Entity and Reference Data

Financial Markets Reference Data (FMRD)

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Financial Markets Reference Data (FMRD)

Financial Markets Reference Data (FMRD) content provides comprehensive venue level reference data information. View hierarchy, identifiers and regulatory details for exchanges, submarkets, and contributors along with the market events and price ladders.

FMRD offers market events, including different trading sessions such as pre-open, regular trading, auction, post-close timings as well as holidays (full day and partial day closure). Price ladders contains the details of the tick size and lot size ladders. The service provides two distinct, but complementary packages:

  • Standard (Basic) which contains reference data for financial markets, including descriptions, identifiers, regulatory flags and various counterparty linked data, e.g., settlement organisations.
  • Premium which includes trading sessions, holidays and tick size ladders.

Key Facts 

  • Geographical coverage
    Global coverage of equity and futures and options venues
  • History
    From 2015
  • Data format
    JSON
  • Delivery mechanism
    API
    Bulk
  • Data frequency
    Continuous

Features & Benefits

What you get with Financial Markets Reference Data (FMRD)

  • FMRD contains comprehensive market related reference data for exchanges/venues. The data model is consistent with the marketplace where the information is covered at a granular level, which enables better visibility on market operations.
  • Access changes to trading sessions quickly through the LSEG Data Platform. Bulk feed can be accessed via API and daily delta files are made available via the Platform.
  • The service offers a daily updated feed from Monday to Sunday, eliminating the need for manual checks. Streamline and simplify user ingestion and internal distribution, leveraging a standardised JSON format.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

DETAILED DATA SUPPORT

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