandardSchemes extends Object
StandardId.
The scheme part of a StandardId is freeform, but it obviously works best where
the scheme name is widely agreed. This class contains a set of useful constants.
| Modifier and Type | Field and Description |
|---|---|
static String |
BBG_SCHEME
The scheme for Bloomberg Tickers.
|
static String |
CHAIN_RIC_SCHEME
The scheme for Chain RICs, which identifies a set of linked RICs.
|
static String |
CUSIP_SCHEME
The scheme for CUSIPs, the North American numbering system.
|
static String |
FIGI_SCHEME
The scheme for FIGIs, the Financial Instrument Global Identifier.
|
static String |
ISIN_SCHEME
The scheme for ISINs.
|
static String |
LEI_SCHEME
The scheme for LEIs, the Legal Entity Identifier.
|
static String |
OCC_SCHEME
The scheme for OCC option codes.
|
static String |
OG_COUNTERPARTY
The OpenGamma scheme used for counterparties.
|
static String |
OG_ETD_SCHEME
The OpenGamma scheme used to identify ETDs in market data.
|
static String |
OG_PORTFOLIO
The OpenGamma scheme used for portfolios.
|
static String |
OG_POSITION_SCHEME
The OpenGamma scheme used for position identifiers.
|
static String |
OG_SECURITY_SCHEME
The OpenGamma scheme used for securities.
|
static String |
OG_SENSITIVITY_SCHEME
The OpenGamma scheme used for portfolio sensitivity identifiers.
|
static String |
OG_TICKER_SCHEME
The OpenGamma scheme used to identify values in market data.
|
static String |
OG_TRADE_SCHEME
The OpenGamma scheme used for trade identifiers.
|
static String |
OPRA_SCHEME
The scheme for OPRA option codes.
|
static String |
RED6_SCHEME
The scheme for 6 character RED codes, the Reference Entity Data code.
|
static String |
RED9_SCHEME
The scheme for 9 character RED codes, the Reference Entity Data code.
|
static String |
RIC_SCHEME
The scheme for RICs, the Reuters Instrument Code.
|
static String |
SEDOL_SCHEME
The scheme for SEDOLs, the United Kingdom numbering system.
|
static String |
TICKER_SCHEME
The scheme for exchange Tickers.
|
static String |
TICMIC_SCHEME
The scheme for TICMICs combining the exchange Ticker with the exchange MIC.
|
static String |
VALOR_SCHEME
The scheme for VALOR numbers, the Swiss numbering system.
|
static String |
WKN_SCHEME
The scheme for Wertpapierkennnummer, the German numbering system.
|
| Modifier and Type | Method and Description |
|---|---|
static StandardId |
createTicMic(String ticker,
String exchangeMic)
Creates a TICMIC identifier.
|
static Pair<String,String> |
splitTicMic(StandardId ticMic)
Splits a TICMIC identifier.
|
public static final String OG_TICKER_SCHEME
public static final String OG_ETD_SCHEME
public static final String OG_TRADE_SCHEME
public static final String OG_POSITION_SCHEME
public static final String OG_SENSITIVITY_SCHEME
public static final String OG_SECURITY_SCHEME
public static final String OG_COUNTERPARTY
public static final String OG_PORTFOLIO
public static final String TICKER_SCHEME
A ticker is the human-readable identifier used by the exchange for a security. It is not a stable identifier, and each exchange defines their own tickers. A company can change ticker over time, such as if the company merges or changes it's name. If a company ceases to use a particular ticker, the ticker can be reused for an entirely different company. Tickers are typically reused over time as companies change.
A ticker is unlikely to be useful as an identifier without an exchange, see TICMIC_SCHEME.
public static final String TICMIC_SCHEME
A TICMIC is an identifier that combines the Ticker, as defined by the exchange,
with the MIC (Market Identifier Code) that identifies the exchange.
The format is <ticker>@<exchangeMic>.
For example, ULVR@XLON represents Unilever on the London Stock Exchange.
public static final String ISIN_SCHEME
https://en.wikipedia.org/wiki/International_Securities_Identification_Number
public static final String CUSIP_SCHEME
https://en.wikipedia.org/wiki/CUSIP
public static final String SEDOL_SCHEME
https://en.wikipedia.org/wiki/SEDOL
public static final String WKN_SCHEME
https://en.wikipedia.org/wiki/Wertpapierkennnummer
public static final String VALOR_SCHEME
https://en.wikipedia.org/wiki/Valoren_number
public static final String RIC_SCHEME
https://en.wikipedia.org/wiki/Reuters_Instrument_Code
public static final String CHAIN_RIC_SCHEME
public static final String BBG_SCHEME
public static final String FIGI_SCHEME
https://en.wikipedia.org/wiki/Financial_Instrument_Global_Identifier
public static final String LEI_SCHEME
https://en.wikipedia.org/wiki/Legal_Entity_Identifier
public static final String RED6_SCHEME
https://ihsmarkit.com/products/red-cds.html
public static final String RED9_SCHEME
https://ihsmarkit.com/products/red-cds.html
public static final String OPRA_SCHEME
These codes have:
public static final String OCC_SCHEME
These codes have:
public static StandardId createTicMic(String ticker, String exchangeMic)
A TICMIC is an identifier that combines the Ticker, as defined by the exchange, with the MIC (Market Identifier Code) that defines the exchange.
ticker - the ticker, as defined by the exchangeexchangeMic - the MIC code of the exchange, four characterspublic static Pair<String,String> splitTicMic(StandardId ticMic)
This method extracts the Ticker and exchange MIC from the identifier.
ticMic - the TICMIC identifierIllegalArgumentException - if unable to split the identifierCopyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.