Entity and Reference Data

Financial Markets Reference Data (FMRD)

An overview of Financial Markets Reference Data (FMRD)

Financial Markets Reference Data (FMRD) content provides comprehensive venue level reference data information. View hierarchy, identifiers and regulatory details for exchanges, submarkets, and contributors along with the market events and price ladders.

FMRD offers market events, including different trading sessions such as pre-open, regular trading, auction, post-close timings as well as holidays (full day and partial day closure). Price ladders contains the details of the tick size and lot size ladders. The service provides two distinct, but complementary packages:

  • Standard (Basic) which contains reference data for financial markets, including descriptions, identifiers, regulatory flags and various counterparty linked data, e.g., settlement organisations.
  • Premium which includes trading sessions, holidays and tick size ladders.

    Key Facts 

    • Geographical coverage
      Global coverage of equity venues
    • History
      From 2015
    • Data format
    • Delivery mechanism
    • Data frequency

    Features & Benefits

    What you get with Financial Markets Reference Data (FMRD)

    • FMRD contains comprehensive market related reference data for exchanges/venues. The data model is consistent with the marketplace where the information is covered at a granular level, which enables better visibility on market operations.
    • Access changes to trading sessions quickly through the LSEG Data Platform. Bulk feed can be accessed via API and daily delta files are made available via the Platform.
    • The service offers a daily updated feed from Monday to Sunday, eliminating the need for manual checks. Streamline and simplify user ingestion and internal distribution, leveraging a standardised JSON format.

    How it works

    Accessing the dataset

    This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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