Support – Data FAQ’s

CODE REFERENCE LISTS
Below are some useful links to security reference lists for some of the markets that we provide data. These will help you identify the code for a listing if you are unsure of it.

Australian Stock Exchange
ASX Delisted Companies
Sydney Futures Exchange
Contract Specifications (PDF download)
NASDAQ, NYSE, AMEX Listed Companies (NASDAQ website)
NEW STANDARD AND POOR'S ASX INDICES XMM S&P/ASX 300 Metals and Mining IndexXGD S&P/ASX All Ordinaries Gold Index

GICS SYMBOL CODES
The ASX reclassified equities using the Global Industry Classification System (GICS) mid-2002. As part of this process, the ASX discontinued the previous set of indices and replaced them with a new set of indices.These indices consist of:

XAF - S&P/ASX All Australian 50
XAO - ALL ORDINARIES
XAT - S&P/ASX All Australian 200
XDI - S&P/ASX Dividend Opportunities Index
XDJ - S&P/ASX 200 Consumer Discretionary (Sector)
XEC - S&P/ASX Emerging Companies Index
XEJ - S&P/ASX 200 Energy (Sector)
XFJ - S&P/ASX 200 Financials (Sector)
XFL - S&P/ASX 50
XGD - S&P/ASX All Ordinaries Gold (Sub Industry)
XHJ - S&P/ASX 200 Health Care (Sector)
XIJ - S&P/ASX 200 Information Technology (Sector)
XJO - S&P/ASX 200
XJR - S&P/ASX 200 RESOURCES
XKO - S&P/ASX 300
XLD - S&P/ASX 200 2 x Daily Leverage Index
XMD - S&P/ASX MIDCAP 50
XMJ - S&P/ASX 200 Materials (Sector)
XMM - S&P/ASX 300 Metals and Mining (Industry)
XNJ - S&P/ASX 200 Industrials (Sector)
XNT - S&P/ASX 200 Net Total Return
XNV - S&P/ASX 200 2 x Daily Inverse Index
XPJ - S&P/ASX200 A-REIT (Sector)
XSJ - S&P/ASX 200 Consumer Staples (Sector)
XSO - S&P/ASX SMALL ORDINARIES
XTJ - S&P/ASX 200 Telecommunication Services (Sector)
XTL - S&P/ASX 20
XTO - S&P/ASX 100
XUJ - S&P/ASX 200 Utilities (Sector)
XVI - S&P/ASX 200 VIX Index
XXJ - S&P/ASX 200 Financial-x-A-REIT (Sector)

For more information about the GICS indices refer to Standard and Poors Australian Website, http://www.standardandpoors.com.au

OVERSEAS INDICES SYMBOL CODES
These codes reference the overseas indices and Metals that can be found in the World Indices and Metals folder.

WORLD INDICES:
$CA CAC 40 Index
$CR CRB Index
$DA DAX Index
$DJ Dow Jones Index
$ES EuroStoxx
$FT FTSE 100 Index
$GC Gold Fix (PM)
$HS Hang Seng Index
$MD S&P MidCap 400 Index
$NC NASDAQ Composite
$NK Nikkei 255 Index
$NQ NASDAQ 100 index
$NY NYSE Composite
$OE S&P 100 Index
$RU Russell 2000 Index
$SI Silver Fix
$SP S&P 500 Index
$ST Straights Times Index
$SW Swiss Markets Index

METALS:
$AL Aluminium
$CU Copper
$NI Nickel
$PB Lead
$SN Tin
$ZN Zinc

ACCUMULATION INDICES CODE DESCRIPTIONS
The following are codes that contain information on the ups and downs of stocks. A brief description on the contents in each of the new codes is given which hopefully will assist some people.

X_ACC Advance Decline Line - The close values for this code contain the cumulative difference between the ups and downs of all stocks. The difference is calculated and appended to the previous value that is a funning total. The volume contains the total volume of stocks that have traded for a day.

X_ACCD The close values for this code contain the number of downs for the day. The volume contains the total volume of stocks moved that have suffered a decrease in the days trading.

X_ACCI The close values for this code contain the number of ups for the day. the volume contains the total volume of stocks moved that have had an increase in the days trading.

X_ACCR The close values for this code contain the ratio between the number of ups and the number of downs represented as a percentage. The volume contains the total volume of stocks that have traded for the day.
Algorithm for calculating X_ACC, X_ACCD, X_ACCI, X_ACCR

1. X_ACCI = 0X_ACCI (Vol) = 0X_ACCD = 0X_ACCD (Vol) = 0

2. Compare each 3 letter security's (Current) End-Of-Day values against its values in the previous Trading Day.
3. If a security did not trade in the previous trading day, then ignore it.
4. If a security's current Close price is greater than the previous Close price, then X_ACCI = X_ACCI + 1 and X_ACCI (Vol) = X_ACCI (Vol) + Current Volume.
5. If a security's current Close price is less than the previous Close price, thenX_ACCD = X_ACCD + 1 and X_ACCD (Vol) = X_ACCD (Vol) + Current Volume.
6. If the prices are the same, then ignore the security.
7. Repeat above for all relevant securities, then ...
8. if X_ACCD <> 0 then X_ACCR = (X_ACCI / X_ACCD) * 100 else X_ACCR = 20000
9. X_ACC = Previous X_ACC + (X_ACCI - X_ACCD)
10. X_ACCI (Vol) = X_ACCI (Vol) / 1000
11. X_ACCD (Vol) = X_ACCD (Vol) / 1000
12. X_ACC (Vol) = X_ACCI (Vol) + X_ACCD (Vol)
13. X_ACCR (Vol) = X_ACC (Vol