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 2.3-final Glossary
MDDL 2.3-final Glossary  Click here to download as ".CSV".  See also the Attribute Permutations.
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 Definition
queryStatusType string Enumeration The status of the query as determined by the sender (whether the query was processed successful or not, etc.).
queryReference string Simple The user provided reference identifier (if any) for the query.
accrual container Container Container for the parameters of the accrual (start of interest calculation) "Period" indicates start of accrual.
accrualBasis container Container The conventions on which accrual calculations are based.
accrualBasisType string Enumeration Controlled Vocabulary identifying method for determining "days in year" and "days in month" of accrual calculation.
accrualConventionType string Enumeration Controlled Vocabulary identifying type of accrual convention (e.g. ISDA, ISMA, AFB) that is relevant to the basis.
address string Simple Street/Mailing address of referenced item - multiple address lines (if needed) are sequenced by "rank". THIS ELEMENT UNDER REVIEW FOR EXTENSION.
agencyRankings container Container Rankings (generally applied to equity instruments) of quality or financial strength as determined by a rankings agency.
agencyRatings container Container Ratings (generally applied to debt instruments) of quality or financial strength as determined by a ratings agency.
agent container Container An individual or organization empowered to act for or represent another individual or organization.
agentType string Enumeration Controlled Vocabulary identifying the activity or function of the agent.
agreedRestrictions string Simple Restrictions agreed in a covenant. Open text providing descriptive details of the restrictions.
allowedIndebtedness string Simple Maximum debt load to remain within covenant restrictions.
amortization boolean Simple Indicates that repayment is made via regular principal and interest payments over time. Schedule would be in ADDITION to schedules provided with interest and principal repayment items.
amortizationBehavior decimal Rate Indication of behavior of the amortization rate of the life of a debt instrument.
amortizationType string Enumeration Controlled Vocabulary identifying type of basic amortization schedule.
amountOutstanding decimal Amount Amount of debt or number of shares outstanding.
amountOutstandingType string Enumeration Controlled Vocabulary defining the type of shares/value counted in "amountOutstanding".
analytics container Container Container for various analytic values to aid in analysis of instrument.
announcementDate dateTime DateTime Date (and maybe time) instrument (was or will be) announced to the public.
ask container Container Container to denote data associated with an Ask Quote (aka "Offer").
auctionDate dateTime DateTime Date (and/or time) of issue auction.
background string Simple Descriptive background of security.
backLoad decimal Price backLoad. TO BE REMOVED PENDING VERIFICATION.
baseValue decimal Quantity Value added to the component instrument's multiplier modified value in the basic formula (see component).
benchmarkStrategy string Simple A textual decscription of the strategy applied to the management of the fund.
bid container Container This element is a container to denote data associated with a Bid Quote.
caeType string Enumeration Controlled Vocabulary denoting the type of corporate action or event of refererence. Also used within "instrumentData" and "placeOfListing" to identify the LAST CAE that took place on this instrument/market.
calculationType string Enumeration Controlled Vocabulary identifying the method used for calculation (e.g. average, cumulative...) of a value.
callable boolean Simple Indicates that the instrument is subject to being redeemed at the demand of the issuer (children identify the parameters of the callable status).
callableType string Enumeration Controlled Vocabulary identifying the type of call or call conventions applicable.
callConditionType string Enumeration Controlled Vocabulary listing the specific conditions on a call.
marketCapitalization decimal Amount Value of outstanding shares (price * number of shares outstanding).
capitalizationType string Enumeration Controlled Vocabulary identifying types of instruments used in capitalization determination.
capped decimal Price The limit or upper bound on the referenced price or amount.
change decimal Price Denotes difference between this valuation and a previous valuation (per changeType).
changeDirection string Enumeration Controlled Vocabulary showing relative direction of last change.
changeType string Enumeration Controlled Vocabulary indicating base value to which "change" is referenced.
clearingHouse string Simple Central collection facility where participants maintain accounts against which the credits or debits are posted.
clearingSystem string Simple Automated system used for clearing functionality.
clearingProcess string Simple Agreed process used for clearing functionality.
clearingSettlement container Container Container to hold details of the settlement and clearing components.
cleanup decimal Quantity Exercisable when less than this quantity or percentage of a debt or debt pool remains.
close decimal Price The final price as of market close (augmented by the "closeType").
closeType string Enumeration Controlled Vocabulary indicating the method by which "close" is calculated (or not).
closingDate dateTime DateTime The date on which an item closes or is no longer available. May be augmented by "closingDateType".
closingDateType string Enumeration Controlled Vocabulary indicating the type of "closingDate" (e.g. maturity, expiry).
code string Enumeration The shorthand notation for a known item (e.g. country, exchange, instrument) from the appropriate Controlled Vocabulary or "scheme".
codeType string Enumeration Controlled Vocabulary indicating relative time ordering of this code (i.e. "previous" or "next").
collateralType string Enumeration Controlled Vocabulary indicating type of collateral backing this instrument. Subordinate code identifies pool type, etc. of collateral.
comment string Simple Free text comment used by provider for clarification, if necessary.
component container Container A component is a container that identifies (and the relevant valuation of) an instrument used to compute an 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".
componentIdentifier container Container Identifies (one of) the underlying instrument(s) for this component. See "instrumentIdentifier".
componentValue decimal Price The value of the underlying instrument to be used as the component value (as a result of the calculation). See component.
compounding boolean Simple Identifies whether item is compounding and (optionally) the "period" over which compounding takes place.
contractValueMultiplier decimal Simple Multiplier for price of individual item to determine value of contract.
convertible boolean Simple Signifies that instrument is convertible (children identify under which conditions).
convertibleType string Enumeration Controlled Vocabulary indicating type of conversion applicable to the instrument.
country string Enumeration Controlled Vocabulary specifying the country code. Uses ISO 3166 Alpha 2 by default.
covenant container Container Container element outlining the details of the arrangement or deal.
creditEnhancement container Container Container holding issue support or other credit enhancement information.
creditEnhancementType string Enumeration Controlled Vocabulary identifying the type of credit enhancement provided.
crossrate string Enumeration Identifies currency and current exchange rate (multiplier) to the prevailing currency.
currency string Enumeration Controlled Vocabulary identifying the currency code of the price or amount. By default, the ISO 4217 3-character code.
dateTime dateTime Simple Date (and/or time) of the event or relevant piece of data.
dayOfWeek string Enumeration Controlled Vocabulary specifying one of the seven days of the week.
dayRuleType string Enumeration Controlled Vocabulary governing guidelines on interpretation of date if it falls on a non-business day or other "closed" condition.
days container Container Specifies which days are relevant to the parent value.
daysInMonth decimal Quantity Count of the number of days in a standard month used in the relevant calculation.
daysInYear decimal Quantity Count of the number of days in a standard year used in the relevant calculation.
debtIndicatorsType string Enumeration Controlled Vocabulary identifying specific debt-related indicators.
debtIssueData container Container Container holding information relative to the debt issue.
debtPricing container Container Container for pricing information of a debt instrument.
declining container Container Declining schedule.
defaultClause string Simple The default clause for a covenant when no other clause applies.
deferred boolean Simple Signifies that rights to a stock are deferred after those of common and preferred owners.
delayFactor duration Simple The period of time used to delay data from this source or market.
delivery container Container Container for the parameters of the delivery. "Period" indicates start/end of delivery times.
deliveryType string Enumeration Controlled Vocabulary indicating the mode of transport or transfer of the security or product.
delta decimal Simple Defines the minumum change in the related property.
denomination decimal Price The denomination of the instrument - the possible values of the scrip which are most likely multiples of the face value.
depositoryName string Simple The depository to be used over the specified period.
depositorySystem string Simple The depository processing system to be used over the specified period.
description string Simple A free-text description of the code if necessary. Not intended for automated processing.
deviation string Simple A description of the deviation permissable on an issue. Not currently used.
deviationType string Enumeration Controlled Vocabulary indicating the type of deviation used.
diary container Container A journal of the schedules relevant to an issue.
distributionType string Enumeration Controlled Vocabuarly indicating the method of distribution of assets.
dividend decimal Price The share of profits distributed to a holder usually on a "per share" basis.
dividendYield decimal Price Rate of return for an equity instrument. Generally expressed as a percentage or a coefficient of percentage.
dividendYieldType string Enumeration Controlled Vocabulary specifying the type of dividends used to calculate the yield provided.
duration duration Simple A basic range of time specified in years, months, days, hours, minutes, seconds, or partial seconds.
earnings decimal Price Earnings reported with an instrument (typically about the issuer) as reported by the issuer or responsible agent.
earningsRef uri Simple Reference to which earnings value was used.
earningsType string Enumeration Controlled Vocabulary indicating method by which "earnings" are calculated.
end dateTime Simple Denotes the absolute dateTime of the end of a "period".
enhancement string Simple The parameters of the enhancement or support provided.
entityType string Enumeration Controlled Vocabulary denoting type of entity (e.g. individual, corporation) described.
eventType string Enumeration Controlled Vocabulary elaborating the type of "event" in a timeseries - the action or description for this event.
exercisePrice decimal Price The exercise (strike) price of options, futures, warrants, etc.
exerciseRights container Container The rights and timeframe of the holder to exercise issue options.
exerciseRightsType string Enumeration Controlled Vocabulary denoting the specific type of right that could be exercised.
extendible boolean Simple Signifies that instrument is extendible (e.g. repayment may be extended or maturity changed) and at what times the extension must be claimed.
extendibleDate dateTime DateTime Date (and/or time) when a date may be extended. Multiple periods require a schedule.
faceValue decimal Price The face or par value of the instrument to be paid by the issuer at the maturity date.
factor decimal Price The percentage of principal outstanding as the debt instrument (mortgage) pays down.
firstDate dateTime DateTime Date (and/or time) of first occurence (e.g. when first interest payment is due).
firstDealingDate dateTime DateTime Date (and/or time) when instrument was first negotiated.
firstAmount decimal Price First amount for this item (eg. first payment amount for a bond).
firstSettlementDate dateTime DateTime Date (and/or time) when instrument was first settled.
nonFixedRateType string Enumeration Controlled Vocabulary specifying the type of non fixed-rate (e.g. floating rate) note.
fraction none Quantity Indicates that the number is actually 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. "displayNumerator" specifies absolutely the fraction to be displayed.
formula string Simple Textual representation or description of the formula used in calculation.
frontLoad decimal Price frontLoad. TO BE REMOVED PENDING VERIFICATION.
fundStrategyType string Enumeration Controlled Vocabulary enumerating the guiding strategy of the fund.
governingLaw string Simple A reference to the law, laws, or jurisdiction relating to the issue.
high decimal Price The highest valuation over the period specified.
incomeType string Enumeration Controlled Vocabulary denoting the type of income, if any, generated by this issue.
increment decimal Price The value at which a number (e.g. denomination) is incremented.
indexBaseDate dateTime DateTime The date at which the "indexBaseValue" was determined.
indexBaseValue decimal Quantity Value added to the indexMultiplier modified sum of the components before applying the indexWeighting. See indexValue.
indexMethodology string Simple A detailed textual description of the index and the methodology used in determing the components and weighting factors of the index.
indexMultiplier decimal Simple Used in calculation of an index per the basic index formula. Multiplied by the sum of the components before the indexBaseValue is added. See indexValue.
indexObjective string Simple A short description of the purpose of the index indicating the target audience or interest.
indexValue container Container The value of the index at the current time (after index calculation performed). The basic formula is indexValue = [(sum of componentValues) * multiplier + indexBaseValue] * indexWeighting.
indexWeighting decimal Simple Used in calculation of an index per the basic index formula. Multplied by the indexMultiplier modified sum of the components after adding the indexBaseValue. See indexValue.
indicatorsType string Enumeration Controlled Vocabulary containing various indicators about the current value (e.g. estimated, official).
industryIdentifier container Container Identifies the industry that this entity (e.g. issuer, issuer) is associated with.
instrumentData container Container Container for basic amplifying information about the instrument.
instrumentFormType string Enumeration Controlled Vocabulary denoting the basic form of the instrument (if purchased).
instrumentIdentifier container 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. Note that an instrument may have several identifiers which specify different scope (e.g. market vs. international).
instrumentStatusType string Enumeration Controlled Vocabulary identifying the current status of the instrument with relation to the identifying information (e.g. listed or superceded).
instrumentType string Enumeration Controlled Vocabulary indicating the classification or type of instrument (e.g. ISO 10962 CFI code for Classification of Financial Instruments).
interestRate container Container Container for the interest rate applicable for the instrument. Includes amplifying information. Stepped rates require a schedule. Performance-based require multiple interestRate elements that are "when" qualified.
interestPayment container Container The interest payment amount - augmented by the type of payments and when they must be made against the interest. Multiple repayments require a schedule.
investingRestrictions string Simple Lists those restrictions limiting which instruments can be components.
investingStyle string Simple A brief description of the style of investment strategy.
investingTechniques string Simple Itemizes and describes techniques used in investment decisions.
issueAmount decimal Price Total original amount for which the issue is published.
issueData container Container Container holding information relative to the issue itself (domain agnostic).
issueDate dateTime DateTime Date (and/or time) issue was made available to the public.
issueFees decimal Price Any fees associated with the issue - may be clarified by issueFeesType.
issueFeesType string Enumeration Controlled Vocabulary specifying the type of fees associated with the issue.
issueMarketType string Enumeration Controlled Vocabulary identifying the type of market issue is placed into.
issuePrice decimal Price The price at which this instrument was issued.
issuerRef uri Simple A reference (into the issuerClass) of the issuer of this instrument.
issuerChoice boolean Simple An indication that the instrument is changeable (e.g. convertiable, extendible) at the issuer's discretion.
jurisdiction container Container Information about which governing jurisdiction is applicable.
jurisdictionType string Enumeration Controlled Vocabulary indicating the specific type of jurisdiction (e.g. municipality or sovereign).
last decimal Price The last (or most recent) valuation.
lastCAE container Container The most recent relevant (at the discretion of the provider) corporate action or event that took place. This simply identifies the type of CAE and when it took place and does not give the specifics of the event.
lastDate dateTime DateTime Date (and/or time) of last occurence (e.g. last interest payment).
limited container Container Container for the limited schedule.
linked booleanContainer BooleanContainer Indicates if instrument is (performance, valuation, or otherwise) linked to another instrument or not. If so, the instrument to which the item is linked may be provided. If not, there should be no children to this element.
liquidationStatusType string Enumeration Controlled Vocabulary identifying the current liquidation status.
location container Container Information about a physical region (city, state, country). Note that such information about an issue's locale of incorporation actually applies to the issuer.
locationType string Enumeration Controlled Vocabulary identifying the type of location (registration, domicile, physical, etc.).
low decimal Price The lowest valuation over the period specified.
makeWholeCall boolean Simple An indication that the issuer will make whole the value if a call is exercised.
mandatory boolean Simple Required. Not an option.
margin decimal Price The offset applied to the base value to give the value actually used.
marketCenter container Container The market center or specialist providing the current quote.
marketConditions string Simple Conditions of the market relating to time of operations.
marketDerivedInfo container Container Container for information derived from the market - dictated based on market of trading.
marketIdentifier container Container Identifiers denoting the specific market or markets.
marketStatusType string Enumeration Controlled Vocabulary indicating the state of the market.
marketType string Enumeration Controlled Vocabulary denoting the basic form of the market (e.g. equity, commodity).
maturity container Container Defines the parameters of when an instrument matures and is no longer negotiable or functional.
maturityDate dateTime DateTime Date (and/or time) at which an instrument matures or expires.
maturityType string Enumeration Controlled Vocabulary denoting the special conditions on the type of maturity (e.g. extendible, fixed, perpetual)
mid container Container Container for information about the average of the "bid" and "ask" (offer) quotes.
maxVal decimal Price The maximum value a number may take.
minVal decimal Price The minimum value a number may take.
modification container Container Container detailing when or why a modification to the issue was made. May be related to the last corporate action, a correct, or other event.
modificationType string Enumeration Controlled Vocabulary indicating the type of modification referenced.
municipality string Simple The municipality of the location as identified by the "code" and/or "name".
multiplier decimal Simple General purpose coefficient applied to the parent property's value.
name string Simple The textual proper name of an item (e.g. currency, instrument) and the role (e.g. legal, short) for which that name plays. This may be included in multiple languages.
nameRef uri Simple Used to reference a "name" from within a "code" to clarify which name is identified by the code.
nav container Container Container for all data related to Net Asset Value for a fund.
negativePledge string Simple Any negative pledge or constraints on a covenant.
nonFixedRate boolean Simple Contains parameters relating to non-fixed rate (e.g. floating rate or stepped) interest bearing instruments.
notification container Container Identifies parameters about notification to exercise certain rights (e.g. calls or puts).
numberHolders decimal Quantity An indication of the number of holders of an asset.
obligor string Simple A description of the obligor (debtor).
objective string Simple A description of the objective of the instrument.
objectiveType string Enumeration Controlled Vocabulary denoting the objective of the fund or benchmark.
offerType string Enumeration Controlled Vocabulary detailing the type of issue offer.
open decimal Price The value at the beginning of trading or opening of the market.
openType string Enumeration Controlled Vocabulary indicating the method used to determine the "open".
orderbook container Container Container holding orderbook (full or best bid/ask), market depth, or market maker (exchange) views of current positions of a particular instrument.
orderbookType string Enumeration Controlled Vocabulary indicating the form of the orderbook information provided - orderbook, marketdepth, marketmaker.
orders decimal Quantity A count of the number of orders from a particular "marketCenter".
overAllotment decimal Amount The amount (or percentage) for which an instrument can be over alloted (as in Greenshoe option).
partial boolean Simple Allocation or distribution is not the full amount possible.
partiesInvolved container Container The agents, organizations, or individuals involved in a deal or activity.
partyStatusType string Enumeration Controlled Vocabulary denoting the financial or legal status of a particular party.
payableInKind boolean Simple The debt or loan must be repayed using the same negotiable entity provided.
paymentDate dateTime DateTime Dates (and times) on which payment is expected (has happened). Multiple dates require a schedule.
paymentFrequency container Container The frequency of expected (actual) payment on the indicated instrument. Refer to the payment schedule if appropriate. A single payment at maturity is noted as the end date on the period.
penultimateDate dateTime DateTime Date (and/or time) when next-to-last occurence (e.g. usually the last nominal coupon - the final coupon may be different).
peRatio decimal Rate Price/Earnings Ratio calculated by dividing the price of a stock by its earnings per share.
peRatioType string Enumeration Controlled Vocabulary indicating method used to calculate "peRatio".
periodType string Enumeration Controlled Vocabulary indicating how "period" relates to parent.
period container Container Denotes a range of time possibily with a fixed "start" and/or "end" time.
placeOfListing container Container The place of listing of an instrument. Usually augmented by an indicatorsType of "official".
placeOfTrade container Container (One of) The place(s) of trading of an instrument as identified by the marketIdentifer(s) (of which their may be multiple).
postalCode string Enumeration The postal code of the location.
precision decimal Simple Defines the granularity (e.g. thousandths would be 0.001) of the related property.
payment decimal Amount The actual value for a complex payment (such as interestPayment) when a schedule is not warranted.
paymentDelay container Container The date (generally period) of delay expected for (re)payment of funds after due date.
previousDateTime dateTime Simple Date (and maybe time) of the previous value.
priceRef uri Simple A reference (internal XPath) to the price used in the calculation.
principalRepayment container Container The principal repayment (redemption) amount - augmented by the type of repayments and when they must be made against the principal. Multiple repayments require a schedule.
principalProtection decimal Price Amount of principal protection provided at redemption.
programSpecific boolean Simple Indication that the information is specific to a particular program.
programType string Enumeration Controlled Vocabulary identifying the type of program.
purchasingMinimums string Simple Minimums necessary to invest in the asset.
putable boolean Simple Indicates that the instrument is subject to being redeemed at the demand of the holder (children identify the parameters of the put status).
putableType string Enumeration Controlled Vocabulary identifying the type of put applicable.
putConditionType string Enumeration Controlled Vocabulary listing the specific conditions on a put.
qualifiedPlans string Simple Textual description of the qualified plans of the fund.
quantityType string Enumeration Controlled Vocabulary specifying the type of quantity specified - cash, worth, items.
quantityDescriptionType string Enumeration Controlled Vocabulary clarifying the values identified by quantityType. Should reference a controlled vocabulary specific to the dominating parent field.
quotation container Container Container for constraints on quotation size, minimum delta in quote, and precision of quote.
rank decimal Simple Relative order of precedence. The value of "1" indicates the most significant or first rank.
ranking container Container A quality or subjective indication of the value or stability of the ranked entity.
rate decimal Rate The actual value for a complex rate (such as interestRate) when a schedule is not warranted.
rateFix decimal Rate Indication of parameters surrounding conversion from non-fixed-rate to fixed-rate.
rating container Container A quality or subjective indication of the value or stability of the rated entity.
ratingType string Enumeration Controlled Vocabulary denoting the basic type (e.g. short or long) of the rating.
recordingDate dateTime Simple Date (and/or time) when something is recorded.
recurring boolean Simple The item is recurring based on the frequency defined.
redeemable boolean Simple Signifies that instrument is redeemable (children identify under which conditions).
redemption container Container Container for parameters surrounding the redemption of the issue.
redemptionType string Enumeration Controlled Vocabulary detailing the specific category of redemption.
refrainFromActs string Simple Specific prohibited acts regulating a covenant.
region container Container The region of the location as identified by "code" and/or "name".
registrationStatusType string Enumeration Controlled Vocabulary detailing the current registration status of the issue.
regulationAct string Simple The act(s) or law(s) regulating the instrument.
regulatory container Container Container for elements related to regulation of the instrument.
relatedTo container Container The instrument with some relation or relevance to the current instrument (e.g. convertible to). NOT an underlying instrument.
relationshipType string Enumeration Controlled Vocabulary listing the type of relationship between two instruments (other than underyling).
relationshipValid container Container The period for which a relationship is valid.
replaces string Simple This valuation supercedes a previous valuation, with this sequence number, in another MDDL document.
restrictionsExist boolean Simple An indication that restrictions on investment or sale do exist although they may not be listed here.
revenues decimal Amount The gross proceeds from delivery or sale.
role string Enumeration Controlled Vocabulary identifying the formal role for which the referenced name is to be used.
rulesType string Enumeration Controlled Vocabulary indicating the type of rules that are applicable.
salesRestrictionsType string Enumeration Controlled Vocabulary identifying the restrictions on sales of this instrument.
schedule container Container A calendar when specific events will (or did) take place.
scheduleEvent container Container An event that takes place within a schedule - augmented by "scheduleEventType".
scheduleEventType string Enumeration Controlled Vocabulary listing the specific event that will happen (happened) at the scheduled time.
scopeType string Enumeration Controlled Vocabulary indicating scope of coverage of referenced item.
segmentIdentifier container Container Identifiers denoting the subsection of a market (e.g. stratification, group, or subset). May include a reference to the index (or fund) to which this instrument belongs.
segmentType string Enumeration Controlled Vocabulary identifying the type of segment (subsegment) within a market to which an instrument belongs.
sequence string Simple An indication from the provider of the relative sequence of this valuation to a previous valuation in another MDDL document.
session decimal Simple The trading session of a particular market.
sessionStatusType string Enumeration Controlled Vocabulary indicating the current session status.
settlement decimal Price Final price as dictated by the governing rules of the regulating agency (or exchange).
settlementDate dateTime DateTime Date (and/or time) of (anticipated) settlement.
settlementType string Enumeration Controlled Vocabulary indicating the form of "settlement".
sharesControlled container Container Defines the number of basic items that make up a contract. Complex contracts may require multiple underlying instruments or textual description (comment).
sinkComputationAmount decimal Price The value used in the sink computation.
sinkable boolean Simple Indicates that the fund is a sinking fund and all parameters surrounding a sinking fund.
sinkableType string Enumeration Controlled Vocabulary detailing the type of sinking fund.
sinkableComputationType string Enumeration Controlled Vocabulary detailing the type of sink computation used.
size decimal Quantity A count of the number of units in a bundle (for example, the number of shares in a trade).
snapType string Enumeration Controlled Vocabulary specifying any action or processing associated with this snap.
softCall decimal Price Parameters surrounding a soft call of the option.
source string Simple 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).
specialRedemption string Simple A calendar of special redemption dates (and/or times) and events.
spread container Container Container for information about spread between the "bid" and "ask" quotes.
start dateTime Simple Used to denote the absolute dateTime of the start of a "period".
stateOrProvince container Container State or province of a location as identified by "code" and/or "name".
strippable boolean Simple Indicates that the interest is separable from the principal.
stripType string Enumeration Controlled Vocabulary listing the type of strip that is applicable.
subscriptions container Container The minimum number of subscriptions over the indicated period to fulfill the issue.
support decimal Amount Magnitude of support provided by the indicated agent.
targetMarketType string Enumeration Controlled Vocabulary illustrating the type of consumer for which this issue is targeted.
taxation container Container Container for parameters surrounding taxation of the instrument.
taxExempt boolean Simple Instrument is tax exempt in the governing jurisdiction(s).
taxReasons boolean Simple There are tax reasons that affect the longevity of this instrument.
taxType string Enumeration Controlled Vocabulary identifying the type of tax applicable.
terms string Simple Textual description of the terms surrounding an instrument parameter.
tickDirection string Enumeration Controlled Vocabulary showing relative direction of last tick.
timeseriesType string Enumeration Controlled Vocabulary identifying the relationship of the events within a timeseries.
timezone string Enumeration Controlled Vocabulary specifying the primary time zone of relevant activity.
trade container Container Container for all data related to a "trade".
tradingHaltedType string Enumeration Controlled Vocabulary detailed why trading on an instrument is halted (when tradingStatusType=halted).
tradingRestrictionsType string Enumeration Controlled Vocabulary detailing prevailing trading restrictions in effect.
tradingStatusType string Enumeration Controlled Vocabulary indicating the current trading status.
tranche string Enumeration Controlled Vocabulary specifying type of portion applicable. Literally "slice".
transferAgent string Simple Transfer Agent for this transaction.
transferSize decimal Quantity Number of items to be transferred - there may be multiple choices identified by "rank".
turnover decimal Amount The total amount of capital exchanging hands.
underlying container Container Container for underlying components of an instrument.
underwriting container Container Container for the information applicable to underwriting of the issue.
underwritingFees decimal Amount Fees associated with underwriting the issue - may be clarified by underwritingFeesType.
underwritingFeesType string Enumeration Controlled Vocabulary specifying the type of fees incurred for underwriting.
unitSize decimal Quantity The nominal quantity of financial instruments that must be purchased or exercised. Units defined by "unitType".
unitType string Enumeration Controlled Vocabulary indicating the unit of count (of the size).
useOfProceeds string Simple A textual description of the use of the proceeds from the issue.
valuationBase decimal Price The actual value used as the basis (rather than a pointer to it).
valuationRef uri Simple The reference (internally) to the value used in the calculation of the current value.
valuationType string Enumeration Controlled Vocabulary indicating the type of valuation (e.g. relative, absolute).
volatility decimal Rate Characteristic of an instrument to rise or fall sharply in price within a short-term period. Also known as 'beta'.
volatilityCalculationType string Enumeration Controlled Vocabulary identifying the type of volatility calculation.
volatilityType string Enumeration Controlled Vocabulary indicating method used to calculate "volatility".
volume container Container Number of items traded in the period defined.
volumeType string Enumeration Controlled Vocabulary indicating how "volume" is calculated.
votingRightsType string Enumeration Controlled Vocabulary specifying the voting rights of the holder of the issue.
vwap decimal Price Volume Weighted Average Price determined by multiplying each trade by its volume then dividing by the volume for the day.
vwop decimal 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.
weighting decimal Simple Used in calculation of a component of an index per the basic index formula. See "multiplier".
yield decimal Price Rate of return. Generally used for debtDomain pricing.
yieldType string Enumeration Controlled Vocabulary specifying the type of yield provided.