Market Data Definition Language (MDDL)
Google
The Financial Information Services Division of the Software & Information Industry Association
MDDL 2.3-final Attributes

Back to MDDL 2.3-final Documentation

MDDL is an XML specification composed of various number of elements which, when combined in specific patterns, define attributes of a financial instrument. Because of the various combintations, the actual number of attributes far exceeds the number of elements used. For example, MDDL 2.3-final has about 580 elements which combine to form over 29000 unique attributes that may be applied in various combinations to 29 different asset classes (for a total attribute list exceeding 274000!). While one may not specify all of these unique attributes because some of them are conditional or redundant depending on the specific values of some attributes, there a significant number of attributes that are relevant that may not be apparent when viewing the MDDL Glossary of elements.

The following CSV (Comma Separated Values) files contain the complete permutation of all of the MDDL elements to define the unique attributes that are applicable for the specific domains, classes, and subclasses listed. These files may be useful in mapping your content to MDDL (and vice versa) as each possible field within MDDL can be compared with your field list. Note that in many cases content may have to translated to be compatible with MDDL because of the terminology or values of the various enumerations used.

Each file contains five columns:

  • Domain - The domain/class/subclass for which the attribute applies. The files are organized such that all attributes for a unique domain/class/subclass combination are in the same file.
  • Path - The XML path of the attribute within the specified domain. The path identifies the hierarchy and organization of the elements that define the attribute.
  • Classification - The MDDL defined classification of the attribute. These are explained within the Technical Specification. The classification of "classifier" is a placeholder for the domain/class/subclass label.
  • Type - The MDDL defined atomic type of the attribute defining the type of data that may be held in that attribute. Note that the type "classifier" is a placeholder for the domain/class/subclass label.
  • Scheme - If the classification is "Enumeration" and a default scheme is defined, this column contains the URI of the scheme. If a default scheme is supplied, it is not be necessary to specify a scheme in XML instance documents of MDDL if you use values from the default scheme.

Domain, Class, Subclass Size of File
cae Domain, corporateActions Class 15 KB
cae Domain, corporateEvents Class 15 KB
civ Domain, annuity Class 464 KB
civ Domain, fund Class, exchangeTraded Subclass 838 KB
civ Domain, fund Class, insurance Subclass 695 KB
civ Domain, fund Class, moneyMarket Subclass 706 KB
civ Domain, fund Class, mutual Subclass 684 KB
civ Domain, fund Class, umbrella Subclass 689 KB
civ Domain, trust Class, oei Subclass 610 KB
civ Domain, trust Class, unit Subclass 723 KB
debt Domain 918 KB
derivative Domain, certificate Class 759 KB
derivative Domain, forward Class 735 KB
derivative Domain, future Class 729 KB
derivative Domain, linked Class 729 KB
derivative Domain, option Class 729 KB
derivative Domain, right Class 723 KB
derivative Domain, swap Class 788 KB
derivative Domain, warrant Class 735 KB
entity Domain, issuer Class 17 KB
equity Domain, common Class 635 KB
equity Domain, depositary Class 619 KB
equity Domain, partnership Class, limited Subclass 675 KB
equity Domain, partnership Class, shared Subclass 670 KB
equity Domain, partnership Class, units Subclass 665 KB
equity Domain, preferred Class 826 KB
foreignExchange Domain 552 KB
index Domain 224 KB
indicators Domain, interestRate Class 276 KB