Symbology

Symbology and the naming of instruments & data sources is a complex area with inconsistent rules in different markets and different vendors. Common references, such as equity symbols/tickers, are neither unique nor immutable. AWTS aims to provide a user-friendly & accessible symbology whilst also addressing uniqueness/mutability concerns as much as possible.

AWTS achieves this through three main principles which work hand-in-hand:

1. Pass-through of symbols from data vendors, with a prefix to disambiguate between multiple vendors - e.g. DATABENTO:SPX. This helps keep AWTS easy to use and keeps instruments easy to find

2. Enriched metadata and search on instruments in data sources, e.g. to provide (and look up by) ISIN codes and other identifiers

3. A configurable mapping service to map/alias vendor instruments to a user-friendly symbol for your use

Instruments

Instrument symbols comprise of two or three parts, in the following form:

Prefix

The prefix specifies which Market data service module serves the instrument. Which prefixes are available, and which prefixes you should use for looking up instruments, will depend on which data brokers/vendors are configured in your environment.

Note that using the broker/vendor as the prefix (as opposed to using the exchange, e.g. NYSE:CCL)

Ticker

This is the standard symbol/ticker that will typically be referred to in media and documents; e.g. SPY, QQQ or GBPUSD.

Derivative

This optional part covers any specific derivative of the instrument - usually this is used for options contracts, or other non-tradable derivative data streams such as CFD financing rates.

An example options contract: IBKR:SPX:20231027C45000

An example CFD financing rate: OANDA:NATGAS_USD:FRLONG