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LSEG Group Ticker Plant20.8

Y

Length of message including this field.

Y

0x52=Instrument Directory – Equities

Y

Time the message was generated.

Y

GTP Instrument identifier.

Y

ISIN code of the instrument.

Y

SEDOL code of the instrument.

Y

Defines the order-book types that are allowed for the instrument. Each designated bit represents a book type. ‘0’ means not allowed and ‘1’ means allowed:

Y

Please refer to the Additional Field Values section for valid values.

Y

Instrument identifier used by the source venue.

For Turquoise, the MTF symbol will contain the suffixes as specified in the table below:

Y

Segment or instrument group ID as identified by the trading market.

Y

Currency code as per ISO 4217.

For additional currencies supported refer to the Additional Field Values section of this document.

Y

The tick structure applicable for the instrument.

Y

Closing price reported for the previous trading day.

Y

Price Band Tolerance (%) of the instrument.

Y

Dynamic Circuit Breaker Tolerance (%) of the instrument.

Y

Static Circuit Breaker Tolerance (%) of the instrument.

Y

Reserved for future use.

Y

Different instrument security subset types.

Please refer to the Additional Field Values section for valid values.

Y

Expiration date of the instrument.

Y

Listing start date of the instrument.

Y

Listing end date of the instrument.

Y

Indicates the minimum quantity/nominal value tradable on the market for a security.

Y

Last execution price in a session prior to the current trading day.

Y

Last execution date in a session prior to current trading day.

Y

Settlement system type:

Y

Last validity date in the DDMMYYYY format.

Y

Settlement date in the DDMMYYYY format.

Y

The value of an Ex-Marker pertaining to a tradable instrument.

Y

Type of security.

Please refer to the Additional Field Values section for valid values.

Y

Country of Register.

Y

The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an individual security for all executable and non executable quotes.

Y

Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS.

Y

This field informs Participants of the maximum spread allowable for an instrument when submitting quote messages, calculated as a percentage of mid-price.

Y

Indicates the settlement mode of the security:

Y

Strike Price (exercise price for warrants).

Y

Venue specified instrument ID of the underlying.

Y

Underlying ISIN code.

Y

Underlying Type:

Y

Indicates the number of shares which constitute the share capital. A value is set for shares only.

Y

Leverage Certificates Barrier.

Y

Instrument’s option style:

Y

The parity of the instrument.

Y

Reserved for future use.

Y

Reserved for future use.

Y

Reserved for future use.

Y

Symbol of the instrument.