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 2.2-final Release Notes

The following information should help identify modifications made for "mddl 2.2-final" that may affect your current implementation or understanding of MDDL. Although releases with only an increased ".x" number are intended to be backward compatible, no other 2.x release is in production (i.e. "final") so this may not be the case. Please remember that beta releases may be changed at any time to add, correct, or otherwise modify the release as necessary during the implementation (for "draft") and evaluation (for "final") phases for each release. The number included with each item is a tracking number - please use it when corresponding with questions or comments.

MDDL 2.2-final

  • #084 - Added "forwardClass" within the "derivativesDomain" (unintentionally omitted in MDDL 2.1-beta).
  • #085 - Removed "capitalization" from "issueData".
  • #086 - Added "marketCapitalization" to "issuerClass".
  • #087 - Added "payableInKind" to "interestPayment" as well as "principalRepayment".
  • #088 - Redefined "compounding" as an "mdBoolean".
  • #089 - Changed "floatingRateType" to "nonFixedRateType".
  • #090 - Added "accrualBasisType" to "accrualBasis" to include enumerations of predominant types.
  • #091 - Added "accrualConventionType" to "accrualBasis".
  • #092 - Renamed "debtDomain/pricing" as "debtDomain/debtPricing".
  • #093 - Merged "debtOutstanding" and "sharesOutstanding" into "amountOutstanding" as a pricing item.
  • #094 - Added "factor" as a pricing property including a schedule for debtDomain.
  • #095 - Renamed "yield" to "dividendYield" as part of "equityDomain" information.
  • #096 - Added "ask", "bid", "mid", "spread", "trade" to "debtDomain/debtPricing".
  • #097 - Added "ask", "bid", "mid", "spread", "trade" (or "nav") to most instrument domains.
  • #098 - Added "yield" to "ask", "bid", "mid", "nav", "spread", "trade" to reflect yield as a result of those prices.
  • #099 - Added "displayNumerator" to "fraction".
  • #100 - Added "convertible" flag to "preferredClass".
  • #101 - Added "deferred" flag to "commonClass".
  • #101 - Added "deferred" flag to "preferredClass".
  • #102 - Removed "convertibleClass".
  • #102 - Removed "deferredClass".
  • #103 - Added interest rate parameters to "preferredClass" (similar to "debtDomain").
  • #104 - Moved "amountOutstanding" up to "debtDomain".
  • #105 - Added "agencyRankings" for equities, "agencyRatings" for preferreds.
  • #106 - Added "evaluationType" to ratings/rankings.
  • #107 - Added "sharesControlled" and "contractValueMultiplier" for options, futures, warrants.
  • #108 - Altered "interestRate", "interestPayment", and "principalRepayment" to have subordinate elements to hold values.
  • #109 - Assigned a default scheme to "role" (as multiple types of roles have been removed).
  • #110 - Added a currency to the placeOfTrade to indicate trading currency (or currencies).
  • #111 - Added "tradingHaltedType" to indicate reason for halted trading on an instrument.
  • #113 - Changed "evaluationType" to "ratingType" and removed from rankings.
  • #114 - Changed "sharesOutstandingType" to "amountOutstandingType".
  • #115 - Added "quantityType" and "quantityDescriptionType" in lieu of "paymentType".
  • #119 - (2003/11/11) Permitted convertible common equities. Convertible context added to commonClass.
  • #121 - (2003/11/11) Moved "accrualBasis" over to "issueData" as it is not limited to debt instruments.
  • #122 - (2003/11/11) Added "source" to "placeOfListing", "placeOfTrade", etc.
  • #035 - (2003/12/04) Fixed "volume" to be a container forcing use of "last", "high", "low", etc.

Other Changes (not necessarily exhaustive)

  • Corrected spelling of "incorporation" in Controlled Vocabulary "locationType".
  • Added "regS" to Controlled Vocabulary "salesRestrictionsType".
  • Added "ISMA - International Securities Market Association" to Controlled Vocabulary "thirdparty".
  • Added "ISDA - " to Controlled Vocabulary "thirdparty".
  • Added "AFB - " to Controlled Vocabulary "thirdparty".
  • Merged "roleII" and "roleIS" into Controlled Vocabulary "role".
  • Added "original" and "current" to "indicatorsType" Controlled Vocabulary.
  • Added "alternativeMinimumTax" to "taxType" Controlled Vocabulary.
  • Fixed format of "instrumentFormType" Controlled Vocabulary.
  • Added "evaluationType" Controlled Vocabulary for ratings and rankings.
  • Added "tradingHaltedType" Controlled Vocabulary to augment case when tradingStatusType=halted.
  • Added "normal" and "equityFloat" to "sharesOutstandingType" Controlled Vocabulary.
  • Clarified relationship between instrumentStatus, tradingStatus, and partyStatus.
  • #128 - Added 'merged' and 'acquired' to the "partyStatusType" controlled vocabulary.

Specification Suggestions and Modifications: