Dataset: FM – Financial market data

Data Structure Definition: Financial market data (not related to foreign exchange)

[ECB_FMD2 agency: ECB] Download SDMX 2.1 Data Structure Definition of the FM Dataflow

Click on the name of the codelist to see the full list of available codes.

Cube dimensions and attributes
  Concept description Concept Codelist Usage on SDW portal
1. dimension Frequency FREQ CL_FREQ Frequency dimension: used in Dimension Filters on Data Selection, Data Table and Quick View pages.
2. dimension Reference area REF_AREA CL_AREA_EE Country codes: used in Georgraphic Area filters on Data Selection pages.
3. dimension Currency CURRENCY CL_CURRENCY
4. dimension Financial market provider PROVIDER_FM CL_PROVIDER_FM
5. dimension Financial market instrument INSTRUMENT_FM CL_INSTRUMENT_FM
6. dimension Financial market provider identifier PROVIDER_FM_ID CL_PROVIDER_FM_ID
7. dimension Financial market data type DATA_TYPE_FM CL_DATA_TYPE_FM
Observation-level attribute Observation value OBS_VALUE
Observation-level attribute Observation status OBS_STATUS CL_OBS_STATUS Observation status: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Observation confidentiality OBS_CONF CL_OBS_CONF Observation confidentiality: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Pre-break observation value OBS_PRE_BREAK Observation pre-break value: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Observation-level attribute Observation comment OBS_COM Observation comment: displayed on the Data Table and Quickview pages, downloadable in SDMX format.
Time Series-level attribute Breaks BREAKS
Time Series-level attribute Collection indicator COLLECTION CL_COLLECTION Collection attribute: used on the Data Table, Data Chart and Quick View pages, displayed on the Metadata page.
Time Series-level attribute Compiling organisation COMPILING_ORG CL_ORGANISATION
Time Series-level attribute Data dissemination organisation DISS_ORG CL_ORGANISATION
Time Series-level attribute Domestic series ids DOM_SER_IDS
Time Series-level attribute Contract month/expired date FM_CONTRACT_TIME
Time Series-level attribute Coupon rate of the bond FM_COUPON_RATE
Time Series-level attribute Financial instrument Identifier FM_IDENTIFIER
Time Series-level attribute Lot size units FM_LOT_SIZE
Time Series-level attribute Bond maturity FM_MATURITY
Time Series-level attribute Outstanding amount FM_OUTS_AMOUNT
Time Series-level attribute options type FM_PUT_CALL
Time Series-level attribute Strike price of the options FM_STRIKE_PRICE
Time Series-level attribute Source publication (Euro area only) PUBL_MU
Time Series-level attribute Source publication (public) PUBL_PUBLIC
Time Series-level attribute Unit index base UNIT_INDEX_BASE Unit index base: displayed on the Data Table, Metadata and Quick View pages, downloadable in CSV and SDMX format.
Sibling-level attribute Compilation COMPILATION
Sibling-level attribute Coverage COVERAGE
Sibling-level attribute Decimals DECIMALS CL_DECIMALS Number of decimals: used on the Data Table and Quick View pages.
Sibling-level attribute Source agency SOURCE_AGENCY CL_ORGANISATION Source Agency: displayed on the Data Table, Data Chart and Quick View pages.
Sibling-level attribute Publication source SOURCE_PUB
Sibling-level attribute Title TITLE Short title: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Sibling-level attribute Title complement TITLE_COMPL Long title/description: used in the Search and displayed on Data Selection, Metadata and Quick View pages.
Sibling-level attribute Unit UNIT CL_UNIT Unit: displayed on the Data Table, Metadata and Quickview pages, downloadable in CSV and SDMX format.
Sibling-level attribute Unit multiplier UNIT_MULT CL_UNIT_MULT Unit Multiplier: displayed on the Data Table, Metadata and Quick View pages, downloadable in CSV and SDMX format.


Code List Description

Code Code Description
ABS Asset Backed Securities
BA Bond total
BB Benchmark bond
BC Corporate bond
BD Brady bonds (Emerging market debt reduction)
BG Government bond
BI Bond index
BM Bank bond (MFIs)
BT Bond (government and corporate)
BZ Zero-coupon yield bond
CP Cash price
CR Credit
CY Commodity
C_F_1 Corporate bond, nominal fixed coupon, all issuers whose rating is Bminus
C_F_2 Corporate bond, nominal fixed coupon, all issuers whose rating is CC
C_F_3 Corporate bond, nominal fixed coupon, all issuers whose rating is C
C_F_4 Corporate bond, nominal fixed coupon, all issuers whose rating is DD
C_F_5 Corporate bond, nominal fixed coupon, all issuers whose rating is D
C_F_6 Corporate bond, nominal fixed coupon, all issuers whose rating is CCC
C_F_7 Corporate bond, nominal fixed coupon, all issuers whose rating is DDD
C_F_A Corporate bond, nominal fixed coupon, all issuers whose rating is triple A
C_F_B Corporate bond, nominal fixed coupon, all issuers whose rating is triple B
C_F_C Corporate bond, nominal fixed coupon, all issuers all ratings included
C_F_D Corporate bond, nominal fixed coupon, all issuers whose rating is from Aminus to AAplus
C_F_E Corporate bond, nominal fixed coupon, all issuers whose rating is double A
C_F_F Corporate bond, nominal fixed coupon, all issuers whose rating is single A
C_F_G Corporate bond, nominal fixed coupon, all issuers whose rating is double B
C_F_H Corporate bond, nominal fixed coupon, all issuers whose rating is above investment grade
C_F_I Corporate bond, nominal fixed coupon, all issuers whose rating is single B
C_F_J Corporate bond, nominal fixed coupon, all issuers whose rating is AAplus
C_F_K Corporate bond, nominal fixed coupon, all issuers whose rating is AA
C_F_L Corporate bond, nominal fixed coupon, all issuers whose rating is below investment grade
C_F_M Corporate bond, nominal fixed coupon, all issuers whose rating is AAminus
C_F_N Corporate bond, nominal fixed coupon, all issuers whose rating is Aplus
C_F_O Corporate bond, nominal fixed coupon, all issuers whose rating is A
C_F_P Corporate bond, nominal fixed coupon, all issuers whose rating is Aminus
C_F_Q Corporate bond, nominal fixed coupon, all issuers whose rating is not covered individually
C_F_R Corporate bond, nominal fixed coupon, all issuers whose rating is BBBplus
C_F_S Corporate bond, nominal fixed coupon, all issuers whose rating is BBB
C_F_T Corporate bond, nominal fixed coupon, all issuers whose rating is from Aminus to triple A
C_F_U Corporate bond, nominal fixed coupon, all issuers whose rating is BBBminus
C_F_V Corporate bond, nominal fixed coupon, all issuers whose rating is BBplus
C_F_W Corporate bond, nominal fixed coupon, all issuers whose rating is BB
C_F_X Corporate bond, nominal fixed coupon, all issuers whose rating is BBminus
C_F_Y Corporate bond, nominal fixed coupon, all issuers whose rating is Bplus
C_F_Z Corporate bond, nominal fixed coupon, all issuers whose rating is B
C_N_1 Corporate bond, nominal, all issuers whose rating is Bminus
C_N_2 Corporate bond, nominal, all issuers whose rating is CC
C_N_3 Corporate bond, nominal, all issuers whose rating is C
C_N_4 Corporate bond, nominal, all issuers whose rating is DD
C_N_5 Corporate bond, nominal, all issuers whose rating is D
C_N_6 Corporate bond, nominal, all issuers whose rating is CCC
C_N_7 Corporate bond, nominal, all issuers whose rating is DDD
C_N_A Corporate bond, nominal, all issuers whose rating is triple A
C_N_B Corporate bond, nominal, all issuers whose rating is triple B
C_N_C Corporate bond, nominal, all issuers all ratings included
C_N_D Corporate bond, nominal, all issuers whose rating is from Aminus to AAplus
C_N_E Corporate bond, nominal, all issuers whose rating is double A
C_N_F Corporate bond, nominal, all issuers whose rating is single A
C_N_G Corporate bond, nominal, all issuers whose rating is double B
C_N_H Corporate bond, nominal, all issuers whose rating is above investment grade
C_N_I Corporate bond, nominal, all issuers whose rating is single B
C_N_J Corporate bond, nominal, all issuers whose rating is AAplus
C_N_K Corporate bond, nominal, all issuers whose rating is AA
C_N_L Corporate bond, nominal, all issuers whose rating is below investment grade
C_N_M Corporate bond, nominal, all issuers whose rating is AAminus
C_N_N Corporate bond, nominal, all issuers whose rating is Aplus
C_N_O Corporate bond, nominal, all issuers whose rating is A
C_N_P Corporate bond, nominal, all issuers whose rating is Aminus
C_N_Q Corporate bond, nominal, all issuers whose rating is not covered individually
C_N_R Corporate bond, nominal, all issuers whose rating is BBBplus
C_N_S Corporate bond, nominal, all issuers whose rating is BBB
C_N_T Corporate bond, nominal, all issuers whose rating is from Aminus to triple A
C_N_U Corporate bond, nominal, all issuers whose rating is BBBminus
C_N_V Corporate bond, nominal, all issuers whose rating is BBplus
C_N_W Corporate bond, nominal, all issuers whose rating is BB
C_N_X Corporate bond, nominal, all issuers whose rating is BBminus
C_N_Y Corporate bond, nominal, all issuers whose rating is Bplus
C_N_Z Corporate bond, nominal, all issuers whose rating is B
C_R_1 Corporate bond, real, all issuers whose rating is Bminus
C_R_2 Corporate bond, real, all issuers whose rating is CC
C_R_3 Corporate bond, real, all issuers whose rating is C
C_R_4 Corporate bond, real, all issuers whose rating is DD
C_R_5 Corporate bond, real, all issuers whose rating is D
C_R_6 Corporate bond, real, all issuers whose rating is CCC
C_R_7 Corporate bond, real, all issuers whose rating is DDD
C_R_A Corporate bond, real, all issuers whose rating is triple A
C_R_B Corporate bond, real, all issuers whose rating is triple B
C_R_C Corporate bond, real, all issuers all ratings included
C_R_D Corporate bond, real, all issuers whose rating is from Aminus to AAplus
C_R_E Corporate bond, real, all issuers whose rating is double A
C_R_F Corporate bond, real, all issuers whose rating is single A
C_R_G Corporate bond, real, all issuers whose rating is double B
C_R_H Corporate bond, real, all issuers whose rating is above investment grade
C_R_I Corporate bond, real, all issuers whose rating is single B
C_R_J Corporate bond, real, all issuers whose rating is AAplus
C_R_K Corporate bond, real, all issuers whose rating is AA
C_R_L Corporate bond, real, all issuers whose rating is below investment grade
C_R_M Corporate bond, real, all issuers whose rating is AAminus
C_R_N Corporate bond, real, all issuers whose rating is Aplus
C_R_O Corporate bond, real, all issuers whose rating is A
C_R_P Corporate bond, real, all issuers whose rating is Aminus
C_R_Q Corporate bond, real, all issuers whose rating is not covered individually
C_R_R Corporate bond, real, all issuers whose rating is BBBplus
C_R_S Corporate bond, real, all issuers whose rating is BBB
C_R_T Corporate bond, real, all issuers whose rating is from Aminus to triple A
C_R_U Corporate bond, real, all issuers whose rating is BBBminus
C_R_V Corporate bond, real, all issuers whose rating is BBplus
C_R_W Corporate bond, real, all issuers whose rating is BB
C_R_X Corporate bond, real, all issuers whose rating is BBminus
C_R_Y Corporate bond, real, all issuers whose rating is Bplus
C_R_Z Corporate bond, real, all issuers whose rating is B
C_Z_1 Corporate bond, nominal zero coupon, all issuers whose rating is Bminus
C_Z_2 Corporate bond, nominal zero coupon, all issuers whose rating is CC
C_Z_3 Corporate bond, nominal zero coupon, all issuers whose rating is C
C_Z_4 Corporate bond, nominal zero coupon, all issuers whose rating is DD
C_Z_5 Corporate bond, nominal zero coupon, all issuers whose rating is D
C_Z_6 Corporate bond, nominal zero coupon, all issuers whose rating is CCC
C_Z_7 Corporate bond, nominal zero coupon, all issuers whose rating is DDD
C_Z_A Corporate bond, nominal zero coupon, all issuers whose rating is triple A
C_Z_B Corporate bond, nominal zero coupon, all issuers whose rating is triple B
C_Z_C Corporate bond, nominal zero coupon, all issuers all ratings included
C_Z_D Corporate bond, nominal zero coupon, all issuers whose rating is from Aminus to AAplus
C_Z_E Corporate bond, nominal zero coupon, all issuers whose rating is double A
C_Z_F Corporate bond, nominal zero coupon, all issuers whose rating is single A
C_Z_G Corporate bond, nominal zero coupon, all issuers whose rating is double B
C_Z_H Corporate bond, nominal zero coupon, all issuers whose rating is above investment grade
C_Z_I Corporate bond, nominal zero coupon, all issuers whose rating is single B
C_Z_J Corporate bond, nominal zero coupon, all issuers whose rating is AAplus
C_Z_K Corporate bond, nominal zero coupon, all issuers whose rating is AA
C_Z_L Corporate bond, nominal zero coupon, all issuers whose rating is below investment grade
C_Z_M Corporate bond, nominal zero coupon, all issuers whose rating is AAminus
C_Z_N Corporate bond, nominal zero coupon, all issuers whose rating is Aplus
C_Z_O Corporate bond, nominal zero coupon, all issuers whose rating is A
C_Z_P Corporate bond, nominal zero coupon, all issuers whose rating is Aminus
C_Z_Q Corporate bond, nominal zero coupon, all issuers whose rating is not covered individually
C_Z_R Corporate bond, nominal zero coupon, all issuers whose rating is BBBplus
C_Z_S Corporate bond, nominal zero coupon, all issuers whose rating is BBB
C_Z_T Corporate bond, nominal zero coupon, all issuers whose rating is from Aminus to triple A
C_Z_U Corporate bond, nominal zero coupon, all issuers whose rating is BBBminus
C_Z_V Corporate bond, nominal zero coupon, all issuers whose rating is BBplus
C_Z_W Corporate bond, nominal zero coupon, all issuers whose rating is BB
C_Z_X Corporate bond, nominal zero coupon, all issuers whose rating is BBminus
C_Z_Y Corporate bond, nominal zero coupon, all issuers whose rating is Bplus
C_Z_Z Corporate bond, nominal zero coupon, all issuers whose rating is B
DTD Distance to default
EB EBS foreign exchange
EC Economic indicator
EDF01 Expected default frequency within one year
EI Equity/index
EQ Equity
EX Exchange rates
FO Oil futures
FR Forward rate agreements
FT Futures
FX Foreign exchange
G_F_A Government bond, nominal fixed coupon, all issuers whose rating is triple A
G_F_B Government bond, nominal fixed coupon, all issuers whose rating is triple B
G_F_C Government bond, nominal fixed coupon, all issuers all ratings included
G_F_D Government bond, nominal fixed coupon, all issuers whose rating is from Aminus to AAplus
G_F_E Government bond, nominal fixed coupon, all issuers whose rating is double A
G_F_F Government bond, nominal fixed coupon, all issuers whose rating is single A
G_F_G Government bond, nominal fixed coupon, all issuers whose rating is double B
G_F_H Government bond, nominal fixed coupon, all issuers whose rating is above investment grade
G_F_I Government bond, nominal fixed coupon, all issuers whose rating is single B
G_F_J Government bond, nominal fixed coupon, all issuers whose rating is AAplus
G_F_K Government bond, nominal fixed coupon, all issuers whose rating is AA
G_F_L Government bond, nominal fixed coupon, all issuers whose rating is below investment grade
G_F_M Government bond, nominal fixed coupon, all issuers whose rating is AAminus
G_F_N Government bond, nominal fixed coupon, all issuers whose rating is Aplus
G_F_O Government bond, nominal fixed coupon, all issuers whose rating is A
G_F_P Government bond, nominal fixed coupon, all issuers whose rating is Aminus
G_F_Q Government bond, nominal fixed coupon, all issuers whose rating is not covered individually
G_F_T Government bond, nominal fixed coupon, all issuers whose rating is from Aminus to triple A
G_N_A Government bond, nominal, all issuers whose rating is triple A
G_N_B Government bond, nominal, all issuers whose rating is triple B
G_N_C Government bond, nominal, all issuers all ratings included
G_N_D Government bond, nominal, all issuers whose rating is from Aminus to AAplus
G_N_E Government bond, nominal, all issuers whose rating is double A
G_N_F Government bond, nominal, all issuers whose rating is single A
G_N_G Government bond, nominal, all issuers whose rating is double B
G_N_H Government bond, nominal, all issuers whose rating is above investment grade
G_N_I Government bond, nominal, all issuers whose rating is single B
G_N_J Government bond, nominal, all issuers whose rating is AAplus
G_N_K Government bond, nominal, all issuers whose rating is AA
G_N_L Government bond, nominal, all issuers whose rating is below investment grade
G_N_M Government bond, nominal, all issuers whose rating is AAminus
G_N_N Government bond, nominal, all issuers whose rating is Aplus
G_N_O Government bond, nominal, all issuers whose rating is A
G_N_P Government bond, nominal, all issuers whose rating is Aminus
G_N_Q Government bond, nominal, all issuers whose rating is not covered individually
G_N_T Government bond, nominal, all issuers whose rating is from Aminus to triple A
G_N_U Government bond, nominal, all issuers whose rating is between AAA and A
G_N_V Government bond, nominal, all investment grade-rated issuers
G_N_W Government bond, nominal, all issuers whose rating is between AAA and AA
G_N_X Government bond, nominal, national spread to euro area triple A rate
G_N_Y Government bond, nominal, national spread to all euro area rate
G_R_A Government bond, real, all issuers whose rating is triple A
G_R_B Government bond, real, all issuers whose rating is triple B
G_R_C Government bond, real, all issuers all ratings included
G_R_D Government bond, real, all issuers whose rating is from Aminus to AAplus
G_R_E Government bond, real, all issuers whose rating is double A
G_R_F Government bond, real, all issuers whose rating is single A
G_R_G Government bond, real, all issuers whose rating is double B
G_R_H Government bond, real, all issuers whose rating is above investment grade
G_R_I Government bond, real, all issuers whose rating is single B
G_R_J Government bond, real, all issuers whose rating is AAplus
G_R_K Government bond, real, all issuers whose rating is AA
G_R_L Government bond, real, all issuers whose rating is below investment grade
G_R_M Government bond, real, all issuers whose rating is AAminus
G_R_N Government bond, real, all issuers whose rating is Aplus
G_R_O Government bond, real, all issuers whose rating is A
G_R_P Government bond, real, all issuers whose rating is Aminus
G_R_Q Government bond, real, all issuers whose rating is not covered individually
G_R_T Government bond, real, all issuers whose rating is from Aminus to triple A
G_Z_A Government bond, nominal zero coupon, all issuers whose rating is triple A
G_Z_B Government bond, nominal zero coupon, all issuers whose rating is triple B
G_Z_C Government bond, nominal zero coupon, all issuers all ratings included
G_Z_D Government bond, nominal zero coupon, all issuers whose rating is from Aminus to AAplus
G_Z_E Government bond, nominal zero coupon, all issuers whose rating is double A
G_Z_F Government bond, nominal zero coupon, all issuers whose rating is single A
G_Z_G Government bond, nominal zero coupon, all issuers whose rating is double B
G_Z_H Government bond, nominal zero coupon, all issuers whose rating is above investment grade
G_Z_I Government bond, nominal zero coupon, all issuers whose rating is single B
G_Z_J Government bond, nominal zero coupon, all issuers whose rating is AAplus
G_Z_K Government bond, nominal zero coupon, all issuers whose rating is AA
G_Z_L Government bond, nominal zero coupon, all issuers whose rating is below investment grade
G_Z_M Government bond, nominal zero coupon, all issuers whose rating is AAminus
G_Z_N Government bond, nominal zero coupon, all issuers whose rating is Aplus
G_Z_O Government bond, nominal zero coupon, all issuers whose rating is A
G_Z_P Government bond, nominal zero coupon, all issuers whose rating is Aminus
G_Z_Q Government bond, nominal zero coupon, all issuers whose rating is not covered individually
G_Z_T Government bond, nominal zero coupon, all issuers whose rating is from Aminus to triple A
IS Interest rate swaps
KR Key interest rate
MD Money market securities, certificate of deposit
MF Money market funds
MM Money Market
MO Eurosystem monetary policy operations
MP Money market securities, commnercial paper
MR Money market rates
MT Money market securities, treasury bonds
OO Oil options
OP Options
SB Bond swaps
SC Credit default swaps
SE Eonia swaps
SF Foreign exchange swaps
SI Interest rate swaps
SO Overnight interest rate swaps
SP Spread
SS Sensitivities
SX Cross-currency swaps
TB Total borrowing activity
TL Total lending activity
TS Shadow banking activities
VL Volatility
XX Not specified