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Security master · security 1.1

Security master. Securities with their identifiers (ticker, ISIN, CUSIP, SEDOL, FIGI), issuer, classification and trading attributes. The ticker symbol is the key. Key: symbol.

Namespace
urn:vestoris:feed:security:1.1
Schema
security-1.1.xsd
Also accepted
urn:vestoris:feed:security:1.0 (security-1.0.xsd)
Key (upsert)
identifiers/id[@scheme="TICKER"]: a record with an existing key updates it; a new key inserts.
Start-of-day step
Security master
File name
F00012_SECURITY_20261023_001.xml
Modes
delta (action="delete" removes a record; a security is inactivated, never deleted); full (records not listed are inactivated, up to the feed's safety threshold: H201)

The <feed> root #

AttributeUseTypeMeaning
businessDaterequiredxs:dateThe business date the data is for (YYYY-MM-DD).
firmrequiredxs:stringYour firm code, shown on Data › Feeds (e.g. F00012).
sourceoptionalxs:stringWho produced the file (vendor or system name).
generatedrequiredxs:dateTimeWhen the file was produced (UTC).
recordCountrequiredxs:nonNegativeIntegerThe number of record elements. A file whose count does not match is refused (F004): it was probably cut short.
modeoptional (default delta)xs:stringdelta: only the records in the file change, and action="delete" removes one. full: the file is complete; records it does not list are inactivated, up to the feed's safety threshold.

The <record> elements #

upsert (insert or update by key) or delete (removes the record; a security or account is inactivated, never deleted). Elements may appear in any order; an element that is left out keeps its current value.

ElementRequiredTypeMeaningCodes
identifiers key #yesIdentifiers The security's identifiers, each with its scheme. TICKER is required (the key); ISIN, CUSIP, SEDOL and FIGI check digits are verified.
id scheme="TICKER"yesxs:stringThe ticker symbol. The key of the record: a file that sends the same symbol again updates it. A ticker symbol: letters, digits, "." or "-", up to 12. Required.R101 R111
id scheme="ISIN"noxs:stringInternational Securities Identification Number. The check digit is verified. An ISIN (12 characters, check digit verified).R104
id scheme="CUSIP"noxs:stringCUSIP (9 characters). The check digit is verified. A CUSIP (9 characters, check digit verified).R105
id scheme="SEDOL"noxs:stringSEDOL (7 characters). The check digit is verified. A SEDOL (7 characters, check digit verified).R106
id scheme="FIGI"noxs:stringFinancial Instrument Global Identifier. The check digit is verified. A FIGI (12 characters, check digit verified).R113
name #yesxs:string
≤ 120 chars
The security's name. Text, up to 120 characters. Example: Apple Inc.R101 R114
issuer #noxs:string
≤ 120 chars
The issuer's name. Share classes of one issuer share it, so issuer limits count them together. Text, up to 120 characters. Example: Apple Inc.R114
issuerCode #noxs:string
pattern [A-Z0-9][A-Z0-9_.\-]{0,19}
Your code for the issuer (see the issuers data set). A code: letters, digits, "_", "." or "-", up to 20. Example: AAPL-INCR111 R109
sector #noxs:string
≤ 40 chars
Sector (GICS-style), used by sector limits. Text, up to 40 characters. Example: TechnologyR114
industry #noxs:string
≤ 80 chars
Industry within the sector. Text, up to 80 characters. Example: Technology HardwareR114
country #noxs:string
pattern [A-Z]{2}
Country of risk (ISO 3166-1 alpha-2), used by country limits. An ISO 3166-1 alpha-2 country code, e.g. US. Example: USR108
assetClass #noxs:string
one of: equity, fixed_income, commodity, cash_equivalent, treasury, other
Asset class, used by asset-class limits. One of: equity, fixed_income, commodity, cash_equivalent, treasury, other. Example: equityR112
secType #noxs:string
one of: equity, etf, adr
Security type: equity, etf or adr. One of: equity, etf, adr. Example: equityR112
marketCapBucket #noxs:string
one of: mega, large, mid, small
Market-cap bucket, used by market-cap limits. One of: mega, large, mid, small. Example: megaR112
currency #noxs:string
pattern [A-Z]{3}
Trading currency (ISO 4217). An ISO 4217 currency code, e.g. USD. Example: USDR107
exchange #noxs:string
pattern [A-Z0-9][A-Z0-9_.\-]{0,11}
Primary exchange (MIC or short code). A code: letters, digits, "_", "." or "-", up to 12. Example: XNASR111
avgDailyVolume #noxs:decimal
≥ 0; 25 digits; 10 decimals
Average daily volume in shares, used by the liquidity rule and the slicing advice. A decimal number written as text, e.g. 1234.5 (min 0). Example: 52000000R103 R111
active #noxs:boolean false marks the security inactive: it can no longer be ordered. true or false. Example: trueR112
udfs #noUdfs
up to 10 <udf slot="1..10" name="...">, ≤ 255 chars each
User-defined fields (format 1.1). Each <udf> names its slot (1 to 10) and optionally the field's name; the value is checked against the type your Admin gave the field. A slot that is not active for your firm is refused (U101), a value of the wrong type too (U102), and a name that differs from the slot's name (U103). Example: <udf slot="1" name="Internal rating">BBB</udf>U101 U102 U103 U104

Validation #

  1. No DOCTYPE or entity declaration (F002); well-formed UTF-8 (F001).
  2. The namespace and version are published (F007), and the file matches the XSD (F003).
  3. Header: firm is your firm code (F006), businessDate a business day (F005), recordCount the number of records (F004).
  4. Each record: the field checks in the table above, references to records that exist (R109), no key twice in a file (R110). A rejected record does not stop the rest of the file.
  5. A new symbol needs a name. Identifiers are optional, but when given their check digits must be right.
  6. In full mode, securities not in the file are marked inactive (never deleted), subject to the feed's safety threshold.

Codes this format can return: F001 F002 F003 F004 F005 F006 F007 F008 H201 R101 R103 R104 R105 R106 R107 R108 R109 R110 R111 R112 R113 R114 U101 U102 U103 U104

Sample #

An annotated file: the comment lines explain the header; drop them or keep them, comments are allowed.

<?xml version="1.0" encoding="UTF-8"?>
<!-- businessDate: the date the data is for. firm: your firm code. recordCount: how many <record> elements follow. -->
<feed xmlns="urn:vestoris:feed:security:1.1" businessDate="2026-10-23" firm="F00012" source="ExampleVendor" generated="2026-10-23T22:05:00Z" recordCount="2" mode="delta">
  <record action="upsert">
    <identifiers>
      <id scheme="TICKER">AAPL</id>
      <id scheme="ISIN">US0378331005</id>
      <id scheme="CUSIP">037833100</id>
      <id scheme="SEDOL">2046251</id>
      <id scheme="FIGI">BBG000B9XRY4</id>
    </identifiers>
    <name>Apple Inc.</name>
    <issuer>Apple Inc.</issuer>
    <sector>Technology</sector>
    <industry>Technology Hardware</industry>
    <country>US</country>
    <assetClass>equity</assetClass>
    <secType>equity</secType>
    <marketCapBucket>mega</marketCapBucket>
    <currency>USD</currency>
    <exchange>XNAS</exchange>
    <avgDailyVolume>52000000</avgDailyVolume>
    <active>true</active>
  </record>
  <record action="upsert">
    <identifiers>
      <id scheme="TICKER">GOOGL</id>
      <id scheme="ISIN">US02079K3059</id>
      <id scheme="CUSIP">02079K305</id>
    </identifiers>
    <name>Alphabet Inc. Class A</name>
    <issuer>Alphabet Inc.</issuer>
    <sector>Communication Services</sector>
    <country>US</country>
    <assetClass>equity</assetClass>
    <secType>equity</secType>
    <marketCapBucket>mega</marketCapBucket>
    <currency>USD</currency>
    <exchange>XNAS</exchange>
    <avgDailyVolume>25000000</avgDailyVolume>
    <active>true</active>
  </record>
</feed>

Download the sampleDownload the XSDValidate a file

Version history #

  • 1.0 (2026-10-26): First published version.
  • 1.1 (2026-10-26): Adds the optional <udfs> element (up to ten <udf slot="1..10" name="...">value</udf>) to the reference formats that carry user-defined fields: security, issuer, account, accountgroup, broker, model, benchmark and list. Additive: every valid 1.0 file is still accepted under its 1.0 namespace.