Class StandardSchemes
- java.lang.Object
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- com.opengamma.strata.basics.StandardSchemes
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public final class StandardSchemes extends Object
A set of schemes that can be used withStandardId
.The scheme part of a
StandardId
is freeform, but it obviously works best where the scheme name is widely agreed. This class contains a set of useful constants.
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Field Summary
Fields Modifier and Type Field Description static String
BBG_SCHEME
The scheme for Bloomberg Tickers.static String
CHAIN_RIC_SCHEME
The scheme for Chain RICs, which identifies a set of linked RICs.static String
CUSIP_SCHEME
The scheme for CUSIPs, the North American numbering system.static String
FIGI_SCHEME
The scheme for FIGIs, the Financial Instrument Global Identifier.static String
ISIN_SCHEME
The scheme for ISINs.static String
LEI_SCHEME
The scheme for LEIs, the Legal Entity Identifier.static String
OCC_SCHEME
The scheme for OCC option codes.static String
OG_COUNTERPARTY
The OpenGamma scheme used for counterparties.static String
OG_ETD_SCHEME
The OpenGamma scheme used to identify ETDs in market data.static String
OG_PORTFOLIO
The OpenGamma scheme used for portfolios.static String
OG_POSITION_SCHEME
The OpenGamma scheme used for position identifiers.static String
OG_SECURITY_SCHEME
The OpenGamma scheme used for securities.static String
OG_SENSITIVITY_SCHEME
The OpenGamma scheme used for portfolio sensitivity identifiers.static String
OG_TICKER_SCHEME
The OpenGamma scheme used to identify values in market data.static String
OG_TRADE_SCHEME
The OpenGamma scheme used for trade identifiers.static String
OPRA_SCHEME
The scheme for OPRA option codes.static String
RED6_SCHEME
The scheme for 6 character RED codes, the Reference Entity Data code.static String
RED9_SCHEME
The scheme for 9 character RED codes, the Reference Entity Data code.static String
RIC_SCHEME
The scheme for RICs, the Reuters Instrument Code.static String
SEDOL_SCHEME
The scheme for SEDOLs, the United Kingdom numbering system.static String
TICKER_SCHEME
The scheme for exchange Tickers.static String
TICMIC_SCHEME
The scheme for TICMICs combining the exchange Ticker with the exchange MIC.static String
VALOR_SCHEME
The scheme for VALOR numbers, the Swiss numbering system.static String
WKN_SCHEME
The scheme for Wertpapierkennnummer, the German numbering system.
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static StandardId
createTicMic(String ticker, String exchangeMic)
Creates a TICMIC identifier.static Pair<String,String>
splitTicMic(StandardId ticMic)
Splits a TICMIC identifier.
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Field Detail
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OG_TICKER_SCHEME
public static final String OG_TICKER_SCHEME
The OpenGamma scheme used to identify values in market data.- See Also:
- Constant Field Values
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OG_ETD_SCHEME
public static final String OG_ETD_SCHEME
The OpenGamma scheme used to identify ETDs in market data.- See Also:
- Constant Field Values
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OG_TRADE_SCHEME
public static final String OG_TRADE_SCHEME
The OpenGamma scheme used for trade identifiers.- See Also:
- Constant Field Values
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OG_POSITION_SCHEME
public static final String OG_POSITION_SCHEME
The OpenGamma scheme used for position identifiers.- See Also:
- Constant Field Values
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OG_SENSITIVITY_SCHEME
public static final String OG_SENSITIVITY_SCHEME
The OpenGamma scheme used for portfolio sensitivity identifiers.- See Also:
- Constant Field Values
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OG_SECURITY_SCHEME
public static final String OG_SECURITY_SCHEME
The OpenGamma scheme used for securities.- See Also:
- Constant Field Values
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OG_COUNTERPARTY
public static final String OG_COUNTERPARTY
The OpenGamma scheme used for counterparties.- See Also:
- Constant Field Values
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OG_PORTFOLIO
public static final String OG_PORTFOLIO
The OpenGamma scheme used for portfolios.- See Also:
- Constant Field Values
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TICKER_SCHEME
public static final String TICKER_SCHEME
The scheme for exchange Tickers.A ticker is the human-readable identifier used by the exchange for a security. It is not a stable identifier, and each exchange defines their own tickers. A company can change ticker over time, such as if the company merges or changes it's name. If a company ceases to use a particular ticker, the ticker can be reused for an entirely different company. Tickers are typically reused over time as companies change.
A ticker is unlikely to be useful as an identifier without an exchange, see
TICMIC_SCHEME
.- See Also:
- Constant Field Values
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TICMIC_SCHEME
public static final String TICMIC_SCHEME
The scheme for TICMICs combining the exchange Ticker with the exchange MIC.A TICMIC is an identifier that combines the Ticker, as defined by the exchange, with the MIC (Market Identifier Code) that identifies the exchange. The format is
<ticker>@<exchangeMic>
. For example, ULVR@XLON represents Unilever on the London Stock Exchange.- See Also:
- Constant Field Values
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ISIN_SCHEME
public static final String ISIN_SCHEME
The scheme for ISINs.https://en.wikipedia.org/wiki/International_Securities_Identification_Number
- See Also:
- Constant Field Values
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CUSIP_SCHEME
public static final String CUSIP_SCHEME
The scheme for CUSIPs, the North American numbering system.https://en.wikipedia.org/wiki/CUSIP
- See Also:
- Constant Field Values
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SEDOL_SCHEME
public static final String SEDOL_SCHEME
The scheme for SEDOLs, the United Kingdom numbering system.https://en.wikipedia.org/wiki/SEDOL
- See Also:
- Constant Field Values
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WKN_SCHEME
public static final String WKN_SCHEME
The scheme for Wertpapierkennnummer, the German numbering system.https://en.wikipedia.org/wiki/Wertpapierkennnummer
- See Also:
- Constant Field Values
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VALOR_SCHEME
public static final String VALOR_SCHEME
The scheme for VALOR numbers, the Swiss numbering system.https://en.wikipedia.org/wiki/Valoren_number
- See Also:
- Constant Field Values
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RIC_SCHEME
public static final String RIC_SCHEME
The scheme for RICs, the Reuters Instrument Code.https://en.wikipedia.org/wiki/Reuters_Instrument_Code
- See Also:
- Constant Field Values
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CHAIN_RIC_SCHEME
public static final String CHAIN_RIC_SCHEME
The scheme for Chain RICs, which identifies a set of linked RICs.- See Also:
- Constant Field Values
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BBG_SCHEME
public static final String BBG_SCHEME
The scheme for Bloomberg Tickers.- See Also:
- Constant Field Values
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FIGI_SCHEME
public static final String FIGI_SCHEME
The scheme for FIGIs, the Financial Instrument Global Identifier.https://en.wikipedia.org/wiki/Financial_Instrument_Global_Identifier
- See Also:
- Constant Field Values
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LEI_SCHEME
public static final String LEI_SCHEME
The scheme for LEIs, the Legal Entity Identifier.https://en.wikipedia.org/wiki/Legal_Entity_Identifier
- See Also:
- Constant Field Values
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RED6_SCHEME
public static final String RED6_SCHEME
The scheme for 6 character RED codes, the Reference Entity Data code.https://ihsmarkit.com/products/red-cds.html
- See Also:
- Constant Field Values
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RED9_SCHEME
public static final String RED9_SCHEME
The scheme for 9 character RED codes, the Reference Entity Data code.https://ihsmarkit.com/products/red-cds.html
- See Also:
- Constant Field Values
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OPRA_SCHEME
public static final String OPRA_SCHEME
The scheme for OPRA option codes.These codes have:
- 1 to 5 characters for the underlying root symbol
- 1 letter representing the month and put/call
- 2 digits for the day-of-month
- 2 digits for the year
- 1 character flag indicating the scale of the strike
- 6 digits for the strike
- See Also:
- Constant Field Values
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OCC_SCHEME
public static final String OCC_SCHEME
The scheme for OCC option codes.These codes have:
- 1 to 6 characters for the underlying root symbol
- 2 digits for the year
- 2 digits for the month
- 2 digits for the day-of-month
- 1 letter representing put/call
- 8 digits for the strike multiplied by 1000
- See Also:
- Constant Field Values
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Method Detail
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createTicMic
public static StandardId createTicMic(String ticker, String exchangeMic)
Creates a TICMIC identifier.A TICMIC is an identifier that combines the Ticker, as defined by the exchange, with the MIC (Market Identifier Code) that defines the exchange.
- Parameters:
ticker
- the ticker, as defined by the exchangeexchangeMic
- the MIC code of the exchange, four characters- Returns:
- the TICMIC identifier
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splitTicMic
public static Pair<String,String> splitTicMic(StandardId ticMic)
Splits a TICMIC identifier.This method extracts the Ticker and exchange MIC from the identifier.
- Parameters:
ticMic
- the TICMIC identifier- Returns:
- the pair, holding the Ticker and MIC
- Throws:
IllegalArgumentException
- if unable to split the identifier
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