Class StandardSchemes


  • public final class StandardSchemes
    extends Object
    A set of schemes that can be used with StandardId.

    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.

    • Field Detail

      • OG_TICKER_SCHEME

        public static final String OG_TICKER_SCHEME
        The OpenGamma scheme used to identify values in market data.
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      • OG_ETD_SCHEME

        public static final String OG_ETD_SCHEME
        The OpenGamma scheme used to identify ETDs in market data.
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      • OG_TRADE_SCHEME

        public static final String OG_TRADE_SCHEME
        The OpenGamma scheme used for trade identifiers.
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      • OG_POSITION_SCHEME

        public static final String OG_POSITION_SCHEME
        The OpenGamma scheme used for position identifiers.
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      • OG_SENSITIVITY_SCHEME

        public static final String OG_SENSITIVITY_SCHEME
        The OpenGamma scheme used for portfolio sensitivity identifiers.
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      • OG_SECURITY_SCHEME

        public static final String OG_SECURITY_SCHEME
        The OpenGamma scheme used for securities.
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      • OG_COUNTERPARTY

        public static final String OG_COUNTERPARTY
        The OpenGamma scheme used for counterparties.
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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.

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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.

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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

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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

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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

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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

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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

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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

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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.
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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

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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

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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

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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

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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
        https://customers.refinitiv.com/wetfetch/index.aspx?CID=27348&doc=OSI_FAQ_18th_Feb_2010.pdf&base=/support/datasupport/option_symbology_change.aspx
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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
        https://customers.refinitiv.com/wetfetch/index.aspx?CID=27348&doc=OSI_FAQ_18th_Feb_2010.pdf&base=/support/datasupport/option_symbology_change.aspx https://ibkr.info/node/972
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        Constant Field Values
    • Method Detail

      • 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 exchange
        exchangeMic - the MIC code of the exchange, four characters
        Returns:
        the TICMIC identifier
      • 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