Security master | Databento schemas & data formats

Security master

Security master provides up-to-date (latest) or point-in-time (PIT) static information on securities across international markets for 860,000+ listed and delisted securities. This provides a means for resolving securities attributes, identification, symbology and informational challenges efficiently. Some common use cases for the security master include research, backtesting, compliance and report generation, risk management, and keeping portfolios current.

See also

Reference data enums for a lookup table of possible enumeration field values.

Fields

Timestamps are strings in ISO 8601 format, expressed in UTC

Dates are strings in YYYY-MM-DD ISO 8601 format, expressed in the local time of the listing exchange

Enums are strings, with each value corresponding to a predefined set of options listed in the associated lookup table

Field	Type	Description
`ts_record`	Timestamp	The timestamp (UTC) the record last changed.
`ts_effective`	Timestamp	The timestamp (UTC) the record details are effective from.
`listing_id`	String	Unique listing numerical ID. Concatenation of a sequence number and the `listing_group_id`. The sequence number will usually be 1 unless additional listings exists for the same security in the same market, usually as a result of secondary trading currencies.
`listing_group_id`	String	Groups all listings for the same security on a specific exchange, often in different trading currencies.
`security_id`	String	Security level numerical ID. Can be used to link all multiple listings together.
`issuer_id`	String	Issuer level numerical ID. Can be used to link all securities of a company together.
`listing_status`	Enum	Listing status code. Indicates the listing activity status at market level. See LISTSTAT enum.
`listing_source`	Enum	Indicates if the listing level data in the record is (M)ain or (S)econdary. See LISTSOURCE enum.
`listing_created_date`	Date	Listing creation date.
`listing_date`	Date or null	Listing date.
`delisting_date`	Date or null	Delisting date.
`issuer_name`	String	Issuer name.
`security_type`	Enum	The security type. See SECTYPE enum.
`security_description`	String	The security description.
`primary_exchange`	Enum or null	Exchange code for the primary security. Empty if unknown. See EXCHANGE enum.
`exchange`	Enum	Exchange code for the listing. Equivalent to the MIC but more stable as MIC might not be available in a timely fashion. Also note that the MIC can change but the `exchange` will remain the same. See EXCHANGE enum.
`operating_mic`	Enum or null	Market Identifier Code (MIC) as an ISO 10383 string. See EXCHANGE enum.
`symbol`	String or null	The query input symbol which matched the record.
`nasdaq_symbol`	String or null	The security's symbol in the Nasdaq convention (e.g. `BF.B`). See Symbology for known limitations on `USNYSE` listings.
`local_code`	String or null	The listing exchange's native symbol form, as published by the upstream reference-data vendor. Convention varies by listing exchange. Either an alpha string, or a number.
`isin`	String or null	ISIN global level identifier as an ISO 6166 string.
`us_code`	String or null	US domestic CUSIP.
`bbg_comp_id`	String or null	Bloomberg composite global ID.
`bbg_comp_ticker`	String or null	Bloomberg composite ticker.
`figi`	String or null	Bloomberg FIGI, that is exchange level ID.
`figi_ticker`	String or null	Bloomberg exchange level ticker.
`fisn`	String or null	Financial Instrument Short Name.
`lei`	String or null	Legal Entity Identifier.
`sic`	String or null	Standard Industrial Classification Code.
`cik`	String or null	Central Index Key.
`gics`	String or null	Global Industry Standard Classification.
`naics`	String or null	North American Industrial Classification System.
`cic`	String or null	Complementary Identification Code.
`cfi`	String or null	Classification of Financial Instruments as an ISO 10962 string.
`incorporation_country`	Enum or null	Country of incorporation code of the issuer as two letter ISO 3166-1 alpha-2 string. See CNTRY enum.
`listing_country`	Enum or null	Listing country as two letter ISO 3166-1 alpha-2 string. See CNTRY enum.
`register_country`	Enum or null	Register country as two letter ISO 3166-1 alpha-2 string. See CNTRY enum.
`trading_currency`	Enum or null	Trading currency as an ISO 4217 string. See CUREN enum.
`multi_currency`	Boolean	True if there is currently more than one listing in the market, otherwise false.
`segment_mic_name`	String or null	Market Segment Name. Not the MICSEG lookup name but used when no segment MIC is available.
`segment_mic`	Enum or null	Market Identifier Code (MIC) as an ISO 10383 string. See MICSEG enum.
`structure`	Enum or null	Security structure code. See STRUCTCD enum.
`lot_size`	Number or null	Lot Size. Indicates the minimum number of shares that can be acquired in one transaction.
`par_value`	Number or null	Par value amount.
`par_value_currency`	Enum or null	Par value currency as an ISO 4217 string. See CUREN enum.
`voting`	Enum or null	Voting or non-voting rights. See VOTING enum.
`vote_per_sec`	Number or null	Number of votes per security.
`shares_outstanding`	String or null	Shares outstanding.
`shares_outstanding_date`	String or null	Effective date for `shares_outstanding`.
`ts_created`	Timestamp	The timestamp (UTC) the record was added to database.

Identifiers

Identifiers for listing, security and issuer are grouped at the beginning of each record, which enables clearer comparisons of where a single security is associated with many individual listings across different exchanges. There is one primary_exchange for a security, and it may then be listed on multiple secondary exchanges.

Symbology

nasdaq_symbol is normalized to the Nasdaq convention. local_code keeps the listing exchange's native symbol; its convention varies by listing exchange.

For reliable linkage to time series data, identify the security by isin, us_code (CUSIP), or figi, then submit the time series query with the matching symbol and stype_in.