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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MDDL 2.0-beta Schema Doc
MDDL 2.0-beta Glossary
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 Definition
administrator SimpleString The administrator of record.
advisor SimpleString The advisor of record.
annuityClass Container Collective Investment Vehicle Domain, Annuity Class. Annuity.
ask Container This element is a container to denote data associated with an Ask Quote.
benchmarkStrategy SimpleString The strategy applied to the management of the fund.
bid Container This element is a container to denote data associated with a Bid Quote.
capital Amount Amount of transaction (price * shares).
certificateClass Container Equity Domain, Certificate Class. Certificate.
change Price Denotes difference between this valuation and a previous valuation (per changeType).
changeDirection Scheme Shows relative direction of last change.
civDomain Container Collective Investment Vehicle Domain.
close Price The final price as of market close.
closeType Scheme Indicates the method by which "close" is calculated.
code Scheme The shorthand notation for a known item (exchange, instrument) from the appropriate "scheme".
commonClass Container Equity Domain, Common Class. Common Equity.
componentValue Amount The value of the instrument to be used in the calculation of the component value.
currency Scheme The code for the currency for the current price or amount.
custodian SimpleString The custodian of record.
depositaryClass Container Equity Domain, Depositary Class. Depositary.
distributionType Scheme Indicates the method of distribution of assets.
equityDomain Container Equity Domain. Equity.
event Container Container to hold a single-time collection of data in a timeseries. Content model matches that of "snap" with an additional "dataDateTime".
exchangeTradedSubclass Container Collective Investment Vehicle Domain, Fund Class, Exchange Traded Subclass. Exchange Traded Fund.
firstDealing DateTime The dateTime of the first dealing of this instrument.
firstSettlement DateTime The dateTime of the first settlement of this instrument.
fundClass Container Collective Investment Vehicle Domain, Fund Class. Fund.
header Container Basic header for this instance describing information about the source. While the "header" element is not required nor are any of its childen, it is recommended that it be included with a "dataDateTime" indicating the creation time of the instance document.
high Price The high valuation over the period specified.
highType Scheme Indicates the method used to calculate the "high".
indexDomain Container Index Domain. Index.
industry Scheme The industry/sector of which this instrument is a member.
instrumentIdentifier Container Identifies the instrument for the corresponding market data, calculations, or valuations. It may contain many codes from many schemes with multiple names (including multiple languages). The intent is that enough information be given to uniquely identify the instrument.
insuranceSubclass Container Collective Investment Vehicle Domain, Fund Class, Insurance Subclass. Insurance Fund.
issuePrice Price The price at which this instrument was issued.
last Price The last (or most recent) valuation.
legalAdvisor SimpleString The legal advisor of record.
limitedSubclass Container Equity Domain, Partnership Class, Limited Subclass. Limited Partnership.
lotSize Quantity The minimum nominal quantity or lot of financial instrument that must be purchased or exercised.
low Price The low valuation over the period specified.
lowType Scheme Indicates the method used to calculate the "low".
mdBoolean SimpleBoolean Intended to hold XML Schema type "boolean" (see "mdDateTime", "mdDecimal", "mdString", "mdURI").
mdDateTime SimpleDateTime Intended to hold XML Schema types "dateTime", "date", or "time" (see "mdBoolean", "mdDecimal", "mdString", "mdURI").
mdDuration SimpleDuration Intended to hold XML Schema type "duration".
mddl Root Market Data Definition Language - root element.
mid Container This element is a container for information about the average of the "bid" and "ask" quotes.
moneyMarketSubclass Container Collective Investment Vehicle Domain, Fund Class, Money Market Subclass. Money Market Fund.
fraction SimpleDecimal Indicates that the number is a fraction. "actualDenominator" gives a clue to the denominator of the value (assume 1). If the value is intended to be displayed with a different denominator, "displayDenominator" provides this clue.
multiplier SimpleDecimal General purpose coefficient applied to the parent's value.
componentMultiplier SimpleDecimal Used in calculation of the component of an index.
mutualSubclass Container Collective Investment Vehicle Domain, Fund Class, Mutual Subclass. Mutual Fund.
name Scheme The textual proper name of an instrument and the role for which that name plays. This may be included in multiple languages.
nav Container This element is a container for all data related to "nav" for a fund.
numberHolders Quantity An indication of the number of holders of an asset.
objective SimpleString A description of the objective of the instrument.
objectiveType Scheme An indication of the category of the instrument.
open Price NONE
openType Scheme Indicates the method used to determine the "open".
orders Quantity A count of the number of orders from a particular "marketCenter".
partnershipClass Container Equity Domain, Partnership Class. Partnership.
paymentFrequency DateTime The frequency of payment on the indicated instrument.
peRatio Measure Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
preferredClass Container Equity Domain, Preferred Class. Preferred Equity.
purchasingMinimums SimpleString Minimums necessary to investment in the asset.
qualifiedPlans SimpleString Qualified Plans.
role Scheme Identifies the formal role for which the referenced name is to be used.
settlement Price Final price as dictated by the governing rules of the regulating agency (or exchange).
sharedSubclass Container Equity Domain. Partnership Class, Shared Subclass. Shared Partnership.
snap Container Construct to hold the basic products for single-time or end of day quotes.
source SimpleString The source of the data provided. Note that the source of the MDDL instance document (in the header) may likely be a different organization that the source of a particular data element (like a broker).
targetPublic SimpleString NONE
timeseries Container Construct to hold multiple "event"s differentiated by "dataDateTime".
tradingStatusType Scheme Indicates the current trading status.
transferAgent SimpleString Transfer Agent for this transaction.
transferFees Fee transferFees.
trustClass Container Collective Investment Vehicle Domain, Trust Class. Trust.
umbrellaSubclass Container Collective Investment Vehicle Domain, Fund Class, Umbrella Subclass. Umbrella Fund.
unitsSubclass Container Equity Domain, Partnership Class, Units Subclass. Units Partnership.
vwap Price Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
vwop Price Volume Weighted Open Price determined by multiplying each trade by its volume then dividing by the volume over a certain period during the open.
equityDomainGroup Container See "equityDomain". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
certificateClassGroup Container See "certificateClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
commonClassGroup Container See "commonClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
depositaryClassGroup Container See "depositaryClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
partnershipClassGroup Container See "partnershipClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
preferredClassGroup Container See "preferredClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
limitedSubclassGroup Container See "limitedSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
sharedSubclassGroup Container See "sharedSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
unitsSubclassGroup Container See "unitsSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
civDomainGroup Container See "civDomain". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
annuityClassGroup Container This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
fundClassGroup Container See "fundClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
trustClassGroup Container See "trustClass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
exchangeTradedSubclassGroup Container See "exchangeTradedSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
insuranceSubclassGroup Container See "insuranceSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
moneyMarketSubclassGroup Container See "moneyMarketSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
mutualSubclassGroup Container See "mutualSubclass". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
umbrellaSubclassGroup Container See "umbrella Subclass. This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
indexDomainGroup Container See "indexDomain". This element is a container for arbitrary divisions of children to facilitate assignment of properties for inheritance.
mdDecimal SimpleDecimal Intended to hold any decimal (numeric) data (see "mdBoolean", "mdDateTime", "mdString", "mdURI")
mdString SimpleString Intended to hold any string data (see "mdBoolean", "mdDateTime", "mdDecimal", "mdURI")
mdURI SimpleURI Intended to hold XML Schema type "anyURI" (see "mdBoolean", "mdDateTime", "mdDecimal", "mdString").
backLoad Fee backLoad??
baseValue Amount Value added to the component instrument's multiplier modified value in the index formula.
capitalType Scheme See "capital". Indicates the data and method used to calculate "capital".
capitalization Amount Value of outstanding shares (price * sharesOutstanding).
changeType Scheme Indicates the method by which "change" is calculated.
component Container A component is a container that identifies (and the relevant valuation of) an instrument used to compute and index and the associated parameters used in that computation. The component value equals the component instruments' value (componentValue) multipled by the multiplier then added to the baseValue all multiplied by the weighting. "component" value=("componentValue" * "multiplier" + "baseValue") * "weighting".
days Container Specifies which days are relevant to the parent value.
dayOfWeek Scheme Specififies one of the seven days of the week.
dividend Amount The share of profits distributed to a stockholder.
dividendType Scheme Indicates which type of "dividend" is being reported.
earnings Amount Earnings.
earningsType Scheme Indicates method by which "earnings" are calculated.
end SimpleDateTime Used to denote the absolute dateTime of the end of a "period".
exchangeConditions Container Parameters outlining operating parameters of the exchange.
exchangeIdentifier Container Identifies the exchange for the corresponding market data, calculations, or valuations. It may contain many codes from many schemes with multiple names (including multiple languages). The intent is that enough information be given to uniquely identify the exchange.
frontLoad Fee frontLoad.
indexMethodology SimpleString A detailed textual description of the index and the methodology used in determing the components and weighting factors of the index.
indexObjective SimpleString A short description of the purpose of the index indicating the target audience or interest.
indexBaseDate DateTime The date at which the "indexBaseValue" was determined.
indexBaseValue Amount Value added to the indexMultiplier modified sum of the components before applying the indexWeighting.
investingRestrictions SimpleString Lists those restrictions limiting components.
investingStyle SimpleString A brief description of the style of investment strategy.
investingTechniques SimpleString Itemizes and describes techniques used in investment decisions.
lastType Scheme Indicates the moethod by which the "last" is calculated.
marketCenter Container The market center or specialist providing the current quote.
marketStatusType Scheme Indicates the state of the market.
indexMultiplier SimpleDecimal Used in calculation of an index per the basic index formula. Multiplied by the sum of the components before the indexBaseValue is added. See "multiplier".
weighting SimpleDecimal Used in calculation of a component of an index per the basic index formula. See "multiplier".
indexWeighting SimpleDecimal Used in calculation of an index per the basic index formula. Multplied by the indexMultiplier modified sum of the components. See "multiplier".
exchangeName SimpleString The textual proper name of an exchange and the role for which that name plays. This may be included in multiple languages.
nameRef SimpleURI Used to reference a "name" from within a "code" so as not to duplicate text.
peRatioType Scheme Indicates method used to calculate "peRatio".
period Container Denotes a range of time possibily with a fixed "start" or "end" time.
periodType Scheme See "period". Indicates how "period" relates to parent.
rank SimpleDecimal The value of "1" indicates the most significant or first rank.
restrictionsType Scheme Identifies any trading restrictions that are currently placed on an instrument.
revenues Amount NONE
sequence SimpleString An indication from the provider of the relative sequence of this valuation to a previous valuation in another MDDL document.
session SimpleDecimal NONE
sessionStatusType Scheme Indicates the current session status.
settlementType Scheme Indicates the form of "settlement".
sharesOutstanding Quantity Shares of a corporation which have been issued and are outstanding.
size Quantity A count of the number of units in a bundle (for example, the number of shares in a trade).
spread Container This element is a container for information about spread between the "bid" and "ask" quotes.
start SimpleDateTime Used to denote the absolute dateTime of the start of a "period".
tickDirection Scheme Shows relative direction of last tick.
timezone SimpleString NONE
trade Container This element is a container for all data related to a "trade".
underlying Container Container for underlying components of an instrument.
volatility Measure Characteristic of an instrument to rise or fall sharply in price within a short-term period. Also known as 'beta'.
volatilityType Scheme Indicates method used to calculate "volatility".
volume Container Number of items (OR value of those items) traded in the period defined.
volumeType Scheme Indicates how "volume" is calculated.
yield Measure Rate of return. Generally expressed as a percentage or a coefficient of percentage.
dataDateTime DateTime Defines the time at which this valuation is provided.
replaces SimpleString This valuation supercedes a previous valuation, with this sequence number, in another MDDL document.
valueType Scheme Indicates the units or reference of the provided valuation.
componentIdentifier Container Identifies the instrument for this component. See "instrumentIdentifier".
processingType Scheme Indicates any special processing information about this valuation.