Market Data Definition Language (MDDL)
The XML specification to enable the interchange of information necessary to account, to analyze, and to trade financial instruments of the world's markets.
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FISD.net
MDDL 1.0-draft Specification
Version:
1.0-draft as of 2001/10/24
Files:
  • default.asp
    This page.
  • download ZIP (6.0 MB)
    Copy of this release.
    This is a large file containing a complete copy of this release (web page and all of its links).
  • download ZIP without doc (70 KB)
    Copy of this release without Schema Docs.
    This is a file containing a copy of this release (web page and all of its links except Scheme Docs above).
  • mddl-1.0-draft.xsd
    MDDL 1.0-beta XML Schema Definition.
    The XML Schema file that defines this version of MDDL.
  • mddlref-1.0-draft.xsd
    MDDL 1.0-beta References XML Schema Definition.
    XML Schema file to use if the "references" are desired.
  • mddl-1.0-draft.dtd
    MDDL 1.0-beta XML Document Type Definition.
    The DTD format of the definition of this version of MDDL.
  • mddl-1.0-draft.saf
    MDDL 1.0-beta Glossary as a Schema Adjunct File.
    ***Click on this ONLY if your browser is XML aware (else you'll see very little - use the link two below this one).
  • mddl-1.0-draft-saf.xsl
    Sample XSL for Glossary.
    Browser uses this to convert the "mddl-1.0-beta.saf" into HTML (not intended to be viewed).
  • mddl-1.0-draft-saf.htm
    Glossary SAF processed against sample Glossary XSL.
    If you browser is not XML aware or you have problems viewing "mddl-1.0-beta.saf" then click on this.
  • mddllink-1.0-draft.xsd
    Facilitates XLINK functionality
  • xml.xsd
    For XML attributes, per http://www.w3.org/2001/xml.xsd.

Documentation:

  • Glossary of Controlled Vocabularies
    Interactive view of MDDL Glossary.
    Sort and view individual types within the Glossary.
  • Schema Docs
    XML Documentation about the MDDL schema
    This HTML files contain the complete graphical XML Schema Documentation.
  • Example 1
    Example Instance Document
    This example instance document shows some minimal functionality.
Changes that have been completed:
  • This is the initial public release for industry review.
  • Incorporates product "Common Equity"
  • Incorporates product "CIV Mutual Fund" as a Collective Investment Vehicle
  • Incorporates product "Index"
  • Incorporates construct "snap"
  • Incorporates construct "timeseries"
  • 1.0-beta-0001 (2001/09/24): Updated this list to include 'product's and 'consruct's
  • 1.0-beta-0002 (2001/09/24): Added detailed descriptions to list of Files
  • 1.0-beta-0003 (2001/10/02): mddl-1.0-beta.dtd is not valid in XML Spy 4.
  • 1.0-beta-0004 (2001/10/24): The size of the schema documentation needs to be split into pages.
  • 1.0-beta-0006 (2001/10/02): Cross reference contents of this release with Controlled Vocabularies
  • 1.0-beta-0007 (2001/10/02): Rename "value" to "valuation" per C.V.
  • 1.0-beta-0008 (2001/10/02): Rework "distributionType" per C.V.
  • 1.0-beta-0009 (2001/10/02): Implement C.V. "fundStrategyType".
  • 1.0-beta-0010 (2001/10/02): Implement C.V. "instrumentStatusType".
  • 1.0-beta-0011 (2001/10/02): Implement processing/reliability per C.V.
  • 1.0-beta-0013 (2001/10/12): Close needs to be reworked - it is not just a child of trade.
  • 1.0-beta-0015 (2001/10/22): Place default schemes in Schema/DTD for Controlled Vocabularies.
  • 1.0-beta-0017 (2001/10/12): Add a "previousClose" element as a companion to all "close".
  • 1.0-beta-0018 (2001/10/11): Provide an indicator for "delayed".
  • 1.0-beta-0019 (2001/10/12): Provide information within an exchange about minutes of delay.
  • 1.0-beta-0020 (2001/10/23): P/E Ratio needs to be investigated further and possibly expanded.
  • 1.0-beta-0021 (2001/10/12): Add "fraction" to handle fractions and keep multiplier as is.
  • 1.0-beta-0024 (2001/10/12): Modify "period" to have start, duration, end, recurring.
  • 1.0-beta-0025 (2001/10/12): Remove "duration" from mdDateTime and create "mdDuration".
  • 1.0-beta-0026 (2001/10/12): Remove periodType as it is no longer necessary (see #0024 and #0025).
  • 1.0-beta-0027 (2001/10/23): Shares Outstanding needs a C.V. and to be reworked.
  • 1.0-beta-0028 (2001/10/23): P/E Ratio needs a C.V. and to be reworked (which price? which earnings?).
  • 1.0-beta-0029 (2001/10/23): Earnings needs a C.V. and to be reworked.
  • 1.0-beta-0030 (2001/10/23): volatility needs a calculation C.V. and to be reworked.
  • 1.0-beta-0031 (2001/10/23): Distribution needs a tax scheme (capital gains, ordinary income) C.V.
To Be Addressed:
  • 1.0-beta-0005: Provide links from terms used on this page to the Glossary.
  • 1.0-beta-0012: Schema Docs are out of date with this release.
  • 1.0-beta-0014: Incorporate data from Closing Price Project into close C.V.
  • 1.0-beta-0016: Need a consistent system for identifying exchange ticker symbols via MIC.
  • 1.0-beta-0022: Finish documentation and make them available here and on the resources page.
  • 1.0-beta-0023: Identify which products and constructs are to be part of "1.1-upgrade".
  • 1.0-beta-0032: Convert SWIFT MIC into MDDL C.V. format.
  • 1.0-beta-0033: Yank the documentation out of the schema.
  • 1.0-draft-0001: Properties are not being elevated up to the constructs.
  • 1.0-draft-0002: In SchemaDocs, order constructs above products above properties.
  • 1.0-draft-0003: MDDL_Example_1.xml does not validate in XML Authority.
  • 1.0-draft-0004: SchemaDoc does not correctly show groups in "uses".

Specification Suggestions and Modifications:

  • Send questions, comments, suggestions and modifications to MDDL via e-mail to MDDL@siia.net
  • Post opinions, questions and issues on the MDDL bulletin board