Merge branch 'finos:master' into 592-intent-proposal-create-interaction

finos · Nov 2, 2022 · b62d702 · b62d702
2 parents 25f1efa + add64f8
commit b62d702
Show file tree

Hide file tree

Showing 8 changed files with 51 additions and 23 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -11,6 +11,8 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 
 ### Changed
 
+* Updated definition of the `Instrument` context type to include optional market identifiers ([#819](https://github.com/finos/FDC3/pull/819))
+
 ### Deprecated
 
 ### Fixed
@@ -97,6 +99,7 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 * Updated Methods.ts to support the updated signature for `addContextListener` introduced in FDC3 1.2 ([#462](https://github.com/finos/FDC3/pull/462))
 * Clarified the description of the addContextListener functions from the Desktop Agent and Channel APIs in spec and docs. ([#492](https://github.com/finos/FDC3/pull/492))
 * Clarified that implementing `fdc3.getInfo()` is required for compliance with the FDC3 standard ([#515](https://github.com/finos/FDC3/pull/515))
+* Corrected syntax errors in valuation schema ([#834](https://github.com/finos/FDC3/pull/834))
 
 ## [npm v1.2.0] - 2021-04-19
 

diff --git a/docs/context/ref/Instrument.md b/docs/context/ref/Instrument.md
@@ -15,12 +15,14 @@ Notes:
 - Not all applications will use the same instrument identifiers, which is why FDC3 allows for multiple to be specified.
 In general, the more identifiers an application can provide, the easier it will be to achieve interoperability.
 
+- The `market` map can be used to further specify the instrument and help achieve interoperability between disparate data sources. This is especially useful when using an `id` field that is not globally unique.
+
 - It is valid to include extra properties and metadata as part of the instrument payload, but the minimum requirement
 is for at least one instrument identifier to be provided.
 
-- Try to only use instrument identifiers as intended. E.g. the `ticker` property is meant for stock tickers specifically,
-if the identifier you want to share is not a stock ticker, or one of the other standardised ones, rather define
-a property that makes it clear what value it is. This makes it easier for target applications.
+- Try to only use instrument identifiers as intended. E.g. the `ticker` property is meant for tickers as used by an exhange.
+If the identifier you want to share is not a ticker or one of the other standardised fields, define
+a property that makes it clear what value represents. Doing so will make interpretation easier for the developers of target applications.
 
 ## Type
 
@@ -32,19 +34,23 @@ https://fdc3.finos.org/schemas/next/instrument.schema.json
 
 ## Details
 
-| Property    | Type    | Required | Example Value       |
-|-------------|---------|----------|---------------------|
-| `type`      | string  | Yes      | `"fdc3.instrument"` |
-| `name`      | string  | No       | `"Microsoft"`       |
-| `id.ticker` | string  | No       | `"MSFT"`            |
-| `id.BBG`    | string  | No       | `"MSFT:US"`         |
-| `id.CUSIP`  | string  | No       | `"594918104"`       |
-| `id.FDS_ID` | string  | No       | `"P8R3C2-R"`        |
-| `id.FIGI`   | string  | No       | `"BBG000BPH459"`    |
-| `id.ISIN`   | string  | No       | `"US5949181045"`    |
-| `id.PERMID` | string  | No       | `"4295907168"`      |
-| `id.RIC`    | string  | No       | `"MSFT.OQ"`         |
-| `id.SEDOL`  | string  | No       | `"2588173"`         |
+| Property                    | Type    | Required | Example Value            | More Info                                               |
+|-----------------------------|---------|----------|--------------------------|--------------------------------------------------------|
+| `type`                      | string  | Yes      | `"fdc3.instrument"`      |                                                        |
+| `name`                      | string  | No       | `"Microsoft"`            |                                                        |
+| `id.ticker`                 | string  | No       | `"MSFT"`                 |                                                        |
+| `id.BBG`                    | string  | No       | `"MSFT:US"`              | https://www.bloomberg.com/                             |
+| `id.CUSIP`                  | string  | No       | `"594918104"`            | https://www.cusip.com/                                 |
+| `id.FDS_ID`                 | string  | No       | `"P8R3C2-R"`             | https://www.factset.com/                               |
+| `id.FIGI`                   | string  | No       | `"BBG000BPH459"`         | https://www.openfigi.com/                              |
+| `id.ISIN`                   | string  | No       | `"US5949181045"`         | https://www.isin.org/                                  |
+| `id.PERMID`                 | string  | No       | `"4295907168"`           | https://permid.org/                                    |
+| `id.RIC`                    | string  | No       | `"MSFT.OQ"`              | https://www.refinitiv.com/                             |
+| `id.SEDOL`                  | string  | No       | `"2588173"`              | https://www.lseg.com/sedol                             |
+| `market.MIC`                | string  | No       | `"XNAS"`                 | https://en.wikipedia.org/wiki/Market_Identifier_Code   |
+| `market.name`               | string  | No       | `"NASDAQ - All Markets"` |                                                        |
+| `market.COUNTRY_ISOALPHA2`  | string  | No       | `"US"`                   |                                                        |
+| `market.BBG`                | string  | No       | `"US"`                   | https://www.bloomberg.com/                             |
 
 ## Example
 
@@ -56,6 +62,9 @@ const instrument = {
         ticker: "MSFT",
         RIC: "MSFT.OQ",
         ISIN: "US5949181045"
+    },
+    market: {
+        MIC: "XNAS"
     }
 }
 

diff --git a/docs/context/ref/InstrumentList.md b/docs/context/ref/InstrumentList.md
@@ -43,12 +43,15 @@ const instruments = {
             type: "fdc3.instrument",
             id: {
                 ticker: "AAPL"
+            },
+            market: {
+                MIC: "XNAS"
             }
         },
         {
             type: "fdc3.instrument",
             id: {
-                ticker: "MSFT"
+                ISIN: "US5949181045"
             }
         },
     ]
@@ -73,4 +76,4 @@ Intents
 - [ViewQuote](../../intents/ref/ViewQuote)
 
 FINOS Financial Objects
-- [InstrumentList](https://fo.finos.org/docs/objects/instrumentlist)
+- [InstrumentList](https://fo.finos.org/docs/objects/instrumentlist)
diff --git a/docs/intents/ref/ViewNews.md b/docs/intents/ref/ViewNews.md
@@ -32,7 +32,10 @@ const instrument = {
     type: 'fdc3.instrument',
     name: 'International Business Machines',
     id: {
-        ticker: 'ibm'
+        ticker: 'IBM'
+    },
+    market: {
+        MIC: "XNYS"
     }
 }
 
@@ -51,4 +54,4 @@ Context
 
 
 Intents
-- [ViewAnalysis](ViewAnalysis)
+- [ViewAnalysis](ViewAnalysis)
diff --git a/docs/references.md b/docs/references.md
@@ -11,6 +11,7 @@ The following normative documents contain provisions, which, through reference i
 - **Community Specification license**, [https://github.com/CommunitySpecification/1.0]
 - **ISO 3166-1**, _Codes for the representation of names of countries and their subdivisions – Part 1: Country codes_, [https://www.iso.org/iso-3166-country-codes.html].
 - **ISO 8601-1:2019**, _Date and time — Representations for information interchange — Part 1: Basic rules_, [https://www.iso.org/standard/70907.html]
+- **ISO 10383:2012**, _Securities and related financial instruments — Codes for exchanges and market identification (MIC)_, [https://www.iso.org/standard/61067.html]
 - **JSON Schema**, [https://json-schema.org/].
 - **OpenAPI Standard v3.0**, [https://www.openapis.org/].
 - **RFC 2119**, _Keywords for use in RFCs to Indicate Requirement Levels, March 1997_, [https://datatracker.ietf.org/doc/html/rfc2119].

diff --git a/src/context/schemas/instrument.schema.json b/src/context/schemas/instrument.schema.json
@@ -19,7 +19,16 @@
         "SEDOL": { "type": "string" },
         "ticker": { "type": "string" }
       }
+    },
+    "market": {
+      "type": "object",
+      "properties": {
+        "MIC": { "type": "string" },
+        "name": { "type": "string" },
+        "COUNTRY_ISOALPHA2": { "type": "string" },
+        "BBG": { "type": "string" }
+      }
     }
   },
   "required": ["id"]
-}
+}
diff --git a/src/context/schemas/valuation.schema.json b/src/context/schemas/valuation.schema.json
@@ -8,7 +8,7 @@
     "type": { "const": "fdc3.valuation" },
     "value": { "type": "number" },
     "price": { "type": "number"},
-    "CURRENCY_ISCODE": { "type": "string", "pattern": "^[A-Z]{3}$" },
+    "CURRENCY_ISOCODE": { "type": "string", "pattern": "^[A-Z]{3}$" },
     "valuationTime": {"type": "string", "format": "date-time" },
     "expiryTime": {"type": "string", "format": "date-time" }
   },

diff --git a/website/static/schemas/2.0/valuation.schema.json b/website/static/schemas/2.0/valuation.schema.json
@@ -8,7 +8,7 @@
     "type": { "const": "fdc3.valuation" },
     "value": { "type": "number" },
     "price": { "type": "number"},
-    "CURRENCY_ISCODE": { "type": "string", "pattern": "^[A-Z]{3}$" },
+    "CURRENCY_ISOCODE": { "type": "string", "pattern": "^[A-Z]{3}$" },
     "valuationTime": {"type": "string", "format": "date-time" },
     "expiryTime": {"type": "string", "format": "date-time" }
   },