File Format Overview OMXNordic
OMX NORDIC Equity Trade and Quote Data File Format Document Version 1.1
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 1 of 12
1.0 Trade Data Sample 04/29/2015,09:01:03.811,163.8,191,1,,,, 04/29/2015,09:01:34.322,163.8,252,1,,,NON, 04/29/2015,09:01:58.107,163.7,361,1,,,, 04/29/2015,09:01:58.107,163.7,84,1,,,,NON 04/29/2015,09:01:58.107,163.7,660,1,,,, 04/29/2015,09:01:58.107,163.7,260,1,,,, 04/29/2015,09:01:58.107,163.7,275,1,,,, 04/29/2015,09:01:58.107,163.7,268,1,,,, 04/29/2015,09:01:58.134,163.6,166,1,,,,NON 04/29/2015,09:01:58.169,163.6,2,1,,,,NON 04/29/2015,09:01:58.169,163.5,89,1,,,, 04/29/2015,09:01:58.169,163.5,279,1,,,, 04/29/2015,09:02:08.806,163.5,252,1,,,NON, 04/29/2015,09:02:27.826,163.5,84,1,,,NON, 04/29/2015,09:03:12.126,163.3,321,1,,,,NDS File Layout Each tick contains 9 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Characteristics Trade Date MM/DD/YYYY Trade Time HH:MM:SS.000 – milliseconds (use this custom format in Excel) Price Numeric Volume Numeric Sales Condition Numeric (See Appendix A – Sales Condition Codes) Exclude Record Flag1 Filtered trade indicator. “X” is present if Tick Data recommends exclusion of trade from time series due to condition code(s). Filtered Price A suggested replacement trade price if Tick Data’s proprietary algorithms suspect the report trade price is in error. Seller ID number of seller (beginning 8/6/2012; See Appendix C for list) Buyer ID number of buyer (beginning 8/6/2012; See Appendix C for list)
1
The following condition codes are excluded: 2,36,52,80,82,84,86. Refer to Appendix A for the list of condition codes. OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 2 of 12
2.0 Quote Data Sample 04/29/2015,09:00:01.436,601.5,583.0,239,149,5 04/29/2015,09:00:01.461,595.5,596.0,1214,37,5 04/29/2015,09:00:01.915,595.5,596.0,916,37,5 04/29/2015,09:00:02.049,595.0,596.0,1474,37,5 04/29/2015,09:00:02.062,595.0,596.0,1473,37,5 04/29/2015,09:00:02.075,595.0,596.0,1234,37,5 04/29/2015,09:00:02.101,595.0,596.0,994,37,5 04/29/2015,09:00:06.469,595.0,596.0,994,109,5 04/29/2015,09:00:07.185,595.0,596.0,1126,109,5 04/29/2015,09:00:07.289,595.0,596.0,1258,109,5 04/29/2015,09:00:10.904,595.0,596.0,1498,109,5 04/29/2015,09:00:15.365,595.0,596.0,1004,109,5 04/29/2015,09:00:15.493,595.0,596.0,498,109,5 04/29/2015,09:00:29.288,595.0,596.0,240,204,5 04/29/2015,09:00:30.413,595.0,596.0,240,109,5 File Layout Each tick contains 7 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Quote Date Quote Time Bid Price Ask Price Bid Size Ask Size Quote Condition
Characteristics MM/DD/YYYY HH:MM:SS.000 – milliseconds (use this custom format in Excel) Numeric Numeric Numeric Numeric Numeric (See Appendix B – Quote Condition Codes)
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 3 of 12
3.0 Corporate Actions Tick Data provides the following corporate actions files with each dataset delivered:
CompanyInfo.asc – provides a map of Tick Data’s internal ID# to current company symbol, company name, and ISIN.
StockSplits.csv – provides adjustment ratios for stock splits and stock dividends.
Mergers.csv - provides adjustment ratios for a certain type of stock splits where price should be adjusted but volume should not be adjusted.
Dividends.asc – provides the amount of cash dividends.
The format of each of these files is described below:
3.1 CompanyInfo.csv Sample AQER,AQERI HOLDING AB,SE0001822495,01/14/2008,06/25/2015,2002 ONG,ONIVA ONLINE GROUP EUROPE AB,SE0005249570,01/17/2008,06/25/2015,2003 HAV-B,HAVSFRUN INVESTMENT AB,SE0000312043,01/30/2008,06/25/2015,2007 1051552D,BEAKON TECHNOLOGIES AB,,03/29/2008,06/25/2015,2008 TINA,TITANA AB,SE0001921040,04/14/2008,06/25/2015,2010
Field Name
Type
Description
Symbol
Character
Most recent stock symbol.
Company Name Character
Company name.
ISIN
Character
International Securities Identifying Number uniquely identifies a security.
Start Date
Date
The first date for which data is available for the company.
End Date
Date
The last date for which data is available for the company.
Company ID
Numeric
Most recent Tick Data Internal ID#.
3.2 Split and Dividend Information (Stocksplits.csv and Mergers.csv) Sample 2064,05/25/2015,0.5 2087,05/22/2015,0.33333 OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 4 of 12
2178,04/22/2015,10 2199,04/17/2015,0.25 File Layout Each record contains three fields of data. These fields are comma-separated and are laid out as follows: Field Name
Type
Description
Symbol or ID
Character
Stock symbol or ID#. Depends on data being delivered by ID or by Symbol.
Effective Date
Date
MM/DD/YYYY - Date of stock split or dividend.
Numeric
Percentage of adjustment made to the price of the symbol due to a stock split, stock distribution, stock dividend, or cash dividend.
Ratio
3.3 Cash Dividends (Dividends.csv) Sample 2017,02/10/2015,04/30/2015,05/04/2015,05/07/2015,,3.5,SEK 2018,02/06/2015,05/07/2015,05/08/2015,05/18/2015,,0.35,EUR 2019,02/06/2015,05/06/2015,05/07/2015,05/13/2015,,2.2,SEK 2022,12/09/2014,02/18/2015,02/19/2015,03/05/2015,,0.54,USD File Layout Field Name Company ID or Symbol Declare Date Ex-Date Record Date Pay Date Net Amount Gross Amount Currency Type
Notes Depends on data being delivered by ID or by Symbol. no definition required no definition required no definition required no definition required no definition required no definition required no definition required
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 5 of 12
Appendix A – Sales Condition Codes Sales Condition 0 1 2 3 4 5 32 36 43 52 64 65 69 80 82 84 86 87 88 89 91 92 93 94 95 96 97 98 99 100 101 102 103 104 158 164 165
Description Nordic@Mid Trade Automatch Outside Spread Exchange Granted Normal Trade Report +50.000 Contracts Unknown Code** Unknown Code** Repurchase Agreement Derivatives Related Trade Standard OX Routed Exchange Granted Trade Portfolio Trade Non Standard Settlement Pre-opening Transaction Volume Weighted Average Price Price Info No, Volume Info Yes Price Info Yes, Volume Info No Price Info No, Volume Info No Derivatives Related Trade Off Hours Non Standard Settlement Off Hours OTC Non Standard Off Hours OTC Standard Off Hours Portfolio Trade Off Hours Repurchase Agreement Off Hours Standard Off Hours Volume Weighted Average Price Off Hours Exchange Granted Trade Off Hours Turnover Reporting TOM EG1 TOM Normal Trade Exchange Granted Late Trade TOM Ready to Clear OTC Standard OTC Non Standard Off Hours Trade
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Excluded (X)/ Unknown (U)*
X U U U X U X U U U X X X X U U U U U U U U U U U U U U U U U U U U Page 6 of 12
166 167 237 246
Block Trade Exchange Granted Trade, exceeding maximum lot size. Off Hours. SI Standard SI Non Standard
U U U U
* Trades with Sales Condition Codes 2, 36, 52, 80, 82, 84, and 86 are excluded by default from TickWrite output. These trades can be included by checking the box for ‘Use Excluded Records in Output’ under the Formatting/Filtering tab. As of the time this Guide was published, all codes denoted with a ‘U’ have not been found in the data even though they are identified in the documentation provided by our data supplier. ** As of 6/25/2015, we have not been informed of the purposes of Sales Condition Codes 32 and 36. Our analysis has led us to include Code 32 and exclude Code 36. This Guide will be revised once more information has been received.
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 7 of 12
Appendix B – Quote Condition Codes Quote Condition 4 5 6 7 8 9 10 11 12 13 14 61 62 63 64 66 67 68 69 136 137
Description On the surveillance list Excluding dividend Excluding participating in right/s Excluding participating in split Company subject to public offer Under drawing Excluding comb. split and issue right/s Unlisted When Issued Company Bankruptcy Suspension Removal from listing in process Other surveillance list reason A significant reverse take-over pending Cent shares Reversed Split Excluding comb. Bonus issue & Split Excluding comb. Bonus & Split Excluding comb. Split & Redemption share First North Company New Market Company
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 8 of 12
Appendix C – Buyer/Seller ID Numbers As of 8/6/2016, the data contains information on buyers and sellers in many trades (current as of 6/25/2015): Broker Code
Organization
AAL ABC ABE ABF AIV AKT ALB ALF ALM AMA AML / AMR ASC AVA BPP BRC BSI CAR CAZ CBA CBK CDV CSA CSB CVM DBL DDB DEX DIF DNM DRS EIK ENS ENS / SEC EPF EQB
Ålandsbanken Abp ABG Sundal Collier AB ABN AMRO Securities (Nordic) SE ABN AMRO Securities (Nordic) SE Aktieinvest FK AB Aktia Savings Bank plc Arbejdernes Landsbank A/S Alfred Berg Bank A/S Alm. Brand Bank A/S Amagerbanken A/S ABN Amro Bank N.V. ABG Sundal Collier Norge ASA, fil. Sthlm Bankaktiebolaget Avanza BNP Paribas Arbitrage SNC, Paris Barclays Capital Securities Ltd Bear Stearns International Ltd, London Carnegie Investment Bank AB JP Morgan Cazenova Ltd Carnegie Bank A/S Commerzbank AG Crédit Agricole Cheuvreux Nordic AB Christiania Securities ASA Credit Suisse Securities (Europe) Ltd Conventum Securities Ltd Deutsche Bank AG Den Danske Bank Dexia Bank E*Trade Danmark Børsmæglerselskab A/S DnB NOR Bank ASA Dresdner Kleinwort Securities Ltd EIK Bank Skandinaviska Enskilda Banken AB Enskilda Securities AB Erik Penser Fondkommission AB eQ Bank Ltd
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 9 of 12
ER ES ETS EVL FBK FFF FIH FIM FIO FIP FOF FSP FVV GET GLB GPB GRB GSI HAN HBC HCT HEN HFV HQB ICB IFJ ILS IMC INT IST IVE JPM JVB JYB KAB KAU KBS KDK KEM KFI
Estlander & Rönnlund Financial Products Ltd Enskilda Securities AB, Helsinki Branch E*TRADE Sverige AB Evli Bank Abp Föroya Banki Forstædernes Bank A/S FIH Erhvervsbank A/S FIM Securities Ltd Fionia Bank A/S Fischer Partners Fondkommission AB Fondsfinans ASA Eik Banki P/F NordVest verdbref hf. Global Equities Trading B.V. Glitnir banki hf. GP Børsmæglerselskab A/S Gudme Raaschou Bankaktieselskab Goldman Sachs International Svenska Handelsbanken AB (publ), Branch Operation in Finland HSBC Bank plc Hardcastle Trading AG Henton Børsmæglerselskab H.F. Verdbref hf. HQ Bankaktiebolag Icebank Islenskir fjarfestar hf. The Housing Financing FundIMC Securities BV Instinet UK Ltd. Instinet Europe Ltd Islensk verdbref hf. JP Morgan Securities Joklar-Verdbref hf. Jyske Bank A/S Kaupthing Bank Sverige AB Kaupthing Bank Dresdner Klienwort Wasserstein Kaupthing Bank A/S Knight Equity Markets International Limited Kaupthing Bank Oyj
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 10 of 12
LAI LAS LBI LFB LSR MAN MCO MDT MEG MGF MLI MPB MSI NBK NCP NDA NDS NEO NEO / NET NON NRD NTF NYB NYE OHM OKO OPS OPV ORS PAN REM RIX SAB SAX SBI SBN SEB SEE SEM SGP SHB
Landsbanki Islands hf Lån & Spar Bank A/S Lehman Brothers International (Europe) Länsförsäkringar Bank AB National Debt Management Agency Man Financial Limited Michael Östlund & Company Fondkommission AB Mandatum Securities Ltd Virding hf. Mangold Fondkommission AB Merrill Lynch Intl. MP Fjarfestingarbanki hf. Morgan Stanley & Co. Intl. Ltd. HSH Nordbank AG Net Capital AB Nordea Bank Danmark A/S Nordea Bank AB NeoNet Securities AB NeoNet Securities AB NordNet Bank AB Nordea Bank Finland Plc Net Fonds ASA Nykredit Bank Nyenburgh Beheer BV E.Öhman J:or Fondkommission AB OKO Osuuspankkien Keskuspankki Oyj Opstock Ltd Optiver VOF Orion Securities ASA Pan Capital AB Remium AB Sveriges Riksbank Citigroup Global Markets Ltd Saxo Bank A/S Central Bank of Iceland SkandiaBanken AB Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Bank A/S SEB Merchant Banking Société Générale SA Svenska Handelsbanken AB
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
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SHY SMY SOF SPH SPK SPN SPR SPV STO STR SWB SYD TER THK TMB TTL UB UBS VDM WLV
Stadshypotek Bank AB Sparisjodur Myrasyslu Kaupthing Sofi Oyj Sparisjodur Hafnarfjardar Sparisjodurinn i Keflavik Spar Nord Bankaktieselskab SPRON verdbref Verdbrefathjonusta Sparisjodsins VBS Investment Bank Straumur-Burdaras Investment Bank Swedbank AB Sydbank A/S Terra Securities ASA Thenberg & Kinde Fondkommission AB Timber Hill Europe AG Tullet & Tokyo Liberty (Equities) Ltd United Bankers Securities Ltd UBS Ltd Van der Moolen Effecten Specialist B.V. Wolverine Trading UK Ltd
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
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OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 1 of 12
1.0 Trade Data Sample 04/29/2015,09:01:03.811,163.8,191,1,,,, 04/29/2015,09:01:34.322,163.8,252,1,,,NON, 04/29/2015,09:01:58.107,163.7,361,1,,,, 04/29/2015,09:01:58.107,163.7,84,1,,,,NON 04/29/2015,09:01:58.107,163.7,660,1,,,, 04/29/2015,09:01:58.107,163.7,260,1,,,, 04/29/2015,09:01:58.107,163.7,275,1,,,, 04/29/2015,09:01:58.107,163.7,268,1,,,, 04/29/2015,09:01:58.134,163.6,166,1,,,,NON 04/29/2015,09:01:58.169,163.6,2,1,,,,NON 04/29/2015,09:01:58.169,163.5,89,1,,,, 04/29/2015,09:01:58.169,163.5,279,1,,,, 04/29/2015,09:02:08.806,163.5,252,1,,,NON, 04/29/2015,09:02:27.826,163.5,84,1,,,NON, 04/29/2015,09:03:12.126,163.3,321,1,,,,NDS File Layout Each tick contains 9 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Characteristics Trade Date MM/DD/YYYY Trade Time HH:MM:SS.000 – milliseconds (use this custom format in Excel) Price Numeric Volume Numeric Sales Condition Numeric (See Appendix A – Sales Condition Codes) Exclude Record Flag1 Filtered trade indicator. “X” is present if Tick Data recommends exclusion of trade from time series due to condition code(s). Filtered Price A suggested replacement trade price if Tick Data’s proprietary algorithms suspect the report trade price is in error. Seller ID number of seller (beginning 8/6/2012; See Appendix C for list) Buyer ID number of buyer (beginning 8/6/2012; See Appendix C for list)
1
The following condition codes are excluded: 2,36,52,80,82,84,86. Refer to Appendix A for the list of condition codes. OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 2 of 12
2.0 Quote Data Sample 04/29/2015,09:00:01.436,601.5,583.0,239,149,5 04/29/2015,09:00:01.461,595.5,596.0,1214,37,5 04/29/2015,09:00:01.915,595.5,596.0,916,37,5 04/29/2015,09:00:02.049,595.0,596.0,1474,37,5 04/29/2015,09:00:02.062,595.0,596.0,1473,37,5 04/29/2015,09:00:02.075,595.0,596.0,1234,37,5 04/29/2015,09:00:02.101,595.0,596.0,994,37,5 04/29/2015,09:00:06.469,595.0,596.0,994,109,5 04/29/2015,09:00:07.185,595.0,596.0,1126,109,5 04/29/2015,09:00:07.289,595.0,596.0,1258,109,5 04/29/2015,09:00:10.904,595.0,596.0,1498,109,5 04/29/2015,09:00:15.365,595.0,596.0,1004,109,5 04/29/2015,09:00:15.493,595.0,596.0,498,109,5 04/29/2015,09:00:29.288,595.0,596.0,240,204,5 04/29/2015,09:00:30.413,595.0,596.0,240,109,5 File Layout Each tick contains 7 fields of data in all ASC files. These fields are comma-separated and are laid out as follows: Data Field Quote Date Quote Time Bid Price Ask Price Bid Size Ask Size Quote Condition
Characteristics MM/DD/YYYY HH:MM:SS.000 – milliseconds (use this custom format in Excel) Numeric Numeric Numeric Numeric Numeric (See Appendix B – Quote Condition Codes)
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 3 of 12
3.0 Corporate Actions Tick Data provides the following corporate actions files with each dataset delivered:
CompanyInfo.asc – provides a map of Tick Data’s internal ID# to current company symbol, company name, and ISIN.
StockSplits.csv – provides adjustment ratios for stock splits and stock dividends.
Mergers.csv - provides adjustment ratios for a certain type of stock splits where price should be adjusted but volume should not be adjusted.
Dividends.asc – provides the amount of cash dividends.
The format of each of these files is described below:
3.1 CompanyInfo.csv Sample AQER,AQERI HOLDING AB,SE0001822495,01/14/2008,06/25/2015,2002 ONG,ONIVA ONLINE GROUP EUROPE AB,SE0005249570,01/17/2008,06/25/2015,2003 HAV-B,HAVSFRUN INVESTMENT AB,SE0000312043,01/30/2008,06/25/2015,2007 1051552D,BEAKON TECHNOLOGIES AB,,03/29/2008,06/25/2015,2008 TINA,TITANA AB,SE0001921040,04/14/2008,06/25/2015,2010
Field Name
Type
Description
Symbol
Character
Most recent stock symbol.
Company Name Character
Company name.
ISIN
Character
International Securities Identifying Number uniquely identifies a security.
Start Date
Date
The first date for which data is available for the company.
End Date
Date
The last date for which data is available for the company.
Company ID
Numeric
Most recent Tick Data Internal ID#.
3.2 Split and Dividend Information (Stocksplits.csv and Mergers.csv) Sample 2064,05/25/2015,0.5 2087,05/22/2015,0.33333 OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 4 of 12
2178,04/22/2015,10 2199,04/17/2015,0.25 File Layout Each record contains three fields of data. These fields are comma-separated and are laid out as follows: Field Name
Type
Description
Symbol or ID
Character
Stock symbol or ID#. Depends on data being delivered by ID or by Symbol.
Effective Date
Date
MM/DD/YYYY - Date of stock split or dividend.
Numeric
Percentage of adjustment made to the price of the symbol due to a stock split, stock distribution, stock dividend, or cash dividend.
Ratio
3.3 Cash Dividends (Dividends.csv) Sample 2017,02/10/2015,04/30/2015,05/04/2015,05/07/2015,,3.5,SEK 2018,02/06/2015,05/07/2015,05/08/2015,05/18/2015,,0.35,EUR 2019,02/06/2015,05/06/2015,05/07/2015,05/13/2015,,2.2,SEK 2022,12/09/2014,02/18/2015,02/19/2015,03/05/2015,,0.54,USD File Layout Field Name Company ID or Symbol Declare Date Ex-Date Record Date Pay Date Net Amount Gross Amount Currency Type
Notes Depends on data being delivered by ID or by Symbol. no definition required no definition required no definition required no definition required no definition required no definition required no definition required
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 5 of 12
Appendix A – Sales Condition Codes Sales Condition 0 1 2 3 4 5 32 36 43 52 64 65 69 80 82 84 86 87 88 89 91 92 93 94 95 96 97 98 99 100 101 102 103 104 158 164 165
Description Nordic@Mid Trade Automatch Outside Spread Exchange Granted Normal Trade Report +50.000 Contracts Unknown Code** Unknown Code** Repurchase Agreement Derivatives Related Trade Standard OX Routed Exchange Granted Trade Portfolio Trade Non Standard Settlement Pre-opening Transaction Volume Weighted Average Price Price Info No, Volume Info Yes Price Info Yes, Volume Info No Price Info No, Volume Info No Derivatives Related Trade Off Hours Non Standard Settlement Off Hours OTC Non Standard Off Hours OTC Standard Off Hours Portfolio Trade Off Hours Repurchase Agreement Off Hours Standard Off Hours Volume Weighted Average Price Off Hours Exchange Granted Trade Off Hours Turnover Reporting TOM EG1 TOM Normal Trade Exchange Granted Late Trade TOM Ready to Clear OTC Standard OTC Non Standard Off Hours Trade
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Excluded (X)/ Unknown (U)*
X U U U X U X U U U X X X X U U U U U U U U U U U U U U U U U U U U Page 6 of 12
166 167 237 246
Block Trade Exchange Granted Trade, exceeding maximum lot size. Off Hours. SI Standard SI Non Standard
U U U U
* Trades with Sales Condition Codes 2, 36, 52, 80, 82, 84, and 86 are excluded by default from TickWrite output. These trades can be included by checking the box for ‘Use Excluded Records in Output’ under the Formatting/Filtering tab. As of the time this Guide was published, all codes denoted with a ‘U’ have not been found in the data even though they are identified in the documentation provided by our data supplier. ** As of 6/25/2015, we have not been informed of the purposes of Sales Condition Codes 32 and 36. Our analysis has led us to include Code 32 and exclude Code 36. This Guide will be revised once more information has been received.
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 7 of 12
Appendix B – Quote Condition Codes Quote Condition 4 5 6 7 8 9 10 11 12 13 14 61 62 63 64 66 67 68 69 136 137
Description On the surveillance list Excluding dividend Excluding participating in right/s Excluding participating in split Company subject to public offer Under drawing Excluding comb. split and issue right/s Unlisted When Issued Company Bankruptcy Suspension Removal from listing in process Other surveillance list reason A significant reverse take-over pending Cent shares Reversed Split Excluding comb. Bonus issue & Split Excluding comb. Bonus & Split Excluding comb. Split & Redemption share First North Company New Market Company
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 8 of 12
Appendix C – Buyer/Seller ID Numbers As of 8/6/2016, the data contains information on buyers and sellers in many trades (current as of 6/25/2015): Broker Code
Organization
AAL ABC ABE ABF AIV AKT ALB ALF ALM AMA AML / AMR ASC AVA BPP BRC BSI CAR CAZ CBA CBK CDV CSA CSB CVM DBL DDB DEX DIF DNM DRS EIK ENS ENS / SEC EPF EQB
Ålandsbanken Abp ABG Sundal Collier AB ABN AMRO Securities (Nordic) SE ABN AMRO Securities (Nordic) SE Aktieinvest FK AB Aktia Savings Bank plc Arbejdernes Landsbank A/S Alfred Berg Bank A/S Alm. Brand Bank A/S Amagerbanken A/S ABN Amro Bank N.V. ABG Sundal Collier Norge ASA, fil. Sthlm Bankaktiebolaget Avanza BNP Paribas Arbitrage SNC, Paris Barclays Capital Securities Ltd Bear Stearns International Ltd, London Carnegie Investment Bank AB JP Morgan Cazenova Ltd Carnegie Bank A/S Commerzbank AG Crédit Agricole Cheuvreux Nordic AB Christiania Securities ASA Credit Suisse Securities (Europe) Ltd Conventum Securities Ltd Deutsche Bank AG Den Danske Bank Dexia Bank E*Trade Danmark Børsmæglerselskab A/S DnB NOR Bank ASA Dresdner Kleinwort Securities Ltd EIK Bank Skandinaviska Enskilda Banken AB Enskilda Securities AB Erik Penser Fondkommission AB eQ Bank Ltd
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 9 of 12
ER ES ETS EVL FBK FFF FIH FIM FIO FIP FOF FSP FVV GET GLB GPB GRB GSI HAN HBC HCT HEN HFV HQB ICB IFJ ILS IMC INT IST IVE JPM JVB JYB KAB KAU KBS KDK KEM KFI
Estlander & Rönnlund Financial Products Ltd Enskilda Securities AB, Helsinki Branch E*TRADE Sverige AB Evli Bank Abp Föroya Banki Forstædernes Bank A/S FIH Erhvervsbank A/S FIM Securities Ltd Fionia Bank A/S Fischer Partners Fondkommission AB Fondsfinans ASA Eik Banki P/F NordVest verdbref hf. Global Equities Trading B.V. Glitnir banki hf. GP Børsmæglerselskab A/S Gudme Raaschou Bankaktieselskab Goldman Sachs International Svenska Handelsbanken AB (publ), Branch Operation in Finland HSBC Bank plc Hardcastle Trading AG Henton Børsmæglerselskab H.F. Verdbref hf. HQ Bankaktiebolag Icebank Islenskir fjarfestar hf. The Housing Financing FundIMC Securities BV Instinet UK Ltd. Instinet Europe Ltd Islensk verdbref hf. JP Morgan Securities Joklar-Verdbref hf. Jyske Bank A/S Kaupthing Bank Sverige AB Kaupthing Bank Dresdner Klienwort Wasserstein Kaupthing Bank A/S Knight Equity Markets International Limited Kaupthing Bank Oyj
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
Page 10 of 12
LAI LAS LBI LFB LSR MAN MCO MDT MEG MGF MLI MPB MSI NBK NCP NDA NDS NEO NEO / NET NON NRD NTF NYB NYE OHM OKO OPS OPV ORS PAN REM RIX SAB SAX SBI SBN SEB SEE SEM SGP SHB
Landsbanki Islands hf Lån & Spar Bank A/S Lehman Brothers International (Europe) Länsförsäkringar Bank AB National Debt Management Agency Man Financial Limited Michael Östlund & Company Fondkommission AB Mandatum Securities Ltd Virding hf. Mangold Fondkommission AB Merrill Lynch Intl. MP Fjarfestingarbanki hf. Morgan Stanley & Co. Intl. Ltd. HSH Nordbank AG Net Capital AB Nordea Bank Danmark A/S Nordea Bank AB NeoNet Securities AB NeoNet Securities AB NordNet Bank AB Nordea Bank Finland Plc Net Fonds ASA Nykredit Bank Nyenburgh Beheer BV E.Öhman J:or Fondkommission AB OKO Osuuspankkien Keskuspankki Oyj Opstock Ltd Optiver VOF Orion Securities ASA Pan Capital AB Remium AB Sveriges Riksbank Citigroup Global Markets Ltd Saxo Bank A/S Central Bank of Iceland SkandiaBanken AB Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Bank A/S SEB Merchant Banking Société Générale SA Svenska Handelsbanken AB
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
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SHY SMY SOF SPH SPK SPN SPR SPV STO STR SWB SYD TER THK TMB TTL UB UBS VDM WLV
Stadshypotek Bank AB Sparisjodur Myrasyslu Kaupthing Sofi Oyj Sparisjodur Hafnarfjardar Sparisjodurinn i Keflavik Spar Nord Bankaktieselskab SPRON verdbref Verdbrefathjonusta Sparisjodsins VBS Investment Bank Straumur-Burdaras Investment Bank Swedbank AB Sydbank A/S Terra Securities ASA Thenberg & Kinde Fondkommission AB Timber Hill Europe AG Tullet & Tokyo Liberty (Equities) Ltd United Bankers Securities Ltd UBS Ltd Van der Moolen Effecten Specialist B.V. Wolverine Trading UK Ltd
OMX NORDIC Equity Trade and Quote Dataset, v1.1 Copyright © Tick Data, LLC
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