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» Open Streams by FIGI Code
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| Author | Topic: Open Streams by FIGI Code (6 messages, Page 1 of 1) |
 MV_opt -Interested User- Posts: 19 Joined: Jun 3, 2020 |
Posted: Jun 23, 2020 12:11 AM
Msg. 1 of 6
I noticed that IQ includes the FIGI codes in the Fundamental messages. This is awesome.
Are there any plans for us to be able to open all streams by FIGI inplace of the symbol? eg for MSFT send the following to the Level1 port "w,BBG000BPH459" instead of "w,MSFT" Obviously you would need to support both to be backwards compatible. The reason for this request is that Bloomberg have done a great job with figi and it allows clients to move more easily from Bloomberg to IQ etc when their work will just open after they change. |
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DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019 
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Posted: Jun 24, 2020 06:44 AM
Msg. 2 of 6
Edited by DTN_Gary_Stephen on Jun 24, 2020 at 07:01 AM |
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DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019
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Posted: Jun 24, 2020 07:03 AM
Msg. 3 of 6
Disregard my prior response; apparently my caffeine hasn't kicked in yet. FIGI is already implemented in IQFeed; it is part of the Fundamental Message in Protocol 6.1:
F,MSFT,5,33.3,35013000,203.9500,130.7800,203.9500,132.5200,1.0100,0.5100,2.0400,09/10/2020,08/19/2020,6.06,,0.14,06,MICROSOFT,MSFT,54.100,0.84,,175552.0,69420.0,03/31/2020,66662.0,7583440,0.50 02/18/2003,0.50 03/29/1999,14,4,7372,26.97,1,21,06/23/2020,08/05/2019,06/23/2020,03/23/2020,157.7000,,,,,511210,,,,,,USD,,,,,BBG000BPH459,, You can retrieve it from that message whenever you follow a symbol. It is not in protocols earlier than 6.1, so you'd have to update if you're not already using it. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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MV_opt -Interested User- Posts: 19 Joined: Jun 3, 2020 |
Posted: Jun 24, 2020 07:14 AM
Msg. 4 of 6
Hi Gary,
Thanks for the reply but if you re-read my question you will see that I already refernce the Fundamental Message. My question is about using FIGI in place of symbol. All the best Mathew |
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DTN_Gary_Stephen -DTN Guru- Posts: 394 Joined: Jul 3, 2019
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Posted: Jun 24, 2020 08:12 AM
Msg. 5 of 6
I apologize for the misreading. Apparently my caffeine REALLY hasn't kicked in. I'm not aware of any future plans to implement FIGI in this fashion.
Also, it occurs to me that such functionality could be built, using what's currently available. If you built a database of all the symbols and FIGIs, you could accept the FIGI as user input, cross-reference it to the symbol, and send the command to the IQFeed API using the symbol. The FIGIs can be collected using watches on the Level 1 port (watch symbol, collect FIGI from fundamental message, unwatch symbol). Alternatively, I am aware of a third-party API called OpenFIGI which you can use to retrieve FIGI for a given ticker symbol and exchange. There may be other similar options out there. Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist |
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MV_opt -Interested User- Posts: 19 Joined: Jun 3, 2020 |
Posted: Jun 24, 2020 09:04 AM
Msg. 6 of 6
lol - no worries.
One of the things we have battled with for many years is a unified symbol database which works across all our data connections. The issue is that the symbol required in IQ can be different than other possible sources (including our own end of day services). Equities are usually fine, it is commodities and indices which are usually the trouble. Figi has the chance to finally do what cusip and isin tried to do (but their cost of entry was too great for full adoption). My goal is a single symbol database which has figi as the key since that is becoming a unique code to reference the security by. Then no matter what service the client uses, we can open th esecurity by figi. Definately not a quick and easy change, but now that you have figi in your database, I would hope that one day you would alow opening streams etc by Figi. All the best MV |
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