#market #identification #codes #iso #instrument #exchange

codes-iso-10383

This package contains an implementation of the ISO-10383 Market Identification Code (MIC) specification

9 releases

0.1.8 Dec 25, 2022
0.1.7 Dec 23, 2022

#94 in Finance

MIT license

565KB
1K SLoC

Package codes-iso-10383

This package contains an implementation of the ISO 10383 Securities and related financial instruments — Codes for exchanges and market identification (MIC) specification.

crates.io docs.rs

ISO 10383 specifies a universal method of identifying exchanges, trading platforms, regulated or non-regulated markets and trade reporting facilities as sources of prices and related information in order to facilitate automated processing.

It is intended for use in any application and communication for identification of places

  • where a financial instrument is listed (place of official listing),
  • where a related trade is executed (place of trade), and
  • where trade details are reported (trade reporting facility).

Note that field descriptions are taken from ISO 10383 Market Identifier Codes - Release 2.0 Factsheet.

For notes on the design of the API, see the repository README.

Example

use codes_iso_10383::{Category, MarketIdCode, Status};

let market = MarketIdCode::XNCM;
assert_eq!(market.code(), "XNCM");
assert_eq!(market.operating_code(), Some(MarketIdCode::XNAS));
assert_eq!(market.is_segment(), true);
assert_eq!(market.status(), Status::Active);
assert_eq!(market.market_category_code(), Some(Category::NSPD));
assert_eq!(market.acronym(), None);

// feature = "real_url"
// assert_eq!(market.website_url(), Some(url::Url::from_str("http://www.nasdaq.com").unwrap()));
// or
// assert_eq!(market.website_url(), Some("http://www.nasdaq.com"));

// feature = "market_name"
// assert_eq!(market.market_name(), "NASDAQ CAPITAL MARKET");

// feature = "location"
// assert_eq!(market.country_code(), Some(CountryCode::US));
// assert_eq!(market.city(), Some("NEW YORK"));

// feature = "legal_entity"
// assert_eq!(market.legal_entity_name(), None);
// assert_eq!(market.legal_entity_id(), None);

// feature = "dates"
// assert_eq!(market.creation_date(), "2008-02-25");
// assert_eq!(market.last_update_date(), Some("2008-02-25"));
// assert_eq!(market.last_validation_date(), None);
// assert_eq!(market.expiration_date(), None);

// feature = "comments"
// assert_eq!(market.comments(), Some("..."));

The following demonstrates the from_str_extended which searches the acronym values if there is not a direct MIC match via from_str.

use codes_iso_10383::MarketIdCode;
use std::str::FromStr;

assert!(MarketIdCode::from_str("NASDAQ").is_err());

let market = MarketIdCode::from_str_extended("NASDAQ");
assert!(market.is_ok());
assert_eq!(market.unwrap().code(), "XNAS");

Features

By default only the serde feature is enabled, the MarketIdCode::code and MarketIdCode::operating_code, and MarketIdCode::is_segment methods cannot be excluded.

  • serde - Enables serialization of the MarketIdCode type.
  • market_name - Adds the MarketIdCode::market_name method.
  • location - Adds the MarketIdCode::country_code and MarketIdCode::city methods.
  • legal_entity - Adds the MarketIdCode::legal_entity_id and MarketIdCode::legal_entity_name methods.
  • real_url - Uses the Urltype from theurlcrate for theMarketIdCode::website_url` method.
  • dates - Adds the MarketIdCode::creation_date, MarketIdCode::last_update_date, MarketIdCode::last_validation_date, and MarketIdCode::expiration_date methods.
  • real_dates - Used the DateTime<Utc> types from the chrono crate for date functions Work In Progress
  • comments - Adds the MarketIdCode::comments method.

Changes

Version 0.1.8

  • Catering for new build module in codes-common

Version 0.1.7

  • Implemented Standardized and FixedLengthCode traits.

Version 0.1.6

  • Added new from_str_extended method.

Version 0.1.5

  • Fixed template bugs for country_code and website_url.

Version 0.1.4

  • Added all missing methods.

Version 0.1.3

  • Using new codes-common CSV handling framework.

Version 0.1.2

  • Added ALL_CODES constant.

Version 0.1.1

  • Clean-up implementation based on newer codes-common
  • Using new Code trait and macro-created implementation.

Version 0.1.0

  • Initial release

TODO

TBD

Dependencies

~0.3–3MB
~47K SLoC