Uniform Symbology

Chi-X, in collaboration with other MTFs, has established an open industry working group to develop a uniform symbology framework for trading European equities.

A common symbology will help European Trading Participants to consolidate market data from multiple trading venues and more effectively route orders.

Uniform Symbology examples

H|CHIXCODE|DESC|PRIMRIC|PRIMBBG|ISIN|CURR|MIC|CHIXRIC|CHIXBBG|UMTF|INDEX|...

D|VOD.L|VODAFONE GROUP ORD|VOD.L|VOD LN|GB00B16GWD56|GBp|XLON|VODl.CHI|VOD IX|VODl|FTSE 100|...

D|BMWG.I|BMW ORD|BMWG.DE|BMW GR|DE0005190003|EUR|XETR|BMWGde.CHI|BMWG IX|BMWd|DAX 30|...

D|UN.I|UNILEVER ORD|UNc.AS|UNA NA|NL0000009355|EUR|XAMS|UNcas.CHI|UN IX|UNAa|AEX 25|...

D|TOTF.I|TOTAL ORD|TOTF.PA|FP FP|FR0000120271|EUR|XPAR|TOTFpa.CHI|TOTF IX|FPp|CAC 40|...

Deriving UMTF codes

UMTF codes are 6 characters or less and are based on the local code from the market of listing. A single lower case letter at the end represents the local market.

Local Market Market Code
Copenhagen Stock Exchange c
Deutsche Börse / Germany d
Euronext Amsterdam a
Euronext Brussels b
Euronext Lisbon u
Euronext Paris p
Helsinki Stock Exchange h
Irish Stock Exchange i
London Stock Exchange  l
Madrid / Spain (Espana)  e
Borsa Italiana / Milan  m
Oslo Stock Exchange  o
Stockholm Stock Exchange  s
Swiss Exchange / Zurich  z
Vienna Stock Exchange  v

Please see our reference data file CHIXTSL.txt which contains the UMTF codes for all instruments that can be traded on Chi-X.

Order entry to support Uniform Symbology

Order entry will not involve any additional FIX tags. Participants will populate tag 55 with the UMTF code.

Please see the "FIX Specification 4.2" in the Document Library

Market Data

The CHIXMD messaging structure remains unchanged, however the Chi-X symbol will be replaced with the UMTF code.

Please see the "Chi-X Market Data Feed" file in the Document Library