Instrument profiles service

General

Instrument Profile Format is an open format to represent and exchange basic profile information
about market instruments.

With no filters specified request to https://tools.dxfeed.com/ipf? will return all available records

Supported methods: GET

1.1. Filters:

Available parameters to filter instrument profiles output, returning instrument profiles only for:

FilterDescription
mode‘batch (default)’ for bulk retrieval, ‘ui’ for symbol lookup
dateipf for the business day specified as YYYYMMDD (not available in ‘ui’ mode)
listslist of list name patterns, e.g. index constituents of SP500
texttext for full-text search (only available and required in ‘ui’ mode)
limitlimit result to rows (only available and required in ‘ui’ mode)
live‘true’ or no value for live updates, ‘false’ (default) – otherwise
sincesend updates that were received since YYYYMMDD-HHMMSS[.sss][zone]
currentFuturesList of products patterns for which current futures will be returned, e.g. /ESZ6 for /ES
compression‘plain’ (default) for uncompressed, ‘zip’ or ‘gzip’ for compressed output
fieldslist of field patterns that will be returned for profiles (all fields by default)

Also output may be filtered by values in any output field (see 1.3 below and examples)

1.2. Data types:

TypeDescriptionExample
TextValue is a textual information, such as company name or exchange codeAAPL
Formatted textComplex fields use proprietary formats, such as list of exchangesARCX;CBSX ;XNAS;XNYS
NumberValue is a number, such as contract size or strike price; value can be either integer or floating;100, 33.2
DateValue is a date, such as last trading day or expiration date; value must be formatted using YYYY-MM-DD pattern;
empty value is considered as 1970-01-01 date
2018-12-31

1.3. List of Fields:

FieldData typeDescriptionExample
TYPETextType of instrumentSTOCK, FUTURE
SYMBOLTextUnique identifier of instrumentGOOG, /YGM9
DESCRIPTIONTextDescription of instrumentGoogle Inc., Mini Gold Futures,Jun-2009,ETH
LOCAL_SYMBOLTextIdentifier of instrument in national language
LOCAL_DESCRIPTIONTextDescription of instrument in national language
COUNTRYTextCountry of corresponding company or parent entity in ISO 3166-1 formatUS, RU
OPOLTextOfficial Place Of Listing, the organization that have listed this instrumentXNAS, RTSX
EXCHANGE_DATATextExchange-specific data required to properly identify instrument when communicating with exchange
EXCHANGESFormatted textList of exchanges where instrument is quoted or tradedARCX;CBSX ;XNAS;XNYS
CURRENCYTextCurrency of quotation, pricing and tradingUSD, RUB
BASE_CURRENCYTextBase currency of currency pair (FOREX instruments)USD, RUB
CFITextClassification of Financial Instruments codeESNTPB, ESXXXX
SEDOLTextStock Exchange Daily Official List2310967, 5766857
CUSIPTextCommittee on Uniform Security Identification Procedures code38259P508
ICBNumberIndustry Classification Benchmark9535
SICNumberStandard Industrial Classification7371
MULTIPLIERNumberMarket value multiplier100, 33.2
PRODUCTTextProduct for futures and options on futures/YG
UNDERLYINGTextPrimary underlying symbol for optionsC, /YGM9
SPCNumberShares per contract for options1, 100
ADDITIONAL_UNDERLYINGSFormatted textAdditional underlyings for optionsSE 50, FIS 53; US$ 45.46
MMYTextMaturity month-year as provided for corresponding FIX tag (200)YYYYMM, YYYYMMDD, YYYYMMwN
EXPIRATIONDateDate of expiration2009-01-17
LAST_TRADEDateDate of last trading day2009-01-16
STRIKENumberStrike price for options80, 22.5
OPTION_TYPETextType of optionSTAN, BINY, FLEX
EXPIRATION_STYLETextExpiration cycle styleWeeklys, Quarterlys
SETTLEMENT_STYLETextSettlement price determination styleOpen, Close
PRICE_INCREMENTSFormatted textMinimum allowed price increments with corresponding price ranges; shall use following format0.25, 0.01 3; 0.05

1.4. Field Applicability:

Except for a few identification fields many other fields are either optional or simply not applicable
for a given instrument type. Inapplicable fields shall be ignored if present and they shall be left
empty when exported.

:—:CURRENCYFOREXBONDINDEXSTOCKETFMUTUAL_FUNDMONEY_MARKET_FUNDPRODUCTFUTUREOPTIONOTHER
TYPEMMMMMMMMMMMM
SYMBOLMMMMMMMMMMMM
DESCRIPTION++++++++++++
LOCAL_SYMBOL++++++++++++
LOCAL_DESCRIPTION++++++++++++
COUNTRYM+++++++++++
OPOL++++++++++++
EXCHANGE_DATA++++++++++++
EXCHANGES++++++++++++
CURRENCYMMMMMMMMMMMM
BASE_CURRENCYM
CFI++++++++++M+
ISIN++++++
SEDOL++++++
CUSIP++++++
ICB++++++++M+
SIC++++++++M+
MULTIPLIERMM+
PRODUCTM+
UNDERLYINGM
SPCM
ADDITIONAL_UNDERLYINGS+
MMY++++
EXPIRATION+MM+
LAST_TRADE+MM+
STRIKEM
OPTION_TYPE+
EXPIRATION_STYLE+
SETTLEMENT_STYLE+
PRICE_INCREMENTS++++++++++++

“M” – Mandatory field; shall always be specified; records can be rejected if value is not specified.
“+” – Optional field; shall be specified if value is known.
“-” – Inapplicable field; shall never be specified; value shall be ignored if specified.

Examples:

STOCK:

Web:

https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY

Bash:

curl -X GET                                                                                                      
-u user:password 
'https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY'

Python:

import requests
url = 'https://tools.dxfeed.com/ipf?TYPE=STOCK&SYMBOL=GOOG&fields=SYMBOL,DESCRIPTION,CURRENCY'
credentials = (user, password)
r = requests.get(url=url, auth=credentials)
print(r.text)

Reply:

#STOCK::=TYPE,SYMBOL,DESCRIPTION,CURRENCY
STOCK,GOOG,Alphabet Inc. - Class C Capital Stock,USD

FUTURE:

Web:

https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE

Bash:

curl -X GET                                                                                                      
-u user:password 
'https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE'

Python:

import requests
url = 'https://tools.dxfeed.com/ipf?TYPE=FUTURE&SYMBOL=/YGM??:IFUS&fields=DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE'
credentials = (user, password)
r = requests.get(url=url, auth=credentials)
print(r.text)

Reply:

#FUTURE::=TYPE,SYMBOL,DESCRIPTION,CURRENCY,MULTIPLIER,PRODUCT,LAST_TRADE
FUTURE,/YGM22:IFUS,Mini Gold Futures - ICUS - Jun22,USD,32.15,/YG:IFUS,2022-06-28
FUTURE,/YGM19:IFUS,Mini Gold Futures - ICUS - Jun19,USD,32.15,/YG:IFUS,2019-06-26
FUTURE,/YGM21:IFUS,Mini Gold Futures - ICUS - Jun21,USD,32.15,/YG:IFUS,2021-06-28
FUTURE,/YGM23:IFUS,Mini Gold Futures - ICUS - Jun23,USD,32.15,/YG:IFUS,2023-06-28
FUTURE,/YGM20:IFUS,Mini Gold Futures - ICUS - Jun20,USD,32.15,/YG:IFUS,2020-06-26

OPTION:
Web:

https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10

Bash:

curl -X GET 
-u user:password 
'https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10'

Python:

import requests
url = 'https://tools.dxfeed.com/ipf?UNDERLYING=GOOG&date=20180101&limit=10'
credentials = (user, password)
r = requests.get(url=url, auth=credentials)
print(r.text)

Reply:

#OPTION::=TYPE,SYMBOL,COUNTRY,OPOL,EXCHANGES,CURRENCY,CFI,MULTIPLIER,UNDERLYING,SPC,MMY,EXPIRATION,LAST_TRADE,STRIKE,OPTION_TYPE,EXPIRATION_STYLE,SETTLEMENT_STYLE,PRICE_INCREMENTS,TRADING_HOURS
OPTION,.GOOG180105C860,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,860,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105P860,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,860,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105C870,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,870,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105P870,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,870,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105C880,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,880,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105P880,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,880,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105C890,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,890,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105P890,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,890,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105C892.5,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OCASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,892.5,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
OPTION,.GOOG180105P892.5,US,BATO,BATO;C2OX;EDGO;GMNI;MCRY;MPRL;XASE;XBOX;XBXO;XCBO;XISX;XMIO;XNDQ;XPHO;XPSE,USD,OPASPS,100,GOOG,100,20180105,2018-01-05,2018-01-05,892.5,SDO,Weeklys,Close,0.05 3; 0.1,OPRA()
##COMPLETE