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:

Filter Description
mode ‘batch (default)’ for bulk retrieval, ‘ui’ for symbol lookup
date ipf for the business day specified as YYYYMMDD (not available in ‘ui’ mode)
lists list of list name patterns, e.g. index constituents of SP500
text text for full-text search (only available and required in ‘ui’ mode)
limit limit result to rows (only available and required in ‘ui’ mode)
live ‘true’ or no value for live updates, ‘false’ (default) – otherwise
since send updates that were received since YYYYMMDD-HHMMSS[.sss][zone]
currentFutures List 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
fields list 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:

Type Description Example
Text Value is a textual information, such as company name or exchange code AAPL
Formatted text Complex fields use proprietary formats, such as list of exchanges ARCX;CBSX ;XNAS;XNYS
Number Value is a number, such as contract size or strike price; value can be either integer or floating; 100, 33.2
Date Value 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:

Field Data type Description Example
TYPE Text Type of instrument STOCK, FUTURE
SYMBOL Text Unique identifier of instrument GOOG, /YGM9
DESCRIPTION Text Description of instrument Google Inc., Mini Gold Futures,Jun-2009,ETH
LOCAL_SYMBOL Text Identifier of instrument in national language
LOCAL_DESCRIPTION Text Description of instrument in national language
COUNTRY Text Country of corresponding company or parent entity in ISO 3166-1 format US, RU
OPOL Text Official Place Of Listing, the organization that have listed this instrument XNAS, RTSX
EXCHANGE_DATA Text Exchange-specific data required to properly identify instrument when communicating with exchange
EXCHANGES Formatted text List of exchanges where instrument is quoted or traded ARCX;CBSX ;XNAS;XNYS
CURRENCY Text Currency of quotation, pricing and trading USD, RUB
BASE_CURRENCY Text Base currency of currency pair (FOREX instruments) USD, RUB
CFI Text Classification of Financial Instruments code ESNTPB, ESXXXX
SEDOL Text Stock Exchange Daily Official List 2310967, 5766857
CUSIP Text Committee on Uniform Security Identification Procedures code 38259P508
ICB Number Industry Classification Benchmark 9535
SIC Number Standard Industrial Classification 7371
MULTIPLIER Number Market value multiplier 100, 33.2
PRODUCT Text Product for futures and options on futures /YG
UNDERLYING Text Primary underlying symbol for options C, /YGM9
SPC Number Shares per contract for options 1, 100
ADDITIONAL_UNDERLYINGS Formatted text Additional underlyings for options SE 50, FIS 53; US$ 45.46
MMY Text Maturity month-year as provided for corresponding FIX tag (200) YYYYMM, YYYYMMDD, YYYYMMwN
EXPIRATION Date Date of expiration 2009-01-17
LAST_TRADE Date Date of last trading day 2009-01-16
STRIKE Number Strike price for options 80, 22.5
OPTION_TYPE Text Type of option STAN, BINY, FLEX
EXPIRATION_STYLE Text Expiration cycle style Weeklys, Quarterlys
SETTLEMENT_STYLE Text Settlement price determination style Open, Close
PRICE_INCREMENTS Formatted text Minimum allowed price increments with corresponding price ranges; shall use following format 0.25, 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.

:—: CURRENCY FOREX BOND INDEX STOCK ETF MUTUAL_FUND MONEY_MARKET_FUND PRODUCT FUTURE OPTION OTHER
TYPE M M M M M M M M M M M M
SYMBOL M M M M M M M M M M M M
DESCRIPTION + + + + + + + + + + + +
LOCAL_SYMBOL + + + + + + + + + + + +
LOCAL_DESCRIPTION + + + + + + + + + + + +
COUNTRY M + + + + + + + + + + +
OPOL + + + + + + + + + + + +
EXCHANGE_DATA + + + + + + + + + + + +
EXCHANGES + + + + + + + + + + + +
CURRENCY M M M M M M M M M M M M
BASE_CURRENCY – M – – – – – – – – – –
CFI + + + + + + + + + + M +
ISIN – – + – + + + + – – – +
SEDOL – – + – + + + + – – – +
CUSIP – – + – + + + + – – – +
ICB – – + + + + + + + + M +
SIC – – + + + + + + + + M +
MULTIPLIER – – – – – – – – – M M +
PRODUCT – – – – – – – – – M + –
UNDERLYING – – – – – – – – – – M –
SPC – – – – – – – – – – M –
ADDITIONAL_UNDERLYINGS – – – – – – – – – – + –
MMY – – + – – – – – – + + +
EXPIRATION – – + – – – – – – M M +
LAST_TRADE – – + – – – – – – M M +
STRIKE – – – – – – – – – – M –
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()
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