End of Day and
Historical information

The master data information is delivered daily at the end of the trading session and includes the financial instruments valid for trading in the next trading session

Master Data

This product includes the main characteristics of all the instruments listed on the markets managed by BME Group, with detailed information of each instrument. The most relevant contents are offered by type of instrument.

This product includes Master Data information of the Derivatives, Energy and Repo segments of BME Clearing.

  • Equities - ISIN, code, security name, listing date, security type, total number of shares traded, currency, market/segment, ticker, tick size (decimals), number of shares admitted to trading, ...
  • Traded Investment Funds - ISIN, state, type of product, number of participants, management firm, issuer, settlement system, reference price, amount admitted to trading, ...
  • ETFs - ISIN, code, name, ETF reference index, number of securities admitted to trading, ticker, ... Warrants - ISIN, code, name, strike, type of warrant, underlying security, ratio/parity, maturity date, issuer, ...
  • Options & Futures - ISIN, code, strike, maturity date, contract type, initial trading date, nominal, ...
  • Fixed Income - ISIN, code, issuer, name, asset type, maturity date, nominal, coupon, amortization type, number of cash flows, issue date, interest type, coupon periodicity, total amount issued, ...
  • BME Clearing - contract group code, contract subgroup, contract type, price, maturity date, number of relationships, resulting contract code, ...

Information available in T-1

Clients may subscribe as well to the Short Master Data product, which includes a summary of the main characteristics of the instruments traded in BME

The information included in this product allows to

  • Correctly identify all the instruments, as the information is obtained from a unique source, which is permanently synchronized.
  • Be informed of all instrument’s characteristics. The more complex, the higher added value.
  • Validate outstanding issues, and keep the databases updated with only the outstanding issues.
  • A better instruments valuation, mitigating possible valuation risks due to bad quality data.
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