Website Address
Solution introduction
Access up-to-date information on exchange-traded futures and options where the underlying asset is either equity or index. Use the derivative reference data file to efficiently identify any specific derivative contract in EDI's extensive database
The Derivative Reference Data indicates the underlying security attached to the contract
Security Description, ISIN /SEDOL™*/Ticker, Primary Exchange.
The file currently covers more than 30 fields, including:
- Root Code
- Ticker
- ISIN
- Aii
- Security Description
- MIC Code
- Contract Size
- Exercise Style
- Expiry Date
- Strike Price
- Exercise
