SEDOL Masterfile Reference Data Feed Enhancements

The global financial community depends on the SEDOL Masterfile services for reliable, accurate and timely static reference data on over 70 million global multi-asset securities including equities, fixed income and derivatives to fulfil the ever-changing requirements of the financial services industry. The unique code improves pricing, clearing and settlement across global markets for subscribing participants. SEDOL Masterfile is a central data security master for issuer and instrument data with the SEDOL code contributing to a unique, country level, global instrument identifier. 

UnaVista will be making some enhancements to the SEDOL Masterfile Reference Data Feed to assist with new regulatory demands and client feedback. These changes will be implemented 28 February 2017.

Timetable of upgrade changes

Date UK Time Current Version Enhanced Version  File Name Format
Mon 27 Feb 09:00 Weekly Change file (FWC) <start datetime>_<end datetime>_FWC_1_TAB.zip
12:00 Intraday Change file (IDC) <start datetime>_<end datetime>_IDC_1_TAB.zip
18:00 Full Daily Change file (FDC) <start datetime>_<end datetime>_FDC_1_TAB.zip
20:00 Upgrade to new enhanced version
Tues 28 Feb 06:00 Intraday Change file (IDC) <start datetime>_<end datetime>_IDC_1_TAB.zip
12:00 Intraday Change file (IDC) <start datetime>_<end datetime>_IDC_1_TAB.zip
18:00 Full Daily Change file (FDC) <start datetime>_<end datetime>_FDC_1_TAB.zip
Wed 29 Feb 05:00 Full Daily Change file (FDC) <start datetime>_<end datetime>_FDC_1_TAB.zip
06:00 Intraday Change file (IDC) <start datetime>_<end datetime>_IDC_1_TAB.zip
12:00 Intraday Change file (IDC) <start datetime>_<end datetime>_IDC_1_TAB.zip
18:00 Full Daily Change file (FDC) <start datetime>_<end datetime>_FDC_1_TAB.zip

Enhancements to SEDOL Reference Data Feed

Start of Day Change File Generation

An additional morning change file will be introduced which will be generated at 06:00 (LDN). This is in addition to our existing intra-day (12:00 LDN) and end of day (18:00 publications). 

Field change to the SEDOL Reference Data Feed

New fields 

  • Activation Date (SEDOL)
  • Exchange Symbol - placeholder for future content. ETA TBC
  • CFICode (NEW) - placeholder for CFI code ISO 10962 version 2015
  • Financial Issuer Short Name (FISN) – placeholder for ISO 18774
  • GREEN Bond indicator

Field Modifications

  • Renaming of Fields
  • Industrial Classification -> ICB Industry
  • ICB Code -> ICB Supersector
  • PrimaryListing -> Domestic Listing Indicator
  • Changes to Field types (see tech spec for more details)

Field removals

  • AssentedFlag
  • CorporateActionID
  • CorporateActionType
  • InformationSource
  • TypeOfAccural

Please note that in accordance with our terms a two-month lead period is being given as of the date of this notice.

Update to SEDOL documentation and taxonomies

The content on our website now includes updated User Guides, Data dictionaries, SEDOL & SEDOL + ISIN bulk allocation product guides & other reference data taxonomies. For users who use our bulk upload services, example templates are also provided to assist with this service. In summary this covers:

SEDOL Masterfile Data Dictionary

  • Issuer Status
  • MIC and OPOL
  • Restrictions
  • Security Confirmation
  • Security Event
  • Security Form
  • Security Status
  • Security Types (& Descriptions)

Bulkupload Examples

  1. Common Equities – Par Value & NPV
  2. Debt, Index & Equity Linked Notes
  3. Warrants (Call/Put & Sub for Ords)
  4. Rights
  5. Funds

Other Reference Data

  1. SEDOL County Codes June 2016
  2. Primary Key ID Linkages
  3. Combined Tech Spec in Excel (this title may change)

SEDOL Masterfile Pre-allocation services

  1. SEDOL Pre-Allocation Service Brochure
  2. SEDOL Masterfile Pre-Allocation User Spec 

For further information on the above please refer to our updated SEDOL Service & Technical Guide.