Derivatives Reference Data

Exchange Trade Derivative (ETD) data is focused on exchange traded futures and options.

For equity options and single stock futures, EDI provides a securities reference data product linking to the underlying security to the contract and series. EDI has mapped and collated more than 7,000 underlying instruments for Exchange Traded Derivatives (ETD) to provide the backbone for this service.

Undertake quick and accurate reference checks. Get up-to-date reference information on exchange traded futures and options where the underlying asset is either an equity or index and on exchange traded futures and options based on interest rate, agricultural commodities, energy products, foreign exchange, metals, and other commodities and indices.

Use the derivative reference data product to efficiently identify any specific derivative contract in our extensive database. The data product currently covers more than 30 data elements that includes:

1. Root Code
2. Ticker
3. ISIN
4. Sedol
5. FIGI/BBGID
6. US Local Code
7. Aii
8. CFI
9. CIC
10. Security Description
11. Underlying Instrument Details
12. MIC Code
13. Contract Size
14. Exercise Style (American or European)
15. OSI Symbol
16. Expiry Date
17. Strike Price
18. Exercise Price